Generated at 15:48 on Wednesday 06/11/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
615 |
-197,480,964 |
| 0 |
28 |
0 |
| 1 |
454 |
203,345,768 |
|
target_notional |
| target_notional |
5,864,803 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,099,564 |
5,864,803 |
38,693,741 |
400,826,732 |
1 |
0.003 |
0.015 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,424,002 |
| 0 |
0 |
| 1 |
178,523,566 |
|
alpha_notional |
| alpha_notional |
38,693,741 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,324,006 |
| 0 |
0 |
| 1 |
22,369,734 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
69 |
-9,988,033 |
32,659,523 |
1 |
-0.306 |
0.081 |
| CHN |
435 |
-7,211,805 |
136,954,034 |
1 |
-0.053 |
0.342 |
| HKG |
137 |
12,941,062 |
42,140,272 |
1 |
0.307 |
0.105 |
| IDN |
2 |
1,246,372 |
1,246,372 |
1 |
1.000 |
0.003 |
| IND |
2 |
463,621 |
463,621 |
1 |
1.000 |
0.001 |
| JPN |
269 |
-157,368 |
117,948,280 |
1 |
-0.001 |
0.294 |
| KOR |
53 |
-9,996,083 |
13,240,752 |
1 |
-0.755 |
0.033 |
| MYS |
3 |
571,335 |
571,335 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,856,030 |
1,856,030 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
233,782 |
233,782 |
1 |
1.000 |
0.001 |
| SGP |
10 |
5,658,199 |
6,174,581 |
1 |
0.916 |
0.015 |
| THA |
27 |
6,847,401 |
15,010,943 |
1 |
0.456 |
0.037 |
| TWN |
87 |
7,112,351 |
32,327,207 |
1 |
0.220 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-21,323,778 |
| 0 |
1 |
0 |
| 1 |
21 |
11,335,745 |
| CHN |
-1 |
269 |
-72,082,920 |
| 0 |
4 |
0 |
| 1 |
162 |
64,871,114 |
| HKG |
-1 |
44 |
-14,599,605 |
| 0 |
3 |
0 |
| 1 |
90 |
27,540,667 |
| IDN |
1 |
2 |
1,246,372 |
| IND |
1 |
2 |
463,621 |
| JPN |
-1 |
145 |
-59,052,824 |
| 0 |
19 |
0 |
| 1 |
105 |
58,895,456 |
| KOR |
-1 |
42 |
-11,618,418 |
| 0 |
1 |
0 |
| 1 |
10 |
1,622,334 |
| MYS |
1 |
3 |
571,335 |
| NZL |
-1 |
1 |
-1,856,030 |
| PHL |
1 |
2 |
233,782 |
| SGP |
-1 |
2 |
-258,191 |
| 1 |
8 |
5,916,390 |
| THA |
-1 |
13 |
-4,081,771 |
| 1 |
14 |
10,929,172 |
| TWN |
-1 |
52 |
-12,607,428 |
| 1 |
35 |
19,719,779 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-21,323,778 |
-21,323,778 |
-11,548,520 |
0.59 |
-0.078 |
-0.072 |
1,730,087 |
| 0 |
1 |
0 |
0 |
0 |
0.23 |
-0.003 |
-0.003 |
0 |
| 1 |
21 |
11,335,745 |
11,335,745 |
3,443,215 |
0.36 |
0.049 |
0.053 |
760,700 |
| CHN |
-1 |
269 |
-72,082,920 |
-72,082,920 |
-88,650,425 |
1.43 |
-0.094 |
-0.100 |
8,156,622 |
| 0 |
4 |
0 |
0 |
0 |
1.72 |
-0.059 |
-0.074 |
0 |
| 1 |
162 |
64,871,114 |
64,871,114 |
80,826,688 |
1.33 |
0.079 |
0.072 |
7,504,964 |
| HKG |
-1 |
44 |
-14,599,605 |
-14,599,605 |
-14,958,670 |
1.50 |
0.009 |
0.019 |
169,849 |
| 0 |
3 |
0 |
0 |
0 |
0.99 |
0.126 |
0.112 |
0 |
| 1 |
90 |
27,540,667 |
27,540,667 |
41,468,102 |
1.65 |
0.153 |
0.152 |
5,268,829 |
| IDN |
1 |
2 |
1,246,372 |
1,246,372 |
194,410 |
0.17 |
0.134 |
0.134 |
181,209 |
| IND |
1 |
2 |
463,621 |
463,621 |
157,585 |
0.35 |
0.059 |
0.059 |
8,656 |
| JPN |
-1 |
145 |
-59,052,824 |
-59,052,824 |
-42,234,240 |
0.75 |
-0.043 |
-0.036 |
2,867,493 |
| 0 |
19 |
0 |
0 |
0 |
0.76 |
0.024 |
0.031 |
0 |
| 1 |
105 |
58,895,456 |
58,895,456 |
35,501,110 |
0.69 |
0.067 |
0.061 |
4,529,473 |
| KOR |
-1 |
42 |
-11,618,418 |
-11,618,418 |
-6,965,031 |
0.59 |
-0.192 |
-0.198 |
2,501,511 |
| 0 |
1 |
0 |
0 |
0 |
0.53 |
0.073 |
0.073 |
0 |
| 1 |
10 |
1,622,334 |
1,622,334 |
883,099 |
0.48 |
-0.009 |
-0.004 |
-23,608 |
| MYS |
1 |
3 |
571,335 |
571,335 |
132,454 |
0.25 |
0.027 |
0.030 |
16,776 |
| NZL |
-1 |
1 |
-1,856,030 |
-1,856,030 |
-594,595 |
0.32 |
-0.154 |
-0.154 |
285,184 |
| PHL |
1 |
2 |
233,782 |
233,782 |
24,009 |
0.26 |
0.160 |
0.160 |
38,820 |
| SGP |
-1 |
2 |
-258,191 |
-258,191 |
-289,120 |
1.12 |
-0.016 |
-0.016 |
4,156 |
| 1 |
8 |
5,916,390 |
5,916,390 |
1,982,674 |
0.42 |
0.124 |
0.122 |
734,112 |
| THA |
-1 |
13 |
-4,081,771 |
-4,081,771 |
-1,239,191 |
0.36 |
-0.001 |
0.003 |
-43,645 |
| 1 |
14 |
10,929,172 |
10,929,172 |
2,395,485 |
0.35 |
0.089 |
0.099 |
1,430,997 |
| TWN |
-1 |
52 |
-12,607,428 |
-12,607,428 |
-10,944,209 |
0.93 |
-0.059 |
-0.061 |
652,748 |
| 1 |
35 |
19,719,779 |
19,719,779 |
11,514,735 |
0.77 |
0.072 |
0.066 |
1,918,807 |