Generated at 16:28 on Thursday 05/08/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
650 |
-199,053,423 |
| 0 |
38 |
0 |
| 1 |
507 |
200,415,829 |
|
target_notional |
| target_notional |
1,362,406 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
197,678 |
1,362,406 |
40,857,067 |
399,469,252 |
1 |
0.000 |
0.003 |
0.102 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-176,218,684 |
| 0 |
0 |
| 1 |
176,416,362 |
|
alpha_notional |
| alpha_notional |
40,857,067 |
|
alpha_notional |
| pos_sign |
|
| -1 |
19,374,505 |
| 0 |
0 |
| 1 |
21,482,562 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-9,997,274 |
31,108,335 |
1 |
-0.321 |
0.078 |
| CHN |
480 |
-9,893,416 |
143,852,475 |
1 |
-0.069 |
0.360 |
| HKG |
141 |
20,317,657 |
40,058,277 |
1 |
0.507 |
0.100 |
| IDN |
4 |
3,348,019 |
3,348,019 |
1 |
1.000 |
0.008 |
| IND |
15 |
3,952,039 |
3,952,039 |
1 |
1.000 |
0.010 |
| JPN |
296 |
-1,366,105 |
117,387,278 |
1 |
-0.012 |
0.294 |
| KOR |
50 |
-9,992,732 |
9,992,732 |
1 |
-1.000 |
0.025 |
| MYS |
2 |
588,969 |
588,969 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,628 |
1,854,628 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
231,865 |
231,865 |
1 |
1.000 |
0.001 |
| SGP |
13 |
-1,970,786 |
3,751,222 |
1 |
-0.525 |
0.009 |
| THA |
30 |
-2,023,909 |
14,503,835 |
1 |
-0.140 |
0.036 |
| TWN |
87 |
10,022,707 |
28,839,577 |
1 |
0.348 |
0.072 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-20,552,804 |
| 0 |
6 |
0 |
| 1 |
14 |
10,555,531 |
| CHN |
-1 |
287 |
-76,872,946 |
| 0 |
11 |
0 |
| 1 |
182 |
66,979,529 |
| HKG |
-1 |
35 |
-9,870,310 |
| 1 |
106 |
30,187,967 |
| IDN |
1 |
4 |
3,348,019 |
| IND |
0 |
2 |
0 |
| 1 |
13 |
3,952,039 |
| JPN |
-1 |
147 |
-59,376,692 |
| 0 |
16 |
0 |
| 1 |
133 |
58,010,587 |
| KOR |
-1 |
50 |
-9,992,732 |
| MYS |
1 |
2 |
588,969 |
| NZL |
-1 |
1 |
-1,854,628 |
| PHL |
1 |
2 |
231,865 |
| SGP |
-1 |
7 |
-2,861,004 |
| 0 |
1 |
0 |
| 1 |
5 |
890,218 |
| THA |
-1 |
21 |
-8,263,872 |
| 0 |
2 |
0 |
| 1 |
7 |
6,239,963 |
| TWN |
-1 |
48 |
-9,408,435 |
| 1 |
39 |
19,431,142 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-20,552,804 |
-20,552,804 |
-12,113,572 |
0.60 |
-0.089 |
-0.085 |
2,239,777 |
| 0 |
6 |
0 |
0 |
0 |
0.41 |
-0.007 |
-0.019 |
0 |
| 1 |
14 |
10,555,531 |
10,555,531 |
3,155,364 |
0.27 |
0.038 |
0.034 |
671,301 |
| CHN |
-1 |
287 |
-76,872,946 |
-76,872,946 |
-93,905,072 |
1.39 |
-0.123 |
-0.125 |
10,839,086 |
| 0 |
11 |
0 |
0 |
0 |
1.29 |
-0.068 |
-0.059 |
0 |
| 1 |
182 |
66,979,529 |
66,979,529 |
85,881,372 |
1.35 |
0.058 |
0.054 |
5,768,860 |
| HKG |
-1 |
35 |
-9,870,310 |
-9,870,310 |
-8,353,108 |
1.47 |
0.077 |
0.075 |
-266,579 |
| 1 |
106 |
30,187,967 |
30,187,967 |
40,757,812 |
1.57 |
0.213 |
0.218 |
6,934,096 |
| IDN |
1 |
4 |
3,348,019 |
3,348,019 |
512,898 |
0.17 |
0.128 |
0.124 |
357,364 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.29 |
-0.010 |
-0.010 |
0 |
| 1 |
13 |
3,952,039 |
3,952,039 |
1,430,601 |
0.39 |
0.130 |
0.138 |
569,472 |
| JPN |
-1 |
147 |
-59,376,692 |
-59,376,692 |
-42,468,904 |
0.73 |
-0.044 |
-0.044 |
3,123,842 |
| 0 |
16 |
0 |
0 |
0 |
0.74 |
0.024 |
0.027 |
0 |
| 1 |
133 |
58,010,587 |
58,010,587 |
31,613,274 |
0.62 |
0.044 |
0.041 |
3,225,102 |
| KOR |
-1 |
50 |
-9,992,732 |
-9,992,732 |
-6,196,198 |
0.59 |
-0.210 |
-0.203 |
2,271,154 |
| MYS |
1 |
2 |
588,969 |
588,969 |
134,070 |
0.24 |
0.092 |
0.092 |
38,750 |
| NZL |
-1 |
1 |
-1,854,628 |
-1,854,628 |
-504,893 |
0.27 |
-0.250 |
-0.250 |
462,803 |
| PHL |
1 |
2 |
231,865 |
231,865 |
19,167 |
0.22 |
0.024 |
0.024 |
13,372 |
| SGP |
-1 |
7 |
-2,861,004 |
-2,861,004 |
-2,152,157 |
0.69 |
0.003 |
0.012 |
71,288 |
| 0 |
1 |
0 |
0 |
0 |
0.47 |
0.039 |
0.039 |
0 |
| 1 |
5 |
890,218 |
890,218 |
269,298 |
0.37 |
0.073 |
0.070 |
57,402 |
| THA |
-1 |
21 |
-8,263,872 |
-8,263,872 |
-2,328,287 |
0.35 |
-0.037 |
-0.033 |
294,875 |
| 0 |
2 |
0 |
0 |
0 |
0.45 |
-0.063 |
-0.063 |
0 |
| 1 |
7 |
6,239,963 |
6,239,963 |
1,317,736 |
0.15 |
0.079 |
0.067 |
607,250 |
| TWN |
-1 |
48 |
-9,408,435 |
-9,408,435 |
-8,196,493 |
0.94 |
-0.025 |
-0.034 |
338,258 |
| 1 |
39 |
19,431,142 |
19,431,142 |
11,324,771 |
0.77 |
0.131 |
0.116 |
3,239,592 |