Generated at 15:18 on Tuesday 09/02/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
572 |
-151,698,985 |
| 0 |
17 |
0 |
| 1 |
413 |
147,996,867 |
|
target_notional |
| target_notional |
-3,702,118 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
653,995 |
-3,702,118 |
29,793,845 |
299,695,853 |
6,554,204 |
0.002 |
-0.012 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-133,957,092 |
| 0 |
0 |
| 1 |
134,611,086 |
|
alpha_notional |
| alpha_notional |
29,793,845 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,832,887 |
| 0 |
0 |
| 1 |
15,960,958 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
47 |
-7,497,130 |
24,386,813 |
1,629,621 |
-0.307 |
0.081 |
| CHN |
375 |
-5,226,030 |
101,908,991 |
4,426,723 |
-0.051 |
0.340 |
| HKG |
132 |
12,088,083 |
32,901,210 |
3,328,156 |
0.367 |
0.110 |
| JPN |
240 |
-6,083,188 |
76,547,691 |
2,406,440 |
-0.079 |
0.255 |
| KOR |
64 |
-7,501,640 |
13,643,569 |
1,910,546 |
-0.550 |
0.046 |
| MYS |
4 |
1,119,479 |
1,119,479 |
203,740 |
1.000 |
0.004 |
| NZL |
1 |
-1,294,386 |
1,294,386 |
373,650 |
-1.000 |
0.004 |
| PHL |
3 |
212,680 |
212,680 |
69,168 |
1.000 |
0.001 |
| SGP |
11 |
-494,376 |
4,662,359 |
433,189 |
-0.106 |
0.016 |
| THA |
25 |
6,721,907 |
12,687,335 |
1,481,257 |
0.530 |
0.042 |
| TWN |
100 |
4,252,483 |
30,331,341 |
1,665,756 |
0.140 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-15,941,972 |
| 1 |
17 |
8,444,841 |
| CHN |
-1 |
232 |
-53,567,511 |
| 0 |
3 |
0 |
| 1 |
140 |
48,341,481 |
| HKG |
-1 |
48 |
-10,406,563 |
| 0 |
3 |
0 |
| 1 |
81 |
22,494,646 |
| JPN |
-1 |
147 |
-41,315,439 |
| 0 |
9 |
0 |
| 1 |
84 |
35,232,251 |
| KOR |
-1 |
38 |
-10,572,604 |
| 1 |
26 |
3,070,964 |
| MYS |
1 |
4 |
1,119,479 |
| NZL |
-1 |
1 |
-1,294,386 |
| PHL |
1 |
3 |
212,680 |
| SGP |
-1 |
6 |
-2,578,367 |
| 0 |
2 |
0 |
| 1 |
3 |
2,083,991 |
| THA |
-1 |
9 |
-2,982,714 |
| 1 |
16 |
9,704,621 |
| TWN |
-1 |
61 |
-13,039,429 |
| 1 |
39 |
17,291,912 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-15,941,972 |
-15,941,972 |
-5,155,040 |
0.43 |
-0.120 |
-0.124 |
1,769,567 |
| 1 |
17 |
8,444,841 |
8,444,841 |
2,582,936 |
0.30 |
0.003 |
0.008 |
-7,002 |
| CHN |
-1 |
232 |
-53,567,511 |
-53,567,511 |
-71,028,724 |
1.44 |
-0.081 |
-0.086 |
6,121,963 |
| 0 |
3 |
0 |
0 |
0 |
1.96 |
0.018 |
0.025 |
0 |
| 1 |
140 |
48,341,481 |
48,341,481 |
55,777,804 |
1.36 |
0.088 |
0.094 |
6,073,077 |
| HKG |
-1 |
48 |
-10,406,563 |
-10,406,563 |
-13,948,386 |
1.54 |
0.032 |
0.026 |
210,621 |
| 0 |
3 |
0 |
0 |
0 |
1.27 |
0.084 |
0.090 |
0 |
| 1 |
81 |
22,494,646 |
22,494,646 |
32,850,413 |
1.64 |
0.172 |
0.172 |
4,633,033 |
| JPN |
-1 |
147 |
-41,315,439 |
-41,315,439 |
-23,907,808 |
0.62 |
-0.068 |
-0.062 |
3,195,802 |
| 0 |
9 |
0 |
0 |
0 |
0.79 |
-0.016 |
-0.014 |
0 |
| 1 |
84 |
35,232,251 |
35,232,251 |
25,126,098 |
0.79 |
0.039 |
0.034 |
1,844,666 |
| KOR |
-1 |
38 |
-10,572,604 |
-10,572,604 |
-5,845,551 |
0.52 |
-0.172 |
-0.175 |
1,874,564 |
| 1 |
26 |
3,070,964 |
3,070,964 |
1,779,208 |
0.58 |
-0.015 |
-0.010 |
-37,337 |
| MYS |
1 |
4 |
1,119,479 |
1,119,479 |
290,344 |
0.29 |
0.114 |
0.095 |
139,937 |
| NZL |
-1 |
1 |
-1,294,386 |
-1,294,386 |
-377,897 |
0.29 |
-0.145 |
-0.145 |
187,392 |
| PHL |
1 |
3 |
212,680 |
212,680 |
34,032 |
0.42 |
0.145 |
0.092 |
20,265 |
| SGP |
-1 |
6 |
-2,578,367 |
-2,578,367 |
-1,682,265 |
0.61 |
-0.089 |
-0.095 |
258,914 |
| 0 |
2 |
0 |
0 |
0 |
0.29 |
-0.022 |
-0.022 |
0 |
| 1 |
3 |
2,083,991 |
2,083,991 |
539,558 |
0.36 |
-0.005 |
-0.001 |
13,589 |
| THA |
-1 |
9 |
-2,982,714 |
-2,982,714 |
-621,779 |
0.33 |
-0.021 |
-0.045 |
-38,978 |
| 1 |
16 |
9,704,621 |
9,704,621 |
4,061,169 |
0.55 |
0.103 |
0.101 |
1,331,320 |
| TWN |
-1 |
61 |
-13,039,429 |
-13,039,429 |
-11,389,642 |
0.93 |
-0.023 |
-0.006 |
253,041 |
| 1 |
39 |
17,291,912 |
17,291,912 |
11,569,524 |
0.82 |
0.096 |
0.087 |
1,949,411 |