Generated at 15:39 on Sunday 08/24/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
526 |
-151,437,329 |
| 0 |
23 |
0 |
| 1 |
386 |
148,768,602 |
|
target_notional |
| target_notional |
-2,668,727 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,089,175 |
-2,668,727 |
29,278,675 |
300,205,932 |
6,797,968 |
0.004 |
-0.009 |
0.098 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-133,253,574 |
| 0 |
0 |
| 1 |
134,342,749 |
|
alpha_notional |
| alpha_notional |
29,278,675 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,587,422 |
| 0 |
0 |
| 1 |
15,691,253 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
47 |
-7,492,247 |
24,481,795 |
1,635,271 |
-0.306 |
0.082 |
| CHN |
361 |
-7,718,512 |
102,143,292 |
4,257,773 |
-0.076 |
0.340 |
| HKG |
120 |
12,475,671 |
34,855,193 |
3,375,314 |
0.358 |
0.116 |
| JPN |
212 |
-6,028,118 |
73,826,599 |
2,350,560 |
-0.082 |
0.246 |
| KOR |
61 |
-7,494,967 |
14,426,791 |
1,998,058 |
-0.520 |
0.048 |
| MYS |
4 |
1,042,857 |
1,042,857 |
184,338 |
1.000 |
0.003 |
| NZL |
1 |
-1,332,532 |
1,332,532 |
386,472 |
-1.000 |
0.004 |
| PHL |
2 |
189,074 |
189,074 |
51,661 |
1.000 |
0.001 |
| SGP |
9 |
2,792,875 |
4,315,363 |
497,015 |
0.647 |
0.014 |
| THA |
22 |
6,993,439 |
12,027,859 |
1,529,326 |
0.581 |
0.040 |
| TWN |
96 |
3,903,732 |
31,564,576 |
1,699,637 |
0.124 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
27 |
-15,987,021 |
| 0 |
4 |
0 |
| 1 |
16 |
8,494,774 |
| CHN |
-1 |
230 |
-54,930,902 |
| 0 |
10 |
0 |
| 1 |
121 |
47,212,390 |
| HKG |
-1 |
42 |
-11,189,761 |
| 0 |
1 |
0 |
| 1 |
77 |
23,665,432 |
| JPN |
-1 |
124 |
-39,927,359 |
| 0 |
6 |
0 |
| 1 |
82 |
33,899,241 |
| KOR |
-1 |
35 |
-10,960,879 |
| 0 |
1 |
0 |
| 1 |
25 |
3,465,912 |
| MYS |
1 |
4 |
1,042,857 |
| NZL |
-1 |
1 |
-1,332,532 |
| PHL |
1 |
2 |
189,074 |
| SGP |
-1 |
4 |
-761,244 |
| 1 |
5 |
3,554,119 |
| THA |
-1 |
5 |
-2,517,210 |
| 0 |
1 |
0 |
| 1 |
16 |
9,510,649 |
| TWN |
-1 |
58 |
-13,830,422 |
| 1 |
38 |
17,734,154 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
27 |
-15,987,021 |
-15,987,021 |
-5,580,917 |
0.50 |
-0.157 |
-0.164 |
2,648,549 |
| 0 |
4 |
0 |
0 |
0 |
0.32 |
-0.088 |
-0.091 |
0 |
| 1 |
16 |
8,494,774 |
8,494,774 |
3,308,293 |
0.29 |
-0.007 |
-0.009 |
-38,441 |
| CHN |
-1 |
230 |
-54,930,902 |
-54,930,902 |
-68,910,235 |
1.42 |
-0.089 |
-0.094 |
6,612,045 |
| 0 |
10 |
0 |
0 |
0 |
1.29 |
-0.057 |
-0.043 |
0 |
| 1 |
121 |
47,212,390 |
47,212,390 |
55,931,634 |
1.34 |
0.076 |
0.078 |
4,992,320 |
| HKG |
-1 |
42 |
-11,189,761 |
-11,189,761 |
-15,594,182 |
1.56 |
0.037 |
0.026 |
-50,152 |
| 0 |
1 |
0 |
0 |
0 |
1.14 |
0.012 |
0.012 |
0 |
| 1 |
77 |
23,665,432 |
23,665,432 |
32,900,033 |
1.59 |
0.166 |
0.169 |
4,671,694 |
| JPN |
-1 |
124 |
-39,927,359 |
-39,927,359 |
-22,881,444 |
0.65 |
-0.053 |
-0.050 |
2,318,663 |
| 0 |
6 |
0 |
0 |
0 |
0.72 |
0.019 |
0.003 |
0 |
| 1 |
82 |
33,899,241 |
33,899,241 |
23,492,324 |
0.83 |
0.050 |
0.048 |
1,976,052 |
| KOR |
-1 |
35 |
-10,960,879 |
-10,960,879 |
-6,324,428 |
0.55 |
-0.156 |
-0.167 |
1,858,744 |
| 0 |
1 |
0 |
0 |
0 |
0.82 |
-0.005 |
-0.005 |
0 |
| 1 |
25 |
3,465,912 |
3,465,912 |
2,031,180 |
0.62 |
0.008 |
0.014 |
65,938 |
| MYS |
1 |
4 |
1,042,857 |
1,042,857 |
260,952 |
0.28 |
0.093 |
0.064 |
108,978 |
| NZL |
-1 |
1 |
-1,332,532 |
-1,332,532 |
-389,288 |
0.29 |
-0.092 |
-0.092 |
122,752 |
| PHL |
1 |
2 |
189,074 |
189,074 |
7,953 |
0.25 |
0.053 |
0.053 |
4,794 |
| SGP |
-1 |
4 |
-761,244 |
-761,244 |
-541,301 |
0.72 |
-0.074 |
-0.048 |
86,031 |
| 1 |
5 |
3,554,119 |
3,554,119 |
1,002,440 |
0.35 |
0.038 |
0.050 |
112,282 |
| THA |
-1 |
5 |
-2,517,210 |
-2,517,210 |
-482,571 |
0.20 |
-0.004 |
0.004 |
-33,364 |
| 0 |
1 |
0 |
0 |
0 |
0.66 |
0.026 |
0.026 |
0 |
| 1 |
16 |
9,510,649 |
9,510,649 |
3,810,017 |
0.54 |
0.097 |
0.084 |
1,458,356 |
| TWN |
-1 |
58 |
-13,830,422 |
-13,830,422 |
-12,549,207 |
0.93 |
-0.007 |
-0.000 |
24,156 |
| 1 |
38 |
17,734,154 |
17,734,154 |
11,597,923 |
0.83 |
0.112 |
0.108 |
2,339,281 |