Generated at 17:13 on Tuesday 06/10/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
621 |
-199,776,231 |
| 0 |
22 |
0 |
| 1 |
455 |
202,999,920 |
|
target_notional |
| target_notional |
3,223,689 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,172,412 |
3,223,689 |
38,380,611 |
402,776,151 |
1 |
-0.005 |
0.008 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-179,059,585 |
| 0 |
0 |
| 1 |
176,887,172 |
|
alpha_notional |
| alpha_notional |
38,380,611 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,448,531 |
| 0 |
0 |
| 1 |
21,932,080 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-9,988,779 |
32,163,821 |
1 |
-0.311 |
0.080 |
| CHN |
433 |
-9,308,809 |
138,816,575 |
1 |
-0.067 |
0.345 |
| HKG |
138 |
12,988,874 |
41,974,321 |
1 |
0.309 |
0.104 |
| IDN |
2 |
1,267,563 |
1,267,563 |
1 |
1.000 |
0.003 |
| IND |
2 |
649,916 |
649,916 |
1 |
1.000 |
0.002 |
| JPN |
267 |
-922,080 |
118,298,062 |
1 |
-0.008 |
0.294 |
| KOR |
53 |
-10,004,296 |
13,245,800 |
1 |
-0.755 |
0.033 |
| MYS |
3 |
585,892 |
585,892 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,843,417 |
1,843,417 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
233,322 |
233,322 |
1 |
1.000 |
0.001 |
| SGP |
11 |
5,354,153 |
6,176,410 |
1 |
0.867 |
0.015 |
| THA |
27 |
7,101,386 |
15,479,948 |
1 |
0.459 |
0.038 |
| TWN |
86 |
7,109,964 |
32,041,105 |
1 |
0.222 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-21,076,300 |
| 0 |
5 |
0 |
| 1 |
21 |
11,087,521 |
| CHN |
-1 |
271 |
-74,062,692 |
| 0 |
1 |
0 |
| 1 |
161 |
64,753,883 |
| HKG |
-1 |
45 |
-14,492,724 |
| 0 |
4 |
0 |
| 1 |
89 |
27,481,598 |
| IDN |
1 |
2 |
1,267,563 |
| IND |
1 |
2 |
649,916 |
| JPN |
-1 |
149 |
-59,610,071 |
| 0 |
10 |
0 |
| 1 |
108 |
58,687,991 |
| KOR |
-1 |
43 |
-11,625,048 |
| 1 |
10 |
1,620,752 |
| MYS |
1 |
3 |
585,892 |
| NZL |
-1 |
1 |
-1,843,417 |
| PHL |
1 |
2 |
233,322 |
| SGP |
-1 |
2 |
-411,128 |
| 0 |
1 |
0 |
| 1 |
8 |
5,765,281 |
| THA |
-1 |
12 |
-4,189,281 |
| 0 |
1 |
0 |
| 1 |
14 |
11,290,667 |
| TWN |
-1 |
51 |
-12,465,570 |
| 1 |
35 |
19,575,534 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-21,076,300 |
-21,076,300 |
-11,362,346 |
0.59 |
-0.082 |
-0.076 |
1,691,934 |
| 0 |
5 |
0 |
0 |
0 |
0.47 |
-0.016 |
0.002 |
0 |
| 1 |
21 |
11,087,521 |
11,087,521 |
3,545,929 |
0.36 |
0.041 |
0.041 |
594,284 |
| CHN |
-1 |
271 |
-74,062,692 |
-74,062,692 |
-90,009,182 |
1.43 |
-0.094 |
-0.099 |
8,241,383 |
| 0 |
1 |
0 |
0 |
0 |
1.84 |
0.053 |
0.053 |
0 |
| 1 |
161 |
64,753,883 |
64,753,883 |
81,032,859 |
1.34 |
0.082 |
0.078 |
7,630,262 |
| HKG |
-1 |
45 |
-14,492,724 |
-14,492,724 |
-15,052,445 |
1.49 |
0.011 |
0.019 |
293,288 |
| 0 |
4 |
0 |
0 |
0 |
1.15 |
0.086 |
0.084 |
0 |
| 1 |
89 |
27,481,598 |
27,481,598 |
41,450,206 |
1.65 |
0.153 |
0.153 |
5,346,932 |
| IDN |
1 |
2 |
1,267,563 |
1,267,563 |
198,386 |
0.17 |
0.127 |
0.127 |
163,655 |
| IND |
1 |
2 |
649,916 |
649,916 |
226,329 |
0.35 |
0.050 |
0.050 |
21,169 |
| JPN |
-1 |
149 |
-59,610,071 |
-59,610,071 |
-42,636,968 |
0.74 |
-0.043 |
-0.037 |
3,037,909 |
| 0 |
10 |
0 |
0 |
0 |
0.91 |
0.010 |
0.004 |
0 |
| 1 |
108 |
58,687,991 |
58,687,991 |
33,435,051 |
0.67 |
0.058 |
0.054 |
4,108,702 |
| KOR |
-1 |
43 |
-11,625,048 |
-11,625,048 |
-6,880,326 |
0.58 |
-0.179 |
-0.178 |
2,308,218 |
| 1 |
10 |
1,620,752 |
1,620,752 |
879,640 |
0.48 |
-0.003 |
0.003 |
-19,127 |
| MYS |
1 |
3 |
585,892 |
585,892 |
136,184 |
0.25 |
0.038 |
0.036 |
19,897 |
| NZL |
-1 |
1 |
-1,843,417 |
-1,843,417 |
-590,555 |
0.32 |
-0.128 |
-0.128 |
235,791 |
| PHL |
1 |
2 |
233,322 |
233,322 |
23,957 |
0.26 |
0.121 |
0.121 |
28,652 |
| SGP |
-1 |
2 |
-411,128 |
-411,128 |
-460,394 |
1.12 |
-0.030 |
-0.030 |
12,273 |
| 0 |
1 |
0 |
0 |
0 |
0.64 |
-0.025 |
-0.025 |
0 |
| 1 |
8 |
5,765,281 |
5,765,281 |
1,931,994 |
0.42 |
0.115 |
0.112 |
666,887 |
| THA |
-1 |
12 |
-4,189,281 |
-4,189,281 |
-1,260,696 |
0.37 |
0.008 |
0.026 |
-51,860 |
| 0 |
1 |
0 |
0 |
0 |
-0.29 |
-0.042 |
-0.042 |
0 |
| 1 |
14 |
11,290,667 |
11,290,667 |
2,629,696 |
0.35 |
0.102 |
0.095 |
1,519,092 |
| TWN |
-1 |
51 |
-12,465,570 |
-12,465,570 |
-10,806,673 |
0.93 |
-0.061 |
-0.065 |
679,595 |
| 1 |
35 |
19,575,534 |
19,575,534 |
11,396,942 |
0.77 |
0.073 |
0.063 |
1,851,676 |