Generated at 16:43 on Tuesday 12/09/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
532 |
-21,310,757 |
| 0 |
61 |
0 |
| 1 |
445 |
20,823,794 |
|
target_notional |
| target_notional |
-486,964 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
135,298 |
-486,964 |
4,090,913 |
42,134,551 |
950,273 |
0.003 |
-0.012 |
0.097 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,798,926 |
| 0 |
0 |
| 1 |
17,934,224 |
|
alpha_notional |
| alpha_notional |
4,090,913 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,436,794 |
| 0 |
0 |
| 1 |
2,654,119 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,048,927 |
3,339,075 |
236,378 |
-0.314 |
0.079 |
| CHN |
323 |
-1,070,212 |
10,465,134 |
412,510 |
-0.102 |
0.249 |
| HKG |
159 |
2,004,155 |
6,683,963 |
538,393 |
0.300 |
0.159 |
| JPN |
331 |
-1,080,771 |
14,748,930 |
490,156 |
-0.073 |
0.350 |
| KOR |
1 |
14,743 |
14,743 |
7,753 |
1.000 |
0.000 |
| MYS |
6 |
342,047 |
342,047 |
56,587 |
1.000 |
0.008 |
| NZL |
4 |
-175,700 |
175,700 |
33,299 |
-1.000 |
0.004 |
| PHL |
7 |
202,864 |
202,864 |
47,320 |
1.000 |
0.005 |
| SGP |
9 |
-551,471 |
654,465 |
100,183 |
-0.843 |
0.016 |
| THA |
33 |
789,109 |
1,933,069 |
193,219 |
0.408 |
0.046 |
| TWN |
78 |
55,363 |
3,542,725 |
230,462 |
0.016 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,194,001 |
| 0 |
5 |
0 |
| 1 |
30 |
1,145,074 |
| CHN |
-1 |
181 |
-5,767,673 |
| 0 |
11 |
0 |
| 1 |
131 |
4,697,461 |
| HKG |
-1 |
67 |
-2,339,904 |
| 0 |
8 |
0 |
| 1 |
84 |
4,344,059 |
| JPN |
-1 |
162 |
-7,914,851 |
| 0 |
31 |
0 |
| 1 |
138 |
6,834,079 |
| KOR |
1 |
1 |
14,743 |
| MYS |
1 |
6 |
342,047 |
| NZL |
-1 |
4 |
-175,700 |
| PHL |
1 |
7 |
202,864 |
| SGP |
-1 |
8 |
-602,968 |
| 1 |
1 |
51,497 |
| THA |
-1 |
11 |
-571,980 |
| 1 |
22 |
1,361,089 |
| TWN |
-1 |
48 |
-1,743,681 |
| 0 |
6 |
0 |
| 1 |
24 |
1,799,044 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,194,001 |
-2,194,001 |
-1,457,784 |
0.67 |
-0.075 |
-0.067 |
200,041 |
| 0 |
5 |
0 |
0 |
0 |
0.50 |
0.034 |
0.069 |
0 |
| 1 |
30 |
1,145,074 |
1,145,074 |
533,340 |
0.39 |
0.065 |
0.061 |
100,578 |
| CHN |
-1 |
181 |
-5,767,673 |
-5,767,673 |
-5,547,335 |
1.42 |
-0.099 |
-0.093 |
601,963 |
| 0 |
11 |
0 |
0 |
0 |
1.48 |
-0.125 |
-0.126 |
0 |
| 1 |
131 |
4,697,461 |
4,697,461 |
4,878,524 |
1.33 |
0.061 |
0.066 |
577,854 |
| HKG |
-1 |
67 |
-2,339,904 |
-2,339,904 |
-3,353,649 |
1.56 |
0.063 |
0.079 |
-48,698 |
| 0 |
8 |
0 |
0 |
0 |
1.57 |
0.008 |
0.035 |
0 |
| 1 |
84 |
4,344,059 |
4,344,059 |
6,392,798 |
1.60 |
0.223 |
0.220 |
1,056,310 |
| JPN |
-1 |
162 |
-7,914,851 |
-7,914,851 |
-5,645,572 |
0.76 |
-0.071 |
-0.063 |
649,611 |
| 0 |
31 |
0 |
0 |
0 |
0.73 |
0.001 |
0.012 |
0 |
| 1 |
138 |
6,834,079 |
6,834,079 |
3,899,158 |
0.63 |
0.055 |
0.053 |
457,543 |
| KOR |
1 |
1 |
14,743 |
14,743 |
6,607 |
0.45 |
-0.053 |
-0.053 |
-777 |
| MYS |
1 |
6 |
342,047 |
342,047 |
105,977 |
0.36 |
0.127 |
0.123 |
16,241 |
| NZL |
-1 |
4 |
-175,700 |
-175,700 |
-53,119 |
0.27 |
-0.065 |
-0.077 |
11,728 |
| PHL |
1 |
7 |
202,864 |
202,864 |
30,940 |
0.33 |
0.085 |
0.086 |
18,703 |
| SGP |
-1 |
8 |
-602,968 |
-602,968 |
-323,987 |
0.61 |
0.011 |
0.008 |
-4,468 |
| 1 |
1 |
51,497 |
51,497 |
12,083 |
0.23 |
0.069 |
0.069 |
3,568 |
| THA |
-1 |
11 |
-571,980 |
-571,980 |
-230,921 |
0.39 |
-0.023 |
0.010 |
56,102 |
| 1 |
22 |
1,361,089 |
1,361,089 |
505,841 |
0.50 |
0.115 |
0.102 |
146,098 |
| TWN |
-1 |
48 |
-1,743,681 |
-1,743,681 |
-1,186,559 |
0.68 |
0.008 |
0.016 |
-29,484 |
| 0 |
6 |
0 |
0 |
0 |
0.80 |
0.116 |
0.181 |
0 |
| 1 |
24 |
1,799,044 |
1,799,044 |
1,519,571 |
0.93 |
0.139 |
0.130 |
274,100 |