Generated at 15:20 on Tuesday 08/05/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
612 |
-199,432,640 |
| 0 |
22 |
0 |
| 1 |
447 |
200,240,214 |
|
target_notional |
| target_notional |
807,574 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
344,205 |
807,574 |
39,059,853 |
399,672,855 |
1 |
0.001 |
0.002 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-176,999,763 |
| 0 |
0 |
| 1 |
177,343,968 |
|
alpha_notional |
| alpha_notional |
39,059,853 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,036,371 |
| 0 |
0 |
| 1 |
22,023,482 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-9,969,638 |
27,606,848 |
1 |
-0.361 |
0.069 |
| CHN |
405 |
-9,929,073 |
135,907,947 |
1 |
-0.073 |
0.340 |
| HKG |
133 |
17,532,153 |
41,708,107 |
1 |
0.420 |
0.104 |
| IDN |
1 |
318,954 |
318,954 |
1 |
1.000 |
0.001 |
| JPN |
281 |
-3,837,747 |
118,401,043 |
1 |
-0.032 |
0.296 |
| KOR |
62 |
-10,041,768 |
16,789,167 |
1 |
-0.598 |
0.042 |
| MYS |
3 |
619,029 |
619,029 |
1 |
1.000 |
0.002 |
| NZL |
1 |
0 |
0 |
1 |
nan |
0.000 |
| PHL |
2 |
209,724 |
209,724 |
1 |
1.000 |
0.001 |
| SGP |
10 |
5,847,653 |
6,082,569 |
1 |
0.961 |
0.015 |
| THA |
26 |
7,416,856 |
16,700,451 |
1 |
0.444 |
0.042 |
| TWN |
97 |
2,641,431 |
35,329,016 |
1 |
0.075 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-18,788,243 |
| 0 |
3 |
0 |
| 1 |
16 |
8,818,605 |
| CHN |
-1 |
255 |
-72,918,510 |
| 0 |
1 |
0 |
| 1 |
149 |
62,989,437 |
| HKG |
-1 |
42 |
-12,087,977 |
| 0 |
3 |
0 |
| 1 |
88 |
29,620,130 |
| IDN |
1 |
1 |
318,954 |
| JPN |
-1 |
162 |
-61,119,395 |
| 0 |
11 |
0 |
| 1 |
108 |
57,281,648 |
| KOR |
-1 |
37 |
-13,415,467 |
| 0 |
2 |
0 |
| 1 |
23 |
3,373,699 |
| MYS |
1 |
3 |
619,029 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
2 |
209,724 |
| SGP |
-1 |
3 |
-117,458 |
| 1 |
7 |
5,965,111 |
| THA |
-1 |
10 |
-4,641,798 |
| 0 |
1 |
0 |
| 1 |
15 |
12,058,653 |
| TWN |
-1 |
62 |
-16,343,792 |
| 1 |
35 |
18,985,223 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-18,788,243 |
-18,788,243 |
-9,427,359 |
0.58 |
-0.126 |
-0.123 |
2,387,947 |
| 0 |
3 |
0 |
0 |
0 |
0.35 |
-0.063 |
-0.046 |
0 |
| 1 |
16 |
8,818,605 |
8,818,605 |
3,441,428 |
0.34 |
0.004 |
-0.005 |
92,713 |
| CHN |
-1 |
255 |
-72,918,510 |
-72,918,510 |
-88,480,079 |
1.42 |
-0.096 |
-0.103 |
8,610,835 |
| 0 |
1 |
0 |
0 |
0 |
1.26 |
0.019 |
0.019 |
0 |
| 1 |
149 |
62,989,437 |
62,989,437 |
76,509,790 |
1.35 |
0.077 |
0.075 |
7,239,594 |
| HKG |
-1 |
42 |
-12,087,977 |
-12,087,977 |
-16,547,057 |
1.57 |
0.030 |
0.025 |
149,635 |
| 0 |
3 |
0 |
0 |
0 |
0.88 |
0.099 |
0.092 |
0 |
| 1 |
88 |
29,620,130 |
29,620,130 |
40,779,528 |
1.56 |
0.170 |
0.172 |
5,985,841 |
| IDN |
1 |
1 |
318,954 |
318,954 |
92,454 |
0.29 |
0.048 |
0.048 |
15,416 |
| JPN |
-1 |
162 |
-61,119,395 |
-61,119,395 |
-38,977,638 |
0.68 |
-0.034 |
-0.034 |
2,488,634 |
| 0 |
11 |
0 |
0 |
0 |
0.94 |
0.024 |
0.030 |
0 |
| 1 |
108 |
57,281,648 |
57,281,648 |
37,055,074 |
0.79 |
0.062 |
0.060 |
4,459,061 |
| KOR |
-1 |
37 |
-13,415,467 |
-13,415,467 |
-7,368,781 |
0.52 |
-0.174 |
-0.176 |
2,705,906 |
| 0 |
2 |
0 |
0 |
0 |
0.42 |
0.006 |
0.006 |
0 |
| 1 |
23 |
3,373,699 |
3,373,699 |
1,857,434 |
0.50 |
0.014 |
0.020 |
68,008 |
| MYS |
1 |
3 |
619,029 |
619,029 |
142,521 |
0.27 |
0.083 |
0.060 |
40,974 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.29 |
-0.160 |
-0.160 |
0 |
| PHL |
1 |
2 |
209,724 |
209,724 |
17,755 |
0.25 |
0.091 |
0.091 |
20,876 |
| SGP |
-1 |
3 |
-117,458 |
-117,458 |
-106,439 |
0.92 |
-0.062 |
-0.062 |
7,612 |
| 1 |
7 |
5,965,111 |
5,965,111 |
2,036,817 |
0.42 |
0.040 |
0.026 |
247,703 |
| THA |
-1 |
10 |
-4,641,798 |
-4,641,798 |
-1,249,523 |
0.29 |
0.002 |
0.023 |
46,022 |
| 0 |
1 |
0 |
0 |
0 |
0.04 |
-0.044 |
-0.044 |
0 |
| 1 |
15 |
12,058,653 |
12,058,653 |
4,202,900 |
0.49 |
0.110 |
0.087 |
1,884,490 |
| TWN |
-1 |
62 |
-16,343,792 |
-16,343,792 |
-14,842,886 |
0.93 |
-0.031 |
-0.023 |
639,779 |
| 1 |
35 |
18,985,223 |
18,985,223 |
11,208,267 |
0.78 |
0.086 |
0.079 |
1,968,809 |