Generated at 15:43 on Thursday 07/10/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
619 |
-197,745,687 |
| 0 |
20 |
0 |
| 1 |
437 |
201,827,515 |
|
target_notional |
| target_notional |
4,081,828 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
789,157 |
4,081,828 |
39,777,448 |
399,573,203 |
1 |
0.002 |
0.010 |
0.100 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-174,319,928 |
| 0 |
0 |
| 1 |
175,109,085 |
|
alpha_notional |
| alpha_notional |
39,777,448 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,388,391 |
| 0 |
0 |
| 1 |
22,389,057 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-9,947,865 |
32,221,881 |
1 |
-0.309 |
0.081 |
| CHN |
421 |
-9,972,917 |
135,929,231 |
1 |
-0.073 |
0.340 |
| HKG |
131 |
16,639,699 |
42,457,227 |
1 |
0.392 |
0.106 |
| IDN |
3 |
1,173,729 |
1,173,729 |
1 |
1.000 |
0.003 |
| IND |
1 |
29,786 |
29,786 |
1 |
1.000 |
0.000 |
| JPN |
279 |
-2,245,590 |
113,324,046 |
1 |
-0.020 |
0.284 |
| KOR |
57 |
-9,995,880 |
14,317,670 |
1 |
-0.698 |
0.036 |
| MYS |
3 |
587,785 |
587,785 |
1 |
1.000 |
0.001 |
| NZL |
1 |
-1,799,881 |
1,799,881 |
1 |
-1.000 |
0.005 |
| PHL |
2 |
227,285 |
227,285 |
1 |
1.000 |
0.001 |
| SGP |
7 |
6,050,290 |
6,050,345 |
1 |
1.000 |
0.015 |
| THA |
21 |
7,000,829 |
18,294,387 |
1 |
0.383 |
0.046 |
| TWN |
91 |
6,334,559 |
33,159,952 |
1 |
0.191 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-21,084,873 |
| 0 |
2 |
0 |
| 1 |
16 |
11,137,008 |
| CHN |
-1 |
266 |
-72,951,074 |
| 0 |
7 |
0 |
| 1 |
148 |
62,978,157 |
| HKG |
-1 |
40 |
-12,908,764 |
| 1 |
91 |
29,548,463 |
| IDN |
0 |
1 |
0 |
| 1 |
2 |
1,173,729 |
| IND |
1 |
1 |
29,786 |
| JPN |
-1 |
164 |
-57,784,818 |
| 0 |
9 |
0 |
| 1 |
106 |
55,539,228 |
| KOR |
-1 |
46 |
-12,156,775 |
| 1 |
11 |
2,160,895 |
| MYS |
1 |
3 |
587,785 |
| NZL |
-1 |
1 |
-1,799,881 |
| PHL |
1 |
2 |
227,285 |
| SGP |
-1 |
1 |
-27 |
| 1 |
6 |
6,050,317 |
| THA |
-1 |
7 |
-5,646,779 |
| 0 |
1 |
0 |
| 1 |
13 |
12,647,608 |
| TWN |
-1 |
53 |
-13,412,697 |
| 1 |
38 |
19,747,256 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-21,084,873 |
-21,084,873 |
-10,475,181 |
0.64 |
-0.107 |
-0.102 |
2,327,437 |
| 0 |
2 |
0 |
0 |
0 |
0.40 |
-0.056 |
-0.056 |
0 |
| 1 |
16 |
11,137,008 |
11,137,008 |
2,800,757 |
0.24 |
0.027 |
0.028 |
500,864 |
| CHN |
-1 |
266 |
-72,951,074 |
-72,951,074 |
-88,514,882 |
1.42 |
-0.098 |
-0.100 |
9,191,004 |
| 0 |
7 |
0 |
0 |
0 |
0.82 |
-0.027 |
-0.042 |
0 |
| 1 |
148 |
62,978,157 |
62,978,157 |
78,663,288 |
1.33 |
0.077 |
0.071 |
6,717,537 |
| HKG |
-1 |
40 |
-12,908,764 |
-12,908,764 |
-14,709,560 |
1.55 |
0.033 |
0.032 |
-157,984 |
| 1 |
91 |
29,548,463 |
29,548,463 |
43,786,404 |
1.59 |
0.166 |
0.163 |
6,423,667 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.10 |
0.029 |
0.029 |
0 |
| 1 |
2 |
1,173,729 |
1,173,729 |
191,778 |
0.18 |
0.122 |
0.122 |
142,677 |
| IND |
1 |
1 |
29,786 |
29,786 |
11,016 |
0.37 |
0.035 |
0.035 |
1,043 |
| JPN |
-1 |
164 |
-57,784,818 |
-57,784,818 |
-40,118,851 |
0.75 |
-0.044 |
-0.042 |
2,877,174 |
| 0 |
9 |
0 |
0 |
0 |
0.97 |
0.023 |
0.020 |
0 |
| 1 |
106 |
55,539,228 |
55,539,228 |
31,694,066 |
0.69 |
0.057 |
0.055 |
3,798,956 |
| KOR |
-1 |
46 |
-12,156,775 |
-12,156,775 |
-6,797,481 |
0.53 |
-0.162 |
-0.173 |
2,278,363 |
| 1 |
11 |
2,160,895 |
2,160,895 |
1,122,040 |
0.43 |
0.014 |
0.017 |
49,564 |
| MYS |
1 |
3 |
587,785 |
587,785 |
139,521 |
0.31 |
0.088 |
0.065 |
41,907 |
| NZL |
-1 |
1 |
-1,799,881 |
-1,799,881 |
-487,133 |
0.27 |
-0.162 |
-0.162 |
291,676 |
| PHL |
1 |
2 |
227,285 |
227,285 |
21,803 |
0.24 |
0.033 |
0.033 |
14,537 |
| SGP |
-1 |
1 |
-27 |
-27 |
0 |
nan |
nan |
nan |
0 |
| 1 |
6 |
6,050,317 |
6,050,317 |
1,979,766 |
0.36 |
0.065 |
0.066 |
399,546 |
| THA |
-1 |
7 |
-5,646,779 |
-5,646,779 |
-1,457,870 |
0.31 |
-0.008 |
-0.015 |
144,858 |
| 0 |
1 |
0 |
0 |
0 |
0.65 |
0.138 |
0.138 |
0 |
| 1 |
13 |
12,647,608 |
12,647,608 |
3,146,717 |
0.31 |
0.128 |
0.120 |
1,964,938 |
| TWN |
-1 |
53 |
-13,412,697 |
-13,412,697 |
-11,758,971 |
0.96 |
-0.042 |
-0.028 |
435,864 |
| 1 |
38 |
19,747,256 |
19,747,256 |
11,551,929 |
0.80 |
0.091 |
0.084 |
2,333,822 |