Generated at 16:32 on Wednesday 08/06/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-200,426,119 |
| 0 |
14 |
0 |
| 1 |
448 |
199,698,072 |
|
target_notional |
| target_notional |
-728,047 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-456,417 |
-728,047 |
38,418,299 |
400,124,192 |
1 |
-0.001 |
-0.002 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,210,082 |
| 0 |
0 |
| 1 |
176,753,665 |
|
alpha_notional |
| alpha_notional |
38,418,299 |
|
alpha_notional |
| pos_sign |
|
| -1 |
17,522,131 |
| 0 |
0 |
| 1 |
20,896,167 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-9,989,547 |
27,593,408 |
1 |
-0.362 |
0.069 |
| CHN |
405 |
-10,432,325 |
136,409,788 |
1 |
-0.076 |
0.341 |
| HKG |
130 |
17,703,312 |
41,716,152 |
1 |
0.424 |
0.104 |
| IDN |
1 |
314,936 |
314,936 |
1 |
1.000 |
0.001 |
| JPN |
274 |
-4,426,128 |
118,613,454 |
1 |
-0.037 |
0.296 |
| KOR |
60 |
-9,992,813 |
16,715,222 |
1 |
-0.598 |
0.042 |
| MYS |
3 |
620,901 |
620,901 |
1 |
1.000 |
0.002 |
| NZL |
1 |
0 |
0 |
1 |
nan |
0.000 |
| PHL |
2 |
208,760 |
208,760 |
1 |
1.000 |
0.001 |
| SGP |
10 |
5,776,688 |
6,052,207 |
1 |
0.954 |
0.015 |
| THA |
26 |
7,101,670 |
16,686,448 |
1 |
0.426 |
0.042 |
| TWN |
98 |
2,386,500 |
35,192,916 |
1 |
0.068 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-18,791,477 |
| 1 |
16 |
8,801,930 |
| CHN |
-1 |
253 |
-73,421,056 |
| 0 |
5 |
0 |
| 1 |
147 |
62,988,731 |
| HKG |
-1 |
39 |
-12,006,420 |
| 0 |
3 |
0 |
| 1 |
88 |
29,709,732 |
| IDN |
1 |
1 |
314,936 |
| JPN |
-1 |
159 |
-61,519,791 |
| 0 |
4 |
0 |
| 1 |
111 |
57,093,663 |
| KOR |
-1 |
37 |
-13,354,017 |
| 1 |
23 |
3,361,205 |
| MYS |
1 |
3 |
620,901 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
2 |
208,760 |
| SGP |
-1 |
3 |
-137,760 |
| 1 |
7 |
5,914,448 |
| THA |
-1 |
10 |
-4,792,389 |
| 0 |
1 |
0 |
| 1 |
15 |
11,894,059 |
| TWN |
-1 |
63 |
-16,403,208 |
| 1 |
35 |
18,789,708 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-18,791,477 |
-18,791,477 |
-9,358,524 |
0.56 |
-0.136 |
-0.131 |
2,622,860 |
| 1 |
16 |
8,801,930 |
8,801,930 |
3,419,466 |
0.34 |
-0.016 |
-0.010 |
-80,070 |
| CHN |
-1 |
253 |
-73,421,056 |
-73,421,056 |
-89,060,071 |
1.41 |
-0.090 |
-0.097 |
8,310,297 |
| 0 |
5 |
0 |
0 |
0 |
1.63 |
-0.009 |
0.013 |
0 |
| 1 |
147 |
62,988,731 |
62,988,731 |
76,182,058 |
1.35 |
0.078 |
0.077 |
7,299,463 |
| HKG |
-1 |
39 |
-12,006,420 |
-12,006,420 |
-16,456,400 |
1.59 |
0.035 |
0.023 |
-18,810 |
| 0 |
3 |
0 |
0 |
0 |
1.33 |
0.127 |
0.116 |
0 |
| 1 |
88 |
29,709,732 |
29,709,732 |
40,928,532 |
1.56 |
0.173 |
0.177 |
5,966,649 |
| IDN |
1 |
1 |
314,936 |
314,936 |
91,289 |
0.29 |
0.064 |
0.064 |
20,113 |
| JPN |
-1 |
159 |
-61,519,791 |
-61,519,791 |
-38,589,516 |
0.68 |
-0.044 |
-0.041 |
3,180,288 |
| 0 |
4 |
0 |
0 |
0 |
0.81 |
0.017 |
0.002 |
0 |
| 1 |
111 |
57,093,663 |
57,093,663 |
36,838,642 |
0.79 |
0.052 |
0.051 |
3,641,184 |
| KOR |
-1 |
37 |
-13,354,017 |
-13,354,017 |
-7,444,507 |
0.52 |
-0.174 |
-0.164 |
2,654,999 |
| 1 |
23 |
3,361,205 |
3,361,205 |
1,850,387 |
0.50 |
0.001 |
0.006 |
54,434 |
| MYS |
1 |
3 |
620,901 |
620,901 |
143,102 |
0.27 |
0.075 |
0.055 |
38,807 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.29 |
-0.154 |
-0.154 |
0 |
| PHL |
1 |
2 |
208,760 |
208,760 |
18,094 |
0.25 |
0.004 |
0.004 |
12,592 |
| SGP |
-1 |
3 |
-137,760 |
-137,760 |
-125,130 |
0.92 |
-0.069 |
-0.069 |
9,813 |
| 1 |
7 |
5,914,448 |
5,914,448 |
2,009,598 |
0.42 |
0.023 |
0.020 |
137,998 |
| THA |
-1 |
10 |
-4,792,389 |
-4,792,389 |
-1,285,760 |
0.21 |
-0.026 |
-0.033 |
225,851 |
| 0 |
1 |
0 |
0 |
0 |
0.77 |
0.136 |
0.136 |
0 |
| 1 |
15 |
11,894,059 |
11,894,059 |
4,220,318 |
0.49 |
0.095 |
0.090 |
1,717,753 |
| TWN |
-1 |
63 |
-16,403,208 |
-16,403,208 |
-14,890,175 |
0.93 |
-0.023 |
-0.007 |
536,834 |
| 1 |
35 |
18,789,708 |
18,789,708 |
11,052,178 |
0.78 |
0.096 |
0.089 |
2,087,244 |