Generated at 17:03 on Sunday 08/31/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
554 |
-150,678,087 |
| 0 |
24 |
0 |
| 1 |
419 |
148,890,119 |
|
target_notional |
| target_notional |
-1,787,968 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
39,185 |
-1,787,968 |
30,252,584 |
299,568,205 |
6,617,513 |
0.000 |
-0.006 |
0.101 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-135,545,237 |
| 0 |
0 |
| 1 |
135,584,422 |
|
alpha_notional |
| alpha_notional |
30,252,584 |
|
alpha_notional |
| pos_sign |
|
| -1 |
14,290,871 |
| 0 |
0 |
| 1 |
15,961,713 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
46 |
-7,486,144 |
24,382,952 |
1,640,804 |
-0.307 |
0.081 |
| CHN |
370 |
-6,354,268 |
101,893,387 |
4,686,678 |
-0.062 |
0.340 |
| HKG |
132 |
13,905,012 |
33,260,771 |
3,638,057 |
0.418 |
0.111 |
| JPN |
243 |
-5,828,431 |
76,620,836 |
2,382,606 |
-0.076 |
0.256 |
| KOR |
66 |
-7,487,596 |
13,939,535 |
1,932,981 |
-0.537 |
0.047 |
| MYS |
4 |
1,036,245 |
1,036,245 |
182,242 |
1.000 |
0.003 |
| NZL |
1 |
-1,293,552 |
1,293,552 |
373,343 |
-1.000 |
0.004 |
| PHL |
3 |
207,728 |
207,728 |
64,725 |
1.000 |
0.001 |
| SGP |
10 |
938,425 |
4,164,155 |
373,885 |
0.225 |
0.014 |
| THA |
24 |
6,248,777 |
12,540,344 |
1,436,000 |
0.498 |
0.042 |
| TWN |
98 |
4,325,836 |
30,228,699 |
1,707,554 |
0.143 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
26 |
-15,934,548 |
| 0 |
1 |
0 |
| 1 |
19 |
8,448,404 |
| CHN |
-1 |
225 |
-54,123,828 |
| 0 |
6 |
0 |
| 1 |
139 |
47,769,559 |
| HKG |
-1 |
45 |
-9,677,880 |
| 0 |
3 |
0 |
| 1 |
84 |
23,582,892 |
| JPN |
-1 |
145 |
-41,224,634 |
| 0 |
11 |
0 |
| 1 |
87 |
35,396,203 |
| KOR |
-1 |
39 |
-10,713,566 |
| 0 |
1 |
0 |
| 1 |
26 |
3,225,970 |
| MYS |
1 |
4 |
1,036,245 |
| NZL |
-1 |
1 |
-1,293,552 |
| PHL |
1 |
3 |
207,728 |
| SGP |
-1 |
5 |
-1,612,865 |
| 1 |
5 |
2,551,290 |
| THA |
-1 |
8 |
-3,145,784 |
| 0 |
1 |
0 |
| 1 |
15 |
9,394,560 |
| TWN |
-1 |
60 |
-12,951,431 |
| 0 |
1 |
0 |
| 1 |
37 |
17,277,267 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
26 |
-15,934,548 |
-15,934,548 |
-5,041,285 |
0.44 |
-0.153 |
-0.153 |
2,381,888 |
| 0 |
1 |
0 |
0 |
0 |
0.11 |
-0.069 |
-0.069 |
0 |
| 1 |
19 |
8,448,404 |
8,448,404 |
2,622,281 |
0.29 |
-0.024 |
-0.029 |
-195,412 |
| CHN |
-1 |
225 |
-54,123,828 |
-54,123,828 |
-73,848,053 |
1.44 |
-0.083 |
-0.086 |
6,642,354 |
| 0 |
6 |
0 |
0 |
0 |
1.86 |
-0.010 |
-0.012 |
0 |
| 1 |
139 |
47,769,559 |
47,769,559 |
56,141,944 |
1.39 |
0.083 |
0.091 |
5,772,562 |
| HKG |
-1 |
45 |
-9,677,880 |
-9,677,880 |
-12,806,019 |
1.51 |
0.037 |
0.016 |
90,504 |
| 0 |
3 |
0 |
0 |
0 |
1.18 |
0.180 |
0.184 |
0 |
| 1 |
84 |
23,582,892 |
23,582,892 |
33,762,968 |
1.65 |
0.174 |
0.167 |
4,773,081 |
| JPN |
-1 |
145 |
-41,224,634 |
-41,224,634 |
-24,366,646 |
0.61 |
-0.061 |
-0.056 |
2,743,609 |
| 0 |
11 |
0 |
0 |
0 |
0.88 |
-0.014 |
-0.020 |
0 |
| 1 |
87 |
35,396,203 |
35,396,203 |
24,872,687 |
0.80 |
0.040 |
0.036 |
1,957,787 |
| KOR |
-1 |
39 |
-10,713,566 |
-10,713,566 |
-5,982,267 |
0.51 |
-0.169 |
-0.171 |
1,793,538 |
| 0 |
1 |
0 |
0 |
0 |
0.54 |
0.050 |
0.050 |
0 |
| 1 |
26 |
3,225,970 |
3,225,970 |
1,870,814 |
0.58 |
-0.015 |
-0.012 |
-8,811 |
| MYS |
1 |
4 |
1,036,245 |
1,036,245 |
266,735 |
0.29 |
0.118 |
0.099 |
122,255 |
| NZL |
-1 |
1 |
-1,293,552 |
-1,293,552 |
-377,653 |
0.29 |
-0.113 |
-0.113 |
146,387 |
| PHL |
1 |
3 |
207,728 |
207,728 |
29,956 |
0.42 |
0.157 |
0.100 |
21,478 |
| SGP |
-1 |
5 |
-1,612,865 |
-1,612,865 |
-1,030,657 |
0.63 |
-0.075 |
-0.077 |
156,312 |
| 1 |
5 |
2,551,290 |
2,551,290 |
691,556 |
0.33 |
0.015 |
0.018 |
43,341 |
| THA |
-1 |
8 |
-3,145,784 |
-3,145,784 |
-675,919 |
0.34 |
-0.024 |
-0.033 |
26,058 |
| 0 |
1 |
0 |
0 |
0 |
0.25 |
0.036 |
0.036 |
0 |
| 1 |
15 |
9,394,560 |
9,394,560 |
3,887,537 |
0.57 |
0.122 |
0.119 |
1,547,311 |
| TWN |
-1 |
60 |
-12,951,431 |
-12,951,431 |
-11,416,737 |
0.93 |
-0.035 |
-0.024 |
310,221 |
| 0 |
1 |
0 |
0 |
0 |
1.28 |
0.199 |
0.199 |
0 |
| 1 |
37 |
17,277,267 |
17,277,267 |
11,437,945 |
0.80 |
0.082 |
0.081 |
1,928,121 |