Generated at 15:18 on Wednesday 08/27/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
543 |
-150,928,873 |
| 0 |
11 |
0 |
| 1 |
412 |
148,945,121 |
|
target_notional |
| target_notional |
-1,983,752 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
726,794 |
-1,983,752 |
30,028,332 |
299,873,994 |
6,671,290 |
0.002 |
-0.007 |
0.100 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-134,510,080 |
| 0 |
0 |
| 1 |
135,236,874 |
|
alpha_notional |
| alpha_notional |
30,028,332 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,090,856 |
| 0 |
0 |
| 1 |
15,937,476 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-7,487,179 |
24,489,020 |
1,628,421 |
-0.306 |
0.082 |
| CHN |
365 |
-7,110,670 |
101,947,051 |
4,259,774 |
-0.070 |
0.340 |
| HKG |
128 |
12,423,198 |
34,115,333 |
3,309,566 |
0.364 |
0.114 |
| JPN |
222 |
-4,316,836 |
74,694,370 |
2,306,232 |
-0.058 |
0.249 |
| KOR |
62 |
-7,497,943 |
14,770,481 |
1,978,645 |
-0.508 |
0.049 |
| MYS |
4 |
1,039,721 |
1,039,721 |
183,674 |
1.000 |
0.003 |
| NZL |
1 |
-1,333,532 |
1,333,532 |
383,345 |
-1.000 |
0.004 |
| PHL |
3 |
210,722 |
210,722 |
63,025 |
1.000 |
0.001 |
| SGP |
10 |
2,106,371 |
4,204,582 |
439,200 |
0.501 |
0.014 |
| THA |
23 |
6,714,460 |
11,570,220 |
1,462,783 |
0.580 |
0.039 |
| TWN |
99 |
3,267,937 |
31,498,964 |
1,672,564 |
0.104 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
27 |
-15,988,100 |
| 0 |
2 |
0 |
| 1 |
20 |
8,500,920 |
| CHN |
-1 |
230 |
-54,528,860 |
| 0 |
3 |
0 |
| 1 |
132 |
47,418,190 |
| HKG |
-1 |
44 |
-10,846,068 |
| 0 |
2 |
0 |
| 1 |
82 |
23,269,266 |
| JPN |
-1 |
132 |
-39,505,603 |
| 0 |
3 |
0 |
| 1 |
87 |
35,188,767 |
| KOR |
-1 |
36 |
-11,134,212 |
| 1 |
26 |
3,636,269 |
| MYS |
1 |
4 |
1,039,721 |
| NZL |
-1 |
1 |
-1,333,532 |
| PHL |
1 |
3 |
210,722 |
| SGP |
-1 |
5 |
-1,049,105 |
| 1 |
5 |
3,155,476 |
| THA |
-1 |
7 |
-2,427,880 |
| 1 |
16 |
9,142,340 |
| TWN |
-1 |
61 |
-14,115,514 |
| 0 |
1 |
0 |
| 1 |
37 |
17,383,450 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
27 |
-15,988,100 |
-15,988,100 |
-5,070,226 |
0.44 |
-0.165 |
-0.165 |
2,623,690 |
| 0 |
2 |
0 |
0 |
0 |
0.30 |
-0.104 |
-0.104 |
0 |
| 1 |
20 |
8,500,920 |
8,500,920 |
2,952,862 |
0.30 |
-0.021 |
-0.017 |
-177,814 |
| CHN |
-1 |
230 |
-54,528,860 |
-54,528,860 |
-69,662,997 |
1.43 |
-0.080 |
-0.083 |
6,404,289 |
| 0 |
3 |
0 |
0 |
0 |
1.65 |
-0.039 |
-0.047 |
0 |
| 1 |
132 |
47,418,190 |
47,418,190 |
56,826,422 |
1.41 |
0.090 |
0.096 |
5,770,845 |
| HKG |
-1 |
44 |
-10,846,068 |
-10,846,068 |
-14,881,206 |
1.51 |
0.037 |
0.016 |
-155,459 |
| 0 |
2 |
0 |
0 |
0 |
1.08 |
0.096 |
0.096 |
0 |
| 1 |
82 |
23,269,266 |
23,269,266 |
32,571,102 |
1.65 |
0.172 |
0.172 |
4,672,418 |
| JPN |
-1 |
132 |
-39,505,603 |
-39,505,603 |
-24,134,601 |
0.65 |
-0.049 |
-0.047 |
2,263,125 |
| 0 |
3 |
0 |
0 |
0 |
0.63 |
0.026 |
0.043 |
0 |
| 1 |
87 |
35,188,767 |
35,188,767 |
24,438,052 |
0.81 |
0.051 |
0.053 |
2,295,016 |
| KOR |
-1 |
36 |
-11,134,212 |
-11,134,212 |
-6,324,768 |
0.54 |
-0.181 |
-0.187 |
2,247,257 |
| 1 |
26 |
3,636,269 |
3,636,269 |
2,139,604 |
0.61 |
0.000 |
0.002 |
35,041 |
| MYS |
1 |
4 |
1,039,721 |
1,039,721 |
260,306 |
0.28 |
0.092 |
0.065 |
104,073 |
| NZL |
-1 |
1 |
-1,333,532 |
-1,333,532 |
-389,580 |
0.29 |
-0.107 |
-0.107 |
143,122 |
| PHL |
1 |
3 |
210,722 |
210,722 |
27,606 |
0.41 |
0.154 |
0.138 |
11,411 |
| SGP |
-1 |
5 |
-1,049,105 |
-1,049,105 |
-707,237 |
0.68 |
-0.059 |
-0.045 |
114,571 |
| 1 |
5 |
3,155,476 |
3,155,476 |
848,212 |
0.35 |
0.019 |
0.012 |
40,653 |
| THA |
-1 |
7 |
-2,427,880 |
-2,427,880 |
-448,961 |
0.33 |
-0.011 |
-0.015 |
-15,372 |
| 1 |
16 |
9,142,340 |
9,142,340 |
3,641,595 |
0.50 |
0.114 |
0.106 |
1,408,293 |
| TWN |
-1 |
61 |
-14,115,514 |
-14,115,514 |
-12,890,505 |
0.94 |
-0.049 |
-0.052 |
465,633 |
| 0 |
1 |
0 |
0 |
0 |
0.99 |
-0.028 |
-0.028 |
0 |
| 1 |
37 |
17,383,450 |
17,383,450 |
11,531,113 |
0.82 |
0.073 |
0.074 |
1,777,540 |