Generated at 17:49 on Monday 05/12/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
651 |
-200,195,797 |
| 0 |
35 |
0 |
| 1 |
487 |
200,478,427 |
|
target_notional |
| target_notional |
282,630 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,081,940 |
282,630 |
41,385,753 |
400,674,224 |
1 |
-0.003 |
0.001 |
0.103 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,039,942 |
| 0 |
0 |
| 1 |
175,958,002 |
|
alpha_notional |
| alpha_notional |
41,385,753 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,477,362 |
| 0 |
0 |
| 1 |
22,908,391 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-9,961,161 |
33,519,027 |
1 |
-0.297 |
0.084 |
| CHN |
466 |
-11,211,818 |
145,151,642 |
1 |
-0.077 |
0.362 |
| HKG |
142 |
18,803,085 |
41,120,740 |
1 |
0.457 |
0.103 |
| IDN |
4 |
3,367,867 |
3,367,867 |
1 |
1.000 |
0.008 |
| IND |
13 |
2,270,945 |
2,270,945 |
1 |
1.000 |
0.006 |
| JPN |
290 |
1,733,082 |
113,962,940 |
1 |
0.015 |
0.284 |
| KOR |
50 |
-9,968,467 |
9,968,467 |
1 |
-1.000 |
0.025 |
| MYS |
2 |
579,360 |
579,360 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,854,622 |
1,854,622 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
234,776 |
234,776 |
1 |
1.000 |
0.001 |
| SGP |
12 |
-1,414,944 |
4,051,612 |
1 |
-0.349 |
0.010 |
| THA |
28 |
-1,670,609 |
14,314,950 |
1 |
-0.117 |
0.036 |
| TWN |
90 |
9,375,135 |
30,277,276 |
1 |
0.310 |
0.076 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-21,740,094 |
| 0 |
3 |
0 |
| 1 |
13 |
11,778,933 |
| CHN |
-1 |
275 |
-78,181,730 |
| 0 |
15 |
0 |
| 1 |
176 |
66,969,912 |
| HKG |
-1 |
36 |
-11,158,828 |
| 0 |
1 |
0 |
| 1 |
105 |
29,961,912 |
| IDN |
1 |
4 |
3,367,867 |
| IND |
0 |
4 |
0 |
| 1 |
9 |
2,270,945 |
| JPN |
-1 |
156 |
-56,114,929 |
| 0 |
9 |
0 |
| 1 |
125 |
57,848,011 |
| KOR |
-1 |
49 |
-9,968,467 |
| 0 |
1 |
0 |
| MYS |
1 |
2 |
579,360 |
| NZL |
-1 |
1 |
-1,854,622 |
| PHL |
1 |
2 |
234,776 |
| SGP |
-1 |
7 |
-2,733,278 |
| 1 |
5 |
1,318,334 |
| THA |
-1 |
20 |
-7,992,779 |
| 0 |
1 |
0 |
| 1 |
7 |
6,322,170 |
| TWN |
-1 |
50 |
-10,451,071 |
| 0 |
1 |
0 |
| 1 |
39 |
19,826,206 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-21,740,094 |
-21,740,094 |
-13,037,240 |
0.60 |
-0.087 |
-0.086 |
2,239,719 |
| 0 |
3 |
0 |
0 |
0 |
0.43 |
-0.025 |
0.015 |
0 |
| 1 |
13 |
11,778,933 |
11,778,933 |
3,251,238 |
0.23 |
0.051 |
0.049 |
874,533 |
| CHN |
-1 |
275 |
-78,181,730 |
-78,181,730 |
-93,789,072 |
1.39 |
-0.118 |
-0.122 |
11,063,429 |
| 0 |
15 |
0 |
0 |
0 |
1.16 |
-0.002 |
0.007 |
0 |
| 1 |
176 |
66,969,912 |
66,969,912 |
86,172,419 |
1.35 |
0.069 |
0.062 |
6,935,424 |
| HKG |
-1 |
36 |
-11,158,828 |
-11,158,828 |
-10,263,365 |
1.45 |
0.059 |
0.056 |
-57,166 |
| 0 |
1 |
0 |
0 |
0 |
0.72 |
0.231 |
0.231 |
0 |
| 1 |
105 |
29,961,912 |
29,961,912 |
40,429,636 |
1.57 |
0.200 |
0.203 |
6,897,078 |
| IDN |
1 |
4 |
3,367,867 |
3,367,867 |
515,665 |
0.17 |
0.100 |
0.090 |
320,099 |
| IND |
0 |
4 |
0 |
0 |
0 |
0.40 |
-0.042 |
-0.035 |
0 |
| 1 |
9 |
2,270,945 |
2,270,945 |
830,168 |
0.39 |
0.039 |
0.032 |
132,170 |
| JPN |
-1 |
156 |
-56,114,929 |
-56,114,929 |
-39,827,054 |
0.75 |
-0.024 |
-0.022 |
1,955,945 |
| 0 |
9 |
0 |
0 |
0 |
0.61 |
0.016 |
0.015 |
0 |
| 1 |
125 |
57,848,011 |
57,848,011 |
31,215,312 |
0.61 |
0.065 |
0.062 |
4,304,523 |
| KOR |
-1 |
49 |
-9,968,467 |
-9,968,467 |
-6,131,758 |
0.60 |
-0.197 |
-0.189 |
2,025,656 |
| 0 |
1 |
0 |
0 |
0 |
-0.17 |
-0.319 |
-0.319 |
0 |
| MYS |
1 |
2 |
579,360 |
579,360 |
131,883 |
0.24 |
0.090 |
0.090 |
42,005 |
| NZL |
-1 |
1 |
-1,854,622 |
-1,854,622 |
-504,892 |
0.27 |
-0.271 |
-0.271 |
503,043 |
| PHL |
1 |
2 |
234,776 |
234,776 |
19,320 |
0.22 |
0.102 |
0.102 |
20,332 |
| SGP |
-1 |
7 |
-2,733,278 |
-2,733,278 |
-2,065,642 |
0.69 |
0.011 |
0.012 |
40,086 |
| 1 |
5 |
1,318,334 |
1,318,334 |
426,915 |
0.37 |
0.079 |
0.078 |
95,578 |
| THA |
-1 |
20 |
-7,992,779 |
-7,992,779 |
-2,267,200 |
0.35 |
-0.036 |
-0.038 |
117,797 |
| 0 |
1 |
0 |
0 |
0 |
0.21 |
0.075 |
0.075 |
0 |
| 1 |
7 |
6,322,170 |
6,322,170 |
1,340,881 |
0.15 |
0.072 |
0.067 |
625,849 |
| TWN |
-1 |
50 |
-10,451,071 |
-10,451,071 |
-9,153,718 |
0.91 |
-0.045 |
-0.044 |
588,852 |
| 0 |
1 |
0 |
0 |
0 |
0.65 |
-0.048 |
-0.048 |
0 |
| 1 |
39 |
19,826,206 |
19,826,206 |
11,624,565 |
0.77 |
0.102 |
0.097 |
2,660,801 |