Generated at 16:51 on Tuesday 08/19/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
549 |
-164,596,526 |
| 0 |
28 |
0 |
| 1 |
395 |
163,414,378 |
|
target_notional |
| target_notional |
-1,182,148 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
797,096 |
-1,182,148 |
31,881,039 |
328,010,904 |
7,192,301 |
0.002 |
-0.004 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-144,175,538 |
| 0 |
0 |
| 1 |
144,972,634 |
|
alpha_notional |
| alpha_notional |
31,881,039 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,403,595 |
| 0 |
0 |
| 1 |
17,477,445 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-8,193,712 |
26,778,961 |
1,734,914 |
-0.306 |
0.082 |
| CHN |
376 |
-7,315,083 |
111,438,853 |
4,233,868 |
-0.066 |
0.340 |
| HKG |
121 |
15,544,009 |
36,746,916 |
4,116,528 |
0.423 |
0.112 |
| JPN |
223 |
-6,654,391 |
82,680,310 |
2,571,277 |
-0.080 |
0.252 |
| KOR |
63 |
-8,203,707 |
15,126,360 |
2,164,374 |
-0.542 |
0.046 |
| MYS |
4 |
1,052,889 |
1,052,889 |
183,621 |
1.000 |
0.003 |
| NZL |
1 |
-1,457,978 |
1,457,978 |
424,318 |
-1.000 |
0.004 |
| PHL |
2 |
189,041 |
189,041 |
52,091 |
1.000 |
0.001 |
| SGP |
10 |
3,400,965 |
4,818,143 |
569,036 |
0.706 |
0.015 |
| THA |
24 |
7,659,174 |
13,573,324 |
1,718,053 |
0.564 |
0.041 |
| TWN |
97 |
2,796,645 |
34,148,131 |
1,878,719 |
0.082 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-17,486,336 |
| 0 |
4 |
0 |
| 1 |
15 |
9,292,624 |
| CHN |
-1 |
245 |
-59,376,968 |
| 0 |
9 |
0 |
| 1 |
122 |
52,061,885 |
| HKG |
-1 |
40 |
-10,601,453 |
| 0 |
2 |
0 |
| 1 |
79 |
26,145,462 |
| JPN |
-1 |
127 |
-44,667,350 |
| 0 |
11 |
0 |
| 1 |
85 |
38,012,959 |
| KOR |
-1 |
35 |
-11,665,034 |
| 0 |
1 |
0 |
| 1 |
27 |
3,461,326 |
| MYS |
1 |
4 |
1,052,889 |
| NZL |
-1 |
1 |
-1,457,978 |
| PHL |
1 |
2 |
189,041 |
| SGP |
-1 |
4 |
-708,589 |
| 1 |
6 |
4,109,554 |
| THA |
-1 |
6 |
-2,957,075 |
| 1 |
18 |
10,616,249 |
| TWN |
-1 |
59 |
-15,675,743 |
| 0 |
1 |
0 |
| 1 |
37 |
18,472,388 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-17,486,336 |
-17,486,336 |
-6,821,187 |
0.48 |
-0.137 |
-0.137 |
2,467,650 |
| 0 |
4 |
0 |
0 |
0 |
0.98 |
-0.150 |
-0.111 |
0 |
| 1 |
15 |
9,292,624 |
9,292,624 |
3,160,171 |
0.28 |
0.009 |
0.004 |
136,181 |
| CHN |
-1 |
245 |
-59,376,968 |
-59,376,968 |
-73,145,942 |
1.42 |
-0.076 |
-0.082 |
5,981,602 |
| 0 |
9 |
0 |
0 |
0 |
1.34 |
0.011 |
0.068 |
0 |
| 1 |
122 |
52,061,885 |
52,061,885 |
60,766,855 |
1.34 |
0.089 |
0.086 |
6,455,538 |
| HKG |
-1 |
40 |
-10,601,453 |
-10,601,453 |
-15,112,933 |
1.60 |
0.021 |
0.017 |
46,667 |
| 0 |
2 |
0 |
0 |
0 |
0.87 |
0.079 |
0.079 |
0 |
| 1 |
79 |
26,145,462 |
26,145,462 |
37,310,212 |
1.58 |
0.168 |
0.165 |
5,356,553 |
| JPN |
-1 |
127 |
-44,667,350 |
-44,667,350 |
-25,967,849 |
0.65 |
-0.070 |
-0.067 |
3,401,072 |
| 0 |
11 |
0 |
0 |
0 |
0.83 |
0.017 |
0.024 |
0 |
| 1 |
85 |
38,012,959 |
38,012,959 |
24,300,690 |
0.82 |
0.036 |
0.032 |
1,506,924 |
| KOR |
-1 |
35 |
-11,665,034 |
-11,665,034 |
-6,849,266 |
0.55 |
-0.156 |
-0.160 |
1,948,215 |
| 0 |
1 |
0 |
0 |
0 |
-0.15 |
-0.145 |
-0.145 |
0 |
| 1 |
27 |
3,461,326 |
3,461,326 |
2,034,146 |
0.64 |
0.005 |
0.010 |
39,073 |
| MYS |
1 |
4 |
1,052,889 |
1,052,889 |
262,693 |
0.28 |
0.071 |
0.035 |
91,558 |
| NZL |
-1 |
1 |
-1,457,978 |
-1,457,978 |
-425,936 |
0.29 |
-0.143 |
-0.143 |
208,323 |
| PHL |
1 |
2 |
189,041 |
189,041 |
7,951 |
0.25 |
0.075 |
0.075 |
-6,233 |
| SGP |
-1 |
4 |
-708,589 |
-708,589 |
-504,421 |
0.72 |
-0.066 |
-0.032 |
84,568 |
| 1 |
6 |
4,109,554 |
4,109,554 |
1,205,244 |
0.41 |
0.030 |
0.018 |
57,432 |
| THA |
-1 |
6 |
-2,957,075 |
-2,957,075 |
-659,242 |
0.25 |
-0.012 |
-0.000 |
40,683 |
| 1 |
18 |
10,616,249 |
10,616,249 |
4,320,512 |
0.53 |
0.125 |
0.117 |
1,882,163 |
| TWN |
-1 |
59 |
-15,675,743 |
-15,675,743 |
-14,688,762 |
0.94 |
-0.020 |
-0.018 |
224,816 |
| 0 |
1 |
0 |
0 |
0 |
0.88 |
-0.065 |
-0.065 |
0 |
| 1 |
37 |
18,472,388 |
18,472,388 |
11,604,159 |
0.81 |
0.092 |
0.096 |
1,958,255 |