Generated at 16:41 on Sunday 05/11/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
652 |
-201,730,506 |
| 0 |
30 |
0 |
| 1 |
496 |
200,517,965 |
|
target_notional |
| target_notional |
-1,212,541 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,011,637 |
-1,212,541 |
41,268,749 |
402,248,470 |
1 |
-0.005 |
-0.003 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,395,393 |
| 0 |
0 |
| 1 |
175,383,756 |
|
alpha_notional |
| alpha_notional |
41,268,749 |
|
alpha_notional |
| pos_sign |
|
| -1 |
19,420,518 |
| 0 |
0 |
| 1 |
21,848,231 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-9,973,634 |
32,894,520 |
1 |
-0.303 |
0.082 |
| CHN |
470 |
-12,445,126 |
146,305,600 |
1 |
-0.085 |
0.364 |
| HKG |
142 |
19,292,066 |
40,704,116 |
1 |
0.474 |
0.101 |
| IDN |
4 |
3,367,867 |
3,367,867 |
1 |
1.000 |
0.008 |
| IND |
14 |
3,897,725 |
3,897,725 |
1 |
1.000 |
0.010 |
| JPN |
290 |
-83,017 |
114,159,775 |
1 |
-0.001 |
0.284 |
| KOR |
51 |
-9,963,225 |
9,963,225 |
1 |
-1.000 |
0.025 |
| MYS |
2 |
579,360 |
579,360 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,853,327 |
1,853,327 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
234,776 |
234,776 |
1 |
1.000 |
0.001 |
| SGP |
12 |
-1,983,790 |
3,759,459 |
1 |
-0.528 |
0.009 |
| THA |
28 |
-1,939,505 |
14,501,465 |
1 |
-0.134 |
0.036 |
| TWN |
89 |
9,657,289 |
30,027,256 |
1 |
0.322 |
0.075 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-21,434,077 |
| 0 |
3 |
0 |
| 1 |
14 |
11,460,443 |
| CHN |
-1 |
284 |
-79,375,363 |
| 0 |
5 |
0 |
| 1 |
181 |
66,930,237 |
| HKG |
-1 |
36 |
-10,706,025 |
| 0 |
1 |
0 |
| 1 |
105 |
29,998,091 |
| IDN |
1 |
4 |
3,367,867 |
| IND |
0 |
2 |
0 |
| 1 |
12 |
3,897,725 |
| JPN |
-1 |
148 |
-57,121,396 |
| 0 |
17 |
0 |
| 1 |
125 |
57,038,379 |
| KOR |
-1 |
50 |
-9,963,225 |
| 0 |
1 |
0 |
| MYS |
1 |
2 |
579,360 |
| NZL |
-1 |
1 |
-1,853,327 |
| PHL |
1 |
2 |
234,776 |
| SGP |
-1 |
7 |
-2,871,624 |
| 1 |
5 |
887,834 |
| THA |
-1 |
21 |
-8,220,485 |
| 1 |
7 |
6,280,980 |
| TWN |
-1 |
49 |
-10,184,984 |
| 0 |
1 |
0 |
| 1 |
39 |
19,842,273 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-21,434,077 |
-21,434,077 |
-12,638,710 |
0.60 |
-0.096 |
-0.088 |
2,436,990 |
| 0 |
3 |
0 |
0 |
0 |
0.19 |
-0.011 |
-0.039 |
0 |
| 1 |
14 |
11,460,443 |
11,460,443 |
3,270,941 |
0.27 |
0.044 |
0.047 |
749,828 |
| CHN |
-1 |
284 |
-79,375,363 |
-79,375,363 |
-94,443,117 |
1.39 |
-0.125 |
-0.128 |
11,714,269 |
| 0 |
5 |
0 |
0 |
0 |
1.23 |
-0.004 |
-0.005 |
0 |
| 1 |
181 |
66,930,237 |
66,930,237 |
85,655,132 |
1.35 |
0.058 |
0.052 |
5,938,684 |
| HKG |
-1 |
36 |
-10,706,025 |
-10,706,025 |
-9,396,076 |
1.45 |
0.074 |
0.058 |
-269,166 |
| 0 |
1 |
0 |
0 |
0 |
0.78 |
0.060 |
0.060 |
0 |
| 1 |
105 |
29,998,091 |
29,998,091 |
40,549,348 |
1.57 |
0.214 |
0.219 |
7,112,433 |
| IDN |
1 |
4 |
3,367,867 |
3,367,867 |
515,665 |
0.17 |
0.107 |
0.097 |
327,890 |
| IND |
0 |
2 |
0 |
0 |
0 |
0.38 |
0.016 |
0.016 |
0 |
| 1 |
12 |
3,897,725 |
3,897,725 |
1,358,276 |
0.37 |
0.114 |
0.121 |
554,708 |
| JPN |
-1 |
148 |
-57,121,396 |
-57,121,396 |
-41,040,984 |
0.74 |
-0.029 |
-0.029 |
2,095,731 |
| 0 |
17 |
0 |
0 |
0 |
0.72 |
0.012 |
0.007 |
0 |
| 1 |
125 |
57,038,379 |
57,038,379 |
30,737,358 |
0.61 |
0.058 |
0.054 |
3,986,303 |
| KOR |
-1 |
50 |
-9,963,225 |
-9,963,225 |
-5,972,820 |
0.58 |
-0.198 |
-0.185 |
2,069,629 |
| 0 |
1 |
0 |
0 |
0 |
1.04 |
-0.167 |
-0.167 |
0 |
| MYS |
1 |
2 |
579,360 |
579,360 |
131,883 |
0.24 |
0.088 |
0.088 |
40,274 |
| NZL |
-1 |
1 |
-1,853,327 |
-1,853,327 |
-504,539 |
0.27 |
-0.283 |
-0.283 |
524,563 |
| PHL |
1 |
2 |
234,776 |
234,776 |
19,320 |
0.22 |
0.072 |
0.072 |
22,620 |
| SGP |
-1 |
7 |
-2,871,624 |
-2,871,624 |
-2,161,366 |
0.69 |
0.003 |
0.011 |
66,035 |
| 1 |
5 |
887,834 |
887,834 |
269,023 |
0.37 |
0.075 |
0.078 |
59,954 |
| THA |
-1 |
21 |
-8,220,485 |
-8,220,485 |
-2,339,428 |
0.35 |
-0.038 |
-0.035 |
160,210 |
| 1 |
7 |
6,280,980 |
6,280,980 |
1,335,467 |
0.15 |
0.075 |
0.065 |
576,357 |
| TWN |
-1 |
49 |
-10,184,984 |
-10,184,984 |
-8,898,354 |
0.93 |
-0.049 |
-0.052 |
622,258 |
| 0 |
1 |
0 |
0 |
0 |
0.65 |
-0.048 |
-0.048 |
0 |
| 1 |
39 |
19,842,273 |
19,842,273 |
11,541,343 |
0.77 |
0.101 |
0.090 |
2,479,181 |