Generated at 16:09 on Wednesday 07/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
633 |
-197,392,092 |
| 0 |
23 |
0 |
| 1 |
437 |
202,257,441 |
|
target_notional |
| target_notional |
4,865,349 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
25,259 |
4,865,349 |
38,071,235 |
399,649,532 |
1 |
0.000 |
0.012 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,158,657 |
| 0 |
0 |
| 1 |
175,183,916 |
|
alpha_notional |
| alpha_notional |
38,071,235 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,134,194 |
| 0 |
0 |
| 1 |
21,937,041 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-9,978,456 |
32,765,674 |
1 |
-0.305 |
0.082 |
| CHN |
446 |
-9,536,545 |
135,878,453 |
1 |
-0.070 |
0.340 |
| HKG |
129 |
15,195,131 |
40,622,957 |
1 |
0.374 |
0.102 |
| IDN |
3 |
1,362,382 |
1,362,382 |
1 |
1.000 |
0.003 |
| IND |
1 |
79,340 |
79,340 |
1 |
1.000 |
0.000 |
| JPN |
269 |
-1,678,254 |
114,886,378 |
1 |
-0.015 |
0.287 |
| KOR |
59 |
-9,979,528 |
13,426,446 |
1 |
-0.743 |
0.034 |
| MYS |
2 |
548,260 |
548,260 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,799,858 |
1,799,858 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
222,983 |
222,983 |
1 |
1.000 |
0.001 |
| SGP |
8 |
6,049,916 |
6,049,972 |
1 |
1.000 |
0.015 |
| THA |
21 |
6,420,751 |
17,601,677 |
1 |
0.365 |
0.044 |
| TWN |
89 |
7,959,227 |
34,405,152 |
1 |
0.231 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-21,372,065 |
| 0 |
4 |
0 |
| 1 |
18 |
11,393,609 |
| CHN |
-1 |
289 |
-72,707,499 |
| 0 |
9 |
0 |
| 1 |
148 |
63,170,954 |
| HKG |
-1 |
41 |
-12,713,913 |
| 0 |
1 |
0 |
| 1 |
87 |
27,909,044 |
| IDN |
1 |
3 |
1,362,382 |
| IND |
1 |
1 |
79,340 |
| JPN |
-1 |
156 |
-58,282,316 |
| 0 |
6 |
0 |
| 1 |
107 |
56,604,062 |
| KOR |
-1 |
46 |
-11,702,987 |
| 0 |
2 |
0 |
| 1 |
11 |
1,723,459 |
| MYS |
1 |
2 |
548,260 |
| NZL |
-1 |
1 |
-1,799,858 |
| PHL |
1 |
2 |
222,983 |
| SGP |
-1 |
1 |
-28 |
| 1 |
7 |
6,049,944 |
| THA |
-1 |
7 |
-5,590,463 |
| 1 |
14 |
12,011,214 |
| TWN |
-1 |
51 |
-13,222,962 |
| 0 |
1 |
0 |
| 1 |
37 |
21,182,189 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-21,372,065 |
-21,372,065 |
-11,048,871 |
0.67 |
-0.097 |
-0.099 |
2,302,278 |
| 0 |
4 |
0 |
0 |
0 |
0.51 |
-0.054 |
-0.058 |
0 |
| 1 |
18 |
11,393,609 |
11,393,609 |
3,437,036 |
0.28 |
0.038 |
0.042 |
650,504 |
| CHN |
-1 |
289 |
-72,707,499 |
-72,707,499 |
-88,862,880 |
1.42 |
-0.099 |
-0.101 |
8,221,364 |
| 0 |
9 |
0 |
0 |
0 |
1.43 |
-0.137 |
-0.169 |
0 |
| 1 |
148 |
63,170,954 |
63,170,954 |
78,537,670 |
1.32 |
0.079 |
0.073 |
7,107,449 |
| HKG |
-1 |
41 |
-12,713,913 |
-12,713,913 |
-13,878,918 |
1.55 |
0.039 |
0.035 |
-78,866 |
| 0 |
1 |
0 |
0 |
0 |
2.85 |
0.059 |
0.059 |
0 |
| 1 |
87 |
27,909,044 |
27,909,044 |
42,093,362 |
1.63 |
0.163 |
0.163 |
5,237,447 |
| IDN |
1 |
3 |
1,362,382 |
1,362,382 |
213,094 |
0.16 |
0.134 |
0.121 |
164,528 |
| IND |
1 |
1 |
79,340 |
79,340 |
29,342 |
0.37 |
-0.018 |
-0.018 |
-1,458 |
| JPN |
-1 |
156 |
-58,282,316 |
-58,282,316 |
-40,531,350 |
0.73 |
-0.038 |
-0.040 |
2,501,605 |
| 0 |
6 |
0 |
0 |
0 |
1.19 |
0.018 |
0.016 |
0 |
| 1 |
107 |
56,604,062 |
56,604,062 |
32,006,382 |
0.68 |
0.061 |
0.060 |
3,857,258 |
| KOR |
-1 |
46 |
-11,702,987 |
-11,702,987 |
-7,283,647 |
0.57 |
-0.144 |
-0.149 |
2,057,501 |
| 0 |
2 |
0 |
0 |
0 |
0.82 |
-0.179 |
-0.179 |
0 |
| 1 |
11 |
1,723,459 |
1,723,459 |
938,737 |
0.43 |
0.028 |
0.015 |
56,429 |
| MYS |
1 |
2 |
548,260 |
548,260 |
119,584 |
0.24 |
0.031 |
0.031 |
14,772 |
| NZL |
-1 |
1 |
-1,799,858 |
-1,799,858 |
-487,127 |
0.27 |
-0.161 |
-0.161 |
290,629 |
| PHL |
1 |
2 |
222,983 |
222,983 |
20,980 |
0.24 |
0.172 |
0.172 |
39,727 |
| SGP |
-1 |
1 |
-28 |
-28 |
0 |
nan |
nan |
nan |
0 |
| 1 |
7 |
6,049,944 |
6,049,944 |
1,975,763 |
0.41 |
0.080 |
0.088 |
543,534 |
| THA |
-1 |
7 |
-5,590,463 |
-5,590,463 |
-1,484,482 |
0.31 |
-0.034 |
-0.041 |
224,170 |
| 1 |
14 |
12,011,214 |
12,011,214 |
3,076,440 |
0.33 |
0.107 |
0.106 |
1,833,378 |
| TWN |
-1 |
51 |
-13,222,962 |
-13,222,962 |
-11,581,383 |
0.96 |
-0.052 |
-0.042 |
615,513 |
| 0 |
1 |
0 |
0 |
0 |
1.11 |
-0.152 |
-0.152 |
0 |
| 1 |
37 |
21,182,189 |
21,182,189 |
12,735,528 |
0.78 |
0.083 |
0.071 |
2,433,474 |