Generated at 17:21 on Monday 10/06/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
433 |
-26,198,424 |
| 0 |
30 |
0 |
| 1 |
290 |
25,657,520 |
|
target_notional |
| target_notional |
-540,904 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
14,696 |
-540,904 |
5,116,108 |
51,855,944 |
1,253,656 |
0.000 |
-0.010 |
0.099 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-25,299,327 |
| 0 |
0 |
| 1 |
25,314,023 |
|
alpha_notional |
| alpha_notional |
5,116,108 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,105,838 |
| 0 |
0 |
| 1 |
3,010,271 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-1,248,984 |
2,705,054 |
242,322 |
-0.462 |
0.052 |
| CHN |
279 |
-1,096,181 |
16,971,823 |
836,922 |
-0.065 |
0.327 |
| HKG |
96 |
2,223,942 |
8,412,266 |
752,430 |
0.264 |
0.162 |
| JPN |
194 |
-1,004,801 |
11,187,816 |
404,919 |
-0.090 |
0.216 |
| KOR |
48 |
-1,210,197 |
3,795,191 |
346,956 |
-0.319 |
0.073 |
| MYS |
4 |
585,324 |
585,324 |
106,248 |
1.000 |
0.011 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
142,326 |
142,326 |
66,617 |
1.000 |
0.003 |
| SGP |
6 |
-471,618 |
781,861 |
110,855 |
-0.603 |
0.015 |
| THA |
25 |
1,047,891 |
1,966,631 |
236,755 |
0.533 |
0.038 |
| TWN |
51 |
491,394 |
5,307,653 |
377,280 |
0.093 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-1,977,019 |
| 0 |
1 |
0 |
| 1 |
13 |
728,035 |
| CHN |
-1 |
177 |
-9,034,002 |
| 1 |
102 |
7,937,821 |
| HKG |
-1 |
41 |
-3,094,162 |
| 1 |
55 |
5,318,104 |
| JPN |
-1 |
111 |
-6,096,308 |
| 0 |
23 |
0 |
| 1 |
60 |
5,091,507 |
| KOR |
-1 |
30 |
-2,502,694 |
| 1 |
18 |
1,292,497 |
| MYS |
1 |
4 |
585,324 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
3 |
142,326 |
| SGP |
-1 |
5 |
-626,739 |
| 1 |
1 |
155,122 |
| THA |
-1 |
7 |
-459,370 |
| 0 |
4 |
0 |
| 1 |
14 |
1,507,261 |
| TWN |
-1 |
30 |
-2,408,129 |
| 0 |
1 |
0 |
| 1 |
20 |
2,899,524 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-1,977,019 |
-1,977,019 |
-1,225,154 |
0.73 |
-0.137 |
-0.120 |
260,889 |
| 0 |
1 |
0 |
0 |
0 |
0.35 |
-0.036 |
-0.036 |
0 |
| 1 |
13 |
728,035 |
728,035 |
334,202 |
0.33 |
-0.005 |
-0.018 |
-7,838 |
| CHN |
-1 |
177 |
-9,034,002 |
-9,034,002 |
-12,148,386 |
1.44 |
-0.070 |
-0.071 |
1,029,337 |
| 1 |
102 |
7,937,821 |
7,937,821 |
8,987,557 |
1.33 |
0.073 |
0.071 |
930,289 |
| HKG |
-1 |
41 |
-3,094,162 |
-3,094,162 |
-4,300,020 |
1.64 |
0.043 |
0.060 |
-22,941 |
| 1 |
55 |
5,318,104 |
5,318,104 |
8,787,672 |
1.78 |
0.199 |
0.207 |
1,165,723 |
| JPN |
-1 |
111 |
-6,096,308 |
-6,096,308 |
-4,133,863 |
0.84 |
-0.044 |
-0.043 |
376,848 |
| 0 |
23 |
0 |
0 |
0 |
0.79 |
-0.011 |
-0.008 |
0 |
| 1 |
60 |
5,091,507 |
5,091,507 |
3,088,605 |
0.56 |
0.042 |
0.043 |
299,109 |
| KOR |
-1 |
30 |
-2,502,694 |
-2,502,694 |
-1,262,252 |
0.49 |
-0.128 |
-0.124 |
334,369 |
| 1 |
18 |
1,292,497 |
1,292,497 |
817,964 |
0.61 |
0.004 |
0.001 |
16,270 |
| MYS |
1 |
4 |
585,324 |
585,324 |
171,590 |
0.30 |
0.069 |
0.055 |
37,153 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.31 |
-0.161 |
-0.161 |
0 |
| PHL |
1 |
3 |
142,326 |
142,326 |
42,799 |
0.43 |
0.117 |
0.115 |
17,906 |
| SGP |
-1 |
5 |
-626,739 |
-626,739 |
-435,633 |
0.68 |
-0.077 |
-0.066 |
41,904 |
| 1 |
1 |
155,122 |
155,122 |
24,627 |
0.16 |
0.024 |
0.024 |
3,744 |
| THA |
-1 |
7 |
-459,370 |
-459,370 |
-41,743 |
0.26 |
-0.057 |
-0.058 |
30,474 |
| 0 |
4 |
0 |
0 |
0 |
0.38 |
0.025 |
0.036 |
0 |
| 1 |
14 |
1,507,261 |
1,507,261 |
578,086 |
0.55 |
0.096 |
0.077 |
182,504 |
| TWN |
-1 |
30 |
-2,408,129 |
-2,408,129 |
-1,752,277 |
0.82 |
-0.021 |
-0.033 |
54,958 |
| 0 |
1 |
0 |
0 |
0 |
0.99 |
0.047 |
0.047 |
0 |
| 1 |
20 |
2,899,524 |
2,899,524 |
2,480,920 |
0.92 |
0.120 |
0.121 |
365,412 |