Generated at 15:19 on Monday 09/01/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
556 |
-152,178,968 |
| 0 |
16 |
0 |
| 1 |
418 |
148,331,963 |
|
target_notional |
| target_notional |
-3,847,004 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-493,402 |
-3,847,004 |
29,729,391 |
300,510,931 |
6,711,654 |
-0.002 |
-0.013 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-135,787,072 |
| 0 |
0 |
| 1 |
135,293,671 |
|
alpha_notional |
| alpha_notional |
29,729,391 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,678,519 |
| 0 |
0 |
| 1 |
16,050,872 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-7,490,538 |
24,389,737 |
1,639,790 |
-0.307 |
0.081 |
| CHN |
367 |
-7,001,224 |
102,651,248 |
4,771,768 |
-0.068 |
0.342 |
| HKG |
134 |
12,894,692 |
33,692,392 |
3,469,684 |
0.383 |
0.112 |
| JPN |
238 |
-5,928,978 |
76,372,145 |
2,401,090 |
-0.078 |
0.254 |
| KOR |
65 |
-7,492,058 |
13,669,979 |
1,915,011 |
-0.548 |
0.045 |
| MYS |
4 |
1,057,943 |
1,057,943 |
187,459 |
1.000 |
0.004 |
| NZL |
1 |
-1,294,373 |
1,294,373 |
373,471 |
-1.000 |
0.004 |
| PHL |
3 |
209,176 |
209,176 |
65,833 |
1.000 |
0.001 |
| SGP |
10 |
226,661 |
4,322,625 |
375,267 |
0.052 |
0.014 |
| THA |
23 |
6,421,700 |
12,605,204 |
1,447,822 |
0.509 |
0.042 |
| TWN |
99 |
4,549,994 |
30,246,109 |
1,709,119 |
0.150 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
27 |
-15,940,138 |
| 0 |
2 |
0 |
| 1 |
17 |
8,449,600 |
| CHN |
-1 |
221 |
-54,826,236 |
| 0 |
5 |
0 |
| 1 |
141 |
47,825,012 |
| HKG |
-1 |
47 |
-10,398,850 |
| 0 |
5 |
0 |
| 1 |
82 |
23,293,542 |
| JPN |
-1 |
148 |
-41,150,561 |
| 0 |
3 |
0 |
| 1 |
87 |
35,221,584 |
| KOR |
-1 |
38 |
-10,581,019 |
| 0 |
1 |
0 |
| 1 |
26 |
3,088,960 |
| MYS |
1 |
4 |
1,057,943 |
| NZL |
-1 |
1 |
-1,294,373 |
| PHL |
1 |
3 |
209,176 |
| SGP |
-1 |
5 |
-2,047,982 |
| 1 |
5 |
2,274,643 |
| THA |
-1 |
8 |
-3,091,752 |
| 1 |
15 |
9,513,452 |
| TWN |
-1 |
61 |
-12,848,057 |
| 1 |
38 |
17,398,052 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
27 |
-15,940,138 |
-15,940,138 |
-5,002,156 |
0.44 |
-0.138 |
-0.144 |
2,031,957 |
| 0 |
2 |
0 |
0 |
0 |
0.21 |
-0.060 |
-0.060 |
0 |
| 1 |
17 |
8,449,600 |
8,449,600 |
2,622,338 |
0.30 |
-0.004 |
0.002 |
-72,885 |
| CHN |
-1 |
221 |
-54,826,236 |
-54,826,236 |
-73,555,720 |
1.44 |
-0.084 |
-0.087 |
6,645,083 |
| 0 |
5 |
0 |
0 |
0 |
1.13 |
0.009 |
-0.013 |
0 |
| 1 |
141 |
47,825,012 |
47,825,012 |
55,801,038 |
1.38 |
0.081 |
0.084 |
5,664,746 |
| HKG |
-1 |
47 |
-10,398,850 |
-10,398,850 |
-13,878,797 |
1.53 |
0.026 |
0.017 |
241,974 |
| 0 |
5 |
0 |
0 |
0 |
1.60 |
0.191 |
0.183 |
0 |
| 1 |
82 |
23,293,542 |
23,293,542 |
33,482,546 |
1.63 |
0.166 |
0.162 |
4,640,756 |
| JPN |
-1 |
148 |
-41,150,561 |
-41,150,561 |
-23,832,274 |
0.60 |
-0.060 |
-0.053 |
2,650,297 |
| 0 |
3 |
0 |
0 |
0 |
1.26 |
0.032 |
0.045 |
0 |
| 1 |
87 |
35,221,584 |
35,221,584 |
25,100,827 |
0.80 |
0.044 |
0.043 |
2,026,826 |
| KOR |
-1 |
38 |
-10,581,019 |
-10,581,019 |
-5,889,803 |
0.52 |
-0.156 |
-0.155 |
1,681,674 |
| 0 |
1 |
0 |
0 |
0 |
0.14 |
-0.192 |
-0.192 |
0 |
| 1 |
26 |
3,088,960 |
3,088,960 |
1,787,062 |
0.58 |
-0.004 |
0.005 |
24,120 |
| MYS |
1 |
4 |
1,057,943 |
1,057,943 |
272,666 |
0.29 |
0.114 |
0.099 |
122,274 |
| NZL |
-1 |
1 |
-1,294,373 |
-1,294,373 |
-377,893 |
0.29 |
-0.126 |
-0.126 |
163,072 |
| PHL |
1 |
3 |
209,176 |
209,176 |
31,059 |
0.42 |
0.157 |
0.134 |
20,696 |
| SGP |
-1 |
5 |
-2,047,982 |
-2,047,982 |
-1,316,144 |
0.63 |
-0.082 |
-0.089 |
176,586 |
| 1 |
5 |
2,274,643 |
2,274,643 |
606,174 |
0.33 |
0.007 |
0.016 |
40,899 |
| THA |
-1 |
8 |
-3,091,752 |
-3,091,752 |
-650,524 |
0.34 |
-0.013 |
-0.031 |
-30,526 |
| 1 |
15 |
9,513,452 |
9,513,452 |
3,963,158 |
0.57 |
0.113 |
0.125 |
1,418,087 |
| TWN |
-1 |
61 |
-12,848,057 |
-12,848,057 |
-11,283,760 |
0.93 |
-0.015 |
0.004 |
118,401 |
| 1 |
38 |
17,398,052 |
17,398,052 |
11,626,802 |
0.81 |
0.106 |
0.098 |
2,165,354 |