Generated at 15:18 on Wednesday 09/10/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
572 |
-151,717,111 |
| 0 |
31 |
0 |
| 1 |
405 |
148,083,703 |
|
target_notional |
| target_notional |
-3,633,408 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
502,097 |
-3,633,408 |
30,421,518 |
299,800,814 |
6,530,825 |
0.002 |
-0.012 |
0.101 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-135,331,576 |
| 0 |
0 |
| 1 |
135,833,672 |
|
alpha_notional |
| alpha_notional |
30,421,518 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,573,774 |
| 0 |
0 |
| 1 |
16,847,744 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
58 |
-7,497,220 |
21,512,044 |
1,489,608 |
-0.349 |
0.072 |
| CHN |
374 |
-4,185,262 |
101,974,488 |
3,859,041 |
-0.041 |
0.340 |
| HKG |
133 |
12,394,165 |
34,912,473 |
3,478,899 |
0.355 |
0.116 |
| JPN |
235 |
-7,228,205 |
78,028,114 |
2,315,424 |
-0.093 |
0.260 |
| KOR |
66 |
-7,492,748 |
13,108,206 |
1,887,661 |
-0.572 |
0.044 |
| MYS |
4 |
1,266,510 |
1,266,510 |
242,485 |
1.000 |
0.004 |
| NZL |
1 |
0 |
0 |
0 |
nan |
0.000 |
| PHL |
3 |
246,907 |
246,907 |
100,964 |
1.000 |
0.001 |
| SGP |
10 |
-1,407,025 |
4,686,284 |
472,617 |
-0.300 |
0.016 |
| THA |
25 |
7,796,767 |
13,286,839 |
1,685,062 |
0.587 |
0.044 |
| TWN |
99 |
2,472,702 |
30,778,947 |
1,619,411 |
0.080 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-14,504,632 |
| 0 |
2 |
0 |
| 1 |
16 |
7,007,412 |
| CHN |
-1 |
224 |
-53,079,875 |
| 0 |
6 |
0 |
| 1 |
144 |
48,894,613 |
| HKG |
-1 |
50 |
-11,259,154 |
| 0 |
4 |
0 |
| 1 |
79 |
23,653,319 |
| JPN |
-1 |
139 |
-42,628,159 |
| 0 |
15 |
0 |
| 1 |
81 |
35,399,955 |
| KOR |
-1 |
40 |
-10,300,477 |
| 0 |
2 |
0 |
| 1 |
24 |
2,807,729 |
| MYS |
1 |
4 |
1,266,510 |
| NZL |
0 |
1 |
0 |
| PHL |
1 |
3 |
246,907 |
| SGP |
-1 |
8 |
-3,046,655 |
| 1 |
2 |
1,639,629 |
| THA |
-1 |
9 |
-2,745,036 |
| 1 |
16 |
10,541,803 |
| TWN |
-1 |
62 |
-14,153,123 |
| 0 |
1 |
0 |
| 1 |
36 |
16,625,824 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-14,504,632 |
-14,504,632 |
-6,400,123 |
0.62 |
-0.108 |
-0.097 |
1,683,844 |
| 0 |
2 |
0 |
0 |
0 |
0.27 |
-0.075 |
-0.075 |
0 |
| 1 |
16 |
7,007,412 |
7,007,412 |
2,846,489 |
0.36 |
0.001 |
-0.004 |
45,566 |
| CHN |
-1 |
224 |
-53,079,875 |
-53,079,875 |
-66,782,160 |
1.45 |
-0.066 |
-0.067 |
5,342,781 |
| 0 |
6 |
0 |
0 |
0 |
1.26 |
-0.018 |
0.025 |
0 |
| 1 |
144 |
48,894,613 |
48,894,613 |
56,450,703 |
1.35 |
0.100 |
0.100 |
6,948,628 |
| HKG |
-1 |
50 |
-11,259,154 |
-11,259,154 |
-15,661,681 |
1.63 |
0.017 |
0.013 |
232,169 |
| 0 |
4 |
0 |
0 |
0 |
1.15 |
0.074 |
0.092 |
0 |
| 1 |
79 |
23,653,319 |
23,653,319 |
35,738,442 |
1.67 |
0.174 |
0.174 |
4,886,640 |
| JPN |
-1 |
139 |
-42,628,159 |
-42,628,159 |
-25,615,603 |
0.69 |
-0.077 |
-0.068 |
3,576,022 |
| 0 |
15 |
0 |
0 |
0 |
0.70 |
-0.012 |
-0.009 |
0 |
| 1 |
81 |
35,399,955 |
35,399,955 |
22,953,296 |
0.68 |
0.030 |
0.026 |
1,437,998 |
| KOR |
-1 |
40 |
-10,300,477 |
-10,300,477 |
-5,956,348 |
0.55 |
-0.171 |
-0.165 |
1,761,935 |
| 0 |
2 |
0 |
0 |
0 |
0.05 |
-0.183 |
-0.183 |
0 |
| 1 |
24 |
2,807,729 |
2,807,729 |
1,612,095 |
0.54 |
-0.030 |
-0.026 |
-68,366 |
| MYS |
1 |
4 |
1,266,510 |
1,266,510 |
330,337 |
0.29 |
0.112 |
0.096 |
167,188 |
| NZL |
0 |
1 |
0 |
0 |
0 |
0.29 |
-0.163 |
-0.163 |
0 |
| PHL |
1 |
3 |
246,907 |
246,907 |
58,121 |
0.42 |
0.177 |
0.208 |
23,104 |
| SGP |
-1 |
8 |
-3,046,655 |
-3,046,655 |
-1,972,012 |
0.58 |
-0.061 |
-0.064 |
244,607 |
| 1 |
2 |
1,639,629 |
1,639,629 |
420,069 |
0.32 |
0.027 |
0.027 |
35,941 |
| THA |
-1 |
9 |
-2,745,036 |
-2,745,036 |
-635,379 |
0.32 |
-0.053 |
-0.056 |
163,648 |
| 1 |
16 |
10,541,803 |
10,541,803 |
4,530,248 |
0.55 |
0.110 |
0.097 |
1,603,658 |
| TWN |
-1 |
62 |
-14,153,123 |
-14,153,123 |
-12,308,270 |
0.92 |
-0.043 |
-0.034 |
568,768 |
| 0 |
1 |
0 |
0 |
0 |
0.99 |
0.010 |
0.010 |
0 |
| 1 |
36 |
16,625,824 |
16,625,824 |
10,893,871 |
0.81 |
0.084 |
0.075 |
1,767,387 |