Generated at 15:19 on Monday 09/08/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
558 |
-153,440,874 |
| 0 |
20 |
0 |
| 1 |
413 |
148,150,226 |
|
target_notional |
| target_notional |
-5,290,648 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-1,666,498 |
-5,290,648 |
30,860,916 |
301,591,100 |
6,727,151 |
-0.006 |
-0.018 |
0.102 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-136,029,856 |
| 0 |
0 |
| 1 |
134,363,359 |
|
alpha_notional |
| alpha_notional |
30,860,916 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,766,533 |
| 0 |
0 |
| 1 |
16,094,383 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-7,491,263 |
22,484,849 |
1,523,248 |
-0.333 |
0.075 |
| CHN |
363 |
-5,749,559 |
103,519,596 |
4,167,159 |
-0.056 |
0.343 |
| HKG |
131 |
12,420,911 |
34,665,345 |
3,460,447 |
0.358 |
0.115 |
| JPN |
235 |
-7,246,415 |
77,225,128 |
2,327,929 |
-0.094 |
0.256 |
| KOR |
64 |
-7,503,798 |
13,329,431 |
1,885,735 |
-0.563 |
0.044 |
| MYS |
4 |
1,234,784 |
1,234,784 |
232,666 |
1.000 |
0.004 |
| NZL |
1 |
-615,758 |
615,758 |
179,328 |
-1.000 |
0.002 |
| PHL |
3 |
232,468 |
232,468 |
87,516 |
1.000 |
0.001 |
| SGP |
9 |
-1,061,473 |
4,672,062 |
454,264 |
-0.227 |
0.015 |
| THA |
23 |
7,795,801 |
12,892,705 |
1,683,513 |
0.605 |
0.043 |
| TWN |
99 |
2,693,652 |
30,718,973 |
1,619,147 |
0.088 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-14,988,056 |
| 0 |
2 |
0 |
| 1 |
18 |
7,496,793 |
| CHN |
-1 |
217 |
-54,634,578 |
| 0 |
3 |
0 |
| 1 |
143 |
48,885,019 |
| HKG |
-1 |
45 |
-11,122,217 |
| 0 |
2 |
0 |
| 1 |
84 |
23,543,128 |
| JPN |
-1 |
142 |
-42,235,772 |
| 0 |
11 |
0 |
| 1 |
82 |
34,989,357 |
| KOR |
-1 |
38 |
-10,416,614 |
| 0 |
1 |
0 |
| 1 |
25 |
2,912,816 |
| MYS |
1 |
4 |
1,234,784 |
| NZL |
-1 |
1 |
-615,758 |
| PHL |
1 |
3 |
232,468 |
| SGP |
-1 |
7 |
-2,866,767 |
| 1 |
2 |
1,805,295 |
| THA |
-1 |
7 |
-2,548,452 |
| 0 |
1 |
0 |
| 1 |
15 |
10,344,253 |
| TWN |
-1 |
62 |
-14,012,661 |
| 1 |
37 |
16,706,313 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-14,988,056 |
-14,988,056 |
-6,184,165 |
0.62 |
-0.107 |
-0.111 |
1,663,319 |
| 0 |
2 |
0 |
0 |
0 |
0.40 |
-0.001 |
-0.001 |
0 |
| 1 |
18 |
7,496,793 |
7,496,793 |
2,383,364 |
0.34 |
-0.006 |
-0.005 |
-46,366 |
| CHN |
-1 |
217 |
-54,634,578 |
-54,634,578 |
-68,643,720 |
1.42 |
-0.069 |
-0.069 |
6,118,421 |
| 0 |
3 |
0 |
0 |
0 |
1.65 |
0.020 |
0.018 |
0 |
| 1 |
143 |
48,885,019 |
48,885,019 |
56,145,453 |
1.34 |
0.095 |
0.098 |
6,587,975 |
| HKG |
-1 |
45 |
-11,122,217 |
-11,122,217 |
-15,432,424 |
1.62 |
0.030 |
0.036 |
168,967 |
| 0 |
2 |
0 |
0 |
0 |
0.87 |
0.124 |
0.124 |
0 |
| 1 |
84 |
23,543,128 |
23,543,128 |
35,053,497 |
1.63 |
0.178 |
0.180 |
5,023,297 |
| JPN |
-1 |
142 |
-42,235,772 |
-42,235,772 |
-25,304,500 |
0.69 |
-0.083 |
-0.076 |
3,794,727 |
| 0 |
11 |
0 |
0 |
0 |
0.63 |
-0.053 |
-0.057 |
0 |
| 1 |
82 |
34,989,357 |
34,989,357 |
22,849,292 |
0.70 |
0.021 |
0.015 |
1,085,558 |
| KOR |
-1 |
38 |
-10,416,614 |
-10,416,614 |
-5,614,532 |
0.52 |
-0.170 |
-0.169 |
1,841,709 |
| 0 |
1 |
0 |
0 |
0 |
0.56 |
-0.072 |
-0.072 |
0 |
| 1 |
25 |
2,912,816 |
2,912,816 |
1,625,263 |
0.53 |
-0.022 |
-0.021 |
-50,976 |
| MYS |
1 |
4 |
1,234,784 |
1,234,784 |
321,958 |
0.29 |
0.099 |
0.080 |
146,797 |
| NZL |
-1 |
1 |
-615,758 |
-615,758 |
-179,771 |
0.29 |
-0.169 |
-0.169 |
103,988 |
| PHL |
1 |
3 |
232,468 |
232,468 |
48,459 |
0.42 |
0.167 |
0.121 |
27,398 |
| SGP |
-1 |
7 |
-2,866,767 |
-2,866,767 |
-1,836,748 |
0.56 |
-0.067 |
-0.058 |
245,524 |
| 1 |
2 |
1,805,295 |
1,805,295 |
467,459 |
0.32 |
0.025 |
0.025 |
37,851 |
| THA |
-1 |
7 |
-2,548,452 |
-2,548,452 |
-590,368 |
0.37 |
-0.089 |
-0.097 |
243,103 |
| 0 |
1 |
0 |
0 |
0 |
0.20 |
0.045 |
0.045 |
0 |
| 1 |
15 |
10,344,253 |
10,344,253 |
4,441,536 |
0.57 |
0.107 |
0.079 |
1,540,739 |
| TWN |
-1 |
62 |
-14,012,661 |
-14,012,661 |
-12,243,629 |
0.92 |
-0.042 |
-0.026 |
586,775 |
| 1 |
37 |
16,706,313 |
16,706,313 |
11,027,078 |
0.81 |
0.078 |
0.070 |
1,742,109 |