Generated at 15:20 on Tuesday 09/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
564 |
-152,624,101 |
| 0 |
20 |
0 |
| 1 |
399 |
148,147,559 |
|
target_notional |
| target_notional |
-4,476,542 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-282,856 |
-4,476,542 |
30,630,365 |
300,771,659 |
6,780,733 |
-0.001 |
-0.015 |
0.102 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-136,108,768 |
| 0 |
0 |
| 1 |
135,825,912 |
|
alpha_notional |
| alpha_notional |
30,630,365 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,999,393 |
| 0 |
0 |
| 1 |
17,630,972 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-7,483,928 |
19,820,281 |
1,439,716 |
-0.378 |
0.066 |
| CHN |
374 |
-4,658,814 |
102,737,926 |
4,228,829 |
-0.045 |
0.342 |
| HKG |
130 |
12,129,274 |
34,874,152 |
3,516,818 |
0.348 |
0.116 |
| JPN |
221 |
-7,460,044 |
76,887,889 |
2,300,237 |
-0.097 |
0.256 |
| KOR |
62 |
-7,497,720 |
13,468,471 |
1,891,446 |
-0.557 |
0.045 |
| MYS |
4 |
1,361,215 |
1,361,215 |
258,168 |
1.000 |
0.005 |
| PHL |
3 |
250,980 |
250,980 |
113,412 |
1.000 |
0.001 |
| SGP |
8 |
-1,548,736 |
4,686,880 |
483,047 |
-0.330 |
0.016 |
| THA |
28 |
7,846,941 |
15,755,476 |
1,715,061 |
0.498 |
0.052 |
| TWN |
100 |
2,575,986 |
30,920,086 |
1,580,311 |
0.083 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-13,652,104 |
| 0 |
3 |
0 |
| 1 |
13 |
6,168,176 |
| CHN |
-1 |
224 |
-53,698,370 |
| 0 |
9 |
0 |
| 1 |
141 |
49,039,556 |
| HKG |
-1 |
49 |
-11,372,439 |
| 0 |
2 |
0 |
| 1 |
79 |
23,501,713 |
| JPN |
-1 |
134 |
-42,173,967 |
| 0 |
5 |
0 |
| 1 |
82 |
34,713,922 |
| KOR |
-1 |
40 |
-10,483,096 |
| 1 |
22 |
2,985,375 |
| MYS |
1 |
4 |
1,361,215 |
| PHL |
1 |
3 |
250,980 |
| SGP |
-1 |
6 |
-3,117,808 |
| 1 |
2 |
1,569,072 |
| THA |
-1 |
12 |
-3,954,268 |
| 1 |
16 |
11,801,209 |
| TWN |
-1 |
63 |
-14,172,050 |
| 0 |
1 |
0 |
| 1 |
36 |
16,748,036 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-13,652,104 |
-13,652,104 |
-6,155,777 |
0.67 |
-0.124 |
-0.115 |
1,775,474 |
| 0 |
3 |
0 |
0 |
0 |
0.28 |
-0.095 |
-0.079 |
0 |
| 1 |
13 |
6,168,176 |
6,168,176 |
2,796,264 |
0.40 |
0.006 |
-0.002 |
63,792 |
| CHN |
-1 |
224 |
-53,698,370 |
-53,698,370 |
-68,791,235 |
1.44 |
-0.066 |
-0.068 |
5,436,616 |
| 0 |
9 |
0 |
0 |
0 |
1.72 |
-0.016 |
0.045 |
0 |
| 1 |
141 |
49,039,556 |
49,039,556 |
55,889,518 |
1.35 |
0.101 |
0.103 |
7,152,990 |
| HKG |
-1 |
49 |
-11,372,439 |
-11,372,439 |
-15,800,570 |
1.62 |
0.035 |
0.044 |
-12,805 |
| 0 |
2 |
0 |
0 |
0 |
1.62 |
0.070 |
0.070 |
0 |
| 1 |
79 |
23,501,713 |
23,501,713 |
36,421,015 |
1.68 |
0.187 |
0.190 |
4,971,777 |
| JPN |
-1 |
134 |
-42,173,967 |
-42,173,967 |
-24,228,160 |
0.63 |
-0.066 |
-0.058 |
3,006,490 |
| 0 |
5 |
0 |
0 |
0 |
1.34 |
-0.006 |
-0.016 |
0 |
| 1 |
82 |
34,713,922 |
34,713,922 |
22,812,769 |
0.70 |
0.029 |
0.022 |
1,606,242 |
| KOR |
-1 |
40 |
-10,483,096 |
-10,483,096 |
-6,133,838 |
0.55 |
-0.167 |
-0.161 |
1,867,368 |
| 1 |
22 |
2,985,375 |
2,985,375 |
1,716,584 |
0.55 |
-0.024 |
-0.021 |
-71,118 |
| MYS |
1 |
4 |
1,361,215 |
1,361,215 |
353,402 |
0.29 |
0.080 |
0.079 |
113,415 |
| PHL |
1 |
3 |
250,980 |
250,980 |
67,123 |
0.42 |
0.050 |
0.118 |
-8,749 |
| SGP |
-1 |
6 |
-3,117,808 |
-3,117,808 |
-1,997,099 |
0.58 |
-0.049 |
-0.051 |
199,047 |
| 1 |
2 |
1,569,072 |
1,569,072 |
393,779 |
0.32 |
0.024 |
0.024 |
37,439 |
| THA |
-1 |
12 |
-3,954,268 |
-3,954,268 |
-1,054,478 |
0.35 |
-0.047 |
-0.034 |
255,306 |
| 1 |
16 |
11,801,209 |
11,801,209 |
4,428,575 |
0.52 |
0.097 |
0.079 |
1,821,912 |
| TWN |
-1 |
63 |
-14,172,050 |
-14,172,050 |
-11,947,612 |
0.91 |
-0.027 |
-0.011 |
471,896 |
| 0 |
1 |
0 |
0 |
0 |
0.98 |
0.115 |
0.115 |
0 |
| 1 |
36 |
16,748,036 |
16,748,036 |
10,933,708 |
0.80 |
0.094 |
0.093 |
1,942,963 |