Generated at 15:19 on Thursday 09/11/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
570 |
-151,725,299 |
| 0 |
26 |
0 |
| 1 |
405 |
148,057,855 |
|
target_notional |
| target_notional |
-3,667,444 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
500,377 |
-3,667,444 |
30,085,438 |
299,783,154 |
6,541,143 |
0.002 |
-0.012 |
0.100 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-135,966,917 |
| 0 |
0 |
| 1 |
136,467,293 |
|
alpha_notional |
| alpha_notional |
30,085,438 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,155,942 |
| 0 |
0 |
| 1 |
16,929,496 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
57 |
-7,479,916 |
19,417,895 |
1,459,304 |
-0.385 |
0.065 |
| CHN |
377 |
-4,313,258 |
101,973,078 |
4,015,504 |
-0.042 |
0.340 |
| HKG |
129 |
12,405,240 |
34,851,555 |
3,520,748 |
0.356 |
0.116 |
| JPN |
230 |
-6,792,282 |
79,367,580 |
2,323,304 |
-0.086 |
0.265 |
| KOR |
64 |
-7,497,684 |
13,193,445 |
1,882,123 |
-0.568 |
0.044 |
| MYS |
4 |
1,289,784 |
1,289,784 |
248,061 |
1.000 |
0.004 |
| PHL |
3 |
254,709 |
254,709 |
106,640 |
1.000 |
0.001 |
| SGP |
10 |
-1,405,183 |
4,683,748 |
470,966 |
-0.300 |
0.016 |
| THA |
26 |
6,880,169 |
14,417,195 |
1,538,891 |
0.477 |
0.048 |
| TWN |
101 |
2,990,977 |
30,334,165 |
1,594,590 |
0.099 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
37 |
-13,448,905 |
| 0 |
6 |
0 |
| 1 |
14 |
5,968,989 |
| CHN |
-1 |
229 |
-53,143,168 |
| 0 |
7 |
0 |
| 1 |
141 |
48,829,910 |
| HKG |
-1 |
50 |
-11,223,158 |
| 1 |
79 |
23,628,397 |
| JPN |
-1 |
135 |
-43,079,931 |
| 0 |
12 |
0 |
| 1 |
83 |
36,287,649 |
| KOR |
-1 |
40 |
-10,345,564 |
| 1 |
24 |
2,847,880 |
| MYS |
1 |
4 |
1,289,784 |
| PHL |
1 |
3 |
254,709 |
| SGP |
-1 |
8 |
-3,044,465 |
| 1 |
2 |
1,639,283 |
| THA |
-1 |
9 |
-3,768,513 |
| 1 |
17 |
10,648,682 |
| TWN |
-1 |
62 |
-13,671,594 |
| 0 |
1 |
0 |
| 1 |
38 |
16,662,571 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
37 |
-13,448,905 |
-13,448,905 |
-6,215,593 |
0.65 |
-0.104 |
-0.099 |
1,478,345 |
| 0 |
6 |
0 |
0 |
0 |
0.20 |
-0.032 |
-0.044 |
0 |
| 1 |
14 |
5,968,989 |
5,968,989 |
2,472,222 |
0.39 |
0.004 |
0.001 |
58,324 |
| CHN |
-1 |
229 |
-53,143,168 |
-53,143,168 |
-68,197,960 |
1.47 |
-0.074 |
-0.076 |
5,466,911 |
| 0 |
7 |
0 |
0 |
0 |
1.26 |
0.036 |
0.053 |
0 |
| 1 |
141 |
48,829,910 |
48,829,910 |
56,252,538 |
1.36 |
0.093 |
0.094 |
6,580,149 |
| HKG |
-1 |
50 |
-11,223,158 |
-11,223,158 |
-15,498,946 |
1.63 |
0.026 |
0.027 |
142,886 |
| 1 |
79 |
23,628,397 |
23,628,397 |
36,087,461 |
1.67 |
0.180 |
0.183 |
4,904,291 |
| JPN |
-1 |
135 |
-43,079,931 |
-43,079,931 |
-25,310,874 |
0.68 |
-0.072 |
-0.064 |
3,464,010 |
| 0 |
12 |
0 |
0 |
0 |
0.95 |
0.009 |
0.019 |
0 |
| 1 |
83 |
36,287,649 |
36,287,649 |
23,976,091 |
0.70 |
0.034 |
0.028 |
1,590,574 |
| KOR |
-1 |
40 |
-10,345,564 |
-10,345,564 |
-5,962,977 |
0.55 |
-0.176 |
-0.176 |
1,925,426 |
| 1 |
24 |
2,847,880 |
2,847,880 |
1,625,936 |
0.54 |
-0.030 |
-0.031 |
-61,504 |
| MYS |
1 |
4 |
1,289,784 |
1,289,784 |
336,716 |
0.29 |
0.108 |
0.094 |
162,694 |
| PHL |
1 |
3 |
254,709 |
254,709 |
61,955 |
0.42 |
0.133 |
0.170 |
11,958 |
| SGP |
-1 |
8 |
-3,044,465 |
-3,044,465 |
-1,974,069 |
0.58 |
-0.057 |
-0.052 |
221,825 |
| 1 |
2 |
1,639,283 |
1,639,283 |
419,867 |
0.32 |
0.035 |
0.035 |
51,898 |
| THA |
-1 |
9 |
-3,768,513 |
-3,768,513 |
-895,820 |
0.32 |
-0.048 |
-0.046 |
222,092 |
| 1 |
17 |
10,648,682 |
10,648,682 |
4,323,477 |
0.53 |
0.100 |
0.096 |
1,535,682 |
| TWN |
-1 |
62 |
-13,671,594 |
-13,671,594 |
-11,910,678 |
0.92 |
-0.016 |
0.006 |
234,448 |
| 0 |
1 |
0 |
0 |
0 |
0.99 |
-0.026 |
-0.026 |
0 |
| 1 |
38 |
16,662,571 |
16,662,571 |
10,911,030 |
0.82 |
0.107 |
0.100 |
2,095,432 |