Generated at 15:20 on Monday 08/04/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
619 |
-199,306,822 |
| 0 |
17 |
0 |
| 1 |
442 |
200,410,903 |
|
target_notional |
| target_notional |
1,104,081 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
511,008 |
1,104,081 |
37,839,075 |
399,717,725 |
1 |
0.001 |
0.003 |
0.095 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-176,821,510 |
| 0 |
0 |
| 1 |
177,332,518 |
|
alpha_notional |
| alpha_notional |
37,839,075 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,461,881 |
| 0 |
0 |
| 1 |
21,377,195 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,987,790 |
27,469,456 |
1 |
-0.364 |
0.069 |
| CHN |
401 |
-9,939,712 |
135,892,345 |
1 |
-0.073 |
0.340 |
| HKG |
131 |
18,848,560 |
41,779,680 |
1 |
0.451 |
0.105 |
| IDN |
1 |
332,712 |
332,712 |
1 |
1.000 |
0.001 |
| JPN |
290 |
-3,406,797 |
117,815,504 |
1 |
-0.029 |
0.295 |
| KOR |
54 |
-10,005,922 |
15,823,199 |
1 |
-0.632 |
0.040 |
| MYS |
3 |
607,107 |
607,107 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-1,778,072 |
1,778,072 |
1 |
-1.000 |
0.004 |
| PHL |
2 |
206,817 |
206,817 |
1 |
1.000 |
0.001 |
| SGP |
10 |
5,893,793 |
6,082,940 |
1 |
0.969 |
0.015 |
| THA |
26 |
7,503,072 |
16,887,743 |
1 |
0.444 |
0.042 |
| TWN |
97 |
2,830,314 |
35,042,151 |
1 |
0.081 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
43 |
-18,728,623 |
| 0 |
3 |
0 |
| 1 |
16 |
8,740,833 |
| CHN |
-1 |
254 |
-72,916,029 |
| 0 |
2 |
0 |
| 1 |
145 |
62,976,316 |
| HKG |
-1 |
42 |
-11,465,560 |
| 1 |
89 |
30,314,120 |
| IDN |
1 |
1 |
332,712 |
| JPN |
-1 |
165 |
-60,611,150 |
| 0 |
11 |
0 |
| 1 |
114 |
57,204,353 |
| KOR |
-1 |
39 |
-12,914,560 |
| 0 |
1 |
0 |
| 1 |
14 |
2,908,638 |
| MYS |
1 |
3 |
607,107 |
| NZL |
-1 |
1 |
-1,778,072 |
| PHL |
1 |
2 |
206,817 |
| SGP |
-1 |
3 |
-94,573 |
| 1 |
7 |
5,988,366 |
| THA |
-1 |
10 |
-4,692,336 |
| 1 |
16 |
12,195,407 |
| TWN |
-1 |
62 |
-16,105,919 |
| 1 |
35 |
18,936,232 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
43 |
-18,728,623 |
-18,728,623 |
-9,269,120 |
0.56 |
-0.113 |
-0.104 |
2,219,715 |
| 0 |
3 |
0 |
0 |
0 |
0.30 |
-0.065 |
-0.068 |
0 |
| 1 |
16 |
8,740,833 |
8,740,833 |
3,404,379 |
0.34 |
0.005 |
-0.005 |
97,123 |
| CHN |
-1 |
254 |
-72,916,029 |
-72,916,029 |
-89,524,638 |
1.41 |
-0.095 |
-0.100 |
8,333,802 |
| 0 |
2 |
0 |
0 |
0 |
1.55 |
-0.028 |
-0.028 |
0 |
| 1 |
145 |
62,976,316 |
62,976,316 |
76,490,433 |
1.35 |
0.075 |
0.072 |
7,071,261 |
| HKG |
-1 |
42 |
-11,465,560 |
-11,465,560 |
-15,591,430 |
1.57 |
0.044 |
0.032 |
-78,000 |
| 1 |
89 |
30,314,120 |
30,314,120 |
41,400,166 |
1.56 |
0.171 |
0.166 |
6,049,328 |
| IDN |
1 |
1 |
332,712 |
332,712 |
96,442 |
0.29 |
0.046 |
0.046 |
15,271 |
| JPN |
-1 |
165 |
-60,611,150 |
-60,611,150 |
-38,899,971 |
0.68 |
-0.043 |
-0.041 |
2,893,117 |
| 0 |
11 |
0 |
0 |
0 |
0.78 |
0.039 |
0.034 |
0 |
| 1 |
114 |
57,204,353 |
57,204,353 |
36,971,953 |
0.81 |
0.052 |
0.052 |
3,913,707 |
| KOR |
-1 |
39 |
-12,914,560 |
-12,914,560 |
-6,967,960 |
0.52 |
-0.141 |
-0.146 |
2,064,658 |
| 0 |
1 |
0 |
0 |
0 |
1.03 |
0.063 |
0.063 |
0 |
| 1 |
14 |
2,908,638 |
2,908,638 |
1,580,122 |
0.52 |
0.017 |
0.020 |
75,597 |
| MYS |
1 |
3 |
607,107 |
607,107 |
139,995 |
0.27 |
0.076 |
0.055 |
37,049 |
| NZL |
-1 |
1 |
-1,778,072 |
-1,778,072 |
-519,448 |
0.29 |
-0.125 |
-0.125 |
222,083 |
| PHL |
1 |
2 |
206,817 |
206,817 |
17,478 |
0.25 |
0.110 |
0.110 |
21,351 |
| SGP |
-1 |
3 |
-94,573 |
-94,573 |
-90,542 |
0.92 |
-0.055 |
-0.055 |
4,748 |
| 1 |
7 |
5,988,366 |
5,988,366 |
2,046,179 |
0.42 |
0.041 |
0.029 |
252,979 |
| THA |
-1 |
10 |
-4,692,336 |
-4,692,336 |
-1,319,867 |
0.29 |
0.009 |
0.021 |
-10,763 |
| 1 |
16 |
12,195,407 |
12,195,407 |
4,085,354 |
0.46 |
0.115 |
0.114 |
1,936,580 |
| TWN |
-1 |
62 |
-16,105,919 |
-16,105,919 |
-14,638,533 |
0.93 |
-0.039 |
-0.027 |
812,520 |
| 1 |
35 |
18,936,232 |
18,936,232 |
11,100,018 |
0.78 |
0.087 |
0.085 |
1,906,949 |