Generated at 15:20 on Monday 07/07/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
623 |
-197,610,197 |
| 0 |
21 |
0 |
| 1 |
431 |
202,044,280 |
|
target_notional |
| target_notional |
4,434,082 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
147,157 |
4,434,082 |
40,464,214 |
399,654,477 |
1 |
0.000 |
0.011 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,835,617 |
| 0 |
0 |
| 1 |
174,982,774 |
|
alpha_notional |
| alpha_notional |
40,464,214 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,292,181 |
| 0 |
0 |
| 1 |
23,172,032 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,991,571 |
32,780,664 |
1 |
-0.305 |
0.082 |
| CHN |
428 |
-9,978,583 |
135,905,773 |
1 |
-0.073 |
0.340 |
| HKG |
129 |
16,322,119 |
41,506,570 |
1 |
0.393 |
0.104 |
| IDN |
3 |
1,347,140 |
1,347,140 |
1 |
1.000 |
0.003 |
| IND |
1 |
30,034 |
30,034 |
1 |
1.000 |
0.000 |
| JPN |
268 |
-2,579,209 |
112,442,646 |
1 |
-0.023 |
0.281 |
| KOR |
58 |
-9,990,160 |
14,018,759 |
1 |
-0.713 |
0.035 |
| MYS |
2 |
552,518 |
552,518 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,795,232 |
1,795,232 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
230,269 |
230,269 |
1 |
1.000 |
0.001 |
| SGP |
7 |
6,049,985 |
6,050,041 |
1 |
1.000 |
0.015 |
| THA |
23 |
6,893,891 |
18,534,630 |
1 |
0.372 |
0.046 |
| TWN |
91 |
7,342,882 |
34,460,201 |
1 |
0.213 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-21,386,117 |
| 0 |
3 |
0 |
| 1 |
18 |
11,394,547 |
| CHN |
-1 |
276 |
-72,942,178 |
| 0 |
4 |
0 |
| 1 |
148 |
62,963,595 |
| HKG |
-1 |
41 |
-12,592,226 |
| 0 |
2 |
0 |
| 1 |
86 |
28,914,344 |
| IDN |
1 |
3 |
1,347,140 |
| IND |
1 |
1 |
30,034 |
| JPN |
-1 |
155 |
-57,510,928 |
| 0 |
9 |
0 |
| 1 |
104 |
54,931,718 |
| KOR |
-1 |
45 |
-12,004,460 |
| 0 |
2 |
0 |
| 1 |
11 |
2,014,300 |
| MYS |
1 |
2 |
552,518 |
| NZL |
-1 |
1 |
-1,795,232 |
| PHL |
1 |
2 |
230,269 |
| SGP |
-1 |
1 |
-28 |
| 1 |
6 |
6,050,013 |
| THA |
-1 |
9 |
-5,820,370 |
| 0 |
1 |
0 |
| 1 |
13 |
12,714,260 |
| TWN |
-1 |
54 |
-13,558,660 |
| 1 |
37 |
20,901,542 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-21,386,117 |
-21,386,117 |
-11,018,117 |
0.67 |
-0.104 |
-0.096 |
2,473,765 |
| 0 |
3 |
0 |
0 |
0 |
0.35 |
-0.039 |
-0.010 |
0 |
| 1 |
18 |
11,394,547 |
11,394,547 |
2,833,422 |
0.25 |
0.048 |
0.045 |
713,707 |
| CHN |
-1 |
276 |
-72,942,178 |
-72,942,178 |
-88,602,298 |
1.43 |
-0.105 |
-0.107 |
9,268,817 |
| 0 |
4 |
0 |
0 |
0 |
0.77 |
-0.015 |
0.011 |
0 |
| 1 |
148 |
62,963,595 |
62,963,595 |
78,454,530 |
1.33 |
0.072 |
0.071 |
6,593,045 |
| HKG |
-1 |
41 |
-12,592,226 |
-12,592,226 |
-14,461,901 |
1.58 |
0.034 |
0.026 |
-19,090 |
| 0 |
2 |
0 |
0 |
0 |
1.28 |
0.112 |
0.112 |
0 |
| 1 |
86 |
28,914,344 |
28,914,344 |
43,723,557 |
1.63 |
0.169 |
0.166 |
6,132,999 |
| IDN |
1 |
3 |
1,347,140 |
1,347,140 |
209,737 |
0.16 |
0.124 |
0.116 |
167,463 |
| IND |
1 |
1 |
30,034 |
30,034 |
11,107 |
0.37 |
0.018 |
0.018 |
552 |
| JPN |
-1 |
155 |
-57,510,928 |
-57,510,928 |
-39,993,720 |
0.74 |
-0.037 |
-0.032 |
2,583,500 |
| 0 |
9 |
0 |
0 |
0 |
0.69 |
0.005 |
0.022 |
0 |
| 1 |
104 |
54,931,718 |
54,931,718 |
30,972,545 |
0.70 |
0.062 |
0.062 |
3,834,839 |
| KOR |
-1 |
45 |
-12,004,460 |
-12,004,460 |
-6,811,221 |
0.53 |
-0.130 |
-0.142 |
1,903,811 |
| 0 |
2 |
0 |
0 |
0 |
0.80 |
-0.247 |
-0.247 |
0 |
| 1 |
11 |
2,014,300 |
2,014,300 |
1,061,039 |
0.43 |
0.041 |
0.028 |
115,048 |
| MYS |
1 |
2 |
552,518 |
552,518 |
120,512 |
0.24 |
0.070 |
0.070 |
28,432 |
| NZL |
-1 |
1 |
-1,795,232 |
-1,795,232 |
-485,875 |
0.27 |
-0.180 |
-0.180 |
323,324 |
| PHL |
1 |
2 |
230,269 |
230,269 |
21,437 |
0.24 |
0.114 |
0.114 |
16,257 |
| SGP |
-1 |
1 |
-28 |
-28 |
0 |
nan |
nan |
nan |
0 |
| 1 |
6 |
6,050,013 |
6,050,013 |
1,975,871 |
0.36 |
0.091 |
0.088 |
543,524 |
| THA |
-1 |
9 |
-5,820,370 |
-5,820,370 |
-1,589,542 |
0.36 |
-0.018 |
-0.025 |
286,381 |
| 0 |
1 |
0 |
0 |
0 |
0.22 |
0.030 |
0.030 |
0 |
| 1 |
13 |
12,714,260 |
12,714,260 |
3,140,866 |
0.31 |
0.143 |
0.134 |
2,364,424 |
| TWN |
-1 |
54 |
-13,558,660 |
-13,558,660 |
-11,872,943 |
0.96 |
-0.039 |
-0.034 |
471,673 |
| 1 |
37 |
20,901,542 |
20,901,542 |
12,458,150 |
0.78 |
0.099 |
0.093 |
2,661,743 |