Generated at 16:50 on Wednesday 10/08/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
421 |
-26,360,986 |
| 0 |
41 |
0 |
| 1 |
304 |
25,141,341 |
|
target_notional |
| target_notional |
-1,219,645 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-840,008 |
-1,219,645 |
5,551,424 |
51,502,327 |
1,284,176 |
-0.016 |
-0.024 |
0.108 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-25,367,813 |
| 0 |
0 |
| 1 |
24,527,805 |
|
alpha_notional |
| alpha_notional |
5,551,424 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,366,058 |
| 0 |
0 |
| 1 |
3,185,366 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
42 |
-1,249,611 |
2,763,685 |
243,395 |
-0.452 |
0.054 |
| CHN |
310 |
-2,040,962 |
17,786,572 |
941,637 |
-0.115 |
0.345 |
| HKG |
109 |
2,626,277 |
8,123,089 |
824,196 |
0.323 |
0.158 |
| JPN |
168 |
-980,780 |
9,964,517 |
408,908 |
-0.098 |
0.193 |
| KOR |
48 |
-1,210,197 |
3,795,191 |
343,623 |
-0.319 |
0.074 |
| MYS |
4 |
595,895 |
595,895 |
107,916 |
1.000 |
0.012 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
96,918 |
96,918 |
27,172 |
1.000 |
0.002 |
| SGP |
5 |
-500,133 |
779,412 |
112,613 |
-0.642 |
0.015 |
| THA |
24 |
1,201,210 |
2,288,183 |
261,205 |
0.525 |
0.044 |
| TWN |
52 |
241,736 |
5,308,865 |
357,259 |
0.046 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
23 |
-2,006,648 |
| 0 |
3 |
0 |
| 1 |
16 |
757,037 |
| CHN |
-1 |
193 |
-9,913,767 |
| 1 |
117 |
7,872,805 |
| HKG |
-1 |
45 |
-2,748,406 |
| 0 |
6 |
0 |
| 1 |
58 |
5,374,683 |
| JPN |
-1 |
86 |
-5,472,648 |
| 0 |
28 |
0 |
| 1 |
54 |
4,491,868 |
| KOR |
-1 |
30 |
-2,502,694 |
| 1 |
18 |
1,292,497 |
| MYS |
1 |
4 |
595,895 |
| NZL |
0 |
1 |
0 |
| PHL |
0 |
1 |
0 |
| 1 |
2 |
96,918 |
| SGP |
-1 |
4 |
-639,773 |
| 1 |
1 |
139,640 |
| THA |
-1 |
8 |
-543,487 |
| 0 |
2 |
0 |
| 1 |
14 |
1,744,696 |
| TWN |
-1 |
32 |
-2,533,564 |
| 1 |
20 |
2,775,301 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
23 |
-2,006,648 |
-2,006,648 |
-1,178,302 |
0.77 |
-0.140 |
-0.126 |
284,263 |
| 0 |
3 |
0 |
0 |
0 |
1.08 |
-0.157 |
-0.101 |
0 |
| 1 |
16 |
757,037 |
757,037 |
304,838 |
0.30 |
-0.003 |
-0.011 |
785 |
| CHN |
-1 |
193 |
-9,913,767 |
-9,913,767 |
-12,992,826 |
1.43 |
-0.075 |
-0.079 |
1,215,722 |
| 1 |
117 |
7,872,805 |
7,872,805 |
9,095,465 |
1.34 |
0.075 |
0.077 |
901,313 |
| HKG |
-1 |
45 |
-2,748,406 |
-2,748,406 |
-3,784,602 |
1.64 |
0.050 |
0.085 |
-27,833 |
| 0 |
6 |
0 |
0 |
0 |
1.43 |
0.040 |
0.036 |
0 |
| 1 |
58 |
5,374,683 |
5,374,683 |
8,749,039 |
1.76 |
0.218 |
0.219 |
1,319,769 |
| JPN |
-1 |
86 |
-5,472,648 |
-5,472,648 |
-3,696,264 |
0.78 |
-0.059 |
-0.055 |
416,371 |
| 0 |
28 |
0 |
0 |
0 |
0.78 |
-0.003 |
0.000 |
0 |
| 1 |
54 |
4,491,868 |
4,491,868 |
2,397,956 |
0.51 |
0.054 |
0.055 |
307,995 |
| KOR |
-1 |
30 |
-2,502,694 |
-2,502,694 |
-1,262,252 |
0.49 |
-0.131 |
-0.128 |
340,319 |
| 1 |
18 |
1,292,497 |
1,292,497 |
817,964 |
0.61 |
0.010 |
0.012 |
24,445 |
| MYS |
1 |
4 |
595,895 |
595,895 |
174,875 |
0.30 |
0.087 |
0.071 |
50,392 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.31 |
-0.150 |
-0.150 |
0 |
| PHL |
0 |
1 |
0 |
0 |
0 |
0.76 |
0.082 |
0.082 |
0 |
| 1 |
2 |
96,918 |
96,918 |
6,403 |
0.26 |
-0.028 |
-0.028 |
164 |
| SGP |
-1 |
4 |
-639,773 |
-639,773 |
-441,291 |
0.73 |
-0.080 |
-0.067 |
40,335 |
| 1 |
1 |
139,640 |
139,640 |
22,169 |
0.16 |
0.035 |
0.035 |
4,944 |
| THA |
-1 |
8 |
-543,487 |
-543,487 |
-80,688 |
0.30 |
-0.031 |
-0.042 |
21,954 |
| 0 |
2 |
0 |
0 |
0 |
0.35 |
0.041 |
0.041 |
0 |
| 1 |
14 |
1,744,696 |
1,744,696 |
606,755 |
0.56 |
0.115 |
0.090 |
268,361 |
| TWN |
-1 |
32 |
-2,533,564 |
-2,533,564 |
-1,931,588 |
0.82 |
-0.040 |
-0.066 |
74,926 |
| 1 |
20 |
2,775,301 |
2,775,301 |
2,352,340 |
0.92 |
0.104 |
0.101 |
307,197 |