Generated at 15:58 on Thursday 12/04/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
522 |
-21,330,361 |
| 0 |
47 |
0 |
| 1 |
436 |
20,769,559 |
|
target_notional |
| target_notional |
-560,802 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
206,067 |
-560,802 |
4,099,483 |
42,099,921 |
934,919 |
0.005 |
-0.013 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,684,424 |
| 0 |
0 |
| 1 |
17,890,491 |
|
alpha_notional |
| alpha_notional |
4,099,483 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,416,417 |
| 0 |
0 |
| 1 |
2,683,066 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
88 |
-1,050,250 |
3,222,170 |
239,773 |
-0.326 |
0.077 |
| CHN |
312 |
-786,727 |
10,489,264 |
353,106 |
-0.075 |
0.249 |
| HKG |
144 |
1,800,856 |
6,909,213 |
509,626 |
0.261 |
0.164 |
| JPN |
324 |
-1,040,614 |
14,531,277 |
484,891 |
-0.072 |
0.345 |
| KOR |
1 |
13,947 |
13,947 |
7,422 |
1.000 |
0.000 |
| MYS |
5 |
342,378 |
342,378 |
58,337 |
1.000 |
0.008 |
| NZL |
4 |
-175,634 |
175,634 |
33,954 |
-1.000 |
0.004 |
| PHL |
7 |
206,953 |
206,953 |
49,379 |
1.000 |
0.005 |
| SGP |
10 |
-566,937 |
655,641 |
101,999 |
-0.865 |
0.016 |
| THA |
30 |
760,135 |
1,810,734 |
183,553 |
0.420 |
0.043 |
| TWN |
80 |
-64,910 |
3,742,711 |
233,372 |
-0.017 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,136,210 |
| 0 |
6 |
0 |
| 1 |
29 |
1,085,960 |
| CHN |
-1 |
171 |
-5,637,995 |
| 0 |
13 |
0 |
| 1 |
128 |
4,851,269 |
| HKG |
-1 |
66 |
-2,554,178 |
| 0 |
1 |
0 |
| 1 |
77 |
4,355,034 |
| JPN |
-1 |
158 |
-7,785,945 |
| 0 |
24 |
0 |
| 1 |
142 |
6,745,331 |
| KOR |
1 |
1 |
13,947 |
| MYS |
1 |
5 |
342,378 |
| NZL |
-1 |
4 |
-175,634 |
| PHL |
1 |
7 |
206,953 |
| SGP |
-1 |
9 |
-611,289 |
| 1 |
1 |
44,352 |
| THA |
-1 |
9 |
-525,300 |
| 1 |
21 |
1,285,434 |
| TWN |
-1 |
52 |
-1,903,811 |
| 0 |
3 |
0 |
| 1 |
25 |
1,838,900 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,136,210 |
-2,136,210 |
-1,430,630 |
0.63 |
-0.106 |
-0.105 |
256,986 |
| 0 |
6 |
0 |
0 |
0 |
0.43 |
-0.001 |
-0.022 |
0 |
| 1 |
29 |
1,085,960 |
1,085,960 |
516,533 |
0.45 |
0.045 |
0.051 |
63,266 |
| CHN |
-1 |
171 |
-5,637,995 |
-5,637,995 |
-4,987,258 |
1.38 |
-0.078 |
-0.063 |
439,602 |
| 0 |
13 |
0 |
0 |
0 |
1.77 |
-0.109 |
-0.111 |
0 |
| 1 |
128 |
4,851,269 |
4,851,269 |
5,221,572 |
1.33 |
0.081 |
0.080 |
648,171 |
| HKG |
-1 |
66 |
-2,554,178 |
-2,554,178 |
-3,675,917 |
1.60 |
0.027 |
0.039 |
19,977 |
| 0 |
1 |
0 |
0 |
0 |
3.27 |
0.304 |
0.304 |
0 |
| 1 |
77 |
4,355,034 |
4,355,034 |
6,220,955 |
1.48 |
0.199 |
0.205 |
1,008,234 |
| JPN |
-1 |
158 |
-7,785,945 |
-7,785,945 |
-5,658,281 |
0.77 |
-0.072 |
-0.063 |
634,625 |
| 0 |
24 |
0 |
0 |
0 |
0.81 |
-0.004 |
-0.004 |
0 |
| 1 |
142 |
6,745,331 |
6,745,331 |
3,802,145 |
0.58 |
0.052 |
0.046 |
427,276 |
| KOR |
1 |
1 |
13,947 |
13,947 |
6,250 |
0.45 |
-0.008 |
-0.008 |
-111 |
| MYS |
1 |
5 |
342,378 |
342,378 |
97,371 |
0.36 |
0.110 |
0.135 |
4,989 |
| NZL |
-1 |
4 |
-175,634 |
-175,634 |
-53,205 |
0.27 |
-0.112 |
-0.106 |
18,974 |
| PHL |
1 |
7 |
206,953 |
206,953 |
32,123 |
0.33 |
0.160 |
0.112 |
29,827 |
| SGP |
-1 |
9 |
-611,289 |
-611,289 |
-335,733 |
0.81 |
-0.016 |
-0.028 |
17,397 |
| 1 |
1 |
44,352 |
44,352 |
10,407 |
0.23 |
0.077 |
0.077 |
3,417 |
| THA |
-1 |
9 |
-525,300 |
-525,300 |
-219,365 |
0.44 |
-0.046 |
-0.025 |
54,624 |
| 1 |
21 |
1,285,434 |
1,285,434 |
451,676 |
0.42 |
0.123 |
0.092 |
179,634 |
| TWN |
-1 |
52 |
-1,903,811 |
-1,903,811 |
-1,324,035 |
0.69 |
0.004 |
0.026 |
-25,769 |
| 0 |
3 |
0 |
0 |
0 |
1.06 |
0.084 |
0.222 |
0 |
| 1 |
25 |
1,838,900 |
1,838,900 |
1,531,459 |
0.91 |
0.175 |
0.176 |
318,362 |