Generated at 15:18 on Tuesday 10/07/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
423 |
-26,031,636 |
| 0 |
38 |
0 |
| 1 |
297 |
25,424,970 |
|
target_notional |
| target_notional |
-606,667 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-251,490 |
-606,667 |
5,143,984 |
51,456,606 |
1,244,712 |
-0.005 |
-0.012 |
0.100 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-25,066,115 |
| 0 |
0 |
| 1 |
24,814,625 |
|
alpha_notional |
| alpha_notional |
5,143,984 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,146,869 |
| 0 |
0 |
| 1 |
2,997,115 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
42 |
-1,248,644 |
2,953,808 |
252,368 |
-0.423 |
0.057 |
| CHN |
279 |
-1,096,181 |
16,971,823 |
828,811 |
-0.065 |
0.330 |
| HKG |
108 |
2,300,655 |
8,187,228 |
746,604 |
0.281 |
0.159 |
| JPN |
190 |
-790,137 |
10,653,486 |
382,721 |
-0.074 |
0.207 |
| KOR |
48 |
-1,210,197 |
3,795,191 |
345,609 |
-0.319 |
0.074 |
| MYS |
4 |
591,714 |
591,714 |
107,485 |
1.000 |
0.011 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
96,238 |
96,238 |
27,031 |
1.000 |
0.002 |
| SGP |
5 |
-504,832 |
780,551 |
112,462 |
-0.647 |
0.015 |
| THA |
25 |
904,773 |
2,173,598 |
230,706 |
0.416 |
0.042 |
| TWN |
53 |
349,944 |
5,252,969 |
359,283 |
0.067 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
25 |
-2,101,226 |
| 0 |
2 |
0 |
| 1 |
15 |
852,582 |
| CHN |
-1 |
177 |
-9,034,002 |
| 1 |
102 |
7,937,821 |
| HKG |
-1 |
45 |
-2,943,286 |
| 0 |
6 |
0 |
| 1 |
57 |
5,243,942 |
| JPN |
-1 |
102 |
-5,721,812 |
| 0 |
24 |
0 |
| 1 |
64 |
4,931,675 |
| KOR |
-1 |
30 |
-2,502,694 |
| 1 |
18 |
1,292,497 |
| MYS |
1 |
4 |
591,714 |
| NZL |
0 |
1 |
0 |
| PHL |
0 |
1 |
0 |
| 1 |
2 |
96,238 |
| SGP |
-1 |
4 |
-642,692 |
| 1 |
1 |
137,859 |
| THA |
-1 |
8 |
-634,412 |
| 0 |
3 |
0 |
| 1 |
14 |
1,539,185 |
| TWN |
-1 |
32 |
-2,451,513 |
| 0 |
1 |
0 |
| 1 |
20 |
2,801,456 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
25 |
-2,101,226 |
-2,101,226 |
-1,269,899 |
0.83 |
-0.140 |
-0.116 |
304,454 |
| 0 |
2 |
0 |
0 |
0 |
0.14 |
-0.085 |
-0.085 |
0 |
| 1 |
15 |
852,582 |
852,582 |
341,822 |
0.30 |
-0.009 |
-0.015 |
2,238 |
| CHN |
-1 |
177 |
-9,034,002 |
-9,034,002 |
-12,148,386 |
1.44 |
-0.069 |
-0.070 |
985,316 |
| 1 |
102 |
7,937,821 |
7,937,821 |
8,987,557 |
1.33 |
0.071 |
0.065 |
884,941 |
| HKG |
-1 |
45 |
-2,943,286 |
-2,943,286 |
-4,186,885 |
1.69 |
0.046 |
0.038 |
-25,211 |
| 0 |
6 |
0 |
0 |
0 |
1.40 |
0.148 |
0.156 |
0 |
| 1 |
57 |
5,243,942 |
5,243,942 |
8,560,382 |
1.77 |
0.205 |
0.211 |
1,250,783 |
| JPN |
-1 |
102 |
-5,721,812 |
-5,721,812 |
-3,846,416 |
0.82 |
-0.044 |
-0.041 |
363,100 |
| 0 |
24 |
0 |
0 |
0 |
0.93 |
-0.006 |
-0.002 |
0 |
| 1 |
64 |
4,931,675 |
4,931,675 |
2,923,405 |
0.50 |
0.044 |
0.043 |
312,573 |
| KOR |
-1 |
30 |
-2,502,694 |
-2,502,694 |
-1,262,252 |
0.49 |
-0.132 |
-0.120 |
344,066 |
| 1 |
18 |
1,292,497 |
1,292,497 |
817,964 |
0.61 |
-0.000 |
-0.002 |
8,560 |
| MYS |
1 |
4 |
591,714 |
591,714 |
173,385 |
0.30 |
0.085 |
0.071 |
49,198 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.31 |
-0.132 |
-0.132 |
0 |
| PHL |
0 |
1 |
0 |
0 |
0 |
0.76 |
0.094 |
0.094 |
0 |
| 1 |
2 |
96,238 |
96,238 |
6,358 |
0.26 |
0.040 |
0.040 |
-2,393 |
| SGP |
-1 |
4 |
-642,692 |
-642,692 |
-441,006 |
0.73 |
-0.088 |
-0.080 |
45,383 |
| 1 |
1 |
137,859 |
137,859 |
21,886 |
0.16 |
0.040 |
0.040 |
5,474 |
| THA |
-1 |
8 |
-634,412 |
-634,412 |
-84,939 |
0.25 |
-0.063 |
-0.068 |
64,884 |
| 0 |
3 |
0 |
0 |
0 |
0.45 |
0.033 |
-0.012 |
0 |
| 1 |
14 |
1,539,185 |
1,539,185 |
609,879 |
0.59 |
0.089 |
0.069 |
172,511 |
| TWN |
-1 |
32 |
-2,451,513 |
-2,451,513 |
-1,826,331 |
0.82 |
-0.030 |
-0.046 |
64,877 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
0.011 |
0.011 |
0 |
| 1 |
20 |
2,801,456 |
2,801,456 |
2,371,984 |
0.92 |
0.110 |
0.105 |
313,230 |