Generated at 15:55 on Thursday 09/04/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
575 |
-151,587,087 |
| 0 |
27 |
0 |
| 1 |
420 |
148,031,187 |
|
target_notional |
| target_notional |
-3,555,900 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
433,638 |
-3,555,900 |
30,650,098 |
299,618,273 |
6,476,015 |
0.001 |
-0.012 |
0.102 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-133,257,281 |
| 0 |
0 |
| 1 |
133,690,919 |
|
alpha_notional |
| alpha_notional |
30,650,098 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,115,386 |
| 0 |
0 |
| 1 |
16,534,712 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
56 |
-7,486,342 |
23,097,930 |
1,560,473 |
-0.324 |
0.077 |
| CHN |
383 |
-4,546,446 |
101,975,449 |
3,959,715 |
-0.045 |
0.340 |
| HKG |
135 |
11,794,927 |
34,206,624 |
3,245,765 |
0.345 |
0.114 |
| JPN |
240 |
-6,654,885 |
77,369,745 |
2,325,232 |
-0.086 |
0.258 |
| KOR |
65 |
-7,501,096 |
13,476,532 |
1,900,321 |
-0.557 |
0.045 |
| MYS |
4 |
1,154,412 |
1,154,412 |
211,111 |
1.000 |
0.004 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
215,028 |
215,028 |
72,254 |
1.000 |
0.001 |
| SGP |
9 |
-971,829 |
4,687,577 |
457,075 |
-0.207 |
0.016 |
| THA |
25 |
6,938,515 |
12,716,092 |
1,514,359 |
0.546 |
0.042 |
| TWN |
101 |
3,501,816 |
30,718,885 |
1,636,486 |
0.114 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-15,292,136 |
| 0 |
1 |
0 |
| 1 |
18 |
7,805,794 |
| CHN |
-1 |
232 |
-53,260,947 |
| 0 |
7 |
0 |
| 1 |
144 |
48,714,501 |
| HKG |
-1 |
49 |
-11,205,849 |
| 0 |
2 |
0 |
| 1 |
84 |
23,000,776 |
| JPN |
-1 |
141 |
-42,012,315 |
| 0 |
15 |
0 |
| 1 |
84 |
35,357,430 |
| KOR |
-1 |
38 |
-10,488,814 |
| 0 |
1 |
0 |
| 1 |
26 |
2,987,718 |
| MYS |
1 |
4 |
1,154,412 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
3 |
215,028 |
| SGP |
-1 |
7 |
-2,829,703 |
| 1 |
2 |
1,857,874 |
| THA |
-1 |
10 |
-2,888,788 |
| 1 |
15 |
9,827,304 |
| TWN |
-1 |
61 |
-13,608,534 |
| 1 |
40 |
17,110,351 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-15,292,136 |
-15,292,136 |
-5,897,521 |
0.58 |
-0.109 |
-0.112 |
1,622,695 |
| 0 |
1 |
0 |
0 |
0 |
-0.06 |
-0.039 |
-0.039 |
0 |
| 1 |
18 |
7,805,794 |
7,805,794 |
2,324,680 |
0.32 |
-0.002 |
0.000 |
18,559 |
| CHN |
-1 |
232 |
-53,260,947 |
-53,260,947 |
-67,160,666 |
1.43 |
-0.075 |
-0.083 |
6,094,768 |
| 0 |
7 |
0 |
0 |
0 |
1.47 |
0.024 |
0.069 |
0 |
| 1 |
144 |
48,714,501 |
48,714,501 |
56,076,052 |
1.35 |
0.099 |
0.100 |
6,859,977 |
| HKG |
-1 |
49 |
-11,205,849 |
-11,205,849 |
-15,486,919 |
1.61 |
0.028 |
0.020 |
113,029 |
| 0 |
2 |
0 |
0 |
0 |
1.30 |
0.080 |
0.080 |
0 |
| 1 |
84 |
23,000,776 |
23,000,776 |
33,488,890 |
1.63 |
0.177 |
0.185 |
4,771,803 |
| JPN |
-1 |
141 |
-42,012,315 |
-42,012,315 |
-24,715,174 |
0.65 |
-0.073 |
-0.066 |
3,286,281 |
| 0 |
15 |
0 |
0 |
0 |
0.72 |
-0.028 |
-0.032 |
0 |
| 1 |
84 |
35,357,430 |
35,357,430 |
23,758,562 |
0.74 |
0.035 |
0.029 |
1,641,838 |
| KOR |
-1 |
38 |
-10,488,814 |
-10,488,814 |
-5,690,200 |
0.52 |
-0.192 |
-0.201 |
2,117,198 |
| 0 |
1 |
0 |
0 |
0 |
1.06 |
-0.133 |
-0.133 |
0 |
| 1 |
26 |
2,987,718 |
2,987,718 |
1,623,790 |
0.53 |
-0.032 |
-0.030 |
-84,695 |
| MYS |
1 |
4 |
1,154,412 |
1,154,412 |
299,781 |
0.29 |
0.107 |
0.087 |
138,819 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.29 |
-0.141 |
-0.141 |
0 |
| PHL |
1 |
3 |
215,028 |
215,028 |
36,914 |
0.42 |
0.177 |
0.173 |
23,349 |
| SGP |
-1 |
7 |
-2,829,703 |
-2,829,703 |
-1,825,959 |
0.56 |
-0.078 |
-0.070 |
265,022 |
| 1 |
2 |
1,857,874 |
1,857,874 |
480,030 |
0.32 |
0.018 |
0.018 |
16,196 |
| THA |
-1 |
10 |
-2,888,788 |
-2,888,788 |
-623,474 |
0.34 |
-0.036 |
-0.059 |
68,450 |
| 1 |
15 |
9,827,304 |
9,827,304 |
4,121,508 |
0.57 |
0.101 |
0.091 |
1,459,085 |
| TWN |
-1 |
61 |
-13,608,534 |
-13,608,534 |
-11,857,367 |
0.92 |
-0.047 |
-0.036 |
547,943 |
| 1 |
40 |
17,110,351 |
17,110,351 |
11,480,714 |
0.82 |
0.076 |
0.073 |
1,689,782 |