Generated at 15:18 on Monday 08/25/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
539 |
-151,124,591 |
| 0 |
11 |
0 |
| 1 |
393 |
148,790,143 |
|
target_notional |
| target_notional |
-2,334,448 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,259,317 |
-2,334,448 |
29,651,618 |
299,914,734 |
6,699,783 |
0.004 |
-0.008 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-133,217,306 |
| 0 |
0 |
| 1 |
134,476,623 |
|
alpha_notional |
| alpha_notional |
29,651,618 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,278,977 |
| 0 |
0 |
| 1 |
16,372,642 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-7,491,269 |
24,493,924 |
1,647,611 |
-0.306 |
0.082 |
| CHN |
353 |
-7,495,864 |
101,956,510 |
4,209,448 |
-0.074 |
0.340 |
| HKG |
123 |
12,158,715 |
34,864,913 |
3,284,852 |
0.349 |
0.116 |
| JPN |
221 |
-5,352,437 |
73,666,352 |
2,304,848 |
-0.073 |
0.246 |
| KOR |
60 |
-7,496,167 |
14,669,502 |
2,005,717 |
-0.511 |
0.049 |
| MYS |
4 |
1,041,354 |
1,041,354 |
183,273 |
1.000 |
0.003 |
| NZL |
1 |
-1,333,517 |
1,333,517 |
386,706 |
-1.000 |
0.004 |
| PHL |
3 |
201,748 |
201,748 |
55,313 |
1.000 |
0.001 |
| SGP |
10 |
2,593,509 |
4,272,117 |
474,791 |
0.607 |
0.014 |
| THA |
24 |
6,732,991 |
11,918,564 |
1,491,885 |
0.565 |
0.040 |
| TWN |
98 |
4,106,488 |
31,496,232 |
1,711,053 |
0.130 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
28 |
-15,992,597 |
| 0 |
1 |
0 |
| 1 |
17 |
8,501,327 |
| CHN |
-1 |
229 |
-54,726,187 |
| 0 |
2 |
0 |
| 1 |
122 |
47,230,323 |
| HKG |
-1 |
45 |
-11,353,099 |
| 1 |
78 |
23,511,814 |
| JPN |
-1 |
129 |
-39,509,394 |
| 0 |
7 |
0 |
| 1 |
85 |
34,156,957 |
| KOR |
-1 |
35 |
-11,082,835 |
| 1 |
25 |
3,586,668 |
| MYS |
1 |
4 |
1,041,354 |
| NZL |
-1 |
1 |
-1,333,517 |
| PHL |
1 |
3 |
201,748 |
| SGP |
-1 |
5 |
-839,304 |
| 1 |
5 |
3,432,813 |
| THA |
-1 |
7 |
-2,592,787 |
| 0 |
1 |
0 |
| 1 |
16 |
9,325,778 |
| TWN |
-1 |
60 |
-13,694,872 |
| 1 |
38 |
17,801,360 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
28 |
-15,992,597 |
-15,992,597 |
-5,552,687 |
0.50 |
-0.151 |
-0.150 |
2,474,493 |
| 0 |
1 |
0 |
0 |
0 |
0.27 |
-0.115 |
-0.115 |
0 |
| 1 |
17 |
8,501,327 |
8,501,327 |
3,243,503 |
0.30 |
0.004 |
-0.018 |
138,778 |
| CHN |
-1 |
229 |
-54,726,187 |
-54,726,187 |
-68,391,200 |
1.42 |
-0.087 |
-0.090 |
6,635,345 |
| 0 |
2 |
0 |
0 |
0 |
0.62 |
-0.070 |
-0.070 |
0 |
| 1 |
122 |
47,230,323 |
47,230,323 |
56,240,311 |
1.36 |
0.077 |
0.081 |
5,140,223 |
| HKG |
-1 |
45 |
-11,353,099 |
-11,353,099 |
-15,800,158 |
1.50 |
0.041 |
0.018 |
-165,524 |
| 1 |
78 |
23,511,814 |
23,511,814 |
32,816,889 |
1.59 |
0.169 |
0.174 |
4,591,429 |
| JPN |
-1 |
129 |
-39,509,394 |
-39,509,394 |
-23,162,040 |
0.64 |
-0.045 |
-0.040 |
1,963,616 |
| 0 |
7 |
0 |
0 |
0 |
0.88 |
-0.011 |
-0.006 |
0 |
| 1 |
85 |
34,156,957 |
34,156,957 |
23,379,157 |
0.80 |
0.060 |
0.059 |
2,457,721 |
| KOR |
-1 |
35 |
-11,082,835 |
-11,082,835 |
-6,392,173 |
0.55 |
-0.171 |
-0.176 |
2,031,803 |
| 1 |
25 |
3,586,668 |
3,586,668 |
2,101,710 |
0.62 |
0.003 |
0.010 |
46,532 |
| MYS |
1 |
4 |
1,041,354 |
1,041,354 |
260,215 |
0.28 |
0.091 |
0.062 |
104,512 |
| NZL |
-1 |
1 |
-1,333,517 |
-1,333,517 |
-389,575 |
0.29 |
-0.090 |
-0.090 |
120,599 |
| PHL |
1 |
3 |
201,748 |
201,748 |
17,451 |
0.41 |
0.168 |
0.140 |
8,053 |
| SGP |
-1 |
5 |
-839,304 |
-839,304 |
-581,459 |
0.68 |
-0.055 |
-0.045 |
91,678 |
| 1 |
5 |
3,432,813 |
3,432,813 |
957,214 |
0.35 |
0.035 |
0.021 |
68,997 |
| THA |
-1 |
7 |
-2,592,787 |
-2,592,787 |
-501,718 |
0.33 |
-0.023 |
-0.029 |
5,028 |
| 0 |
1 |
0 |
0 |
0 |
0.77 |
0.024 |
0.024 |
0 |
| 1 |
16 |
9,325,778 |
9,325,778 |
3,704,434 |
0.50 |
0.108 |
0.086 |
1,474,382 |
| TWN |
-1 |
60 |
-13,694,872 |
-13,694,872 |
-12,446,296 |
0.94 |
-0.022 |
-0.009 |
121,938 |
| 1 |
38 |
17,801,360 |
17,801,360 |
11,755,739 |
0.83 |
0.105 |
0.102 |
2,342,014 |