Generated at 18:25 on Monday 06/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
619 |
-197,692,694 |
| 0 |
25 |
0 |
| 1 |
459 |
202,025,670 |
|
target_notional |
| target_notional |
4,332,976 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
624,408 |
4,332,976 |
38,186,520 |
399,718,365 |
1 |
0.002 |
0.011 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,516,178 |
| 0 |
0 |
| 1 |
175,140,586 |
|
alpha_notional |
| alpha_notional |
38,186,520 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,168,932 |
| 0 |
0 |
| 1 |
22,017,588 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-9,997,738 |
32,237,569 |
1 |
-0.310 |
0.081 |
| CHN |
434 |
-9,245,437 |
135,870,680 |
1 |
-0.068 |
0.340 |
| HKG |
138 |
12,976,709 |
41,345,409 |
1 |
0.314 |
0.103 |
| IDN |
2 |
1,241,005 |
1,241,005 |
1 |
1.000 |
0.003 |
| IND |
2 |
1,165,808 |
1,165,808 |
1 |
1.000 |
0.003 |
| JPN |
268 |
-685,536 |
118,349,071 |
1 |
-0.006 |
0.296 |
| KOR |
53 |
-9,996,266 |
13,141,348 |
1 |
-0.761 |
0.033 |
| MYS |
3 |
579,561 |
579,561 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,046 |
1,857,046 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
235,358 |
235,358 |
1 |
1.000 |
0.001 |
| SGP |
11 |
5,203,899 |
6,178,535 |
1 |
0.842 |
0.015 |
| THA |
27 |
7,462,674 |
15,548,081 |
1 |
0.480 |
0.039 |
| TWN |
88 |
7,249,984 |
31,968,893 |
1 |
0.227 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-21,117,654 |
| 0 |
3 |
0 |
| 1 |
22 |
11,119,915 |
| CHN |
-1 |
267 |
-72,558,059 |
| 0 |
6 |
0 |
| 1 |
161 |
63,312,622 |
| HKG |
-1 |
45 |
-14,184,350 |
| 0 |
3 |
0 |
| 1 |
90 |
27,161,059 |
| IDN |
1 |
2 |
1,241,005 |
| IND |
1 |
2 |
1,165,808 |
| JPN |
-1 |
149 |
-59,517,303 |
| 0 |
9 |
0 |
| 1 |
110 |
58,831,767 |
| KOR |
-1 |
43 |
-11,568,807 |
| 1 |
10 |
1,572,541 |
| MYS |
1 |
3 |
579,561 |
| NZL |
-1 |
1 |
-1,857,046 |
| PHL |
1 |
2 |
235,358 |
| SGP |
-1 |
3 |
-487,318 |
| 1 |
8 |
5,691,217 |
| THA |
-1 |
11 |
-4,042,703 |
| 0 |
2 |
0 |
| 1 |
14 |
11,505,378 |
| TWN |
-1 |
51 |
-12,359,455 |
| 0 |
2 |
0 |
| 1 |
35 |
19,609,438 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-21,117,654 |
-21,117,654 |
-11,017,508 |
0.59 |
-0.066 |
-0.062 |
1,449,600 |
| 0 |
3 |
0 |
0 |
0 |
0.23 |
-0.014 |
0.015 |
0 |
| 1 |
22 |
11,119,915 |
11,119,915 |
3,614,491 |
0.36 |
0.051 |
0.050 |
698,668 |
| CHN |
-1 |
267 |
-72,558,059 |
-72,558,059 |
-87,053,460 |
1.43 |
-0.097 |
-0.104 |
8,305,352 |
| 0 |
6 |
0 |
0 |
0 |
1.28 |
-0.022 |
-0.034 |
0 |
| 1 |
161 |
63,312,622 |
63,312,622 |
79,209,536 |
1.34 |
0.081 |
0.078 |
7,139,895 |
| HKG |
-1 |
45 |
-14,184,350 |
-14,184,350 |
-14,058,588 |
1.48 |
0.017 |
0.025 |
289,386 |
| 0 |
3 |
0 |
0 |
0 |
1.22 |
0.103 |
0.087 |
0 |
| 1 |
90 |
27,161,059 |
27,161,059 |
41,400,717 |
1.65 |
0.151 |
0.149 |
5,182,944 |
| IDN |
1 |
2 |
1,241,005 |
1,241,005 |
194,131 |
0.17 |
0.151 |
0.151 |
193,546 |
| IND |
1 |
2 |
1,165,808 |
1,165,808 |
417,865 |
0.35 |
0.075 |
0.075 |
109,025 |
| JPN |
-1 |
149 |
-59,517,303 |
-59,517,303 |
-42,460,567 |
0.75 |
-0.042 |
-0.038 |
3,020,867 |
| 0 |
9 |
0 |
0 |
0 |
0.65 |
0.026 |
0.028 |
0 |
| 1 |
110 |
58,831,767 |
58,831,767 |
33,287,145 |
0.67 |
0.058 |
0.057 |
4,299,053 |
| KOR |
-1 |
43 |
-11,568,807 |
-11,568,807 |
-6,884,391 |
0.58 |
-0.183 |
-0.182 |
2,316,647 |
| 1 |
10 |
1,572,541 |
1,572,541 |
857,101 |
0.48 |
-0.008 |
0.001 |
-28,045 |
| MYS |
1 |
3 |
579,561 |
579,561 |
134,720 |
0.25 |
0.036 |
0.039 |
22,705 |
| NZL |
-1 |
1 |
-1,857,046 |
-1,857,046 |
-594,921 |
0.32 |
-0.126 |
-0.126 |
233,701 |
| PHL |
1 |
2 |
235,358 |
235,358 |
24,066 |
0.26 |
0.152 |
0.152 |
36,732 |
| SGP |
-1 |
3 |
-487,318 |
-487,318 |
-526,025 |
0.88 |
-0.034 |
-0.034 |
20,109 |
| 1 |
8 |
5,691,217 |
5,691,217 |
1,903,635 |
0.42 |
0.111 |
0.106 |
650,215 |
| THA |
-1 |
11 |
-4,042,703 |
-4,042,703 |
-1,252,584 |
0.38 |
0.017 |
0.027 |
-81,218 |
| 0 |
2 |
0 |
0 |
0 |
-0.05 |
0.017 |
0.017 |
0 |
| 1 |
14 |
11,505,378 |
11,505,378 |
2,663,799 |
0.35 |
0.109 |
0.101 |
1,567,593 |
| TWN |
-1 |
51 |
-12,359,455 |
-12,359,455 |
-10,668,134 |
0.93 |
-0.053 |
-0.044 |
614,489 |
| 0 |
2 |
0 |
0 |
0 |
1.12 |
-0.003 |
-0.003 |
0 |
| 1 |
35 |
19,609,438 |
19,609,438 |
11,433,380 |
0.77 |
0.086 |
0.075 |
2,145,255 |