Generated at 15:18 on Wednesday 12/03/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
528 |
-21,345,170 |
| 0 |
55 |
0 |
| 1 |
434 |
20,750,654 |
|
target_notional |
| target_notional |
-594,516 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
170,107 |
-594,516 |
4,076,042 |
42,095,823 |
920,120 |
0.004 |
-0.014 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,659,339 |
| 0 |
0 |
| 1 |
17,829,446 |
|
alpha_notional |
| alpha_notional |
4,076,042 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,205,575 |
| 0 |
0 |
| 1 |
2,870,468 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
92 |
-1,049,683 |
3,319,973 |
239,351 |
-0.316 |
0.079 |
| CHN |
316 |
-943,011 |
10,641,950 |
366,230 |
-0.089 |
0.253 |
| HKG |
147 |
1,813,747 |
6,850,180 |
508,421 |
0.265 |
0.163 |
| JPN |
323 |
-882,191 |
14,274,108 |
443,292 |
-0.062 |
0.339 |
| KOR |
1 |
14,256 |
14,256 |
7,608 |
1.000 |
0.000 |
| MYS |
5 |
351,442 |
351,442 |
60,403 |
1.000 |
0.008 |
| NZL |
4 |
-175,721 |
175,721 |
34,296 |
-1.000 |
0.004 |
| PHL |
7 |
206,948 |
206,948 |
48,440 |
1.000 |
0.005 |
| SGP |
10 |
-565,374 |
654,558 |
101,832 |
-0.864 |
0.016 |
| THA |
32 |
767,702 |
1,815,455 |
184,777 |
0.423 |
0.043 |
| TWN |
80 |
-132,632 |
3,791,233 |
229,566 |
-0.035 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,184,828 |
| 0 |
7 |
0 |
| 1 |
29 |
1,135,145 |
| CHN |
-1 |
180 |
-5,792,480 |
| 0 |
9 |
0 |
| 1 |
127 |
4,849,469 |
| HKG |
-1 |
66 |
-2,518,216 |
| 0 |
5 |
0 |
| 1 |
76 |
4,331,964 |
| JPN |
-1 |
150 |
-7,578,149 |
| 0 |
30 |
0 |
| 1 |
143 |
6,695,958 |
| KOR |
1 |
1 |
14,256 |
| MYS |
1 |
5 |
351,442 |
| NZL |
-1 |
4 |
-175,721 |
| PHL |
1 |
7 |
206,948 |
| SGP |
-1 |
9 |
-609,966 |
| 1 |
1 |
44,592 |
| THA |
-1 |
9 |
-523,877 |
| 0 |
2 |
0 |
| 1 |
21 |
1,291,578 |
| TWN |
-1 |
54 |
-1,961,933 |
| 0 |
2 |
0 |
| 1 |
24 |
1,829,300 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,184,828 |
-2,184,828 |
-1,432,360 |
0.62 |
-0.102 |
-0.092 |
252,303 |
| 0 |
7 |
0 |
0 |
0 |
0.69 |
-0.017 |
-0.012 |
0 |
| 1 |
29 |
1,135,145 |
1,135,145 |
538,276 |
0.43 |
0.046 |
0.037 |
80,230 |
| CHN |
-1 |
180 |
-5,792,480 |
-5,792,480 |
-5,253,215 |
1.41 |
-0.082 |
-0.077 |
458,898 |
| 0 |
9 |
0 |
0 |
0 |
1.32 |
-0.076 |
-0.101 |
0 |
| 1 |
127 |
4,849,469 |
4,849,469 |
5,181,120 |
1.34 |
0.077 |
0.079 |
627,369 |
| HKG |
-1 |
66 |
-2,518,216 |
-2,518,216 |
-3,610,496 |
1.60 |
0.024 |
0.043 |
-8,553 |
| 0 |
5 |
0 |
0 |
0 |
1.68 |
0.165 |
0.188 |
0 |
| 1 |
76 |
4,331,964 |
4,331,964 |
6,171,140 |
1.48 |
0.199 |
0.195 |
1,039,413 |
| JPN |
-1 |
150 |
-7,578,149 |
-7,578,149 |
-5,374,251 |
0.73 |
-0.047 |
-0.039 |
417,971 |
| 0 |
30 |
0 |
0 |
0 |
0.75 |
0.005 |
0.010 |
0 |
| 1 |
143 |
6,695,958 |
6,695,958 |
3,817,936 |
0.58 |
0.078 |
0.074 |
596,642 |
| KOR |
1 |
1 |
14,256 |
14,256 |
6,389 |
0.45 |
-0.008 |
-0.008 |
-110 |
| MYS |
1 |
5 |
351,442 |
351,442 |
96,601 |
0.36 |
0.109 |
0.113 |
8,233 |
| NZL |
-1 |
4 |
-175,721 |
-175,721 |
-51,249 |
0.27 |
-0.122 |
-0.114 |
20,168 |
| PHL |
1 |
7 |
206,948 |
206,948 |
31,137 |
0.33 |
0.163 |
0.125 |
30,674 |
| SGP |
-1 |
9 |
-609,966 |
-609,966 |
-334,451 |
0.81 |
-0.026 |
-0.034 |
23,169 |
| 1 |
1 |
44,592 |
44,592 |
10,463 |
0.23 |
0.092 |
0.092 |
4,105 |
| THA |
-1 |
9 |
-523,877 |
-523,877 |
-219,132 |
0.44 |
-0.052 |
-0.029 |
61,766 |
| 0 |
2 |
0 |
0 |
0 |
0.47 |
0.001 |
0.001 |
0 |
| 1 |
21 |
1,291,578 |
1,291,578 |
451,925 |
0.42 |
0.116 |
0.111 |
176,726 |
| TWN |
-1 |
54 |
-1,961,933 |
-1,961,933 |
-1,384,183 |
0.71 |
-0.000 |
0.025 |
-20,147 |
| 0 |
2 |
0 |
0 |
0 |
0.90 |
0.128 |
0.128 |
0 |
| 1 |
24 |
1,829,300 |
1,829,300 |
1,524,458 |
0.93 |
0.163 |
0.146 |
307,186 |