Generated at 16:15 on Wednesday 05/07/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
656 |
-199,523,614 |
| 0 |
50 |
0 |
| 1 |
518 |
199,827,966 |
|
target_notional |
| target_notional |
304,352 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-115,420 |
304,352 |
40,149,126 |
399,351,580 |
1 |
-0.000 |
0.001 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,187,305 |
| 0 |
0 |
| 1 |
175,071,885 |
|
alpha_notional |
| alpha_notional |
40,149,126 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,868,824 |
| 0 |
0 |
| 1 |
21,280,302 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
72 |
-9,992,234 |
32,322,900 |
1 |
-0.309 |
0.081 |
| CHN |
506 |
-9,919,146 |
143,828,842 |
1 |
-0.069 |
0.360 |
| HKG |
142 |
20,718,527 |
39,980,822 |
1 |
0.518 |
0.100 |
| IDN |
4 |
3,476,637 |
3,476,637 |
1 |
1.000 |
0.009 |
| IND |
14 |
3,741,635 |
3,741,635 |
1 |
1.000 |
0.009 |
| JPN |
298 |
-1,498,153 |
116,339,899 |
1 |
-0.013 |
0.291 |
| KOR |
52 |
-9,992,779 |
9,992,779 |
1 |
-1.000 |
0.025 |
| MYS |
2 |
593,244 |
593,244 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,609 |
1,854,609 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
233,321 |
233,321 |
1 |
1.000 |
0.001 |
| SGP |
13 |
-2,684,762 |
3,674,403 |
1 |
-0.731 |
0.009 |
| THA |
32 |
-2,215,939 |
14,679,676 |
1 |
-0.151 |
0.037 |
| TWN |
86 |
9,698,609 |
28,632,812 |
1 |
0.339 |
0.072 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-21,157,567 |
| 0 |
1 |
0 |
| 1 |
18 |
11,165,333 |
| CHN |
-1 |
291 |
-76,873,994 |
| 0 |
30 |
0 |
| 1 |
185 |
66,954,848 |
| HKG |
-1 |
34 |
-9,631,148 |
| 0 |
1 |
0 |
| 1 |
107 |
30,349,674 |
| IDN |
1 |
4 |
3,476,637 |
| IND |
1 |
14 |
3,741,635 |
| JPN |
-1 |
151 |
-58,919,026 |
| 0 |
12 |
0 |
| 1 |
135 |
57,420,873 |
| KOR |
-1 |
50 |
-9,992,779 |
| 0 |
2 |
0 |
| MYS |
1 |
2 |
593,244 |
| NZL |
-1 |
1 |
-1,854,609 |
| PHL |
1 |
2 |
233,321 |
| SGP |
-1 |
8 |
-3,179,582 |
| 0 |
1 |
0 |
| 1 |
4 |
494,821 |
| THA |
-1 |
21 |
-8,447,807 |
| 0 |
3 |
0 |
| 1 |
8 |
6,231,868 |
| TWN |
-1 |
47 |
-9,467,101 |
| 1 |
39 |
19,165,711 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-21,157,567 |
-21,157,567 |
-12,220,462 |
0.61 |
-0.078 |
-0.071 |
1,891,772 |
| 0 |
1 |
0 |
0 |
0 |
0.61 |
0.005 |
0.005 |
0 |
| 1 |
18 |
11,165,333 |
11,165,333 |
3,559,162 |
0.31 |
0.047 |
0.032 |
944,433 |
| CHN |
-1 |
291 |
-76,873,994 |
-76,873,994 |
-92,653,592 |
1.39 |
-0.126 |
-0.127 |
10,482,114 |
| 0 |
30 |
0 |
0 |
0 |
1.45 |
-0.026 |
-0.018 |
0 |
| 1 |
185 |
66,954,848 |
66,954,848 |
85,424,811 |
1.36 |
0.051 |
0.046 |
5,114,246 |
| HKG |
-1 |
34 |
-9,631,148 |
-9,631,148 |
-7,922,925 |
1.46 |
0.078 |
0.071 |
-196,473 |
| 0 |
1 |
0 |
0 |
0 |
1.91 |
0.195 |
0.195 |
0 |
| 1 |
107 |
30,349,674 |
30,349,674 |
40,271,178 |
1.57 |
0.217 |
0.214 |
7,007,442 |
| IDN |
1 |
4 |
3,476,637 |
3,476,637 |
529,572 |
0.17 |
0.112 |
0.096 |
365,472 |
| IND |
1 |
14 |
3,741,635 |
3,741,635 |
1,318,704 |
0.36 |
0.126 |
0.126 |
497,081 |
| JPN |
-1 |
151 |
-58,919,026 |
-58,919,026 |
-42,652,574 |
0.73 |
-0.038 |
-0.036 |
3,021,287 |
| 0 |
12 |
0 |
0 |
0 |
0.87 |
0.012 |
0.026 |
0 |
| 1 |
135 |
57,420,873 |
57,420,873 |
31,202,055 |
0.62 |
0.046 |
0.046 |
3,317,653 |
| KOR |
-1 |
50 |
-9,992,779 |
-9,992,779 |
-6,165,585 |
0.59 |
-0.208 |
-0.200 |
2,247,578 |
| 0 |
2 |
0 |
0 |
0 |
0.95 |
-0.218 |
-0.218 |
0 |
| MYS |
1 |
2 |
593,244 |
593,244 |
135,043 |
0.24 |
0.080 |
0.080 |
31,167 |
| NZL |
-1 |
1 |
-1,854,609 |
-1,854,609 |
-504,888 |
0.27 |
-0.289 |
-0.289 |
535,104 |
| PHL |
1 |
2 |
233,321 |
233,321 |
19,202 |
0.22 |
0.032 |
0.032 |
16,531 |
| SGP |
-1 |
8 |
-3,179,582 |
-3,179,582 |
-2,336,058 |
0.66 |
-0.002 |
0.004 |
98,836 |
| 0 |
1 |
0 |
0 |
0 |
0.56 |
0.093 |
0.093 |
0 |
| 1 |
4 |
494,821 |
494,821 |
133,848 |
0.35 |
0.066 |
0.066 |
27,431 |
| THA |
-1 |
21 |
-8,447,807 |
-8,447,807 |
-2,478,144 |
0.35 |
-0.060 |
-0.059 |
482,294 |
| 0 |
3 |
0 |
0 |
0 |
0.32 |
-0.035 |
0.007 |
0 |
| 1 |
8 |
6,231,868 |
6,231,868 |
1,327,116 |
0.21 |
0.051 |
0.049 |
573,579 |
| TWN |
-1 |
47 |
-9,467,101 |
-9,467,101 |
-8,253,078 |
0.95 |
-0.012 |
-0.015 |
306,311 |
| 1 |
39 |
19,165,711 |
19,165,711 |
11,151,193 |
0.77 |
0.144 |
0.124 |
3,385,267 |