Generated at 15:19 on Tuesday 07/08/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
614 |
-199,374,340 |
| 0 |
17 |
0 |
| 1 |
433 |
202,178,093 |
|
target_notional |
| target_notional |
2,803,753 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-2,572,160 |
2,803,753 |
40,381,899 |
401,552,433 |
1 |
-0.006 |
0.007 |
0.101 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-178,405,875 |
| 0 |
0 |
| 1 |
175,833,716 |
|
alpha_notional |
| alpha_notional |
40,381,899 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,591,078 |
| 0 |
0 |
| 1 |
22,790,821 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-9,993,971 |
32,778,906 |
1 |
-0.305 |
0.082 |
| CHN |
423 |
-11,863,760 |
137,834,381 |
1 |
-0.086 |
0.343 |
| HKG |
129 |
15,821,505 |
41,830,043 |
1 |
0.378 |
0.104 |
| IDN |
3 |
1,323,354 |
1,323,354 |
1 |
1.000 |
0.003 |
| IND |
1 |
29,362 |
29,362 |
1 |
1.000 |
0.000 |
| JPN |
264 |
-1,915,415 |
112,322,637 |
1 |
-0.017 |
0.280 |
| KOR |
56 |
-9,994,453 |
14,201,715 |
1 |
-0.704 |
0.035 |
| MYS |
3 |
559,355 |
559,355 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,795,235 |
1,795,235 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
228,616 |
228,616 |
1 |
1.000 |
0.001 |
| SGP |
7 |
6,036,398 |
6,036,453 |
1 |
1.000 |
0.015 |
| THA |
22 |
6,916,180 |
18,431,826 |
1 |
0.375 |
0.046 |
| TWN |
94 |
7,451,816 |
34,180,551 |
1 |
0.218 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-21,386,438 |
| 0 |
4 |
0 |
| 1 |
18 |
11,392,468 |
| CHN |
-1 |
271 |
-74,849,070 |
| 0 |
6 |
0 |
| 1 |
146 |
62,985,310 |
| HKG |
-1 |
42 |
-13,004,269 |
| 0 |
1 |
0 |
| 1 |
86 |
28,825,774 |
| IDN |
1 |
3 |
1,323,354 |
| IND |
1 |
1 |
29,362 |
| JPN |
-1 |
155 |
-57,119,026 |
| 0 |
3 |
0 |
| 1 |
106 |
55,203,611 |
| KOR |
-1 |
45 |
-12,098,084 |
| 1 |
11 |
2,103,631 |
| MYS |
1 |
3 |
559,355 |
| NZL |
-1 |
1 |
-1,795,235 |
| PHL |
1 |
2 |
228,616 |
| SGP |
-1 |
1 |
-27 |
| 1 |
6 |
6,036,426 |
| THA |
-1 |
8 |
-5,757,823 |
| 0 |
1 |
0 |
| 1 |
13 |
12,674,003 |
| TWN |
-1 |
54 |
-13,364,368 |
| 0 |
2 |
0 |
| 1 |
38 |
20,816,184 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-21,386,438 |
-21,386,438 |
-10,560,386 |
0.70 |
-0.106 |
-0.098 |
2,376,419 |
| 0 |
4 |
0 |
0 |
0 |
0.42 |
-0.068 |
-0.075 |
0 |
| 1 |
18 |
11,392,468 |
11,392,468 |
2,832,755 |
0.25 |
0.034 |
0.025 |
617,213 |
| CHN |
-1 |
271 |
-74,849,070 |
-74,849,070 |
-92,541,784 |
1.42 |
-0.102 |
-0.106 |
9,695,895 |
| 0 |
6 |
0 |
0 |
0 |
1.67 |
-0.036 |
-0.022 |
0 |
| 1 |
146 |
62,985,310 |
62,985,310 |
78,848,358 |
1.32 |
0.073 |
0.072 |
6,567,289 |
| HKG |
-1 |
42 |
-13,004,269 |
-13,004,269 |
-14,760,512 |
1.53 |
0.028 |
0.016 |
2,710 |
| 0 |
1 |
0 |
0 |
0 |
1.83 |
0.114 |
0.114 |
0 |
| 1 |
86 |
28,825,774 |
28,825,774 |
43,377,418 |
1.63 |
0.160 |
0.153 |
5,865,947 |
| IDN |
1 |
3 |
1,323,354 |
1,323,354 |
205,828 |
0.16 |
0.138 |
0.151 |
193,807 |
| IND |
1 |
1 |
29,362 |
29,362 |
10,859 |
0.37 |
0.036 |
0.036 |
1,054 |
| JPN |
-1 |
155 |
-57,119,026 |
-57,119,026 |
-39,957,818 |
0.74 |
-0.040 |
-0.038 |
2,725,196 |
| 0 |
3 |
0 |
0 |
0 |
0.99 |
0.014 |
0.018 |
0 |
| 1 |
106 |
55,203,611 |
55,203,611 |
31,742,581 |
0.69 |
0.062 |
0.059 |
3,880,893 |
| KOR |
-1 |
45 |
-12,098,084 |
-12,098,084 |
-6,858,345 |
0.53 |
-0.155 |
-0.161 |
2,069,470 |
| 1 |
11 |
2,103,631 |
2,103,631 |
1,097,067 |
0.43 |
0.034 |
0.020 |
114,579 |
| MYS |
1 |
3 |
559,355 |
559,355 |
126,603 |
0.31 |
0.107 |
0.089 |
40,021 |
| NZL |
-1 |
1 |
-1,795,235 |
-1,795,235 |
-485,875 |
0.27 |
-0.184 |
-0.184 |
329,688 |
| PHL |
1 |
2 |
228,616 |
228,616 |
21,473 |
0.24 |
0.086 |
0.086 |
20,085 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
6 |
6,036,426 |
6,036,426 |
1,976,289 |
0.36 |
0.062 |
0.075 |
401,742 |
| THA |
-1 |
8 |
-5,757,823 |
-5,757,823 |
-1,530,790 |
0.36 |
-0.002 |
-0.001 |
168,841 |
| 0 |
1 |
0 |
0 |
0 |
0.40 |
0.092 |
0.092 |
0 |
| 1 |
13 |
12,674,003 |
12,674,003 |
3,138,531 |
0.31 |
0.134 |
0.126 |
2,228,403 |
| TWN |
-1 |
54 |
-13,364,368 |
-13,364,368 |
-11,710,364 |
0.96 |
-0.024 |
-0.016 |
222,859 |
| 0 |
2 |
0 |
0 |
0 |
1.00 |
0.063 |
0.063 |
0 |
| 1 |
38 |
20,816,184 |
20,816,184 |
12,455,955 |
0.80 |
0.113 |
0.106 |
2,859,788 |