Generated at 15:57 on Wednesday 10/01/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
415 |
-25,667,437 |
| 0 |
21 |
0 |
| 1 |
283 |
25,154,725 |
|
target_notional |
| target_notional |
-512,712 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
197,280 |
-512,712 |
5,356,569 |
50,822,162 |
1,232,344 |
0.004 |
-0.010 |
0.105 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-24,834,713 |
| 0 |
0 |
| 1 |
25,031,993 |
|
alpha_notional |
| alpha_notional |
5,356,569 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,309,265 |
| 0 |
0 |
| 1 |
3,047,304 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
35 |
-1,247,648 |
2,413,211 |
244,304 |
-0.517 |
0.047 |
| CHN |
279 |
-1,096,181 |
16,971,823 |
848,882 |
-0.065 |
0.334 |
| HKG |
104 |
2,192,609 |
8,381,348 |
740,922 |
0.262 |
0.165 |
| JPN |
168 |
-392,143 |
10,603,151 |
341,444 |
-0.037 |
0.209 |
| KOR |
49 |
-1,300,935 |
3,530,323 |
345,442 |
-0.369 |
0.069 |
| MYS |
4 |
552,734 |
552,734 |
100,305 |
1.000 |
0.011 |
| NZL |
1 |
-177,700 |
177,700 |
50,720 |
-1.000 |
0.003 |
| PHL |
3 |
141,266 |
141,266 |
64,578 |
1.000 |
0.003 |
| SGP |
5 |
-219,049 |
783,200 |
92,149 |
-0.280 |
0.015 |
| THA |
21 |
951,409 |
1,962,180 |
233,189 |
0.485 |
0.039 |
| TWN |
50 |
82,924 |
5,305,226 |
343,896 |
0.016 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
27 |
-1,830,429 |
| 1 |
8 |
582,782 |
| CHN |
-1 |
177 |
-9,034,002 |
| 1 |
102 |
7,937,821 |
| HKG |
-1 |
46 |
-3,094,369 |
| 0 |
3 |
0 |
| 1 |
55 |
5,286,978 |
| JPN |
-1 |
92 |
-5,497,647 |
| 0 |
16 |
0 |
| 1 |
60 |
5,105,504 |
| KOR |
-1 |
31 |
-2,415,629 |
| 0 |
1 |
0 |
| 1 |
17 |
1,114,694 |
| MYS |
1 |
4 |
552,734 |
| NZL |
-1 |
1 |
-177,700 |
| PHL |
1 |
3 |
141,266 |
| SGP |
-1 |
4 |
-501,125 |
| 1 |
1 |
282,076 |
| THA |
-1 |
7 |
-505,385 |
| 0 |
1 |
0 |
| 1 |
13 |
1,456,795 |
| TWN |
-1 |
30 |
-2,611,151 |
| 1 |
20 |
2,694,075 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
27 |
-1,830,429 |
-1,830,429 |
-1,149,722 |
0.72 |
-0.131 |
-0.110 |
248,240 |
| 1 |
8 |
582,782 |
582,782 |
264,992 |
0.33 |
-0.023 |
-0.026 |
-12,328 |
| CHN |
-1 |
177 |
-9,034,002 |
-9,034,002 |
-12,148,386 |
1.44 |
-0.081 |
-0.087 |
1,269,143 |
| 1 |
102 |
7,937,821 |
7,937,821 |
8,987,557 |
1.33 |
0.079 |
0.069 |
993,136 |
| HKG |
-1 |
46 |
-3,094,369 |
-3,094,369 |
-4,320,097 |
1.65 |
0.042 |
0.051 |
-15,842 |
| 0 |
3 |
0 |
0 |
0 |
1.66 |
0.151 |
0.195 |
0 |
| 1 |
55 |
5,286,978 |
5,286,978 |
8,737,829 |
1.78 |
0.192 |
0.198 |
1,124,831 |
| JPN |
-1 |
92 |
-5,497,647 |
-5,497,647 |
-3,566,402 |
0.74 |
-0.023 |
-0.016 |
215,111 |
| 0 |
16 |
0 |
0 |
0 |
0.77 |
0.011 |
0.014 |
0 |
| 1 |
60 |
5,105,504 |
5,105,504 |
3,131,795 |
0.60 |
0.062 |
0.065 |
395,204 |
| KOR |
-1 |
31 |
-2,415,629 |
-2,415,629 |
-1,203,188 |
0.48 |
-0.146 |
-0.128 |
371,357 |
| 0 |
1 |
0 |
0 |
0 |
0.13 |
0.016 |
0.016 |
0 |
| 1 |
17 |
1,114,694 |
1,114,694 |
787,993 |
0.63 |
-0.017 |
-0.015 |
-13,610 |
| MYS |
1 |
4 |
552,734 |
552,734 |
162,499 |
0.30 |
0.068 |
0.058 |
30,812 |
| NZL |
-1 |
1 |
-177,700 |
-177,700 |
-54,276 |
0.31 |
-0.149 |
-0.149 |
26,556 |
| PHL |
1 |
3 |
141,266 |
141,266 |
41,107 |
0.43 |
0.125 |
0.080 |
7,940 |
| SGP |
-1 |
4 |
-501,125 |
-501,125 |
-348,538 |
0.73 |
-0.064 |
-0.041 |
22,885 |
| 1 |
1 |
282,076 |
282,076 |
44,782 |
0.16 |
0.042 |
0.042 |
11,915 |
| THA |
-1 |
7 |
-505,385 |
-505,385 |
-77,199 |
0.26 |
-0.047 |
-0.021 |
38,603 |
| 0 |
1 |
0 |
0 |
0 |
0.76 |
0.014 |
0.014 |
0 |
| 1 |
13 |
1,456,795 |
1,456,795 |
629,946 |
0.60 |
0.111 |
0.102 |
184,042 |
| TWN |
-1 |
30 |
-2,611,151 |
-2,611,151 |
-1,966,906 |
0.83 |
-0.047 |
-0.035 |
133,212 |
| 1 |
20 |
2,694,075 |
2,694,075 |
2,243,493 |
0.92 |
0.111 |
0.118 |
325,362 |