Generated at 17:12 on Sunday 08/17/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
567 |
-176,510,918 |
| 0 |
37 |
0 |
| 1 |
413 |
175,523,009 |
|
target_notional |
| target_notional |
-987,909 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
382,405 |
-987,909 |
34,817,909 |
352,033,927 |
7,673,809 |
0.001 |
-0.003 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-155,139,256 |
| 0 |
0 |
| 1 |
155,521,661 |
|
alpha_notional |
| alpha_notional |
34,817,909 |
|
alpha_notional |
| pos_sign |
|
| -1 |
16,689,139 |
| 0 |
0 |
| 1 |
18,128,770 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-8,794,057 |
28,724,039 |
1,915,127 |
-0.306 |
0.082 |
| CHN |
392 |
-7,971,142 |
119,588,188 |
4,396,446 |
-0.067 |
0.340 |
| HKG |
123 |
17,445,090 |
38,365,689 |
4,542,966 |
0.455 |
0.109 |
| JPN |
242 |
-5,955,545 |
91,782,313 |
2,678,272 |
-0.065 |
0.261 |
| KOR |
65 |
-8,793,129 |
15,821,489 |
2,303,193 |
-0.556 |
0.045 |
| MYS |
4 |
1,042,871 |
1,042,871 |
182,900 |
1.000 |
0.003 |
| NZL |
1 |
-1,541,965 |
1,541,965 |
450,709 |
-1.000 |
0.004 |
| PHL |
2 |
190,209 |
190,209 |
52,123 |
1.000 |
0.001 |
| SGP |
10 |
3,639,662 |
5,033,569 |
603,112 |
0.723 |
0.014 |
| THA |
26 |
7,486,686 |
14,271,261 |
1,748,914 |
0.525 |
0.041 |
| TWN |
99 |
2,263,411 |
35,672,333 |
1,991,966 |
0.063 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-18,759,048 |
| 0 |
3 |
0 |
| 1 |
14 |
9,964,991 |
| CHN |
-1 |
250 |
-63,779,665 |
| 0 |
11 |
0 |
| 1 |
131 |
55,808,523 |
| HKG |
-1 |
37 |
-10,460,300 |
| 0 |
3 |
0 |
| 1 |
83 |
27,905,390 |
| JPN |
-1 |
137 |
-48,868,929 |
| 0 |
14 |
0 |
| 1 |
91 |
42,913,384 |
| KOR |
-1 |
36 |
-12,307,309 |
| 0 |
2 |
0 |
| 1 |
27 |
3,514,180 |
| MYS |
1 |
4 |
1,042,871 |
| NZL |
-1 |
1 |
-1,541,965 |
| PHL |
1 |
2 |
190,209 |
| SGP |
-1 |
4 |
-696,954 |
| 1 |
6 |
4,336,616 |
| THA |
-1 |
6 |
-3,392,288 |
| 0 |
2 |
0 |
| 1 |
18 |
10,878,974 |
| TWN |
-1 |
60 |
-16,704,461 |
| 0 |
2 |
0 |
| 1 |
37 |
18,967,872 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-18,759,048 |
-18,759,048 |
-8,094,197 |
0.59 |
-0.159 |
-0.154 |
3,091,447 |
| 0 |
3 |
0 |
0 |
0 |
0.33 |
-0.083 |
-0.078 |
0 |
| 1 |
14 |
9,964,991 |
9,964,991 |
3,223,875 |
0.27 |
0.000 |
0.001 |
118,918 |
| CHN |
-1 |
250 |
-63,779,665 |
-63,779,665 |
-78,440,355 |
1.41 |
-0.076 |
-0.081 |
6,401,369 |
| 0 |
11 |
0 |
0 |
0 |
1.36 |
0.037 |
0.037 |
0 |
| 1 |
131 |
55,808,523 |
55,808,523 |
66,009,106 |
1.36 |
0.089 |
0.084 |
6,650,603 |
| HKG |
-1 |
37 |
-10,460,300 |
-10,460,300 |
-14,976,005 |
1.61 |
0.029 |
0.006 |
76,294 |
| 0 |
3 |
0 |
0 |
0 |
1.41 |
0.081 |
0.134 |
0 |
| 1 |
83 |
27,905,390 |
27,905,390 |
39,485,969 |
1.56 |
0.166 |
0.163 |
5,866,880 |
| JPN |
-1 |
137 |
-48,868,929 |
-48,868,929 |
-29,280,480 |
0.67 |
-0.066 |
-0.064 |
3,698,851 |
| 0 |
14 |
0 |
0 |
0 |
0.70 |
0.012 |
0.004 |
0 |
| 1 |
91 |
42,913,384 |
42,913,384 |
27,157,124 |
0.79 |
0.034 |
0.030 |
1,633,788 |
| KOR |
-1 |
36 |
-12,307,309 |
-12,307,309 |
-7,227,662 |
0.54 |
-0.184 |
-0.193 |
2,471,100 |
| 0 |
2 |
0 |
0 |
0 |
0.40 |
-0.086 |
-0.086 |
0 |
| 1 |
27 |
3,514,180 |
3,514,180 |
2,034,037 |
0.60 |
-0.017 |
-0.005 |
-44,150 |
| MYS |
1 |
4 |
1,042,871 |
1,042,871 |
260,066 |
0.28 |
0.079 |
0.059 |
95,968 |
| NZL |
-1 |
1 |
-1,541,965 |
-1,541,965 |
-450,472 |
0.29 |
-0.134 |
-0.134 |
206,573 |
| PHL |
1 |
2 |
190,209 |
190,209 |
8,001 |
0.25 |
0.027 |
0.027 |
-9,564 |
| SGP |
-1 |
4 |
-696,954 |
-696,954 |
-498,282 |
0.72 |
-0.071 |
-0.031 |
95,151 |
| 1 |
6 |
4,336,616 |
4,336,616 |
1,284,515 |
0.41 |
0.014 |
0.013 |
44,278 |
| THA |
-1 |
6 |
-3,392,288 |
-3,392,288 |
-780,958 |
0.25 |
-0.031 |
-0.021 |
112,539 |
| 0 |
2 |
0 |
0 |
0 |
0.27 |
0.016 |
0.016 |
0 |
| 1 |
18 |
10,878,974 |
10,878,974 |
4,345,457 |
0.53 |
0.107 |
0.108 |
1,703,924 |
| TWN |
-1 |
60 |
-16,704,461 |
-16,704,461 |
-15,390,845 |
0.93 |
-0.031 |
-0.028 |
535,815 |
| 0 |
2 |
0 |
0 |
0 |
0.98 |
-0.005 |
-0.005 |
0 |
| 1 |
37 |
18,967,872 |
18,967,872 |
11,713,512 |
0.81 |
0.091 |
0.100 |
2,068,125 |