Generated at 15:19 on Thursday 11/06/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
490 |
-21,317,246 |
| 0 |
41 |
0 |
| 1 |
321 |
20,926,412 |
|
target_notional |
| target_notional |
-390,834 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
328,668 |
-390,834 |
3,745,204 |
42,243,658 |
910,547 |
0.008 |
-0.009 |
0.089 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,848,075 |
| 0 |
0 |
| 1 |
19,176,742 |
|
alpha_notional |
| alpha_notional |
3,745,204 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,148,231 |
| 0 |
0 |
| 1 |
2,596,973 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
56 |
-1,050,396 |
3,321,548 |
215,327 |
-0.316 |
0.079 |
| CHN |
333 |
-1,048,727 |
14,310,794 |
542,223 |
-0.073 |
0.339 |
| HKG |
120 |
1,617,452 |
6,607,719 |
538,819 |
0.245 |
0.156 |
| JPN |
239 |
-1,087,800 |
11,382,978 |
375,396 |
-0.096 |
0.270 |
| KOR |
5 |
-118,310 |
118,310 |
46,598 |
-1.000 |
0.003 |
| MYS |
3 |
428,167 |
428,167 |
74,599 |
1.000 |
0.010 |
| PHL |
2 |
91,877 |
91,877 |
24,704 |
1.000 |
0.002 |
| SGP |
11 |
-408,586 |
646,162 |
86,239 |
-0.632 |
0.015 |
| THA |
20 |
992,199 |
1,107,814 |
177,230 |
0.896 |
0.026 |
| TWN |
62 |
185,904 |
4,220,904 |
263,438 |
0.044 |
0.100 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-2,185,972 |
| 0 |
3 |
0 |
| 1 |
16 |
1,135,576 |
| CHN |
-1 |
206 |
-7,679,761 |
| 0 |
6 |
0 |
| 1 |
121 |
6,631,034 |
| HKG |
-1 |
57 |
-2,495,134 |
| 0 |
3 |
0 |
| 1 |
60 |
4,112,586 |
| JPN |
-1 |
133 |
-6,235,389 |
| 0 |
26 |
0 |
| 1 |
80 |
5,147,589 |
| KOR |
-1 |
4 |
-118,310 |
| 0 |
1 |
0 |
| MYS |
1 |
3 |
428,167 |
| PHL |
1 |
2 |
91,877 |
| SGP |
-1 |
9 |
-527,374 |
| 0 |
1 |
0 |
| 1 |
1 |
118,788 |
| THA |
-1 |
3 |
-57,807 |
| 1 |
17 |
1,050,006 |
| TWN |
-1 |
41 |
-2,017,500 |
| 0 |
1 |
0 |
| 1 |
20 |
2,203,404 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-2,185,972 |
-2,185,972 |
-1,157,606 |
0.68 |
-0.116 |
-0.110 |
278,287 |
| 0 |
3 |
0 |
0 |
0 |
0.41 |
-0.048 |
-0.058 |
0 |
| 1 |
16 |
1,135,576 |
1,135,576 |
442,962 |
0.46 |
0.019 |
0.025 |
22,585 |
| CHN |
-1 |
206 |
-7,679,761 |
-7,679,761 |
-7,973,969 |
1.42 |
-0.080 |
-0.078 |
739,924 |
| 0 |
6 |
0 |
0 |
0 |
2.00 |
-0.079 |
-0.106 |
0 |
| 1 |
121 |
6,631,034 |
6,631,034 |
6,877,386 |
1.27 |
0.065 |
0.067 |
724,341 |
| HKG |
-1 |
57 |
-2,495,134 |
-2,495,134 |
-3,301,969 |
1.60 |
0.066 |
0.061 |
-106,889 |
| 0 |
3 |
0 |
0 |
0 |
1.70 |
0.217 |
0.210 |
0 |
| 1 |
60 |
4,112,586 |
4,112,586 |
6,471,885 |
1.71 |
0.202 |
0.210 |
967,873 |
| JPN |
-1 |
133 |
-6,235,389 |
-6,235,389 |
-4,379,166 |
0.79 |
-0.018 |
-0.018 |
197,726 |
| 0 |
26 |
0 |
0 |
0 |
0.81 |
0.041 |
0.041 |
0 |
| 1 |
80 |
5,147,589 |
5,147,589 |
3,140,540 |
0.60 |
0.073 |
0.064 |
524,199 |
| KOR |
-1 |
4 |
-118,310 |
-118,310 |
-80,453 |
0.47 |
-0.159 |
-0.165 |
19,177 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
-0.031 |
-0.031 |
0 |
| MYS |
1 |
3 |
428,167 |
428,167 |
114,796 |
0.28 |
0.070 |
0.038 |
34,411 |
| PHL |
1 |
2 |
91,877 |
91,877 |
3,295 |
0.23 |
0.091 |
0.091 |
-1,368 |
| SGP |
-1 |
9 |
-527,374 |
-527,374 |
-327,958 |
0.59 |
-0.003 |
-0.001 |
6,296 |
| 0 |
1 |
0 |
0 |
0 |
0.52 |
0.121 |
0.121 |
0 |
| 1 |
1 |
118,788 |
118,788 |
19,783 |
0.17 |
-0.001 |
-0.001 |
-153 |
| THA |
-1 |
3 |
-57,807 |
-57,807 |
-43,629 |
0.55 |
-0.000 |
0.019 |
3,192 |
| 1 |
17 |
1,050,006 |
1,050,006 |
260,227 |
0.38 |
0.100 |
0.094 |
126,893 |
| TWN |
-1 |
41 |
-2,017,500 |
-2,017,500 |
-1,583,324 |
0.83 |
-0.014 |
-0.005 |
10,518 |
| 0 |
1 |
0 |
0 |
0 |
1.11 |
-0.072 |
-0.072 |
0 |
| 1 |
20 |
2,203,404 |
2,203,404 |
1,834,263 |
0.89 |
0.092 |
0.083 |
197,252 |