Generated at 16:28 on Tuesday 08/12/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
607 |
-202,021,978 |
| 0 |
18 |
0 |
| 1 |
449 |
199,410,065 |
|
target_notional |
| target_notional |
-2,611,914 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,519,824 |
-2,611,914 |
38,951,544 |
401,432,043 |
8,467,970 |
-0.004 |
-0.007 |
0.097 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-177,225,096 |
| 0 |
0 |
| 1 |
175,705,272 |
|
alpha_notional |
| alpha_notional |
38,951,544 |
|
alpha_notional |
| pos_sign |
|
| -1 |
18,525,546 |
| 0 |
0 |
| 1 |
20,425,998 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-9,983,312 |
30,937,084 |
2,084,535 |
-0.323 |
0.077 |
| CHN |
410 |
-11,338,190 |
137,636,365 |
5,222,793 |
-0.082 |
0.343 |
| HKG |
125 |
19,528,780 |
42,195,532 |
4,897,208 |
0.463 |
0.105 |
| IDN |
1 |
263,098 |
263,098 |
79,163 |
1.000 |
0.001 |
| JPN |
274 |
-6,589,168 |
112,123,521 |
3,017,050 |
-0.059 |
0.279 |
| KOR |
62 |
-10,005,510 |
16,664,741 |
2,535,493 |
-0.600 |
0.042 |
| MYS |
4 |
985,799 |
985,799 |
169,878 |
1.000 |
0.002 |
| NZL |
1 |
-1,020,888 |
1,020,888 |
298,891 |
-1.000 |
0.003 |
| PHL |
2 |
181,386 |
181,386 |
49,665 |
1.000 |
0.000 |
| SGP |
10 |
5,422,447 |
5,972,197 |
865,053 |
0.908 |
0.015 |
| THA |
26 |
8,004,223 |
17,124,972 |
1,992,043 |
0.467 |
0.043 |
| TWN |
99 |
1,939,423 |
36,326,461 |
2,072,087 |
0.053 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-20,460,198 |
| 0 |
3 |
0 |
| 1 |
17 |
10,476,886 |
| CHN |
-1 |
263 |
-74,487,278 |
| 0 |
2 |
0 |
| 1 |
145 |
63,149,088 |
| HKG |
-1 |
37 |
-11,333,376 |
| 1 |
88 |
30,862,156 |
| IDN |
1 |
1 |
263,098 |
| JPN |
-1 |
154 |
-59,356,344 |
| 0 |
12 |
0 |
| 1 |
108 |
52,767,176 |
| KOR |
-1 |
38 |
-13,335,125 |
| 1 |
24 |
3,329,616 |
| MYS |
1 |
4 |
985,799 |
| NZL |
-1 |
1 |
-1,020,888 |
| PHL |
1 |
2 |
181,386 |
| SGP |
-1 |
3 |
-274,875 |
| 1 |
7 |
5,697,322 |
| THA |
-1 |
8 |
-4,560,374 |
| 0 |
1 |
0 |
| 1 |
17 |
12,564,597 |
| TWN |
-1 |
63 |
-17,193,519 |
| 1 |
36 |
19,132,942 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-20,460,198 |
-20,460,198 |
-9,899,993 |
0.58 |
-0.141 |
-0.134 |
2,786,994 |
| 0 |
3 |
0 |
0 |
0 |
0.61 |
-0.077 |
-0.044 |
0 |
| 1 |
17 |
10,476,886 |
10,476,886 |
3,620,548 |
0.28 |
0.008 |
0.009 |
258,094 |
| CHN |
-1 |
263 |
-74,487,278 |
-74,487,278 |
-90,728,573 |
1.41 |
-0.085 |
-0.090 |
8,291,641 |
| 0 |
2 |
0 |
0 |
0 |
1.97 |
-0.040 |
-0.040 |
0 |
| 1 |
145 |
63,149,088 |
63,149,088 |
76,091,684 |
1.34 |
0.084 |
0.077 |
7,168,133 |
| HKG |
-1 |
37 |
-11,333,376 |
-11,333,376 |
-15,602,736 |
1.61 |
0.035 |
0.020 |
-172,712 |
| 1 |
88 |
30,862,156 |
30,862,156 |
42,067,976 |
1.57 |
0.168 |
0.169 |
6,109,083 |
| IDN |
1 |
1 |
263,098 |
263,098 |
76,263 |
0.29 |
0.039 |
0.039 |
10,365 |
| JPN |
-1 |
154 |
-59,356,344 |
-59,356,344 |
-35,815,663 |
0.66 |
-0.063 |
-0.057 |
4,068,151 |
| 0 |
12 |
0 |
0 |
0 |
0.88 |
-0.017 |
-0.019 |
0 |
| 1 |
108 |
52,767,176 |
52,767,176 |
33,630,335 |
0.79 |
0.035 |
0.030 |
2,134,621 |
| KOR |
-1 |
38 |
-13,335,125 |
-13,335,125 |
-7,717,131 |
0.53 |
-0.174 |
-0.176 |
2,620,577 |
| 1 |
24 |
3,329,616 |
3,329,616 |
1,874,937 |
0.54 |
0.005 |
0.007 |
48,954 |
| MYS |
1 |
4 |
985,799 |
985,799 |
244,745 |
0.28 |
0.103 |
0.076 |
111,031 |
| NZL |
-1 |
1 |
-1,020,888 |
-1,020,888 |
-298,244 |
0.29 |
-0.121 |
-0.121 |
123,989 |
| PHL |
1 |
2 |
181,386 |
181,386 |
7,630 |
0.25 |
0.002 |
0.002 |
15,463 |
| SGP |
-1 |
3 |
-274,875 |
-274,875 |
-230,294 |
0.92 |
-0.085 |
-0.085 |
27,994 |
| 1 |
7 |
5,697,322 |
5,697,322 |
1,894,761 |
0.42 |
0.035 |
0.017 |
226,526 |
| THA |
-1 |
8 |
-4,560,374 |
-4,560,374 |
-1,250,744 |
0.24 |
-0.006 |
0.008 |
102,221 |
| 0 |
1 |
0 |
0 |
0 |
0.03 |
0.069 |
0.069 |
0 |
| 1 |
17 |
12,564,597 |
12,564,597 |
4,776,494 |
0.55 |
0.130 |
0.121 |
2,237,534 |
| TWN |
-1 |
63 |
-17,193,519 |
-17,193,519 |
-15,681,721 |
0.93 |
-0.038 |
-0.039 |
676,691 |
| 1 |
36 |
19,132,942 |
19,132,942 |
11,419,900 |
0.80 |
0.093 |
0.097 |
2,106,194 |