Generated at 15:56 on Wednesday 11/05/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
499 |
-21,267,811 |
| 0 |
29 |
0 |
| 1 |
324 |
20,835,784 |
|
target_notional |
| target_notional |
-432,027 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
294,605 |
-432,027 |
3,755,247 |
42,103,595 |
902,449 |
0.007 |
-0.010 |
0.089 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,775,912 |
| 0 |
0 |
| 1 |
19,070,517 |
|
alpha_notional |
| alpha_notional |
3,755,247 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,119,562 |
| 0 |
0 |
| 1 |
2,635,685 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-1,049,813 |
3,292,237 |
214,990 |
-0.319 |
0.078 |
| CHN |
330 |
-1,061,054 |
14,314,313 |
521,802 |
-0.074 |
0.340 |
| HKG |
123 |
1,581,379 |
6,633,140 |
530,804 |
0.238 |
0.158 |
| JPN |
236 |
-1,079,765 |
11,286,167 |
367,544 |
-0.096 |
0.268 |
| KOR |
5 |
-122,572 |
122,572 |
47,865 |
-1.000 |
0.003 |
| MYS |
3 |
425,311 |
425,311 |
74,511 |
1.000 |
0.010 |
| PHL |
2 |
90,661 |
90,661 |
24,544 |
1.000 |
0.002 |
| SGP |
11 |
-422,333 |
647,586 |
85,131 |
-0.652 |
0.015 |
| THA |
20 |
1,033,126 |
1,121,300 |
181,732 |
0.921 |
0.027 |
| TWN |
63 |
173,033 |
4,170,309 |
258,797 |
0.041 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-2,171,025 |
| 0 |
4 |
0 |
| 1 |
17 |
1,121,212 |
| CHN |
-1 |
206 |
-7,687,683 |
| 0 |
3 |
0 |
| 1 |
121 |
6,626,630 |
| HKG |
-1 |
58 |
-2,525,880 |
| 0 |
4 |
0 |
| 1 |
61 |
4,107,260 |
| JPN |
-1 |
139 |
-6,182,966 |
| 0 |
14 |
0 |
| 1 |
83 |
5,103,201 |
| KOR |
-1 |
4 |
-122,572 |
| 0 |
1 |
0 |
| MYS |
1 |
3 |
425,311 |
| PHL |
1 |
2 |
90,661 |
| SGP |
-1 |
10 |
-534,960 |
| 1 |
1 |
112,626 |
| THA |
-1 |
3 |
-44,087 |
| 0 |
1 |
0 |
| 1 |
16 |
1,077,213 |
| TWN |
-1 |
41 |
-1,998,638 |
| 0 |
2 |
0 |
| 1 |
20 |
2,171,671 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-2,171,025 |
-2,171,025 |
-1,186,272 |
0.67 |
-0.113 |
-0.105 |
256,908 |
| 0 |
4 |
0 |
0 |
0 |
0.35 |
-0.037 |
-0.025 |
0 |
| 1 |
17 |
1,121,212 |
1,121,212 |
456,634 |
0.40 |
0.017 |
0.017 |
27,214 |
| CHN |
-1 |
206 |
-7,687,683 |
-7,687,683 |
-7,791,848 |
1.43 |
-0.079 |
-0.082 |
752,897 |
| 0 |
3 |
0 |
0 |
0 |
0.92 |
0.007 |
0.024 |
0 |
| 1 |
121 |
6,626,630 |
6,626,630 |
6,880,499 |
1.27 |
0.067 |
0.071 |
756,797 |
| HKG |
-1 |
58 |
-2,525,880 |
-2,525,880 |
-3,358,482 |
1.59 |
0.066 |
0.054 |
-99,843 |
| 0 |
4 |
0 |
0 |
0 |
1.38 |
0.170 |
0.163 |
0 |
| 1 |
61 |
4,107,260 |
4,107,260 |
6,442,301 |
1.73 |
0.206 |
0.202 |
1,005,314 |
| JPN |
-1 |
139 |
-6,182,966 |
-6,182,966 |
-4,432,936 |
0.79 |
-0.016 |
-0.012 |
185,293 |
| 0 |
14 |
0 |
0 |
0 |
0.91 |
0.053 |
0.073 |
0 |
| 1 |
83 |
5,103,201 |
5,103,201 |
3,086,874 |
0.59 |
0.065 |
0.055 |
457,226 |
| KOR |
-1 |
4 |
-122,572 |
-122,572 |
-83,512 |
0.47 |
-0.155 |
-0.157 |
19,121 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
-0.030 |
-0.030 |
0 |
| MYS |
1 |
3 |
425,311 |
425,311 |
114,009 |
0.28 |
0.071 |
0.036 |
34,098 |
| PHL |
1 |
2 |
90,661 |
90,661 |
3,251 |
0.23 |
0.104 |
0.104 |
2,970 |
| SGP |
-1 |
10 |
-534,960 |
-534,960 |
-322,315 |
0.59 |
0.014 |
0.013 |
-1,137 |
| 1 |
1 |
112,626 |
112,626 |
18,756 |
0.17 |
0.051 |
0.051 |
5,768 |
| THA |
-1 |
3 |
-44,087 |
-44,087 |
-32,148 |
0.55 |
0.029 |
0.032 |
-15 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
0.122 |
0.122 |
0 |
| 1 |
16 |
1,077,213 |
1,077,213 |
265,703 |
0.36 |
0.107 |
0.114 |
136,488 |
| TWN |
-1 |
41 |
-1,998,638 |
-1,998,638 |
-1,568,400 |
0.83 |
-0.012 |
-0.004 |
6,339 |
| 0 |
2 |
0 |
0 |
0 |
1.21 |
-0.058 |
-0.058 |
0 |
| 1 |
20 |
2,171,671 |
2,171,671 |
1,802,490 |
0.89 |
0.099 |
0.081 |
209,810 |