Generated at 15:18 on Sunday 07/06/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
627 |
-197,520,157 |
| 0 |
11 |
0 |
| 1 |
433 |
201,845,632 |
|
target_notional |
| target_notional |
4,325,475 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
168,060 |
4,325,475 |
39,771,351 |
399,365,789 |
1 |
0.000 |
0.011 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,665,366 |
| 0 |
0 |
| 1 |
174,833,426 |
|
alpha_notional |
| alpha_notional |
39,771,351 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,217,582 |
| 0 |
0 |
| 1 |
22,553,768 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-9,979,509 |
32,753,952 |
1 |
-0.305 |
0.082 |
| CHN |
428 |
-9,930,770 |
135,830,347 |
1 |
-0.073 |
0.340 |
| HKG |
130 |
16,234,301 |
41,309,228 |
1 |
0.393 |
0.103 |
| IDN |
3 |
1,337,484 |
1,337,484 |
1 |
1.000 |
0.003 |
| IND |
1 |
36,876 |
36,876 |
1 |
1.000 |
0.000 |
| JPN |
266 |
-3,366,942 |
112,823,664 |
1 |
-0.030 |
0.283 |
| KOR |
59 |
-9,630,827 |
13,525,017 |
1 |
-0.712 |
0.034 |
| MYS |
2 |
552,520 |
552,520 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,795,237 |
1,795,237 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
229,352 |
229,352 |
1 |
1.000 |
0.001 |
| SGP |
7 |
6,045,728 |
6,045,784 |
1 |
1.000 |
0.015 |
| THA |
23 |
6,916,136 |
18,416,525 |
1 |
0.376 |
0.046 |
| TWN |
89 |
7,676,364 |
34,709,804 |
1 |
0.221 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
43 |
-21,366,730 |
| 1 |
17 |
11,387,221 |
| CHN |
-1 |
277 |
-72,880,559 |
| 0 |
3 |
0 |
| 1 |
148 |
62,949,788 |
| HKG |
-1 |
41 |
-12,537,463 |
| 0 |
2 |
0 |
| 1 |
87 |
28,771,764 |
| IDN |
1 |
3 |
1,337,484 |
| IND |
1 |
1 |
36,876 |
| JPN |
-1 |
156 |
-58,095,303 |
| 0 |
5 |
0 |
| 1 |
105 |
54,728,361 |
| KOR |
-1 |
47 |
-11,577,922 |
| 0 |
1 |
0 |
| 1 |
11 |
1,947,095 |
| MYS |
1 |
2 |
552,520 |
| NZL |
-1 |
1 |
-1,795,237 |
| PHL |
1 |
2 |
229,352 |
| SGP |
-1 |
1 |
-28 |
| 1 |
6 |
6,045,756 |
| THA |
-1 |
9 |
-5,750,194 |
| 1 |
14 |
12,666,331 |
| TWN |
-1 |
52 |
-13,516,720 |
| 1 |
37 |
21,193,084 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
43 |
-21,366,730 |
-21,366,730 |
-11,117,061 |
0.65 |
-0.105 |
-0.099 |
2,466,114 |
| 1 |
17 |
11,387,221 |
11,387,221 |
2,887,803 |
0.25 |
0.039 |
0.035 |
631,309 |
| CHN |
-1 |
277 |
-72,880,559 |
-72,880,559 |
-88,208,486 |
1.42 |
-0.100 |
-0.101 |
8,654,789 |
| 0 |
3 |
0 |
0 |
0 |
0.93 |
-0.037 |
-0.085 |
0 |
| 1 |
148 |
62,949,788 |
62,949,788 |
78,278,770 |
1.32 |
0.076 |
0.072 |
7,025,067 |
| HKG |
-1 |
41 |
-12,537,463 |
-12,537,463 |
-14,361,561 |
1.58 |
0.037 |
0.030 |
143,604 |
| 0 |
2 |
0 |
0 |
0 |
1.39 |
0.117 |
0.117 |
0 |
| 1 |
87 |
28,771,764 |
28,771,764 |
43,656,790 |
1.62 |
0.170 |
0.169 |
5,924,133 |
| IDN |
1 |
3 |
1,337,484 |
1,337,484 |
207,268 |
0.16 |
0.153 |
0.156 |
190,119 |
| IND |
1 |
1 |
36,876 |
36,876 |
13,638 |
0.37 |
0.024 |
0.024 |
888 |
| JPN |
-1 |
156 |
-58,095,303 |
-58,095,303 |
-40,259,459 |
0.72 |
-0.047 |
-0.047 |
3,091,868 |
| 0 |
5 |
0 |
0 |
0 |
0.63 |
0.024 |
0.033 |
0 |
| 1 |
105 |
54,728,361 |
54,728,361 |
30,761,649 |
0.70 |
0.051 |
0.048 |
3,270,093 |
| KOR |
-1 |
47 |
-11,577,922 |
-11,577,922 |
-6,827,589 |
0.54 |
-0.130 |
-0.147 |
1,826,652 |
| 0 |
1 |
0 |
0 |
0 |
0.76 |
0.066 |
0.066 |
0 |
| 1 |
11 |
1,947,095 |
1,947,095 |
1,033,957 |
0.43 |
0.034 |
0.030 |
102,941 |
| MYS |
1 |
2 |
552,520 |
552,520 |
120,513 |
0.24 |
0.040 |
0.040 |
16,686 |
| NZL |
-1 |
1 |
-1,795,237 |
-1,795,237 |
-485,876 |
0.27 |
-0.173 |
-0.173 |
310,011 |
| PHL |
1 |
2 |
229,352 |
229,352 |
21,391 |
0.24 |
0.138 |
0.138 |
23,901 |
| SGP |
-1 |
1 |
-28 |
-28 |
0 |
nan |
nan |
nan |
0 |
| 1 |
6 |
6,045,756 |
6,045,756 |
1,976,555 |
0.36 |
0.088 |
0.087 |
529,947 |
| THA |
-1 |
9 |
-5,750,194 |
-5,750,194 |
-1,561,794 |
0.36 |
-0.016 |
-0.020 |
261,490 |
| 1 |
14 |
12,666,331 |
12,666,331 |
3,154,881 |
0.31 |
0.132 |
0.139 |
2,312,542 |
| TWN |
-1 |
52 |
-13,516,720 |
-13,516,720 |
-11,843,539 |
0.96 |
-0.037 |
-0.036 |
463,053 |
| 1 |
37 |
21,193,084 |
21,193,084 |
12,720,211 |
0.78 |
0.092 |
0.080 |
2,526,144 |