Generated at 15:22 on Wednesday 07/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
616 |
-197,882,443 |
| 0 |
12 |
0 |
| 1 |
442 |
201,875,328 |
|
target_notional |
| target_notional |
3,992,885 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
179,720 |
3,992,885 |
39,780,555 |
399,757,771 |
1 |
0.000 |
0.010 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,518,477 |
| 0 |
0 |
| 1 |
175,698,197 |
|
alpha_notional |
| alpha_notional |
39,780,555 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,686,182 |
| 0 |
0 |
| 1 |
22,094,373 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-9,978,301 |
32,767,550 |
1 |
-0.305 |
0.082 |
| CHN |
423 |
-9,958,838 |
135,906,763 |
1 |
-0.073 |
0.340 |
| HKG |
130 |
16,596,306 |
42,175,477 |
1 |
0.394 |
0.106 |
| IDN |
3 |
1,328,856 |
1,328,856 |
1 |
1.000 |
0.003 |
| IND |
1 |
30,072 |
30,072 |
1 |
1.000 |
0.000 |
| JPN |
275 |
-2,835,108 |
112,494,950 |
1 |
-0.025 |
0.281 |
| KOR |
57 |
-10,005,169 |
14,296,363 |
1 |
-0.700 |
0.036 |
| MYS |
3 |
583,044 |
583,044 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,795,235 |
1,795,235 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
227,961 |
227,961 |
1 |
1.000 |
0.001 |
| SGP |
7 |
6,049,684 |
6,049,738 |
1 |
1.000 |
0.015 |
| THA |
21 |
6,879,054 |
18,406,476 |
1 |
0.374 |
0.046 |
| TWN |
92 |
6,870,559 |
33,695,287 |
1 |
0.204 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-21,372,926 |
| 0 |
2 |
0 |
| 1 |
17 |
11,394,625 |
| CHN |
-1 |
273 |
-72,932,801 |
| 0 |
2 |
0 |
| 1 |
148 |
62,973,962 |
| HKG |
-1 |
40 |
-12,789,585 |
| 0 |
1 |
0 |
| 1 |
89 |
29,385,892 |
| IDN |
1 |
3 |
1,328,856 |
| IND |
1 |
1 |
30,072 |
| JPN |
-1 |
158 |
-57,665,029 |
| 0 |
6 |
0 |
| 1 |
111 |
54,829,921 |
| KOR |
-1 |
46 |
-12,150,766 |
| 1 |
11 |
2,145,597 |
| MYS |
1 |
3 |
583,044 |
| NZL |
-1 |
1 |
-1,795,235 |
| PHL |
1 |
2 |
227,961 |
| SGP |
-1 |
1 |
-27 |
| 1 |
6 |
6,049,711 |
| THA |
-1 |
8 |
-5,763,711 |
| 1 |
13 |
12,642,765 |
| TWN |
-1 |
53 |
-13,412,364 |
| 0 |
1 |
0 |
| 1 |
38 |
20,282,923 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-21,372,926 |
-21,372,926 |
-10,535,896 |
0.67 |
-0.106 |
-0.102 |
2,276,815 |
| 0 |
2 |
0 |
0 |
0 |
1.08 |
-0.011 |
-0.011 |
0 |
| 1 |
17 |
11,394,625 |
11,394,625 |
2,837,898 |
0.24 |
0.040 |
0.025 |
772,905 |
| CHN |
-1 |
273 |
-72,932,801 |
-72,932,801 |
-89,572,950 |
1.41 |
-0.099 |
-0.099 |
8,924,483 |
| 0 |
2 |
0 |
0 |
0 |
0.85 |
-0.021 |
-0.021 |
0 |
| 1 |
148 |
62,973,962 |
62,973,962 |
78,959,586 |
1.32 |
0.076 |
0.073 |
6,789,237 |
| HKG |
-1 |
40 |
-12,789,585 |
-12,789,585 |
-14,626,026 |
1.55 |
0.035 |
0.032 |
-253,458 |
| 0 |
1 |
0 |
0 |
0 |
1.50 |
0.101 |
0.101 |
0 |
| 1 |
89 |
29,385,892 |
29,385,892 |
44,035,787 |
1.60 |
0.172 |
0.165 |
6,239,606 |
| IDN |
1 |
3 |
1,328,856 |
1,328,856 |
206,933 |
0.16 |
0.123 |
0.132 |
175,623 |
| IND |
1 |
1 |
30,072 |
30,072 |
11,121 |
0.37 |
0.033 |
0.033 |
994 |
| JPN |
-1 |
158 |
-57,665,029 |
-57,665,029 |
-40,160,419 |
0.74 |
-0.056 |
-0.056 |
3,594,019 |
| 0 |
6 |
0 |
0 |
0 |
0.51 |
0.038 |
0.034 |
0 |
| 1 |
111 |
54,829,921 |
54,829,921 |
31,177,353 |
0.71 |
0.046 |
0.042 |
3,098,853 |
| KOR |
-1 |
46 |
-12,150,766 |
-12,150,766 |
-6,841,231 |
0.53 |
-0.163 |
-0.171 |
2,217,660 |
| 1 |
11 |
2,145,597 |
2,145,597 |
1,117,632 |
0.43 |
0.020 |
0.015 |
59,947 |
| MYS |
1 |
3 |
583,044 |
583,044 |
138,067 |
0.31 |
0.106 |
0.088 |
47,944 |
| NZL |
-1 |
1 |
-1,795,235 |
-1,795,235 |
-485,875 |
0.27 |
-0.156 |
-0.156 |
279,191 |
| PHL |
1 |
2 |
227,961 |
227,961 |
21,764 |
0.24 |
0.073 |
0.073 |
22,533 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
6 |
6,049,711 |
6,049,711 |
1,982,389 |
0.36 |
0.062 |
0.066 |
386,710 |
| THA |
-1 |
8 |
-5,763,711 |
-5,763,711 |
-1,529,992 |
0.36 |
0.010 |
-0.006 |
250,982 |
| 1 |
13 |
12,642,765 |
12,642,765 |
3,135,030 |
0.31 |
0.134 |
0.122 |
2,094,166 |
| TWN |
-1 |
53 |
-13,412,364 |
-13,412,364 |
-11,766,087 |
0.96 |
-0.040 |
-0.031 |
396,489 |
| 0 |
1 |
0 |
0 |
0 |
0.87 |
-0.050 |
-0.050 |
0 |
| 1 |
38 |
20,282,923 |
20,282,923 |
12,074,636 |
0.80 |
0.091 |
0.088 |
2,405,855 |