Generated at 17:09 on Thursday 10/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
427 |
-25,608,811 |
| 0 |
35 |
0 |
| 1 |
294 |
25,015,244 |
|
target_notional |
| target_notional |
-593,567 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
37,176 |
-593,567 |
5,309,775 |
50,624,055 |
1,212,656 |
0.001 |
-0.012 |
0.105 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-24,810,062 |
| 0 |
0 |
| 1 |
24,847,238 |
|
alpha_notional |
| alpha_notional |
5,309,775 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,287,213 |
| 0 |
0 |
| 1 |
3,022,562 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
43 |
-1,249,188 |
2,948,154 |
254,214 |
-0.424 |
0.058 |
| CHN |
297 |
-1,326,692 |
17,061,954 |
841,169 |
-0.078 |
0.337 |
| HKG |
108 |
2,459,296 |
7,895,373 |
766,316 |
0.311 |
0.156 |
| JPN |
176 |
-882,009 |
10,510,596 |
386,199 |
-0.084 |
0.208 |
| KOR |
48 |
-1,249,360 |
3,381,109 |
325,040 |
-0.370 |
0.067 |
| MYS |
4 |
597,228 |
597,228 |
107,807 |
1.000 |
0.012 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
94,613 |
94,613 |
26,547 |
1.000 |
0.002 |
| SGP |
5 |
-307,577 |
781,220 |
94,058 |
-0.394 |
0.015 |
| THA |
21 |
889,275 |
1,712,164 |
216,752 |
0.519 |
0.034 |
| TWN |
50 |
380,846 |
5,641,644 |
393,875 |
0.068 |
0.111 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
26 |
-2,098,671 |
| 0 |
4 |
0 |
| 1 |
13 |
849,483 |
| CHN |
-1 |
187 |
-9,194,323 |
| 0 |
2 |
0 |
| 1 |
108 |
7,867,631 |
| HKG |
-1 |
44 |
-2,718,039 |
| 0 |
4 |
0 |
| 1 |
60 |
5,177,334 |
| JPN |
-1 |
100 |
-5,696,303 |
| 0 |
20 |
0 |
| 1 |
56 |
4,814,293 |
| KOR |
-1 |
29 |
-2,315,234 |
| 0 |
2 |
0 |
| 1 |
17 |
1,065,875 |
| MYS |
1 |
4 |
597,228 |
| NZL |
0 |
1 |
0 |
| PHL |
0 |
1 |
0 |
| 1 |
2 |
94,613 |
| SGP |
-1 |
4 |
-544,398 |
| 1 |
1 |
236,822 |
| THA |
-1 |
7 |
-411,444 |
| 0 |
1 |
0 |
| 1 |
13 |
1,300,719 |
| TWN |
-1 |
30 |
-2,630,399 |
| 1 |
20 |
3,011,245 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
26 |
-2,098,671 |
-2,098,671 |
-1,302,314 |
0.79 |
-0.126 |
-0.118 |
279,535 |
| 0 |
4 |
0 |
0 |
0 |
0.48 |
-0.101 |
-0.044 |
0 |
| 1 |
13 |
849,483 |
849,483 |
404,262 |
0.37 |
0.018 |
0.013 |
20,490 |
| CHN |
-1 |
187 |
-9,194,323 |
-9,194,323 |
-12,368,673 |
1.44 |
-0.091 |
-0.092 |
1,334,214 |
| 0 |
2 |
0 |
0 |
0 |
1.64 |
0.061 |
0.061 |
0 |
| 1 |
108 |
7,867,631 |
7,867,631 |
9,245,435 |
1.34 |
0.073 |
0.072 |
855,024 |
| HKG |
-1 |
44 |
-2,718,039 |
-2,718,039 |
-3,665,462 |
1.65 |
0.068 |
0.076 |
-64,216 |
| 0 |
4 |
0 |
0 |
0 |
2.17 |
0.038 |
0.033 |
0 |
| 1 |
60 |
5,177,334 |
5,177,334 |
8,418,727 |
1.76 |
0.211 |
0.217 |
1,187,478 |
| JPN |
-1 |
100 |
-5,696,303 |
-5,696,303 |
-3,898,625 |
0.76 |
-0.045 |
-0.041 |
338,132 |
| 0 |
20 |
0 |
0 |
0 |
0.98 |
-0.001 |
0.007 |
0 |
| 1 |
56 |
4,814,293 |
4,814,293 |
2,598,792 |
0.49 |
0.052 |
0.052 |
309,000 |
| KOR |
-1 |
29 |
-2,315,234 |
-2,315,234 |
-1,177,484 |
0.49 |
-0.121 |
-0.113 |
292,086 |
| 0 |
2 |
0 |
0 |
0 |
0.32 |
-0.035 |
-0.035 |
0 |
| 1 |
17 |
1,065,875 |
1,065,875 |
769,211 |
0.63 |
0.018 |
0.013 |
33,152 |
| MYS |
1 |
4 |
597,228 |
597,228 |
175,378 |
0.30 |
0.089 |
0.070 |
52,993 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.31 |
-0.139 |
-0.139 |
0 |
| PHL |
0 |
1 |
0 |
0 |
0 |
0.76 |
0.144 |
0.144 |
0 |
| 1 |
2 |
94,613 |
94,613 |
6,251 |
0.26 |
0.043 |
0.043 |
7,615 |
| SGP |
-1 |
4 |
-544,398 |
-544,398 |
-371,434 |
0.73 |
-0.066 |
-0.044 |
25,583 |
| 1 |
1 |
236,822 |
236,822 |
37,597 |
0.16 |
0.030 |
0.030 |
7,121 |
| THA |
-1 |
7 |
-411,444 |
-411,444 |
-46,222 |
0.36 |
-0.048 |
-0.056 |
20,898 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
0.058 |
0.058 |
0 |
| 1 |
13 |
1,300,719 |
1,300,719 |
576,848 |
0.55 |
0.095 |
0.068 |
176,957 |
| TWN |
-1 |
30 |
-2,630,399 |
-2,630,399 |
-1,979,847 |
0.83 |
-0.028 |
-0.048 |
60,982 |
| 1 |
20 |
3,011,245 |
3,011,245 |
2,614,737 |
0.92 |
0.120 |
0.120 |
372,731 |