Generated at 15:18 on Thursday 08/28/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
545 |
-150,510,782 |
| 0 |
19 |
0 |
| 1 |
414 |
149,210,180 |
|
target_notional |
| target_notional |
-1,300,602 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
289,159 |
-1,300,602 |
29,778,022 |
299,720,962 |
6,664,320 |
0.001 |
-0.004 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-135,451,807 |
| 0 |
0 |
| 1 |
135,740,966 |
|
alpha_notional |
| alpha_notional |
29,778,022 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,025,442 |
| 0 |
0 |
| 1 |
15,752,579 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-7,493,553 |
24,496,552 |
1,635,353 |
-0.306 |
0.082 |
| CHN |
362 |
-6,787,326 |
101,947,618 |
4,657,861 |
-0.067 |
0.340 |
| HKG |
129 |
12,820,959 |
33,469,466 |
3,394,281 |
0.383 |
0.112 |
| JPN |
232 |
-4,740,484 |
75,689,484 |
2,309,372 |
-0.063 |
0.253 |
| KOR |
65 |
-7,495,653 |
14,497,946 |
1,961,422 |
-0.517 |
0.048 |
| MYS |
4 |
1,036,521 |
1,036,521 |
182,239 |
1.000 |
0.003 |
| NZL |
1 |
-1,315,322 |
1,315,322 |
378,761 |
-1.000 |
0.004 |
| PHL |
3 |
204,316 |
204,316 |
61,902 |
1.000 |
0.001 |
| SGP |
10 |
1,848,238 |
4,260,040 |
425,400 |
0.434 |
0.014 |
| THA |
25 |
6,829,204 |
11,740,807 |
1,494,440 |
0.582 |
0.039 |
| TWN |
98 |
3,792,497 |
31,062,890 |
1,677,079 |
0.122 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
25 |
-15,995,053 |
| 0 |
4 |
0 |
| 1 |
20 |
8,501,500 |
| CHN |
-1 |
226 |
-54,367,472 |
| 0 |
5 |
0 |
| 1 |
131 |
47,580,146 |
| HKG |
-1 |
45 |
-10,324,254 |
| 0 |
1 |
0 |
| 1 |
83 |
23,145,212 |
| JPN |
-1 |
135 |
-40,214,984 |
| 0 |
7 |
0 |
| 1 |
90 |
35,474,500 |
| KOR |
-1 |
39 |
-10,996,800 |
| 1 |
26 |
3,501,146 |
| MYS |
1 |
4 |
1,036,521 |
| NZL |
-1 |
1 |
-1,315,322 |
| PHL |
1 |
3 |
204,316 |
| SGP |
-1 |
5 |
-1,205,901 |
| 1 |
5 |
3,054,139 |
| THA |
-1 |
8 |
-2,455,801 |
| 0 |
2 |
0 |
| 1 |
15 |
9,285,006 |
| TWN |
-1 |
61 |
-13,635,196 |
| 1 |
37 |
17,427,694 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
25 |
-15,995,053 |
-15,995,053 |
-4,722,853 |
0.40 |
-0.157 |
-0.159 |
2,506,334 |
| 0 |
4 |
0 |
0 |
0 |
0.61 |
-0.139 |
-0.147 |
0 |
| 1 |
20 |
8,501,500 |
8,501,500 |
2,891,421 |
0.30 |
-0.018 |
-0.027 |
-146,495 |
| CHN |
-1 |
226 |
-54,367,472 |
-54,367,472 |
-72,557,614 |
1.43 |
-0.087 |
-0.095 |
6,836,186 |
| 0 |
5 |
0 |
0 |
0 |
0.98 |
0.021 |
0.056 |
0 |
| 1 |
131 |
47,580,146 |
47,580,146 |
56,712,322 |
1.41 |
0.079 |
0.084 |
5,487,023 |
| HKG |
-1 |
45 |
-10,324,254 |
-10,324,254 |
-14,014,727 |
1.49 |
0.050 |
0.020 |
-215,919 |
| 0 |
1 |
0 |
0 |
0 |
-0.02 |
0.086 |
0.086 |
0 |
| 1 |
83 |
23,145,212 |
23,145,212 |
32,924,961 |
1.67 |
0.179 |
0.178 |
4,659,538 |
| JPN |
-1 |
135 |
-40,214,984 |
-40,214,984 |
-24,039,211 |
0.66 |
-0.054 |
-0.048 |
2,413,393 |
| 0 |
7 |
0 |
0 |
0 |
0.74 |
0.017 |
0.020 |
0 |
| 1 |
90 |
35,474,500 |
35,474,500 |
24,605,242 |
0.83 |
0.043 |
0.044 |
2,024,483 |
| KOR |
-1 |
39 |
-10,996,800 |
-10,996,800 |
-6,199,074 |
0.55 |
-0.162 |
-0.161 |
1,947,250 |
| 1 |
26 |
3,501,146 |
3,501,146 |
2,094,921 |
0.61 |
-0.008 |
-0.007 |
-4,050 |
| MYS |
1 |
4 |
1,036,521 |
1,036,521 |
259,537 |
0.28 |
0.098 |
0.076 |
105,223 |
| NZL |
-1 |
1 |
-1,315,322 |
-1,315,322 |
-384,260 |
0.29 |
-0.093 |
-0.093 |
122,151 |
| PHL |
1 |
3 |
204,316 |
204,316 |
27,624 |
0.41 |
0.157 |
0.105 |
21,996 |
| SGP |
-1 |
5 |
-1,205,901 |
-1,205,901 |
-790,445 |
0.68 |
-0.065 |
-0.054 |
129,804 |
| 1 |
5 |
3,054,139 |
3,054,139 |
815,986 |
0.35 |
0.015 |
0.014 |
43,348 |
| THA |
-1 |
8 |
-2,455,801 |
-2,455,801 |
-459,812 |
0.33 |
-0.022 |
-0.026 |
17,399 |
| 0 |
2 |
0 |
0 |
0 |
0.12 |
0.036 |
0.036 |
0 |
| 1 |
15 |
9,285,006 |
9,285,006 |
3,822,526 |
0.57 |
0.118 |
0.119 |
1,487,459 |
| TWN |
-1 |
61 |
-13,635,196 |
-13,635,196 |
-12,283,812 |
0.94 |
-0.032 |
-0.021 |
268,844 |
| 1 |
37 |
17,427,694 |
17,427,694 |
11,586,426 |
0.82 |
0.087 |
0.086 |
2,074,053 |