Generated at 15:18 on Tuesday 09/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
578 |
-151,710,781 |
| 0 |
16 |
0 |
| 1 |
413 |
148,116,252 |
|
target_notional |
| target_notional |
-3,594,530 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
485,017 |
-3,594,530 |
30,625,129 |
299,827,033 |
6,545,111 |
0.002 |
-0.012 |
0.102 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-134,379,665 |
| 0 |
0 |
| 1 |
134,864,682 |
|
alpha_notional |
| alpha_notional |
30,625,129 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,823,397 |
| 0 |
0 |
| 1 |
16,801,732 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
58 |
-7,485,784 |
22,064,425 |
1,519,649 |
-0.339 |
0.074 |
| CHN |
373 |
-4,559,700 |
101,954,596 |
3,821,916 |
-0.045 |
0.340 |
| HKG |
132 |
12,570,655 |
34,995,232 |
3,493,948 |
0.359 |
0.117 |
| JPN |
239 |
-7,398,107 |
77,264,816 |
2,308,313 |
-0.096 |
0.258 |
| KOR |
64 |
-7,497,901 |
13,385,831 |
1,894,887 |
-0.560 |
0.045 |
| MYS |
4 |
1,246,057 |
1,246,057 |
236,733 |
1.000 |
0.004 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
237,263 |
237,263 |
93,037 |
1.000 |
0.001 |
| SGP |
9 |
-1,100,477 |
4,684,587 |
453,823 |
-0.235 |
0.016 |
| THA |
24 |
7,642,949 |
13,159,864 |
1,681,125 |
0.581 |
0.044 |
| TWN |
100 |
2,750,515 |
30,834,361 |
1,623,241 |
0.089 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-14,775,105 |
| 0 |
2 |
0 |
| 1 |
17 |
7,289,320 |
| CHN |
-1 |
229 |
-53,257,148 |
| 0 |
2 |
0 |
| 1 |
142 |
48,697,448 |
| HKG |
-1 |
49 |
-11,212,288 |
| 0 |
1 |
0 |
| 1 |
82 |
23,782,943 |
| JPN |
-1 |
145 |
-42,331,462 |
| 0 |
9 |
0 |
| 1 |
85 |
34,933,354 |
| KOR |
-1 |
39 |
-10,441,866 |
| 1 |
25 |
2,943,965 |
| MYS |
1 |
4 |
1,246,057 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
3 |
237,263 |
| SGP |
-1 |
7 |
-2,892,532 |
| 1 |
2 |
1,792,055 |
| THA |
-1 |
8 |
-2,758,458 |
| 1 |
16 |
10,401,407 |
| TWN |
-1 |
62 |
-14,041,923 |
| 0 |
1 |
0 |
| 1 |
37 |
16,792,438 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-14,775,105 |
-14,775,105 |
-6,318,590 |
0.62 |
-0.106 |
-0.106 |
1,657,763 |
| 0 |
2 |
0 |
0 |
0 |
0.68 |
-0.030 |
-0.030 |
0 |
| 1 |
17 |
7,289,320 |
7,289,320 |
2,306,481 |
0.33 |
0.007 |
0.007 |
7,543 |
| CHN |
-1 |
229 |
-53,257,148 |
-53,257,148 |
-66,551,650 |
1.44 |
-0.070 |
-0.070 |
5,589,102 |
| 0 |
2 |
0 |
0 |
0 |
1.12 |
-0.037 |
-0.037 |
0 |
| 1 |
142 |
48,697,448 |
48,697,448 |
56,453,085 |
1.35 |
0.097 |
0.094 |
6,718,280 |
| HKG |
-1 |
49 |
-11,212,288 |
-11,212,288 |
-15,568,618 |
1.65 |
0.016 |
0.017 |
222,534 |
| 0 |
1 |
0 |
0 |
0 |
1.91 |
0.163 |
0.163 |
0 |
| 1 |
82 |
23,782,943 |
23,782,943 |
35,388,850 |
1.63 |
0.178 |
0.177 |
5,029,463 |
| JPN |
-1 |
145 |
-42,331,462 |
-42,331,462 |
-25,543,210 |
0.69 |
-0.075 |
-0.067 |
3,480,678 |
| 0 |
9 |
0 |
0 |
0 |
0.99 |
-0.025 |
-0.014 |
0 |
| 1 |
85 |
34,933,354 |
34,933,354 |
22,687,172 |
0.69 |
0.030 |
0.025 |
1,363,160 |
| KOR |
-1 |
39 |
-10,441,866 |
-10,441,866 |
-5,662,728 |
0.54 |
-0.174 |
-0.165 |
1,867,819 |
| 1 |
25 |
2,943,965 |
2,943,965 |
1,644,787 |
0.53 |
-0.029 |
-0.036 |
-70,837 |
| MYS |
1 |
4 |
1,246,057 |
1,246,057 |
325,133 |
0.29 |
0.107 |
0.087 |
159,860 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.29 |
-0.157 |
-0.157 |
0 |
| PHL |
1 |
3 |
237,263 |
237,263 |
52,612 |
0.42 |
0.131 |
0.060 |
24,029 |
| SGP |
-1 |
7 |
-2,892,532 |
-2,892,532 |
-1,842,364 |
0.56 |
-0.061 |
-0.052 |
232,506 |
| 1 |
2 |
1,792,055 |
1,792,055 |
465,123 |
0.32 |
0.039 |
0.039 |
64,969 |
| THA |
-1 |
8 |
-2,758,458 |
-2,758,458 |
-645,290 |
0.36 |
-0.072 |
-0.078 |
235,697 |
| 1 |
16 |
10,401,407 |
10,401,407 |
4,482,842 |
0.55 |
0.117 |
0.101 |
1,733,809 |
| TWN |
-1 |
62 |
-14,041,923 |
-14,041,923 |
-12,247,213 |
0.92 |
-0.042 |
-0.016 |
537,298 |
| 0 |
1 |
0 |
0 |
0 |
0.88 |
-0.017 |
-0.017 |
0 |
| 1 |
37 |
16,792,438 |
16,792,438 |
11,058,598 |
0.81 |
0.081 |
0.072 |
1,771,456 |