Generated at 15:25 on Sunday 08/10/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
611 |
-204,359,827 |
| 0 |
14 |
0 |
| 1 |
447 |
201,911,182 |
|
target_notional |
| target_notional |
-2,448,645 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-958,429 |
-2,448,645 |
38,842,225 |
406,271,008 |
1 |
-0.002 |
-0.006 |
0.096 |
0.000 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-179,019,561 |
| 0 |
0 |
| 1 |
178,061,131 |
|
alpha_notional |
| alpha_notional |
38,842,225 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,431,822 |
| 0 |
0 |
| 1 |
20,410,403 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
64 |
-9,973,508 |
29,825,688 |
1 |
-0.334 |
0.073 |
| CHN |
406 |
-12,041,352 |
137,907,207 |
1 |
-0.087 |
0.339 |
| HKG |
126 |
18,831,327 |
42,276,624 |
1 |
0.445 |
0.104 |
| IDN |
1 |
311,380 |
311,380 |
1 |
1.000 |
0.001 |
| JPN |
272 |
-5,210,488 |
119,137,814 |
1 |
-0.044 |
0.293 |
| KOR |
62 |
-9,989,133 |
16,575,816 |
1 |
-0.603 |
0.041 |
| MYS |
4 |
844,167 |
844,167 |
1 |
1.000 |
0.002 |
| NZL |
1 |
-665,869 |
665,869 |
1 |
-1.000 |
0.002 |
| PHL |
2 |
211,480 |
211,480 |
1 |
1.000 |
0.001 |
| SGP |
10 |
5,627,390 |
6,077,384 |
1 |
0.926 |
0.015 |
| THA |
25 |
7,076,079 |
16,505,200 |
1 |
0.429 |
0.041 |
| TWN |
99 |
2,529,883 |
35,932,380 |
1 |
0.070 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
42 |
-19,899,598 |
| 0 |
2 |
0 |
| 1 |
20 |
9,926,090 |
| CHN |
-1 |
256 |
-74,974,280 |
| 0 |
8 |
0 |
| 1 |
142 |
62,932,927 |
| HKG |
-1 |
36 |
-11,722,648 |
| 0 |
2 |
0 |
| 1 |
88 |
30,553,976 |
| IDN |
1 |
1 |
311,380 |
| JPN |
-1 |
163 |
-62,174,151 |
| 1 |
109 |
56,963,663 |
| KOR |
-1 |
38 |
-13,282,474 |
| 0 |
2 |
0 |
| 1 |
22 |
3,293,342 |
| MYS |
1 |
4 |
844,167 |
| NZL |
-1 |
1 |
-665,869 |
| PHL |
1 |
2 |
211,480 |
| SGP |
-1 |
3 |
-224,997 |
| 1 |
7 |
5,852,387 |
| THA |
-1 |
9 |
-4,714,561 |
| 1 |
16 |
11,790,639 |
| TWN |
-1 |
63 |
-16,701,248 |
| 1 |
36 |
19,231,131 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
42 |
-19,899,598 |
-19,899,598 |
-9,818,392 |
0.58 |
-0.136 |
-0.139 |
2,745,260 |
| 0 |
2 |
0 |
0 |
0 |
0.12 |
-0.040 |
-0.040 |
0 |
| 1 |
20 |
9,926,090 |
9,926,090 |
3,615,587 |
0.31 |
0.001 |
-0.001 |
95,819 |
| CHN |
-1 |
256 |
-74,974,280 |
-74,974,280 |
-89,988,259 |
1.42 |
-0.089 |
-0.090 |
8,462,169 |
| 0 |
8 |
0 |
0 |
0 |
1.19 |
0.001 |
0.022 |
0 |
| 1 |
142 |
62,932,927 |
62,932,927 |
76,181,690 |
1.35 |
0.082 |
0.078 |
7,232,312 |
| HKG |
-1 |
36 |
-11,722,648 |
-11,722,648 |
-16,134,840 |
1.62 |
0.036 |
0.033 |
-150,162 |
| 0 |
2 |
0 |
0 |
0 |
0.85 |
0.086 |
0.086 |
0 |
| 1 |
88 |
30,553,976 |
30,553,976 |
41,509,131 |
1.56 |
0.174 |
0.177 |
6,318,411 |
| IDN |
1 |
1 |
311,380 |
311,380 |
90,259 |
0.29 |
0.090 |
0.090 |
27,890 |
| JPN |
-1 |
163 |
-62,174,151 |
-62,174,151 |
-38,651,249 |
0.67 |
-0.056 |
-0.050 |
3,857,458 |
| 1 |
109 |
56,963,663 |
56,963,663 |
36,935,322 |
0.80 |
0.031 |
0.030 |
2,434,110 |
| KOR |
-1 |
38 |
-13,282,474 |
-13,282,474 |
-7,527,548 |
0.53 |
-0.180 |
-0.178 |
2,581,402 |
| 0 |
2 |
0 |
0 |
0 |
0.39 |
-0.036 |
-0.036 |
0 |
| 1 |
22 |
3,293,342 |
3,293,342 |
1,826,390 |
0.51 |
-0.008 |
-0.002 |
-3,853 |
| MYS |
1 |
4 |
844,167 |
844,167 |
205,659 |
0.28 |
0.108 |
0.083 |
87,396 |
| NZL |
-1 |
1 |
-665,869 |
-665,869 |
-194,528 |
0.29 |
-0.133 |
-0.133 |
88,741 |
| PHL |
1 |
2 |
211,480 |
211,480 |
18,452 |
0.25 |
0.017 |
0.017 |
14,468 |
| SGP |
-1 |
3 |
-224,997 |
-224,997 |
-198,260 |
0.92 |
-0.091 |
-0.091 |
21,955 |
| 1 |
7 |
5,852,387 |
5,852,387 |
1,966,382 |
0.42 |
0.046 |
0.035 |
259,256 |
| THA |
-1 |
9 |
-4,714,561 |
-4,714,561 |
-1,281,262 |
0.22 |
0.008 |
0.020 |
65,608 |
| 1 |
16 |
11,790,639 |
11,790,639 |
4,324,082 |
0.50 |
0.135 |
0.125 |
2,159,146 |
| TWN |
-1 |
63 |
-16,701,248 |
-16,701,248 |
-15,225,224 |
0.93 |
-0.035 |
-0.029 |
759,389 |
| 1 |
36 |
19,231,131 |
19,231,131 |
11,388,177 |
0.80 |
0.079 |
0.079 |
1,785,448 |