Generated at 15:18 on Wednesday 09/03/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
581 |
-151,671,498 |
| 0 |
20 |
0 |
| 1 |
417 |
147,916,024 |
|
target_notional |
| target_notional |
-3,755,473 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
565,772 |
-3,755,473 |
30,077,971 |
299,587,522 |
6,528,843 |
0.002 |
-0.013 |
0.100 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-133,795,478 |
| 0 |
0 |
| 1 |
134,361,250 |
|
alpha_notional |
| alpha_notional |
30,077,971 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,820,768 |
| 0 |
0 |
| 1 |
16,257,203 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
55 |
-7,469,737 |
23,401,288 |
1,552,540 |
-0.319 |
0.078 |
| CHN |
382 |
-4,868,222 |
101,926,645 |
4,280,523 |
-0.048 |
0.340 |
| HKG |
133 |
11,509,566 |
33,585,888 |
3,204,530 |
0.343 |
0.112 |
| JPN |
239 |
-5,331,373 |
76,203,621 |
2,330,804 |
-0.070 |
0.254 |
| KOR |
64 |
-7,504,059 |
13,555,665 |
1,908,807 |
-0.554 |
0.045 |
| MYS |
4 |
1,156,408 |
1,156,408 |
212,573 |
1.000 |
0.004 |
| NZL |
1 |
-1,294,396 |
1,294,396 |
372,823 |
-1.000 |
0.004 |
| PHL |
3 |
208,882 |
208,882 |
68,088 |
1.000 |
0.001 |
| SGP |
10 |
-789,717 |
4,686,479 |
449,461 |
-0.169 |
0.016 |
| THA |
25 |
6,598,920 |
12,888,359 |
1,473,091 |
0.512 |
0.043 |
| TWN |
102 |
4,028,255 |
30,679,892 |
1,658,232 |
0.131 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-15,435,513 |
| 1 |
18 |
7,965,776 |
| CHN |
-1 |
237 |
-53,397,434 |
| 0 |
1 |
0 |
| 1 |
144 |
48,529,211 |
| HKG |
-1 |
51 |
-11,038,161 |
| 0 |
1 |
0 |
| 1 |
81 |
22,547,727 |
| JPN |
-1 |
140 |
-40,767,497 |
| 0 |
14 |
0 |
| 1 |
85 |
35,436,124 |
| KOR |
-1 |
38 |
-10,529,862 |
| 0 |
1 |
0 |
| 1 |
25 |
3,025,803 |
| MYS |
1 |
4 |
1,156,408 |
| NZL |
-1 |
1 |
-1,294,396 |
| PHL |
1 |
3 |
208,882 |
| SGP |
-1 |
7 |
-2,738,098 |
| 0 |
1 |
0 |
| 1 |
2 |
1,948,381 |
| THA |
-1 |
9 |
-3,144,719 |
| 0 |
1 |
0 |
| 1 |
15 |
9,743,640 |
| TWN |
-1 |
61 |
-13,325,818 |
| 0 |
1 |
0 |
| 1 |
40 |
17,354,073 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-15,435,513 |
-15,435,513 |
-5,412,761 |
0.53 |
-0.106 |
-0.117 |
1,540,823 |
| 1 |
18 |
7,965,776 |
7,965,776 |
2,426,638 |
0.32 |
0.012 |
0.005 |
109,877 |
| CHN |
-1 |
237 |
-53,397,434 |
-53,397,434 |
-69,469,137 |
1.44 |
-0.081 |
-0.085 |
6,306,586 |
| 0 |
1 |
0 |
0 |
0 |
1.74 |
0.058 |
0.058 |
0 |
| 1 |
144 |
48,529,211 |
48,529,211 |
55,963,711 |
1.36 |
0.093 |
0.102 |
6,409,121 |
| HKG |
-1 |
51 |
-11,038,161 |
-11,038,161 |
-15,029,146 |
1.59 |
0.024 |
0.012 |
240,231 |
| 0 |
1 |
0 |
0 |
0 |
1.49 |
0.208 |
0.208 |
0 |
| 1 |
81 |
22,547,727 |
22,547,727 |
32,800,994 |
1.64 |
0.170 |
0.171 |
4,565,157 |
| JPN |
-1 |
140 |
-40,767,497 |
-40,767,497 |
-23,673,008 |
0.62 |
-0.066 |
-0.058 |
2,871,005 |
| 0 |
14 |
0 |
0 |
0 |
0.79 |
0.013 |
0.022 |
0 |
| 1 |
85 |
35,436,124 |
35,436,124 |
24,808,632 |
0.76 |
0.043 |
0.039 |
1,914,177 |
| KOR |
-1 |
38 |
-10,529,862 |
-10,529,862 |
-5,745,864 |
0.52 |
-0.178 |
-0.183 |
1,914,261 |
| 0 |
1 |
0 |
0 |
0 |
0.78 |
-0.117 |
-0.117 |
0 |
| 1 |
25 |
3,025,803 |
3,025,803 |
1,746,582 |
0.57 |
-0.030 |
-0.030 |
-62,582 |
| MYS |
1 |
4 |
1,156,408 |
1,156,408 |
300,378 |
0.29 |
0.106 |
0.086 |
139,125 |
| NZL |
-1 |
1 |
-1,294,396 |
-1,294,396 |
-377,900 |
0.29 |
-0.148 |
-0.148 |
191,225 |
| PHL |
1 |
3 |
208,882 |
208,882 |
33,552 |
0.42 |
0.174 |
0.177 |
24,046 |
| SGP |
-1 |
7 |
-2,738,098 |
-2,738,098 |
-1,783,034 |
0.56 |
-0.082 |
-0.079 |
281,284 |
| 0 |
1 |
0 |
0 |
0 |
0.43 |
-0.047 |
-0.047 |
0 |
| 1 |
2 |
1,948,381 |
1,948,381 |
497,785 |
0.32 |
0.012 |
0.012 |
10,321 |
| THA |
-1 |
9 |
-3,144,719 |
-3,144,719 |
-677,743 |
0.33 |
-0.039 |
-0.066 |
13,116 |
| 0 |
1 |
0 |
0 |
0 |
0.26 |
0.070 |
0.070 |
0 |
| 1 |
15 |
9,743,640 |
9,743,640 |
4,099,014 |
0.57 |
0.087 |
0.076 |
1,295,883 |
| TWN |
-1 |
61 |
-13,325,818 |
-13,325,818 |
-11,626,887 |
0.92 |
-0.039 |
-0.021 |
462,236 |
| 0 |
1 |
0 |
0 |
0 |
1.06 |
0.109 |
0.109 |
0 |
| 1 |
40 |
17,354,073 |
17,354,073 |
11,683,964 |
0.82 |
0.087 |
0.077 |
1,852,078 |