Generated at 15:19 on Sunday 09/07/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
566 |
-152,278,811 |
| 0 |
25 |
0 |
| 1 |
412 |
148,127,688 |
|
target_notional |
| target_notional |
-4,151,123 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-645,119 |
-4,151,123 |
30,858,017 |
300,406,499 |
6,621,823 |
-0.002 |
-0.014 |
0.103 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-135,441,031 |
| 0 |
0 |
| 1 |
134,795,911 |
|
alpha_notional |
| alpha_notional |
30,858,017 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,443,790 |
| 0 |
0 |
| 1 |
16,414,227 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
57 |
-7,483,334 |
23,008,242 |
1,551,034 |
-0.325 |
0.077 |
| CHN |
373 |
-5,107,570 |
102,534,895 |
4,101,740 |
-0.050 |
0.341 |
| HKG |
132 |
12,103,724 |
34,731,178 |
3,409,899 |
0.348 |
0.116 |
| JPN |
233 |
-7,015,102 |
77,594,179 |
2,323,681 |
-0.090 |
0.258 |
| KOR |
64 |
-7,492,812 |
13,360,062 |
1,887,221 |
-0.561 |
0.044 |
| MYS |
4 |
1,155,095 |
1,155,095 |
211,153 |
1.000 |
0.004 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
218,348 |
218,348 |
74,707 |
1.000 |
0.001 |
| SGP |
9 |
-1,045,765 |
4,684,898 |
457,000 |
-0.223 |
0.016 |
| THA |
25 |
7,577,759 |
12,488,049 |
1,620,799 |
0.607 |
0.042 |
| TWN |
102 |
2,938,535 |
30,631,553 |
1,623,926 |
0.096 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-15,245,788 |
| 1 |
20 |
7,762,454 |
| CHN |
-1 |
223 |
-53,821,232 |
| 0 |
7 |
0 |
| 1 |
143 |
48,713,663 |
| HKG |
-1 |
48 |
-11,313,727 |
| 1 |
84 |
23,417,451 |
| JPN |
-1 |
143 |
-42,304,640 |
| 0 |
12 |
0 |
| 1 |
78 |
35,289,538 |
| KOR |
-1 |
38 |
-10,426,437 |
| 1 |
26 |
2,933,625 |
| MYS |
1 |
4 |
1,155,095 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
3 |
218,348 |
| SGP |
-1 |
7 |
-2,865,332 |
| 1 |
2 |
1,819,566 |
| THA |
-1 |
8 |
-2,455,145 |
| 0 |
2 |
0 |
| 1 |
15 |
10,032,904 |
| TWN |
-1 |
62 |
-13,846,509 |
| 0 |
3 |
0 |
| 1 |
37 |
16,785,044 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-15,245,788 |
-15,245,788 |
-6,003,940 |
0.58 |
-0.113 |
-0.114 |
1,773,878 |
| 1 |
20 |
7,762,454 |
7,762,454 |
2,342,276 |
0.35 |
-0.002 |
-0.002 |
-52,589 |
| CHN |
-1 |
223 |
-53,821,232 |
-53,821,232 |
-68,759,243 |
1.42 |
-0.071 |
-0.075 |
5,758,149 |
| 0 |
7 |
0 |
0 |
0 |
1.48 |
-0.000 |
0.002 |
0 |
| 1 |
143 |
48,713,663 |
48,713,663 |
56,105,795 |
1.34 |
0.099 |
0.099 |
6,961,311 |
| HKG |
-1 |
48 |
-11,313,727 |
-11,313,727 |
-15,634,001 |
1.60 |
0.028 |
0.014 |
207,745 |
| 1 |
84 |
23,417,451 |
23,417,451 |
34,893,567 |
1.63 |
0.176 |
0.175 |
5,007,255 |
| JPN |
-1 |
143 |
-42,304,640 |
-42,304,640 |
-24,895,470 |
0.66 |
-0.081 |
-0.075 |
3,756,849 |
| 0 |
12 |
0 |
0 |
0 |
0.73 |
-0.017 |
0.006 |
0 |
| 1 |
78 |
35,289,538 |
35,289,538 |
23,628,731 |
0.74 |
0.025 |
0.022 |
1,200,409 |
| KOR |
-1 |
38 |
-10,426,437 |
-10,426,437 |
-5,619,273 |
0.52 |
-0.178 |
-0.176 |
1,955,061 |
| 1 |
26 |
2,933,625 |
2,933,625 |
1,618,747 |
0.53 |
-0.023 |
-0.013 |
-59,875 |
| MYS |
1 |
4 |
1,155,095 |
1,155,095 |
299,959 |
0.29 |
0.098 |
0.080 |
127,498 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.29 |
-0.160 |
-0.160 |
0 |
| PHL |
1 |
3 |
218,348 |
218,348 |
38,750 |
0.42 |
0.163 |
0.118 |
26,961 |
| SGP |
-1 |
7 |
-2,865,332 |
-2,865,332 |
-1,836,679 |
0.56 |
-0.076 |
-0.067 |
262,477 |
| 1 |
2 |
1,819,566 |
1,819,566 |
468,915 |
0.32 |
0.019 |
0.019 |
18,955 |
| THA |
-1 |
8 |
-2,455,145 |
-2,455,145 |
-587,706 |
0.35 |
-0.083 |
-0.102 |
278,486 |
| 0 |
2 |
0 |
0 |
0 |
0.29 |
0.032 |
0.032 |
0 |
| 1 |
15 |
10,032,904 |
10,032,904 |
4,257,897 |
0.57 |
0.103 |
0.086 |
1,500,004 |
| TWN |
-1 |
62 |
-13,846,509 |
-13,846,509 |
-12,104,718 |
0.92 |
-0.042 |
-0.025 |
451,146 |
| 0 |
3 |
0 |
0 |
0 |
0.92 |
-0.017 |
0.007 |
0 |
| 1 |
37 |
16,785,044 |
16,785,044 |
11,141,275 |
0.81 |
0.075 |
0.067 |
1,684,299 |