Generated at 15:19 on Monday 12/01/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
531 |
-21,266,476 |
| 0 |
81 |
0 |
| 1 |
417 |
20,695,782 |
|
target_notional |
| target_notional |
-570,694 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
245,573 |
-570,694 |
3,888,850 |
41,962,258 |
924,074 |
0.006 |
-0.014 |
0.093 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,494,359 |
| 0 |
0 |
| 1 |
17,739,932 |
|
alpha_notional |
| alpha_notional |
3,888,850 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,092,948 |
| 0 |
0 |
| 1 |
2,795,903 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
88 |
-1,049,525 |
3,339,982 |
251,357 |
-0.314 |
0.080 |
| CHN |
300 |
-1,062,032 |
10,500,475 |
393,427 |
-0.101 |
0.250 |
| HKG |
150 |
1,956,929 |
6,891,779 |
536,729 |
0.284 |
0.164 |
| JPN |
342 |
-889,670 |
14,252,993 |
419,749 |
-0.062 |
0.340 |
| KOR |
1 |
13,350 |
13,350 |
7,220 |
1.000 |
0.000 |
| MYS |
4 |
368,126 |
368,126 |
63,594 |
1.000 |
0.009 |
| NZL |
4 |
-175,687 |
175,687 |
39,043 |
-1.000 |
0.004 |
| PHL |
7 |
206,937 |
206,937 |
46,094 |
1.000 |
0.005 |
| SGP |
12 |
-559,601 |
654,770 |
102,216 |
-0.855 |
0.016 |
| THA |
37 |
906,505 |
1,843,206 |
193,043 |
0.492 |
0.044 |
| TWN |
83 |
-286,026 |
3,714,952 |
217,390 |
-0.077 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,194,753 |
| 0 |
6 |
0 |
| 1 |
25 |
1,145,228 |
| CHN |
-1 |
165 |
-5,781,254 |
| 0 |
19 |
0 |
| 1 |
116 |
4,719,222 |
| HKG |
-1 |
64 |
-2,467,425 |
| 0 |
8 |
0 |
| 1 |
78 |
4,424,354 |
| JPN |
-1 |
168 |
-7,571,331 |
| 0 |
34 |
0 |
| 1 |
140 |
6,681,662 |
| KOR |
1 |
1 |
13,350 |
| MYS |
1 |
4 |
368,126 |
| NZL |
-1 |
4 |
-175,687 |
| PHL |
1 |
7 |
206,937 |
| SGP |
-1 |
8 |
-607,185 |
| 0 |
3 |
0 |
| 1 |
1 |
47,585 |
| THA |
-1 |
9 |
-468,351 |
| 0 |
5 |
0 |
| 1 |
23 |
1,374,855 |
| TWN |
-1 |
56 |
-2,000,489 |
| 0 |
5 |
0 |
| 1 |
22 |
1,714,463 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-2,194,753 |
-2,194,753 |
-1,516,071 |
0.64 |
-0.080 |
-0.078 |
197,233 |
| 0 |
6 |
0 |
0 |
0 |
0.39 |
0.003 |
0.027 |
0 |
| 1 |
25 |
1,145,228 |
1,145,228 |
541,255 |
0.40 |
0.078 |
0.076 |
120,718 |
| CHN |
-1 |
165 |
-5,781,254 |
-5,781,254 |
-5,458,282 |
1.42 |
-0.080 |
-0.075 |
441,244 |
| 0 |
19 |
0 |
0 |
0 |
1.35 |
-0.037 |
-0.010 |
0 |
| 1 |
116 |
4,719,222 |
4,719,222 |
5,009,976 |
1.32 |
0.068 |
0.068 |
570,291 |
| HKG |
-1 |
64 |
-2,467,425 |
-2,467,425 |
-3,544,850 |
1.61 |
0.031 |
0.048 |
-40,071 |
| 0 |
8 |
0 |
0 |
0 |
1.37 |
0.039 |
0.045 |
0 |
| 1 |
78 |
4,424,354 |
4,424,354 |
6,282,931 |
1.47 |
0.200 |
0.201 |
1,064,389 |
| JPN |
-1 |
168 |
-7,571,331 |
-7,571,331 |
-5,006,548 |
0.66 |
-0.054 |
-0.043 |
469,757 |
| 0 |
34 |
0 |
0 |
0 |
0.73 |
0.026 |
0.022 |
0 |
| 1 |
140 |
6,681,662 |
6,681,662 |
3,845,678 |
0.61 |
0.076 |
0.074 |
544,784 |
| KOR |
1 |
1 |
13,350 |
13,350 |
5,983 |
0.45 |
0.116 |
0.116 |
1,550 |
| MYS |
1 |
4 |
368,126 |
368,126 |
99,042 |
0.29 |
0.071 |
0.079 |
9,138 |
| NZL |
-1 |
4 |
-175,687 |
-175,687 |
-45,984 |
0.27 |
-0.102 |
-0.110 |
18,660 |
| PHL |
1 |
7 |
206,937 |
206,937 |
28,514 |
0.33 |
0.177 |
0.130 |
28,175 |
| SGP |
-1 |
8 |
-607,185 |
-607,185 |
-334,928 |
0.81 |
-0.008 |
-0.013 |
13,849 |
| 0 |
3 |
0 |
0 |
0 |
0.38 |
0.041 |
0.032 |
0 |
| 1 |
1 |
47,585 |
47,585 |
11,165 |
0.23 |
0.076 |
0.076 |
3,613 |
| THA |
-1 |
9 |
-468,351 |
-468,351 |
-192,207 |
0.42 |
-0.044 |
-0.014 |
42,498 |
| 0 |
5 |
0 |
0 |
0 |
0.24 |
0.047 |
0.034 |
0 |
| 1 |
23 |
1,374,855 |
1,374,855 |
503,761 |
0.45 |
0.110 |
0.096 |
170,551 |
| TWN |
-1 |
56 |
-2,000,489 |
-2,000,489 |
-1,395,489 |
0.73 |
0.007 |
0.029 |
-50,222 |
| 0 |
5 |
0 |
0 |
0 |
1.10 |
0.178 |
0.154 |
0 |
| 1 |
22 |
1,714,463 |
1,714,463 |
1,411,626 |
0.89 |
0.180 |
0.180 |
282,693 |