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