Generated at 15:19 on Sunday 06/08/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
627 |
-200,094,298 |
| 0 |
15 |
0 |
| 1 |
462 |
202,235,536 |
|
target_notional |
| target_notional |
2,141,239 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,780,502 |
2,141,239 |
38,417,148 |
402,329,834 |
1 |
-0.004 |
0.005 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,446,650 |
| 0 |
0 |
| 1 |
173,666,148 |
|
alpha_notional |
| alpha_notional |
38,417,148 |
|
alpha_notional |
| pos_sign |
|
| -1 |
15,989,082 |
| 0 |
0 |
| 1 |
22,428,066 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-9,787,894 |
33,394,420 |
1 |
-0.293 |
0.083 |
| CHN |
436 |
-11,021,595 |
137,155,146 |
1 |
-0.080 |
0.341 |
| HKG |
135 |
12,762,811 |
40,821,299 |
1 |
0.313 |
0.101 |
| IDN |
2 |
1,241,005 |
1,241,005 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,174,495 |
1,174,495 |
1 |
1.000 |
0.003 |
| JPN |
268 |
329,175 |
118,062,780 |
1 |
0.003 |
0.293 |
| KOR |
54 |
-9,991,188 |
13,086,143 |
1 |
-0.763 |
0.033 |
| MYS |
3 |
582,933 |
582,933 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,855,760 |
1,855,760 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
232,916 |
232,916 |
1 |
1.000 |
0.001 |
| SGP |
11 |
4,930,302 |
6,174,379 |
1 |
0.799 |
0.015 |
| THA |
27 |
6,619,137 |
16,545,191 |
1 |
0.400 |
0.041 |
| TWN |
90 |
6,924,902 |
32,003,365 |
1 |
0.216 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-21,591,157 |
| 1 |
24 |
11,803,263 |
| CHN |
-1 |
269 |
-74,088,370 |
| 0 |
7 |
0 |
| 1 |
160 |
63,066,775 |
| HKG |
-1 |
46 |
-14,029,244 |
| 1 |
89 |
26,792,055 |
| IDN |
1 |
2 |
1,241,005 |
| IND |
1 |
2 |
1,174,495 |
| JPN |
-1 |
151 |
-58,866,803 |
| 0 |
3 |
0 |
| 1 |
114 |
59,195,978 |
| KOR |
-1 |
43 |
-11,538,666 |
| 0 |
1 |
0 |
| 1 |
10 |
1,547,477 |
| MYS |
1 |
3 |
582,933 |
| NZL |
-1 |
1 |
-1,855,760 |
| PHL |
1 |
2 |
232,916 |
| SGP |
-1 |
3 |
-622,039 |
| 1 |
8 |
5,552,340 |
| THA |
-1 |
12 |
-4,963,027 |
| 0 |
1 |
0 |
| 1 |
14 |
11,582,164 |
| TWN |
-1 |
53 |
-12,539,232 |
| 0 |
3 |
0 |
| 1 |
34 |
19,464,134 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-21,591,157 |
-21,591,157 |
-11,118,012 |
0.60 |
-0.079 |
-0.071 |
1,710,871 |
| 1 |
24 |
11,803,263 |
11,803,263 |
3,996,347 |
0.33 |
0.043 |
0.046 |
638,567 |
| CHN |
-1 |
269 |
-74,088,370 |
-74,088,370 |
-88,252,555 |
1.43 |
-0.100 |
-0.107 |
8,403,518 |
| 0 |
7 |
0 |
0 |
0 |
1.36 |
-0.080 |
-0.113 |
0 |
| 1 |
160 |
63,066,775 |
63,066,775 |
78,329,819 |
1.33 |
0.075 |
0.067 |
6,584,887 |
| HKG |
-1 |
46 |
-14,029,244 |
-14,029,244 |
-13,789,790 |
1.44 |
0.020 |
0.023 |
216,614 |
| 1 |
89 |
26,792,055 |
26,792,055 |
40,689,704 |
1.64 |
0.158 |
0.150 |
5,500,177 |
| IDN |
1 |
2 |
1,241,005 |
1,241,005 |
194,131 |
0.17 |
0.158 |
0.158 |
210,258 |
| IND |
1 |
2 |
1,174,495 |
1,174,495 |
420,493 |
0.35 |
0.076 |
0.076 |
105,627 |
| JPN |
-1 |
151 |
-58,866,803 |
-58,866,803 |
-41,814,988 |
0.75 |
-0.034 |
-0.030 |
2,348,409 |
| 0 |
3 |
0 |
0 |
0 |
0.43 |
0.041 |
0.046 |
0 |
| 1 |
114 |
59,195,978 |
59,195,978 |
33,224,300 |
0.67 |
0.067 |
0.065 |
4,849,845 |
| KOR |
-1 |
43 |
-11,538,666 |
-11,538,666 |
-6,896,553 |
0.58 |
-0.187 |
-0.184 |
2,408,480 |
| 0 |
1 |
0 |
0 |
0 |
0.51 |
-0.145 |
-0.145 |
0 |
| 1 |
10 |
1,547,477 |
1,547,477 |
843,175 |
0.48 |
0.001 |
0.008 |
-7,001 |
| MYS |
1 |
3 |
582,933 |
582,933 |
135,500 |
0.25 |
0.035 |
0.036 |
19,733 |
| NZL |
-1 |
1 |
-1,855,760 |
-1,855,760 |
-594,509 |
0.32 |
-0.144 |
-0.144 |
267,547 |
| PHL |
1 |
2 |
232,916 |
232,916 |
23,835 |
0.26 |
0.168 |
0.168 |
40,648 |
| SGP |
-1 |
3 |
-622,039 |
-622,039 |
-630,213 |
0.88 |
-0.043 |
-0.043 |
27,683 |
| 1 |
8 |
5,552,340 |
5,552,340 |
1,833,816 |
0.42 |
0.103 |
0.096 |
588,175 |
| THA |
-1 |
12 |
-4,963,027 |
-4,963,027 |
-1,498,198 |
0.37 |
-0.003 |
0.009 |
-5,035 |
| 0 |
1 |
0 |
0 |
0 |
-0.29 |
-0.040 |
-0.040 |
0 |
| 1 |
14 |
11,582,164 |
11,582,164 |
2,636,070 |
0.31 |
0.114 |
0.105 |
1,479,201 |
| TWN |
-1 |
53 |
-12,539,232 |
-12,539,232 |
-10,851,831 |
0.94 |
-0.050 |
-0.047 |
610,993 |
| 0 |
3 |
0 |
0 |
0 |
1.05 |
0.078 |
0.128 |
0 |
| 1 |
34 |
19,464,134 |
19,464,134 |
11,338,958 |
0.77 |
0.088 |
0.079 |
2,417,948 |