Generated at 15:19 on Thursday 08/21/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
534 |
-158,389,582 |
| 0 |
20 |
0 |
| 1 |
390 |
154,904,370 |
|
target_notional |
| target_notional |
-3,485,212 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-547,978 |
-3,485,212 |
30,111,966 |
313,293,952 |
6,930,231 |
-0.002 |
-0.011 |
0.096 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-139,562,925 |
| 0 |
0 |
| 1 |
139,014,947 |
|
alpha_notional |
| alpha_notional |
30,111,966 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,005,365 |
| 0 |
0 |
| 1 |
16,106,600 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-7,797,227 |
25,479,920 |
1,719,834 |
-0.306 |
0.081 |
| CHN |
364 |
-9,065,107 |
107,309,198 |
4,549,547 |
-0.084 |
0.343 |
| HKG |
121 |
13,240,699 |
35,529,468 |
3,510,874 |
0.373 |
0.113 |
| JPN |
212 |
-5,737,633 |
77,540,019 |
2,444,737 |
-0.074 |
0.247 |
| KOR |
62 |
-7,797,200 |
14,671,237 |
2,066,165 |
-0.531 |
0.047 |
| MYS |
4 |
1,044,203 |
1,044,203 |
182,672 |
1.000 |
0.003 |
| NZL |
1 |
-1,386,834 |
1,386,834 |
402,668 |
-1.000 |
0.004 |
| PHL |
2 |
187,189 |
187,189 |
51,466 |
1.000 |
0.001 |
| SGP |
9 |
2,994,419 |
4,508,245 |
523,451 |
0.664 |
0.014 |
| THA |
23 |
7,419,880 |
12,750,062 |
1,635,427 |
0.582 |
0.041 |
| TWN |
96 |
3,412,399 |
32,887,578 |
1,769,123 |
0.104 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
28 |
-16,638,574 |
| 0 |
4 |
0 |
| 1 |
18 |
8,841,347 |
| CHN |
-1 |
241 |
-58,187,153 |
| 0 |
4 |
0 |
| 1 |
119 |
49,122,046 |
| HKG |
-1 |
40 |
-11,144,384 |
| 0 |
4 |
0 |
| 1 |
77 |
24,385,083 |
| JPN |
-1 |
122 |
-41,638,826 |
| 0 |
6 |
0 |
| 1 |
84 |
35,901,193 |
| KOR |
-1 |
35 |
-11,234,218 |
| 0 |
1 |
0 |
| 1 |
26 |
3,437,018 |
| MYS |
1 |
4 |
1,044,203 |
| NZL |
-1 |
1 |
-1,386,834 |
| PHL |
1 |
2 |
187,189 |
| SGP |
-1 |
4 |
-756,913 |
| 1 |
5 |
3,751,332 |
| THA |
-1 |
5 |
-2,665,091 |
| 0 |
1 |
0 |
| 1 |
17 |
10,084,971 |
| TWN |
-1 |
58 |
-14,737,589 |
| 1 |
38 |
18,149,989 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
28 |
-16,638,574 |
-16,638,574 |
-5,870,617 |
0.48 |
-0.149 |
-0.146 |
2,598,058 |
| 0 |
4 |
0 |
0 |
0 |
0.63 |
-0.073 |
-0.093 |
0 |
| 1 |
18 |
8,841,347 |
8,841,347 |
3,432,593 |
0.29 |
0.011 |
0.003 |
219,026 |
| CHN |
-1 |
241 |
-58,187,153 |
-58,187,153 |
-72,927,705 |
1.42 |
-0.091 |
-0.091 |
6,813,393 |
| 0 |
4 |
0 |
0 |
0 |
1.32 |
0.020 |
0.018 |
0 |
| 1 |
119 |
49,122,046 |
49,122,046 |
57,677,765 |
1.33 |
0.073 |
0.072 |
4,924,347 |
| HKG |
-1 |
40 |
-11,144,384 |
-11,144,384 |
-15,496,444 |
1.60 |
0.033 |
0.019 |
-30,819 |
| 0 |
4 |
0 |
0 |
0 |
1.55 |
0.053 |
0.019 |
0 |
| 1 |
77 |
24,385,083 |
24,385,083 |
33,776,094 |
1.59 |
0.170 |
0.168 |
4,723,234 |
| JPN |
-1 |
122 |
-41,638,826 |
-41,638,826 |
-23,612,119 |
0.65 |
-0.052 |
-0.050 |
2,405,583 |
| 0 |
6 |
0 |
0 |
0 |
0.61 |
0.004 |
0.006 |
0 |
| 1 |
84 |
35,901,193 |
35,901,193 |
24,825,194 |
0.82 |
0.053 |
0.050 |
2,165,293 |
| KOR |
-1 |
35 |
-11,234,218 |
-11,234,218 |
-6,540,227 |
0.55 |
-0.152 |
-0.160 |
1,815,772 |
| 0 |
1 |
0 |
0 |
0 |
1.03 |
-0.155 |
-0.155 |
0 |
| 1 |
26 |
3,437,018 |
3,437,018 |
2,026,393 |
0.62 |
0.011 |
0.014 |
68,956 |
| MYS |
1 |
4 |
1,044,203 |
1,044,203 |
260,921 |
0.28 |
0.091 |
0.059 |
110,139 |
| NZL |
-1 |
1 |
-1,386,834 |
-1,386,834 |
-405,151 |
0.29 |
-0.136 |
-0.136 |
188,205 |
| PHL |
1 |
2 |
187,189 |
187,189 |
7,874 |
0.25 |
0.069 |
0.069 |
6,525 |
| SGP |
-1 |
4 |
-756,913 |
-756,913 |
-537,595 |
0.72 |
-0.067 |
-0.043 |
85,730 |
| 1 |
5 |
3,751,332 |
3,751,332 |
1,079,739 |
0.35 |
0.044 |
0.064 |
146,346 |
| THA |
-1 |
5 |
-2,665,091 |
-2,665,091 |
-529,299 |
0.20 |
0.002 |
-0.008 |
-25,499 |
| 0 |
1 |
0 |
0 |
0 |
0.44 |
0.052 |
0.052 |
0 |
| 1 |
17 |
10,084,971 |
10,084,971 |
4,091,281 |
0.55 |
0.107 |
0.101 |
1,550,517 |
| TWN |
-1 |
58 |
-14,737,589 |
-14,737,589 |
-13,643,767 |
0.93 |
-0.015 |
-0.004 |
154,941 |
| 1 |
38 |
18,149,989 |
18,149,989 |
11,837,092 |
0.83 |
0.107 |
0.108 |
2,192,217 |