Generated at 16:59 on Thursday 08/07/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
615 |
-201,385,079 |
| 0 |
15 |
0 |
| 1 |
446 |
199,374,833 |
|
target_notional |
| target_notional |
-2,010,245 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,012,547 |
-2,010,245 |
39,143,612 |
400,759,912 |
1 |
-0.003 |
-0.005 |
0.098 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,665,005 |
| 0 |
0 |
| 1 |
176,652,458 |
|
alpha_notional |
| alpha_notional |
39,143,612 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,322,101 |
| 0 |
0 |
| 1 |
20,821,511 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-9,978,325 |
27,722,248 |
1 |
-0.360 |
0.069 |
| CHN |
408 |
-11,059,948 |
137,026,961 |
1 |
-0.081 |
0.342 |
| HKG |
127 |
17,935,129 |
41,366,837 |
1 |
0.434 |
0.103 |
| IDN |
1 |
311,102 |
311,102 |
1 |
1.000 |
0.001 |
| JPN |
277 |
-5,230,043 |
118,239,908 |
1 |
-0.044 |
0.295 |
| KOR |
61 |
-9,990,961 |
16,701,527 |
1 |
-0.598 |
0.042 |
| MYS |
4 |
699,011 |
699,011 |
1 |
1.000 |
0.002 |
| NZL |
1 |
0 |
0 |
1 |
nan |
0.000 |
| PHL |
2 |
212,007 |
212,007 |
1 |
1.000 |
0.001 |
| SGP |
10 |
5,653,975 |
6,056,917 |
1 |
0.933 |
0.015 |
| THA |
26 |
7,087,292 |
16,742,845 |
1 |
0.423 |
0.042 |
| TWN |
98 |
2,350,515 |
35,680,549 |
1 |
0.066 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-18,850,287 |
| 0 |
1 |
0 |
| 1 |
16 |
8,871,962 |
| CHN |
-1 |
258 |
-74,043,454 |
| 0 |
4 |
0 |
| 1 |
146 |
62,983,506 |
| HKG |
-1 |
37 |
-11,715,854 |
| 0 |
3 |
0 |
| 1 |
87 |
29,650,983 |
| IDN |
1 |
1 |
311,102 |
| JPN |
-1 |
163 |
-61,734,975 |
| 0 |
5 |
0 |
| 1 |
109 |
56,504,933 |
| KOR |
-1 |
38 |
-13,346,244 |
| 1 |
23 |
3,355,283 |
| MYS |
1 |
4 |
699,011 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
2 |
212,007 |
| SGP |
-1 |
3 |
-201,471 |
| 1 |
7 |
5,855,446 |
| THA |
-1 |
9 |
-4,827,776 |
| 0 |
1 |
0 |
| 1 |
16 |
11,915,069 |
| TWN |
-1 |
63 |
-16,665,017 |
| 1 |
35 |
19,015,532 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-18,850,287 |
-18,850,287 |
-9,432,739 |
0.56 |
-0.141 |
-0.140 |
2,695,743 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
-0.044 |
-0.044 |
0 |
| 1 |
16 |
8,871,962 |
8,871,962 |
3,392,621 |
0.34 |
-0.013 |
-0.005 |
-43,101 |
| CHN |
-1 |
258 |
-74,043,454 |
-74,043,454 |
-89,646,942 |
1.42 |
-0.090 |
-0.096 |
8,569,432 |
| 0 |
4 |
0 |
0 |
0 |
1.78 |
-0.011 |
0.029 |
0 |
| 1 |
146 |
62,983,506 |
62,983,506 |
76,039,217 |
1.34 |
0.084 |
0.083 |
7,458,066 |
| HKG |
-1 |
37 |
-11,715,854 |
-11,715,854 |
-16,037,399 |
1.59 |
0.038 |
0.028 |
-121,222 |
| 0 |
3 |
0 |
0 |
0 |
1.43 |
0.009 |
0.085 |
0 |
| 1 |
87 |
29,650,983 |
29,650,983 |
40,884,961 |
1.57 |
0.170 |
0.177 |
6,018,115 |
| IDN |
1 |
1 |
311,102 |
311,102 |
90,178 |
0.29 |
0.082 |
0.082 |
25,468 |
| JPN |
-1 |
163 |
-61,734,975 |
-61,734,975 |
-38,362,835 |
0.67 |
-0.049 |
-0.046 |
3,564,478 |
| 0 |
5 |
0 |
0 |
0 |
0.97 |
0.030 |
0.023 |
0 |
| 1 |
109 |
56,504,933 |
56,504,933 |
36,614,520 |
0.80 |
0.047 |
0.044 |
3,358,691 |
| KOR |
-1 |
38 |
-13,346,244 |
-13,346,244 |
-7,516,817 |
0.53 |
-0.180 |
-0.182 |
2,633,375 |
| 1 |
23 |
3,355,283 |
3,355,283 |
1,856,803 |
0.50 |
-0.015 |
-0.003 |
-14,400 |
| MYS |
1 |
4 |
699,011 |
699,011 |
164,985 |
0.28 |
0.110 |
0.090 |
54,469 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.29 |
-0.153 |
-0.153 |
0 |
| PHL |
1 |
2 |
212,007 |
212,007 |
18,513 |
0.25 |
-0.004 |
-0.004 |
8,030 |
| SGP |
-1 |
3 |
-201,471 |
-201,471 |
-182,427 |
0.92 |
-0.086 |
-0.086 |
17,889 |
| 1 |
7 |
5,855,446 |
5,855,446 |
1,978,211 |
0.42 |
0.032 |
0.027 |
168,516 |
| THA |
-1 |
9 |
-4,827,776 |
-4,827,776 |
-1,314,559 |
0.22 |
-0.031 |
-0.014 |
330,665 |
| 0 |
1 |
0 |
0 |
0 |
0.15 |
0.060 |
0.060 |
0 |
| 1 |
16 |
11,915,069 |
11,915,069 |
4,370,857 |
0.50 |
0.110 |
0.102 |
1,846,446 |
| TWN |
-1 |
63 |
-16,665,017 |
-16,665,017 |
-15,171,288 |
0.93 |
-0.028 |
-0.013 |
631,740 |
| 1 |
35 |
19,015,532 |
19,015,532 |
11,241,591 |
0.78 |
0.088 |
0.084 |
1,941,211 |