Generated at 15:19 on Tuesday 08/26/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
541 |
-151,275,396 |
| 0 |
12 |
0 |
| 1 |
402 |
148,818,312 |
|
target_notional |
| target_notional |
-2,457,083 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
542,470 |
-2,457,083 |
29,621,852 |
300,093,708 |
6,744,417 |
0.002 |
-0.008 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-134,030,087 |
| 0 |
0 |
| 1 |
134,572,557 |
|
alpha_notional |
| alpha_notional |
29,621,852 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,465,850 |
| 0 |
0 |
| 1 |
16,156,002 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-7,483,513 |
24,486,169 |
1,626,845 |
-0.306 |
0.082 |
| CHN |
352 |
-7,845,599 |
102,316,515 |
4,298,469 |
-0.077 |
0.341 |
| HKG |
126 |
12,429,068 |
34,709,704 |
3,342,856 |
0.358 |
0.116 |
| JPN |
225 |
-4,664,755 |
73,826,194 |
2,241,781 |
-0.063 |
0.246 |
| KOR |
62 |
-7,507,091 |
14,736,920 |
1,984,822 |
-0.509 |
0.049 |
| MYS |
4 |
1,052,521 |
1,052,521 |
184,147 |
1.000 |
0.004 |
| NZL |
1 |
-1,333,524 |
1,333,524 |
385,038 |
-1.000 |
0.004 |
| PHL |
3 |
196,378 |
196,378 |
58,420 |
1.000 |
0.001 |
| SGP |
10 |
2,375,891 |
4,309,529 |
460,747 |
0.551 |
0.014 |
| THA |
23 |
6,730,879 |
11,657,295 |
1,470,251 |
0.577 |
0.039 |
| TWN |
99 |
3,592,660 |
31,468,958 |
1,688,877 |
0.114 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-15,984,841 |
| 0 |
2 |
0 |
| 1 |
19 |
8,501,328 |
| CHN |
-1 |
227 |
-55,081,057 |
| 0 |
2 |
0 |
| 1 |
123 |
47,235,458 |
| HKG |
-1 |
44 |
-11,140,318 |
| 0 |
1 |
0 |
| 1 |
81 |
23,569,386 |
| JPN |
-1 |
131 |
-39,245,475 |
| 0 |
7 |
0 |
| 1 |
87 |
34,580,720 |
| KOR |
-1 |
36 |
-11,122,005 |
| 1 |
26 |
3,614,914 |
| MYS |
1 |
4 |
1,052,521 |
| NZL |
-1 |
1 |
-1,333,524 |
| PHL |
1 |
3 |
196,378 |
| SGP |
-1 |
5 |
-966,819 |
| 1 |
5 |
3,342,710 |
| THA |
-1 |
7 |
-2,463,208 |
| 1 |
16 |
9,194,087 |
| TWN |
-1 |
61 |
-13,938,149 |
| 1 |
38 |
17,530,809 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-15,984,841 |
-15,984,841 |
-5,187,798 |
0.41 |
-0.159 |
-0.158 |
2,496,367 |
| 0 |
2 |
0 |
0 |
0 |
0.97 |
-0.069 |
-0.069 |
0 |
| 1 |
19 |
8,501,328 |
8,501,328 |
3,135,001 |
0.33 |
-0.012 |
-0.021 |
44,883 |
| CHN |
-1 |
227 |
-55,081,057 |
-55,081,057 |
-68,979,227 |
1.43 |
-0.089 |
-0.090 |
6,825,004 |
| 0 |
2 |
0 |
0 |
0 |
1.88 |
0.030 |
0.030 |
0 |
| 1 |
123 |
47,235,458 |
47,235,458 |
56,235,082 |
1.36 |
0.077 |
0.079 |
4,963,752 |
| HKG |
-1 |
44 |
-11,140,318 |
-11,140,318 |
-15,446,972 |
1.52 |
0.048 |
0.018 |
-202,125 |
| 0 |
1 |
0 |
0 |
0 |
0.58 |
0.004 |
0.004 |
0 |
| 1 |
81 |
23,569,386 |
23,569,386 |
32,958,218 |
1.63 |
0.175 |
0.178 |
4,809,745 |
| JPN |
-1 |
131 |
-39,245,475 |
-39,245,475 |
-23,833,244 |
0.66 |
-0.037 |
-0.032 |
1,653,737 |
| 0 |
7 |
0 |
0 |
0 |
0.60 |
0.015 |
0.017 |
0 |
| 1 |
87 |
34,580,720 |
34,580,720 |
23,665,470 |
0.80 |
0.063 |
0.063 |
2,514,461 |
| KOR |
-1 |
36 |
-11,122,005 |
-11,122,005 |
-6,364,632 |
0.54 |
-0.181 |
-0.189 |
2,211,488 |
| 1 |
26 |
3,614,914 |
3,614,914 |
2,128,210 |
0.61 |
0.006 |
0.004 |
74,711 |
| MYS |
1 |
4 |
1,052,521 |
1,052,521 |
263,044 |
0.28 |
0.093 |
0.072 |
100,301 |
| NZL |
-1 |
1 |
-1,333,524 |
-1,333,524 |
-389,578 |
0.29 |
-0.091 |
-0.091 |
121,510 |
| PHL |
1 |
3 |
196,378 |
196,378 |
24,693 |
0.41 |
0.241 |
0.283 |
25,043 |
| SGP |
-1 |
5 |
-966,819 |
-966,819 |
-654,459 |
0.68 |
-0.055 |
-0.046 |
94,110 |
| 1 |
5 |
3,342,710 |
3,342,710 |
915,691 |
0.35 |
0.033 |
0.010 |
53,111 |
| THA |
-1 |
7 |
-2,463,208 |
-2,463,208 |
-470,125 |
0.33 |
0.009 |
-0.003 |
-51,987 |
| 1 |
16 |
9,194,087 |
9,194,087 |
3,656,541 |
0.50 |
0.113 |
0.106 |
1,405,510 |
| TWN |
-1 |
61 |
-13,938,149 |
-13,938,149 |
-12,704,052 |
0.94 |
-0.032 |
-0.027 |
317,746 |
| 1 |
38 |
17,530,809 |
17,530,809 |
11,590,605 |
0.83 |
0.095 |
0.095 |
2,164,484 |