Generated at 16:16 on Thursday 06/12/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
616 |
-198,195,032 |
| 0 |
19 |
0 |
| 1 |
452 |
203,463,273 |
|
target_notional |
| target_notional |
5,268,241 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-144,543 |
5,268,241 |
39,405,092 |
401,658,306 |
1 |
-0.000 |
0.013 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-178,535,945 |
| 0 |
0 |
| 1 |
178,391,402 |
|
alpha_notional |
| alpha_notional |
39,405,092 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,753,168 |
| 0 |
0 |
| 1 |
22,651,924 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
70 |
-9,985,958 |
32,674,936 |
1 |
-0.306 |
0.081 |
| CHN |
436 |
-8,577,615 |
137,798,434 |
1 |
-0.062 |
0.343 |
| HKG |
135 |
13,340,594 |
41,731,686 |
1 |
0.320 |
0.104 |
| IDN |
2 |
1,251,138 |
1,251,138 |
1 |
1.000 |
0.003 |
| IND |
2 |
403,901 |
403,901 |
1 |
1.000 |
0.001 |
| JPN |
255 |
-564,685 |
119,017,715 |
1 |
-0.005 |
0.296 |
| KOR |
55 |
-9,996,381 |
13,410,289 |
1 |
-0.745 |
0.033 |
| MYS |
3 |
558,047 |
558,047 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,857,036 |
1,857,036 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
233,782 |
233,782 |
1 |
1.000 |
0.001 |
| SGP |
10 |
6,000,876 |
6,174,226 |
1 |
0.972 |
0.015 |
| THA |
28 |
7,391,784 |
14,294,185 |
1 |
0.517 |
0.036 |
| TWN |
88 |
7,069,795 |
32,252,930 |
1 |
0.219 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-21,330,447 |
| 1 |
22 |
11,344,489 |
| CHN |
-1 |
269 |
-73,188,025 |
| 0 |
5 |
0 |
| 1 |
162 |
64,610,410 |
| HKG |
-1 |
44 |
-14,195,546 |
| 0 |
2 |
0 |
| 1 |
89 |
27,536,140 |
| IDN |
1 |
2 |
1,251,138 |
| IND |
0 |
1 |
0 |
| 1 |
1 |
403,901 |
| JPN |
-1 |
145 |
-59,791,200 |
| 0 |
5 |
0 |
| 1 |
105 |
59,226,515 |
| KOR |
-1 |
42 |
-11,703,335 |
| 0 |
2 |
0 |
| 1 |
11 |
1,706,954 |
| MYS |
0 |
1 |
0 |
| 1 |
2 |
558,047 |
| NZL |
-1 |
1 |
-1,857,036 |
| PHL |
1 |
2 |
233,782 |
| SGP |
-1 |
2 |
-86,675 |
| 1 |
8 |
6,087,551 |
| THA |
-1 |
13 |
-3,451,201 |
| 0 |
2 |
0 |
| 1 |
13 |
10,842,984 |
| TWN |
-1 |
52 |
-12,591,567 |
| 0 |
1 |
0 |
| 1 |
35 |
19,661,362 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-21,330,447 |
-21,330,447 |
-11,441,013 |
0.58 |
-0.078 |
-0.069 |
1,731,739 |
| 1 |
22 |
11,344,489 |
11,344,489 |
3,524,215 |
0.37 |
0.046 |
0.051 |
672,560 |
| CHN |
-1 |
269 |
-73,188,025 |
-73,188,025 |
-90,064,940 |
1.42 |
-0.101 |
-0.103 |
8,692,461 |
| 0 |
5 |
0 |
0 |
0 |
1.54 |
-0.076 |
-0.081 |
0 |
| 1 |
162 |
64,610,410 |
64,610,410 |
80,602,977 |
1.33 |
0.072 |
0.067 |
7,139,987 |
| HKG |
-1 |
44 |
-14,195,546 |
-14,195,546 |
-14,512,078 |
1.48 |
0.018 |
0.035 |
-2,448 |
| 0 |
2 |
0 |
0 |
0 |
1.77 |
0.162 |
0.162 |
0 |
| 1 |
89 |
27,536,140 |
27,536,140 |
41,140,370 |
1.64 |
0.157 |
0.159 |
5,807,165 |
| IDN |
1 |
2 |
1,251,138 |
1,251,138 |
194,847 |
0.17 |
0.115 |
0.115 |
146,682 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.072 |
0.072 |
0 |
| 1 |
1 |
403,901 |
403,901 |
135,661 |
0.34 |
0.044 |
0.044 |
17,881 |
| JPN |
-1 |
145 |
-59,791,200 |
-59,791,200 |
-42,716,929 |
0.75 |
-0.044 |
-0.037 |
2,869,778 |
| 0 |
5 |
0 |
0 |
0 |
1.09 |
0.048 |
0.039 |
0 |
| 1 |
105 |
59,226,515 |
59,226,515 |
35,814,732 |
0.67 |
0.065 |
0.060 |
4,606,532 |
| KOR |
-1 |
42 |
-11,703,335 |
-11,703,335 |
-7,087,936 |
0.59 |
-0.186 |
-0.196 |
2,492,012 |
| 0 |
2 |
0 |
0 |
0 |
0.26 |
-0.180 |
-0.180 |
0 |
| 1 |
11 |
1,706,954 |
1,706,954 |
929,814 |
0.49 |
0.011 |
0.018 |
7,677 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.26 |
0.023 |
0.023 |
0 |
| 1 |
2 |
558,047 |
558,047 |
129,018 |
0.25 |
0.034 |
0.034 |
15,494 |
| NZL |
-1 |
1 |
-1,857,036 |
-1,857,036 |
-594,918 |
0.32 |
-0.156 |
-0.156 |
289,752 |
| PHL |
1 |
2 |
233,782 |
233,782 |
24,009 |
0.26 |
0.162 |
0.162 |
37,786 |
| SGP |
-1 |
2 |
-86,675 |
-86,675 |
-97,038 |
1.12 |
-0.015 |
-0.015 |
1,261 |
| 1 |
8 |
6,087,551 |
6,087,551 |
2,053,950 |
0.42 |
0.121 |
0.120 |
719,949 |
| THA |
-1 |
13 |
-3,451,201 |
-3,451,201 |
-1,068,797 |
0.36 |
0.020 |
0.019 |
-101,358 |
| 0 |
2 |
0 |
0 |
0 |
0.55 |
0.039 |
0.039 |
0 |
| 1 |
13 |
10,842,984 |
10,842,984 |
2,388,672 |
0.31 |
0.127 |
0.134 |
1,513,556 |
| TWN |
-1 |
52 |
-12,591,567 |
-12,591,567 |
-10,952,297 |
0.93 |
-0.062 |
-0.063 |
779,971 |
| 0 |
1 |
0 |
0 |
0 |
0.90 |
-0.145 |
-0.145 |
0 |
| 1 |
35 |
19,661,362 |
19,661,362 |
11,453,138 |
0.77 |
0.071 |
0.068 |
1,966,655 |