Generated at 15:20 on Thursday 07/03/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
627 |
-198,108,541 |
| 0 |
23 |
0 |
| 1 |
431 |
202,672,639 |
|
target_notional |
| target_notional |
4,564,099 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,921,939 |
4,564,099 |
39,294,835 |
400,781,180 |
1 |
-0.005 |
0.011 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,706,794 |
| 0 |
0 |
| 1 |
175,784,855 |
|
alpha_notional |
| alpha_notional |
39,294,835 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,697,382 |
| 0 |
0 |
| 1 |
22,597,453 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,987,510 |
32,762,208 |
1 |
-0.305 |
0.082 |
| CHN |
437 |
-10,256,353 |
136,940,467 |
1 |
-0.075 |
0.342 |
| HKG |
128 |
16,166,506 |
41,077,566 |
1 |
0.394 |
0.102 |
| IDN |
3 |
1,340,953 |
1,340,953 |
1 |
1.000 |
0.003 |
| IND |
1 |
50,997 |
50,997 |
1 |
1.000 |
0.000 |
| JPN |
267 |
-1,890,362 |
113,029,315 |
1 |
-0.017 |
0.282 |
| KOR |
58 |
-9,987,819 |
13,726,534 |
1 |
-0.728 |
0.034 |
| MYS |
2 |
551,475 |
551,475 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,799,858 |
1,799,858 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
229,172 |
229,172 |
1 |
1.000 |
0.001 |
| SGP |
8 |
6,045,363 |
6,045,419 |
1 |
1.000 |
0.015 |
| THA |
23 |
6,435,254 |
18,303,402 |
1 |
0.352 |
0.046 |
| TWN |
89 |
7,666,280 |
34,923,813 |
1 |
0.220 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
42 |
-21,374,859 |
| 0 |
3 |
0 |
| 1 |
17 |
11,387,349 |
| CHN |
-1 |
282 |
-73,598,410 |
| 0 |
7 |
0 |
| 1 |
148 |
63,342,057 |
| HKG |
-1 |
41 |
-12,455,530 |
| 1 |
87 |
28,622,036 |
| IDN |
1 |
3 |
1,340,953 |
| IND |
1 |
1 |
50,997 |
| JPN |
-1 |
153 |
-57,459,838 |
| 0 |
11 |
0 |
| 1 |
103 |
55,569,476 |
| KOR |
-1 |
46 |
-11,857,177 |
| 0 |
1 |
0 |
| 1 |
11 |
1,869,358 |
| MYS |
1 |
2 |
551,475 |
| NZL |
-1 |
1 |
-1,799,858 |
| PHL |
1 |
2 |
229,172 |
| SGP |
-1 |
1 |
-28 |
| 0 |
1 |
0 |
| 1 |
6 |
6,045,391 |
| THA |
-1 |
9 |
-5,934,074 |
| 1 |
14 |
12,369,328 |
| TWN |
-1 |
52 |
-13,628,766 |
| 1 |
37 |
21,295,046 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
42 |
-21,374,859 |
-21,374,859 |
-11,247,540 |
0.66 |
-0.100 |
-0.094 |
2,315,406 |
| 0 |
3 |
0 |
0 |
0 |
0.44 |
-0.027 |
-0.032 |
0 |
| 1 |
17 |
11,387,349 |
11,387,349 |
3,004,972 |
0.25 |
0.047 |
0.040 |
687,172 |
| CHN |
-1 |
282 |
-73,598,410 |
-73,598,410 |
-90,985,852 |
1.42 |
-0.094 |
-0.096 |
7,968,865 |
| 0 |
7 |
0 |
0 |
0 |
1.39 |
-0.090 |
-0.103 |
0 |
| 1 |
148 |
63,342,057 |
63,342,057 |
78,914,810 |
1.32 |
0.080 |
0.074 |
7,252,445 |
| HKG |
-1 |
41 |
-12,455,530 |
-12,455,530 |
-14,292,878 |
1.58 |
0.034 |
0.034 |
140,177 |
| 1 |
87 |
28,622,036 |
28,622,036 |
43,408,921 |
1.63 |
0.162 |
0.158 |
5,613,903 |
| IDN |
1 |
3 |
1,340,953 |
1,340,953 |
209,040 |
0.16 |
0.135 |
0.141 |
172,014 |
| IND |
1 |
1 |
50,997 |
50,997 |
18,860 |
0.37 |
0.004 |
0.004 |
205 |
| JPN |
-1 |
153 |
-57,459,838 |
-57,459,838 |
-39,870,309 |
0.73 |
-0.038 |
-0.041 |
2,452,547 |
| 0 |
11 |
0 |
0 |
0 |
0.88 |
0.006 |
0.022 |
0 |
| 1 |
103 |
55,569,476 |
55,569,476 |
31,223,509 |
0.68 |
0.062 |
0.061 |
3,756,333 |
| KOR |
-1 |
46 |
-11,857,177 |
-11,857,177 |
-7,282,101 |
0.55 |
-0.155 |
-0.160 |
2,285,027 |
| 0 |
1 |
0 |
0 |
0 |
1.20 |
0.059 |
0.059 |
0 |
| 1 |
11 |
1,869,358 |
1,869,358 |
1,008,954 |
0.43 |
0.002 |
-0.005 |
15,293 |
| MYS |
1 |
2 |
551,475 |
551,475 |
120,285 |
0.24 |
0.020 |
0.020 |
9,502 |
| NZL |
-1 |
1 |
-1,799,858 |
-1,799,858 |
-487,127 |
0.27 |
-0.149 |
-0.149 |
267,641 |
| PHL |
1 |
2 |
229,172 |
229,172 |
21,395 |
0.24 |
0.133 |
0.133 |
21,333 |
| SGP |
-1 |
1 |
-28 |
-28 |
0 |
nan |
nan |
nan |
0 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
0.010 |
0.010 |
0 |
| 1 |
6 |
6,045,391 |
6,045,391 |
1,970,812 |
0.36 |
0.089 |
0.092 |
542,950 |
| THA |
-1 |
9 |
-5,934,074 |
-5,934,074 |
-1,593,343 |
0.36 |
-0.056 |
-0.044 |
599,686 |
| 1 |
14 |
12,369,328 |
12,369,328 |
3,075,102 |
0.31 |
0.120 |
0.103 |
2,169,798 |
| TWN |
-1 |
52 |
-13,628,766 |
-13,628,766 |
-11,947,645 |
0.96 |
-0.052 |
-0.044 |
668,031 |
| 1 |
37 |
21,295,046 |
21,295,046 |
12,808,194 |
0.78 |
0.082 |
0.071 |
2,356,504 |