Generated at 15:18 on Monday 09/15/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
564 |
-151,808,091 |
| 0 |
21 |
0 |
| 1 |
405 |
148,059,897 |
|
target_notional |
| target_notional |
-3,748,194 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
567,719 |
-3,748,194 |
29,833,670 |
299,867,988 |
6,579,226 |
0.002 |
-0.012 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-135,820,387 |
| 0 |
0 |
| 1 |
136,388,106 |
|
alpha_notional |
| alpha_notional |
29,833,670 |
|
alpha_notional |
| pos_sign |
|
| -1 |
13,035,631 |
| 0 |
0 |
| 1 |
16,798,040 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
54 |
-7,499,192 |
19,890,585 |
1,436,030 |
-0.377 |
0.066 |
| CHN |
376 |
-4,163,673 |
101,954,904 |
4,104,943 |
-0.041 |
0.340 |
| HKG |
129 |
12,278,671 |
34,870,055 |
3,519,164 |
0.352 |
0.116 |
| JPN |
223 |
-7,045,707 |
78,290,427 |
2,279,105 |
-0.090 |
0.261 |
| KOR |
64 |
-7,497,477 |
13,376,052 |
1,888,170 |
-0.561 |
0.045 |
| MYS |
4 |
1,361,215 |
1,361,215 |
256,872 |
1.000 |
0.005 |
| PHL |
3 |
242,377 |
242,377 |
96,570 |
1.000 |
0.001 |
| SGP |
9 |
-1,454,009 |
4,684,267 |
475,386 |
-0.310 |
0.016 |
| THA |
26 |
7,292,824 |
14,369,411 |
1,578,148 |
0.508 |
0.048 |
| TWN |
102 |
2,736,777 |
30,828,694 |
1,581,401 |
0.089 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-13,694,888 |
| 0 |
2 |
0 |
| 1 |
14 |
6,195,696 |
| CHN |
-1 |
226 |
-53,059,289 |
| 0 |
5 |
0 |
| 1 |
145 |
48,895,616 |
| HKG |
-1 |
50 |
-11,295,692 |
| 1 |
79 |
23,574,363 |
| JPN |
-1 |
131 |
-42,668,067 |
| 0 |
9 |
0 |
| 1 |
83 |
35,622,360 |
| KOR |
-1 |
40 |
-10,436,765 |
| 0 |
2 |
0 |
| 1 |
22 |
2,939,287 |
| MYS |
1 |
4 |
1,361,215 |
| PHL |
1 |
3 |
242,377 |
| SGP |
-1 |
6 |
-3,069,138 |
| 0 |
1 |
0 |
| 1 |
2 |
1,615,129 |
| THA |
-1 |
10 |
-3,538,294 |
| 1 |
16 |
10,831,118 |
| TWN |
-1 |
63 |
-14,045,959 |
| 0 |
2 |
0 |
| 1 |
37 |
16,782,736 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-13,694,888 |
-13,694,888 |
-6,155,089 |
0.65 |
-0.121 |
-0.109 |
1,731,499 |
| 0 |
2 |
0 |
0 |
0 |
0.42 |
-0.070 |
-0.070 |
0 |
| 1 |
14 |
6,195,696 |
6,195,696 |
2,760,373 |
0.40 |
0.007 |
0.004 |
55,058 |
| CHN |
-1 |
226 |
-53,059,289 |
-53,059,289 |
-68,224,998 |
1.45 |
-0.069 |
-0.071 |
5,612,422 |
| 0 |
5 |
0 |
0 |
0 |
1.15 |
-0.022 |
-0.071 |
0 |
| 1 |
145 |
48,895,616 |
48,895,616 |
56,180,568 |
1.37 |
0.096 |
0.099 |
6,814,832 |
| HKG |
-1 |
50 |
-11,295,692 |
-11,295,692 |
-15,646,240 |
1.63 |
0.036 |
0.034 |
-6,436 |
| 1 |
79 |
23,574,363 |
23,574,363 |
36,236,544 |
1.66 |
0.183 |
0.186 |
4,886,063 |
| JPN |
-1 |
131 |
-42,668,067 |
-42,668,067 |
-24,877,779 |
0.67 |
-0.066 |
-0.058 |
3,043,473 |
| 0 |
9 |
0 |
0 |
0 |
0.84 |
-0.025 |
-0.023 |
0 |
| 1 |
83 |
35,622,360 |
35,622,360 |
23,446,984 |
0.71 |
0.032 |
0.026 |
1,530,909 |
| KOR |
-1 |
40 |
-10,436,765 |
-10,436,765 |
-6,073,070 |
0.55 |
-0.172 |
-0.165 |
1,897,892 |
| 0 |
2 |
0 |
0 |
0 |
0.35 |
-0.128 |
-0.128 |
0 |
| 1 |
22 |
2,939,287 |
2,939,287 |
1,680,568 |
0.55 |
-0.024 |
-0.022 |
-54,101 |
| MYS |
1 |
4 |
1,361,215 |
1,361,215 |
353,402 |
0.29 |
0.079 |
0.081 |
109,512 |
| PHL |
1 |
3 |
242,377 |
242,377 |
55,193 |
0.42 |
0.094 |
0.070 |
11,638 |
| SGP |
-1 |
6 |
-3,069,138 |
-3,069,138 |
-1,980,354 |
0.58 |
-0.051 |
-0.061 |
207,518 |
| 0 |
1 |
0 |
0 |
0 |
0.52 |
-0.042 |
-0.042 |
0 |
| 1 |
2 |
1,615,129 |
1,615,129 |
412,713 |
0.32 |
0.024 |
0.024 |
42,949 |
| THA |
-1 |
10 |
-3,538,294 |
-3,538,294 |
-934,050 |
0.36 |
-0.059 |
-0.059 |
202,281 |
| 1 |
16 |
10,831,118 |
10,831,118 |
4,304,612 |
0.52 |
0.084 |
0.069 |
1,349,922 |
| TWN |
-1 |
63 |
-14,045,959 |
-14,045,959 |
-11,928,808 |
0.91 |
-0.024 |
-0.002 |
346,981 |
| 0 |
2 |
0 |
0 |
0 |
1.01 |
0.068 |
0.068 |
0 |
| 1 |
37 |
16,782,736 |
16,782,736 |
10,957,150 |
0.81 |
0.101 |
0.106 |
2,051,257 |