Generated at 15:21 on Sunday 08/03/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
623 |
-199,233,247 |
| 0 |
20 |
0 |
| 1 |
437 |
200,021,530 |
|
target_notional |
| target_notional |
788,284 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
155,748 |
788,284 |
38,688,055 |
399,254,777 |
1 |
0.000 |
0.002 |
0.097 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,370,139 |
| 0 |
0 |
| 1 |
177,525,887 |
|
alpha_notional |
| alpha_notional |
38,688,055 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,928,982 |
| 0 |
0 |
| 1 |
21,759,073 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,971,569 |
28,167,134 |
1 |
-0.354 |
0.071 |
| CHN |
401 |
-9,922,677 |
135,777,335 |
1 |
-0.073 |
0.340 |
| HKG |
131 |
19,168,931 |
42,146,245 |
1 |
0.455 |
0.106 |
| IDN |
1 |
344,119 |
344,119 |
1 |
1.000 |
0.001 |
| JPN |
292 |
-3,930,684 |
117,161,233 |
1 |
-0.034 |
0.293 |
| KOR |
55 |
-9,975,204 |
15,736,997 |
1 |
-0.634 |
0.039 |
| MYS |
3 |
605,142 |
605,142 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,777,057 |
1,777,057 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
206,817 |
206,817 |
1 |
1.000 |
0.001 |
| SGP |
10 |
5,891,264 |
6,079,296 |
1 |
0.969 |
0.015 |
| THA |
26 |
6,802,896 |
16,911,976 |
1 |
0.402 |
0.042 |
| TWN |
96 |
3,346,305 |
34,341,427 |
1 |
0.097 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
43 |
-19,069,351 |
| 0 |
1 |
0 |
| 1 |
18 |
9,097,783 |
| CHN |
-1 |
254 |
-72,850,006 |
| 0 |
3 |
0 |
| 1 |
144 |
62,927,329 |
| HKG |
-1 |
42 |
-11,488,657 |
| 0 |
1 |
0 |
| 1 |
88 |
30,657,588 |
| IDN |
1 |
1 |
344,119 |
| JPN |
-1 |
170 |
-60,545,959 |
| 0 |
14 |
0 |
| 1 |
108 |
56,615,274 |
| KOR |
-1 |
39 |
-12,856,100 |
| 0 |
1 |
0 |
| 1 |
15 |
2,880,897 |
| MYS |
1 |
3 |
605,142 |
| NZL |
-1 |
1 |
-1,777,057 |
| PHL |
1 |
2 |
206,817 |
| SGP |
-1 |
3 |
-94,016 |
| 1 |
7 |
5,985,280 |
| THA |
-1 |
10 |
-5,054,540 |
| 1 |
16 |
11,857,436 |
| TWN |
-1 |
61 |
-15,497,561 |
| 1 |
35 |
18,843,866 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
43 |
-19,069,351 |
-19,069,351 |
-9,554,086 |
0.58 |
-0.115 |
-0.114 |
2,310,839 |
| 0 |
1 |
0 |
0 |
0 |
0.93 |
-0.028 |
-0.028 |
0 |
| 1 |
18 |
9,097,783 |
9,097,783 |
3,419,468 |
0.32 |
-0.012 |
-0.019 |
8,567 |
| CHN |
-1 |
254 |
-72,850,006 |
-72,850,006 |
-88,806,128 |
1.41 |
-0.094 |
-0.095 |
8,188,153 |
| 0 |
3 |
0 |
0 |
0 |
1.12 |
-0.011 |
0.052 |
0 |
| 1 |
144 |
62,927,329 |
62,927,329 |
77,308,506 |
1.35 |
0.080 |
0.079 |
7,404,836 |
| HKG |
-1 |
42 |
-11,488,657 |
-11,488,657 |
-15,575,737 |
1.57 |
0.043 |
0.039 |
-3,201 |
| 0 |
1 |
0 |
0 |
0 |
1.47 |
0.105 |
0.105 |
0 |
| 1 |
88 |
30,657,588 |
30,657,588 |
41,774,386 |
1.57 |
0.180 |
0.173 |
6,600,731 |
| IDN |
1 |
1 |
344,119 |
344,119 |
99,748 |
0.29 |
0.063 |
0.063 |
21,695 |
| JPN |
-1 |
170 |
-60,545,959 |
-60,545,959 |
-40,430,035 |
0.70 |
-0.047 |
-0.044 |
3,117,769 |
| 0 |
14 |
0 |
0 |
0 |
0.58 |
-0.016 |
-0.014 |
0 |
| 1 |
108 |
56,615,274 |
56,615,274 |
36,208,276 |
0.80 |
0.045 |
0.044 |
3,455,253 |
| KOR |
-1 |
39 |
-12,856,100 |
-12,856,100 |
-6,969,246 |
0.52 |
-0.153 |
-0.158 |
2,243,114 |
| 0 |
1 |
0 |
0 |
0 |
0.58 |
-0.049 |
-0.049 |
0 |
| 1 |
15 |
2,880,897 |
2,880,897 |
1,560,899 |
0.56 |
0.004 |
0.007 |
28,869 |
| MYS |
1 |
3 |
605,142 |
605,142 |
139,523 |
0.27 |
0.072 |
0.053 |
33,114 |
| NZL |
-1 |
1 |
-1,777,057 |
-1,777,057 |
-519,152 |
0.29 |
-0.141 |
-0.141 |
251,415 |
| PHL |
1 |
2 |
206,817 |
206,817 |
17,478 |
0.25 |
0.120 |
0.120 |
28,441 |
| SGP |
-1 |
3 |
-94,016 |
-94,016 |
-89,814 |
0.92 |
-0.061 |
-0.061 |
5,294 |
| 1 |
7 |
5,985,280 |
5,985,280 |
2,052,493 |
0.42 |
0.041 |
0.027 |
271,092 |
| THA |
-1 |
10 |
-5,054,540 |
-5,054,540 |
-1,475,427 |
0.29 |
0.013 |
0.005 |
-16,137 |
| 1 |
16 |
11,857,436 |
11,857,436 |
3,908,305 |
0.46 |
0.117 |
0.108 |
1,914,093 |
| TWN |
-1 |
61 |
-15,497,561 |
-15,497,561 |
-13,950,515 |
0.94 |
-0.046 |
-0.032 |
831,736 |
| 1 |
35 |
18,843,866 |
18,843,866 |
11,036,804 |
0.78 |
0.089 |
0.083 |
1,992,380 |