Generated at 15:49 on Sunday 09/14/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
574 |
-152,706,691 |
| 0 |
7 |
0 |
| 1 |
405 |
149,151,219 |
|
target_notional |
| target_notional |
-3,555,472 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
820,941 |
-3,555,472 |
29,303,406 |
301,857,909 |
6,523,777 |
0.003 |
-0.012 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-136,598,218 |
| 0 |
0 |
| 1 |
137,419,159 |
|
alpha_notional |
| alpha_notional |
29,303,406 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,677,915 |
| 0 |
0 |
| 1 |
16,625,491 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-7,483,339 |
20,077,243 |
1,449,437 |
-0.373 |
0.067 |
| CHN |
373 |
-3,775,726 |
101,850,378 |
3,967,525 |
-0.037 |
0.337 |
| HKG |
131 |
12,137,271 |
34,998,174 |
3,503,226 |
0.347 |
0.116 |
| JPN |
218 |
-6,849,761 |
79,455,368 |
2,308,263 |
-0.086 |
0.263 |
| KOR |
64 |
-7,494,112 |
13,411,963 |
1,886,394 |
-0.559 |
0.044 |
| MYS |
4 |
1,361,215 |
1,361,215 |
256,152 |
1.000 |
0.005 |
| PHL |
3 |
249,290 |
249,290 |
102,186 |
1.000 |
0.001 |
| SGP |
10 |
-1,403,423 |
4,679,029 |
473,190 |
-0.300 |
0.016 |
| THA |
26 |
6,766,062 |
14,969,238 |
1,531,963 |
0.452 |
0.050 |
| TWN |
104 |
2,937,050 |
30,806,009 |
1,600,465 |
0.095 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-13,780,291 |
| 1 |
15 |
6,296,952 |
| CHN |
-1 |
230 |
-52,813,052 |
| 0 |
1 |
0 |
| 1 |
142 |
49,037,326 |
| HKG |
-1 |
50 |
-11,430,452 |
| 0 |
2 |
0 |
| 1 |
79 |
23,567,723 |
| JPN |
-1 |
135 |
-43,152,565 |
| 1 |
83 |
36,302,804 |
| KOR |
-1 |
40 |
-10,453,038 |
| 1 |
24 |
2,958,926 |
| MYS |
1 |
4 |
1,361,215 |
| PHL |
1 |
3 |
249,290 |
| SGP |
-1 |
8 |
-3,041,226 |
| 1 |
2 |
1,637,803 |
| THA |
-1 |
10 |
-4,101,588 |
| 1 |
16 |
10,867,650 |
| TWN |
-1 |
63 |
-13,934,480 |
| 0 |
4 |
0 |
| 1 |
37 |
16,871,529 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-13,780,291 |
-13,780,291 |
-6,232,665 |
0.65 |
-0.116 |
-0.109 |
1,681,386 |
| 1 |
15 |
6,296,952 |
6,296,952 |
2,698,261 |
0.39 |
0.007 |
0.010 |
81,912 |
| CHN |
-1 |
230 |
-52,813,052 |
-52,813,052 |
-68,062,916 |
1.46 |
-0.068 |
-0.071 |
4,926,610 |
| 0 |
1 |
0 |
0 |
0 |
1.86 |
-0.139 |
-0.139 |
0 |
| 1 |
142 |
49,037,326 |
49,037,326 |
56,631,626 |
1.35 |
0.096 |
0.099 |
6,613,662 |
| HKG |
-1 |
50 |
-11,430,452 |
-11,430,452 |
-15,832,293 |
1.63 |
0.031 |
0.037 |
63,381 |
| 0 |
2 |
0 |
0 |
0 |
1.74 |
0.153 |
0.153 |
0 |
| 1 |
79 |
23,567,723 |
23,567,723 |
36,208,223 |
1.66 |
0.183 |
0.189 |
4,933,595 |
| JPN |
-1 |
135 |
-43,152,565 |
-43,152,565 |
-25,387,259 |
0.68 |
-0.069 |
-0.060 |
3,213,333 |
| 1 |
83 |
36,302,804 |
36,302,804 |
24,000,658 |
0.70 |
0.030 |
0.027 |
1,480,925 |
| KOR |
-1 |
40 |
-10,453,038 |
-10,453,038 |
-6,056,979 |
0.55 |
-0.176 |
-0.163 |
1,955,086 |
| 1 |
24 |
2,958,926 |
2,958,926 |
1,675,868 |
0.54 |
-0.030 |
-0.026 |
-54,616 |
| MYS |
1 |
4 |
1,361,215 |
1,361,215 |
353,402 |
0.29 |
0.081 |
0.081 |
114,213 |
| PHL |
1 |
3 |
249,290 |
249,290 |
58,943 |
0.42 |
0.109 |
0.166 |
7,938 |
| SGP |
-1 |
8 |
-3,041,226 |
-3,041,226 |
-1,972,442 |
0.58 |
-0.043 |
-0.042 |
182,640 |
| 1 |
2 |
1,637,803 |
1,637,803 |
419,931 |
0.32 |
0.034 |
0.034 |
52,239 |
| THA |
-1 |
10 |
-4,101,588 |
-4,101,588 |
-1,027,005 |
0.36 |
-0.066 |
-0.053 |
334,967 |
| 1 |
16 |
10,867,650 |
10,867,650 |
4,346,007 |
0.52 |
0.096 |
0.076 |
1,424,198 |
| TWN |
-1 |
63 |
-13,934,480 |
-13,934,480 |
-12,026,660 |
0.91 |
-0.024 |
-0.006 |
320,512 |
| 0 |
4 |
0 |
0 |
0 |
1.12 |
0.050 |
0.038 |
0 |
| 1 |
37 |
16,871,529 |
16,871,529 |
11,026,241 |
0.81 |
0.097 |
0.096 |
1,971,423 |