Generated at 16:49 on Monday 08/11/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-200,486,100 |
| 0 |
27 |
0 |
| 1 |
447 |
199,604,370 |
|
target_notional |
| target_notional |
-881,731 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
813,230 |
-881,731 |
38,743,801 |
400,090,470 |
8,363,801 |
0.002 |
-0.002 |
0.097 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-175,198,916 |
| 0 |
0 |
| 1 |
176,012,145 |
|
alpha_notional |
| alpha_notional |
38,743,801 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,349,636 |
| 0 |
0 |
| 1 |
20,394,165 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-9,957,041 |
30,054,618 |
2,070,609 |
-0.331 |
0.075 |
| CHN |
406 |
-9,968,296 |
135,877,913 |
4,837,081 |
-0.073 |
0.340 |
| HKG |
125 |
19,380,986 |
42,393,311 |
4,911,259 |
0.457 |
0.106 |
| IDN |
1 |
316,676 |
316,676 |
95,462 |
1.000 |
0.001 |
| JPN |
283 |
-5,770,734 |
114,079,744 |
3,058,506 |
-0.051 |
0.285 |
| KOR |
62 |
-10,013,699 |
16,714,109 |
2,537,467 |
-0.599 |
0.042 |
| MYS |
4 |
900,990 |
900,990 |
151,380 |
1.000 |
0.002 |
| NZL |
1 |
-861,560 |
861,560 |
252,869 |
-1.000 |
0.002 |
| PHL |
2 |
207,579 |
207,579 |
53,252 |
1.000 |
0.001 |
| SGP |
10 |
5,584,828 |
6,072,145 |
895,007 |
0.920 |
0.015 |
| THA |
25 |
7,076,079 |
16,505,200 |
1,872,662 |
0.429 |
0.041 |
| TWN |
99 |
2,222,462 |
36,106,624 |
2,060,617 |
0.062 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-20,005,830 |
| 0 |
3 |
0 |
| 1 |
18 |
10,048,789 |
| CHN |
-1 |
256 |
-72,923,105 |
| 0 |
5 |
0 |
| 1 |
145 |
62,954,808 |
| HKG |
-1 |
36 |
-11,506,162 |
| 0 |
1 |
0 |
| 1 |
88 |
30,887,148 |
| IDN |
1 |
1 |
316,676 |
| JPN |
-1 |
159 |
-59,925,239 |
| 0 |
18 |
0 |
| 1 |
106 |
54,154,505 |
| KOR |
-1 |
38 |
-13,363,904 |
| 1 |
24 |
3,350,205 |
| MYS |
1 |
4 |
900,990 |
| NZL |
-1 |
1 |
-861,560 |
| PHL |
1 |
2 |
207,579 |
| SGP |
-1 |
3 |
-243,658 |
| 1 |
7 |
5,828,487 |
| THA |
-1 |
9 |
-4,714,561 |
| 1 |
16 |
11,790,639 |
| TWN |
-1 |
63 |
-16,942,081 |
| 1 |
36 |
19,164,543 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-20,005,830 |
-20,005,830 |
-9,946,796 |
0.59 |
-0.139 |
-0.135 |
2,701,041 |
| 0 |
3 |
0 |
0 |
0 |
0.44 |
-0.034 |
-0.027 |
0 |
| 1 |
18 |
10,048,789 |
10,048,789 |
3,421,445 |
0.29 |
0.012 |
-0.002 |
264,376 |
| CHN |
-1 |
256 |
-72,923,105 |
-72,923,105 |
-87,707,325 |
1.42 |
-0.089 |
-0.092 |
8,233,798 |
| 0 |
5 |
0 |
0 |
0 |
1.54 |
-0.028 |
-0.007 |
0 |
| 1 |
145 |
62,954,808 |
62,954,808 |
76,159,911 |
1.33 |
0.084 |
0.080 |
7,142,756 |
| HKG |
-1 |
36 |
-11,506,162 |
-11,506,162 |
-15,933,997 |
1.62 |
0.040 |
0.039 |
-163,805 |
| 0 |
1 |
0 |
0 |
0 |
0.78 |
0.098 |
0.098 |
0 |
| 1 |
88 |
30,887,148 |
30,887,148 |
42,118,155 |
1.57 |
0.173 |
0.174 |
6,353,534 |
| IDN |
1 |
1 |
316,676 |
316,676 |
91,794 |
0.29 |
0.080 |
0.080 |
25,402 |
| JPN |
-1 |
159 |
-59,925,239 |
-59,925,239 |
-36,692,906 |
0.67 |
-0.058 |
-0.052 |
3,871,584 |
| 0 |
18 |
0 |
0 |
0 |
0.87 |
-0.007 |
-0.003 |
0 |
| 1 |
106 |
54,154,505 |
54,154,505 |
34,426,754 |
0.78 |
0.035 |
0.033 |
2,283,317 |
| KOR |
-1 |
38 |
-13,363,904 |
-13,363,904 |
-7,696,865 |
0.53 |
-0.178 |
-0.178 |
2,670,836 |
| 1 |
24 |
3,350,205 |
3,350,205 |
1,883,040 |
0.54 |
-0.000 |
0.002 |
38,745 |
| MYS |
1 |
4 |
900,990 |
900,990 |
221,611 |
0.28 |
0.096 |
0.069 |
91,175 |
| NZL |
-1 |
1 |
-861,560 |
-861,560 |
-251,697 |
0.29 |
-0.142 |
-0.142 |
122,331 |
| PHL |
1 |
2 |
207,579 |
207,579 |
18,307 |
0.25 |
-0.002 |
-0.002 |
9,123 |
| SGP |
-1 |
3 |
-243,658 |
-243,658 |
-210,243 |
0.92 |
-0.087 |
-0.087 |
24,007 |
| 1 |
7 |
5,828,487 |
5,828,487 |
1,961,650 |
0.42 |
0.041 |
0.034 |
245,427 |
| THA |
-1 |
9 |
-4,714,561 |
-4,714,561 |
-1,281,262 |
0.22 |
0.005 |
0.004 |
64,024 |
| 1 |
16 |
11,790,639 |
11,790,639 |
4,324,082 |
0.50 |
0.133 |
0.116 |
2,156,933 |
| TWN |
-1 |
63 |
-16,942,081 |
-16,942,081 |
-15,477,824 |
0.93 |
-0.039 |
-0.038 |
825,820 |
| 1 |
36 |
19,164,543 |
19,164,543 |
11,385,398 |
0.80 |
0.081 |
0.079 |
1,783,376 |