Generated at 18:44 on Monday 08/18/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
553 |
-168,492,498 |
| 0 |
24 |
0 |
| 1 |
403 |
167,682,742 |
|
target_notional |
| target_notional |
-809,757 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
497,648 |
-809,757 |
32,545,727 |
336,175,240 |
7,359,380 |
0.001 |
-0.002 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-148,466,763 |
| 0 |
0 |
| 1 |
148,964,411 |
|
alpha_notional |
| alpha_notional |
32,545,727 |
|
alpha_notional |
| pos_sign |
|
| -1 |
15,051,444 |
| 0 |
0 |
| 1 |
17,494,284 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-8,397,271 |
27,440,278 |
1,819,335 |
-0.306 |
0.082 |
| CHN |
376 |
-7,762,349 |
114,233,213 |
4,234,635 |
-0.068 |
0.340 |
| HKG |
120 |
16,561,438 |
37,515,446 |
4,369,283 |
0.441 |
0.112 |
| JPN |
230 |
-6,228,772 |
85,499,370 |
2,586,896 |
-0.073 |
0.254 |
| KOR |
63 |
-8,397,105 |
15,334,158 |
2,207,862 |
-0.548 |
0.046 |
| MYS |
4 |
1,048,195 |
1,048,195 |
183,600 |
1.000 |
0.003 |
| NZL |
1 |
-1,493,539 |
1,493,539 |
435,579 |
-1.000 |
0.004 |
| PHL |
2 |
186,143 |
186,143 |
51,004 |
1.000 |
0.001 |
| SGP |
10 |
3,430,947 |
4,845,966 |
572,367 |
0.708 |
0.014 |
| THA |
24 |
7,627,262 |
13,660,257 |
1,726,890 |
0.558 |
0.041 |
| TWN |
99 |
2,615,295 |
34,918,675 |
1,919,581 |
0.075 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-17,918,774 |
| 0 |
2 |
0 |
| 1 |
14 |
9,521,504 |
| CHN |
-1 |
244 |
-60,997,781 |
| 0 |
4 |
0 |
| 1 |
128 |
53,235,432 |
| HKG |
-1 |
36 |
-10,477,004 |
| 0 |
3 |
0 |
| 1 |
81 |
27,038,442 |
| JPN |
-1 |
132 |
-45,864,071 |
| 0 |
12 |
0 |
| 1 |
86 |
39,635,299 |
| KOR |
-1 |
35 |
-11,865,631 |
| 0 |
1 |
0 |
| 1 |
27 |
3,468,526 |
| MYS |
1 |
4 |
1,048,195 |
| NZL |
-1 |
1 |
-1,493,539 |
| PHL |
1 |
2 |
186,143 |
| SGP |
-1 |
4 |
-707,509 |
| 1 |
6 |
4,138,456 |
| THA |
-1 |
6 |
-3,016,497 |
| 1 |
18 |
10,643,760 |
| TWN |
-1 |
60 |
-16,151,690 |
| 0 |
2 |
0 |
| 1 |
37 |
18,766,985 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-17,918,774 |
-17,918,774 |
-7,406,084 |
0.53 |
-0.152 |
-0.145 |
2,755,809 |
| 0 |
2 |
0 |
0 |
0 |
1.47 |
-0.099 |
-0.099 |
0 |
| 1 |
14 |
9,521,504 |
9,521,504 |
2,991,772 |
0.27 |
-0.004 |
-0.001 |
58,249 |
| CHN |
-1 |
244 |
-60,997,781 |
-60,997,781 |
-74,917,513 |
1.41 |
-0.075 |
-0.078 |
5,909,368 |
| 0 |
4 |
0 |
0 |
0 |
1.48 |
0.031 |
0.031 |
0 |
| 1 |
128 |
53,235,432 |
53,235,432 |
62,794,414 |
1.35 |
0.086 |
0.085 |
6,226,504 |
| HKG |
-1 |
36 |
-10,477,004 |
-10,477,004 |
-15,079,023 |
1.63 |
0.021 |
0.013 |
187,835 |
| 0 |
3 |
0 |
0 |
0 |
1.33 |
0.100 |
0.097 |
0 |
| 1 |
81 |
27,038,442 |
27,038,442 |
38,523,712 |
1.56 |
0.169 |
0.167 |
5,660,217 |
| JPN |
-1 |
132 |
-45,864,071 |
-45,864,071 |
-27,408,150 |
0.67 |
-0.067 |
-0.063 |
3,466,191 |
| 0 |
12 |
0 |
0 |
0 |
0.69 |
-0.009 |
-0.008 |
0 |
| 1 |
86 |
39,635,299 |
39,635,299 |
25,074,438 |
0.80 |
0.035 |
0.032 |
1,485,393 |
| KOR |
-1 |
35 |
-11,865,631 |
-11,865,631 |
-6,941,233 |
0.55 |
-0.159 |
-0.161 |
2,003,930 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
-0.189 |
-0.189 |
0 |
| 1 |
27 |
3,468,526 |
3,468,526 |
2,001,590 |
0.60 |
-0.000 |
0.006 |
12,339 |
| MYS |
1 |
4 |
1,048,195 |
1,048,195 |
261,132 |
0.28 |
0.080 |
0.053 |
96,629 |
| NZL |
-1 |
1 |
-1,493,539 |
-1,493,539 |
-436,325 |
0.29 |
-0.143 |
-0.143 |
212,835 |
| PHL |
1 |
2 |
186,143 |
186,143 |
7,830 |
0.25 |
0.043 |
0.043 |
59 |
| SGP |
-1 |
4 |
-707,509 |
-707,509 |
-505,351 |
0.72 |
-0.060 |
-0.022 |
86,152 |
| 1 |
6 |
4,138,456 |
4,138,456 |
1,222,469 |
0.41 |
0.034 |
0.034 |
102,262 |
| THA |
-1 |
6 |
-3,016,497 |
-3,016,497 |
-660,170 |
0.25 |
0.003 |
0.012 |
2,745 |
| 1 |
18 |
10,643,760 |
10,643,760 |
4,323,570 |
0.53 |
0.121 |
0.108 |
1,858,275 |
| TWN |
-1 |
60 |
-16,151,690 |
-16,151,690 |
-15,112,914 |
0.93 |
-0.028 |
-0.021 |
426,579 |
| 0 |
2 |
0 |
0 |
0 |
0.84 |
-0.086 |
-0.086 |
0 |
| 1 |
37 |
18,766,985 |
18,766,985 |
11,763,486 |
0.81 |
0.088 |
0.100 |
1,994,357 |