Generated at 16:38 on Wednesday 08/20/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
546 |
-161,976,770 |
| 0 |
20 |
0 |
| 1 |
392 |
159,002,026 |
|
target_notional |
| target_notional |
-2,974,744 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-675,742 |
-2,974,744 |
30,587,398 |
320,978,795 |
7,066,145 |
-0.002 |
-0.009 |
0.095 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-142,382,662 |
| 0 |
0 |
| 1 |
141,706,921 |
|
alpha_notional |
| alpha_notional |
30,587,398 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,849,152 |
| 0 |
0 |
| 1 |
16,738,246 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
51 |
-7,990,173 |
26,126,471 |
1,726,070 |
-0.306 |
0.081 |
| CHN |
370 |
-9,030,638 |
109,826,798 |
4,544,681 |
-0.082 |
0.342 |
| HKG |
121 |
14,640,671 |
36,095,041 |
3,858,119 |
0.406 |
0.112 |
| JPN |
215 |
-6,437,406 |
79,857,243 |
2,524,078 |
-0.081 |
0.249 |
| KOR |
62 |
-7,999,896 |
14,922,613 |
2,107,274 |
-0.536 |
0.046 |
| MYS |
4 |
1,040,282 |
1,040,282 |
183,189 |
1.000 |
0.003 |
| NZL |
1 |
-1,422,408 |
1,422,408 |
414,393 |
-1.000 |
0.004 |
| PHL |
2 |
186,747 |
186,747 |
51,410 |
1.000 |
0.001 |
| SGP |
10 |
3,140,412 |
4,594,484 |
537,424 |
0.684 |
0.014 |
| THA |
24 |
7,491,359 |
13,315,790 |
1,686,081 |
0.563 |
0.041 |
| TWN |
98 |
3,406,305 |
33,590,918 |
1,821,550 |
0.101 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-17,058,322 |
| 0 |
2 |
0 |
| 1 |
18 |
9,068,149 |
| CHN |
-1 |
247 |
-59,428,718 |
| 0 |
3 |
0 |
| 1 |
120 |
50,398,080 |
| HKG |
-1 |
40 |
-10,727,185 |
| 0 |
2 |
0 |
| 1 |
79 |
25,367,856 |
| JPN |
-1 |
124 |
-43,147,324 |
| 0 |
9 |
0 |
| 1 |
82 |
36,709,919 |
| KOR |
-1 |
35 |
-11,461,254 |
| 1 |
27 |
3,461,358 |
| MYS |
1 |
4 |
1,040,282 |
| NZL |
-1 |
1 |
-1,422,408 |
| PHL |
1 |
2 |
186,747 |
| SGP |
-1 |
4 |
-727,036 |
| 0 |
1 |
0 |
| 1 |
5 |
3,867,448 |
| THA |
-1 |
6 |
-2,912,215 |
| 0 |
1 |
0 |
| 1 |
17 |
10,403,574 |
| TWN |
-1 |
58 |
-15,092,307 |
| 0 |
2 |
0 |
| 1 |
38 |
18,498,612 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-17,058,322 |
-17,058,322 |
-6,256,856 |
0.48 |
-0.134 |
-0.129 |
2,511,534 |
| 0 |
2 |
0 |
0 |
0 |
0.19 |
-0.102 |
-0.102 |
0 |
| 1 |
18 |
9,068,149 |
9,068,149 |
3,464,302 |
0.33 |
0.009 |
0.008 |
166,606 |
| CHN |
-1 |
247 |
-59,428,718 |
-59,428,718 |
-74,111,674 |
1.42 |
-0.088 |
-0.091 |
6,536,292 |
| 0 |
3 |
0 |
0 |
0 |
1.52 |
0.002 |
0.027 |
0 |
| 1 |
120 |
50,398,080 |
50,398,080 |
58,437,210 |
1.33 |
0.075 |
0.071 |
5,312,280 |
| HKG |
-1 |
40 |
-10,727,185 |
-10,727,185 |
-15,231,682 |
1.60 |
0.029 |
0.023 |
-74,943 |
| 0 |
2 |
0 |
0 |
0 |
1.08 |
0.099 |
0.099 |
0 |
| 1 |
79 |
25,367,856 |
25,367,856 |
36,004,941 |
1.59 |
0.162 |
0.165 |
4,970,245 |
| JPN |
-1 |
124 |
-43,147,324 |
-43,147,324 |
-24,451,233 |
0.65 |
-0.058 |
-0.054 |
2,777,415 |
| 0 |
9 |
0 |
0 |
0 |
0.80 |
0.019 |
0.014 |
0 |
| 1 |
82 |
36,709,919 |
36,709,919 |
24,269,058 |
0.82 |
0.049 |
0.045 |
2,021,546 |
| KOR |
-1 |
35 |
-11,461,254 |
-11,461,254 |
-6,713,860 |
0.55 |
-0.154 |
-0.156 |
1,883,579 |
| 1 |
27 |
3,461,358 |
3,461,358 |
2,054,864 |
0.64 |
0.010 |
0.014 |
65,558 |
| MYS |
1 |
4 |
1,040,282 |
1,040,282 |
259,780 |
0.28 |
0.089 |
0.055 |
112,272 |
| NZL |
-1 |
1 |
-1,422,408 |
-1,422,408 |
-415,544 |
0.29 |
-0.131 |
-0.131 |
185,666 |
| PHL |
1 |
2 |
186,747 |
186,747 |
7,855 |
0.25 |
0.052 |
0.052 |
2,859 |
| SGP |
-1 |
4 |
-727,036 |
-727,036 |
-521,039 |
0.72 |
-0.062 |
-0.035 |
81,346 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
0.005 |
0.005 |
0 |
| 1 |
5 |
3,867,448 |
3,867,448 |
1,116,471 |
0.35 |
0.041 |
0.053 |
119,031 |
| THA |
-1 |
6 |
-2,912,215 |
-2,912,215 |
-623,228 |
0.25 |
-0.001 |
-0.001 |
27,517 |
| 0 |
1 |
0 |
0 |
0 |
0.31 |
0.038 |
0.038 |
0 |
| 1 |
17 |
10,403,574 |
10,403,574 |
4,260,913 |
0.55 |
0.117 |
0.110 |
1,627,320 |
| TWN |
-1 |
58 |
-15,092,307 |
-15,092,307 |
-14,057,546 |
0.93 |
-0.005 |
0.005 |
-79,253 |
| 0 |
2 |
0 |
0 |
0 |
0.75 |
0.030 |
0.030 |
0 |
| 1 |
38 |
18,498,612 |
18,498,612 |
11,831,526 |
0.83 |
0.118 |
0.112 |
2,340,528 |