Generated at 15:19 on Monday 12/08/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
537 |
-21,347,682 |
| 0 |
57 |
0 |
| 1 |
448 |
20,732,378 |
|
target_notional |
| target_notional |
-615,304 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
99,222 |
-615,304 |
4,104,562 |
42,080,059 |
952,475 |
0.002 |
-0.015 |
0.098 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,729,241 |
| 0 |
0 |
| 1 |
17,828,463 |
|
alpha_notional |
| alpha_notional |
4,104,562 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,445,783 |
| 0 |
0 |
| 1 |
2,658,779 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
90 |
-1,047,562 |
3,338,356 |
240,550 |
-0.314 |
0.079 |
| CHN |
321 |
-1,070,985 |
10,152,911 |
391,106 |
-0.105 |
0.241 |
| HKG |
154 |
1,915,100 |
6,827,946 |
527,731 |
0.280 |
0.162 |
| JPN |
336 |
-1,075,849 |
14,772,123 |
498,867 |
-0.073 |
0.351 |
| KOR |
1 |
14,039 |
14,039 |
7,409 |
1.000 |
0.000 |
| MYS |
6 |
328,537 |
328,537 |
55,366 |
1.000 |
0.008 |
| NZL |
4 |
-175,660 |
175,660 |
33,356 |
-1.000 |
0.004 |
| PHL |
7 |
206,838 |
206,838 |
49,220 |
1.000 |
0.005 |
| SGP |
10 |
-553,502 |
655,430 |
100,139 |
-0.844 |
0.016 |
| THA |
33 |
755,479 |
1,943,106 |
193,142 |
0.389 |
0.046 |
| TWN |
79 |
68,055 |
3,644,905 |
231,962 |
0.019 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,192,959 |
| 0 |
7 |
0 |
| 1 |
33 |
1,145,397 |
| CHN |
-1 |
179 |
-5,611,948 |
| 0 |
12 |
0 |
| 1 |
130 |
4,540,963 |
| HKG |
-1 |
69 |
-2,456,423 |
| 0 |
1 |
0 |
| 1 |
84 |
4,371,523 |
| JPN |
-1 |
165 |
-7,923,986 |
| 0 |
33 |
0 |
| 1 |
138 |
6,848,137 |
| KOR |
1 |
1 |
14,039 |
| MYS |
1 |
6 |
328,537 |
| NZL |
-1 |
4 |
-175,660 |
| PHL |
1 |
7 |
206,838 |
| SGP |
-1 |
8 |
-604,466 |
| 0 |
1 |
0 |
| 1 |
1 |
50,964 |
| THA |
-1 |
11 |
-593,813 |
| 1 |
22 |
1,349,292 |
| TWN |
-1 |
51 |
-1,788,425 |
| 0 |
3 |
0 |
| 1 |
25 |
1,856,480 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,192,959 |
-2,192,959 |
-1,476,211 |
0.67 |
-0.085 |
-0.079 |
222,579 |
| 0 |
7 |
0 |
0 |
0 |
0.62 |
-0.043 |
-0.025 |
0 |
| 1 |
33 |
1,145,397 |
1,145,397 |
527,018 |
0.41 |
0.069 |
0.079 |
108,844 |
| CHN |
-1 |
179 |
-5,611,948 |
-5,611,948 |
-5,156,054 |
1.40 |
-0.099 |
-0.091 |
586,247 |
| 0 |
12 |
0 |
0 |
0 |
1.48 |
-0.015 |
0.001 |
0 |
| 1 |
130 |
4,540,963 |
4,540,963 |
4,763,729 |
1.34 |
0.060 |
0.067 |
537,374 |
| HKG |
-1 |
69 |
-2,456,423 |
-2,456,423 |
-3,552,322 |
1.58 |
0.044 |
0.050 |
-24,231 |
| 0 |
1 |
0 |
0 |
0 |
1.46 |
0.215 |
0.215 |
0 |
| 1 |
84 |
4,371,523 |
4,371,523 |
6,436,151 |
1.56 |
0.213 |
0.211 |
1,010,712 |
| JPN |
-1 |
165 |
-7,923,986 |
-7,923,986 |
-5,707,995 |
0.77 |
-0.070 |
-0.060 |
625,087 |
| 0 |
33 |
0 |
0 |
0 |
0.68 |
0.008 |
0.015 |
0 |
| 1 |
138 |
6,848,137 |
6,848,137 |
3,873,579 |
0.62 |
0.059 |
0.050 |
505,579 |
| KOR |
1 |
1 |
14,039 |
14,039 |
6,292 |
0.45 |
0.034 |
0.034 |
476 |
| MYS |
1 |
6 |
328,537 |
328,537 |
97,077 |
0.36 |
0.132 |
0.155 |
9,347 |
| NZL |
-1 |
4 |
-175,660 |
-175,660 |
-53,388 |
0.27 |
-0.076 |
-0.082 |
13,352 |
| PHL |
1 |
7 |
206,838 |
206,838 |
32,136 |
0.33 |
0.103 |
0.083 |
19,475 |
| SGP |
-1 |
8 |
-604,466 |
-604,466 |
-324,856 |
0.61 |
0.018 |
0.016 |
-5,561 |
| 0 |
1 |
0 |
0 |
0 |
2.38 |
0.078 |
0.078 |
0 |
| 1 |
1 |
50,964 |
50,964 |
11,958 |
0.23 |
0.110 |
0.110 |
5,598 |
| THA |
-1 |
11 |
-593,813 |
-593,813 |
-238,874 |
0.39 |
-0.033 |
-0.000 |
69,872 |
| 1 |
22 |
1,349,292 |
1,349,292 |
502,212 |
0.50 |
0.139 |
0.131 |
179,967 |
| TWN |
-1 |
51 |
-1,788,425 |
-1,788,425 |
-1,219,541 |
0.69 |
0.018 |
0.029 |
-41,563 |
| 0 |
3 |
0 |
0 |
0 |
1.08 |
0.135 |
0.226 |
0 |
| 1 |
25 |
1,856,480 |
1,856,480 |
1,546,967 |
0.91 |
0.141 |
0.131 |
279,207 |