Generated at 15:18 on Wednesday 09/17/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
562 |
-151,764,003 |
| 0 |
17 |
0 |
| 1 |
397 |
148,053,802 |
|
target_notional |
| target_notional |
-3,710,201 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
744,356 |
-3,710,201 |
29,846,084 |
299,817,805 |
6,709,637 |
0.002 |
-0.012 |
0.100 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-134,992,765 |
| 0 |
0 |
| 1 |
135,737,121 |
|
alpha_notional |
| alpha_notional |
29,846,084 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,650,911 |
| 0 |
0 |
| 1 |
17,195,173 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-7,465,219 |
19,010,084 |
1,430,470 |
-0.393 |
0.063 |
| CHN |
365 |
-4,039,241 |
101,945,977 |
4,163,372 |
-0.040 |
0.340 |
| HKG |
129 |
12,002,696 |
35,197,759 |
3,499,333 |
0.341 |
0.117 |
| JPN |
221 |
-7,008,016 |
77,246,123 |
2,294,695 |
-0.091 |
0.258 |
| KOR |
63 |
-7,491,737 |
13,762,704 |
1,888,638 |
-0.544 |
0.046 |
| MYS |
4 |
1,298,811 |
1,298,811 |
253,902 |
1.000 |
0.004 |
| PHL |
3 |
250,277 |
250,277 |
110,409 |
1.000 |
0.001 |
| SGP |
9 |
-1,577,947 |
4,687,774 |
487,070 |
-0.337 |
0.016 |
| THA |
29 |
7,839,962 |
15,538,884 |
1,670,826 |
0.505 |
0.052 |
| TWN |
99 |
2,471,921 |
30,871,119 |
1,574,907 |
0.080 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
38 |
-13,237,651 |
| 0 |
2 |
0 |
| 1 |
13 |
5,772,432 |
| CHN |
-1 |
221 |
-52,992,609 |
| 0 |
4 |
0 |
| 1 |
140 |
48,953,368 |
| HKG |
-1 |
48 |
-11,597,531 |
| 0 |
1 |
0 |
| 1 |
80 |
23,600,227 |
| JPN |
-1 |
132 |
-42,127,069 |
| 0 |
9 |
0 |
| 1 |
80 |
35,119,053 |
| KOR |
-1 |
41 |
-10,627,221 |
| 1 |
22 |
3,135,483 |
| MYS |
1 |
4 |
1,298,811 |
| PHL |
1 |
3 |
250,277 |
| SGP |
-1 |
7 |
-3,132,861 |
| 1 |
2 |
1,554,914 |
| THA |
-1 |
13 |
-3,849,461 |
| 1 |
16 |
11,689,423 |
| TWN |
-1 |
62 |
-14,199,599 |
| 0 |
1 |
0 |
| 1 |
36 |
16,671,520 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
38 |
-13,237,651 |
-13,237,651 |
-5,964,558 |
0.66 |
-0.116 |
-0.111 |
1,582,971 |
| 0 |
2 |
0 |
0 |
0 |
0.34 |
-0.146 |
-0.146 |
0 |
| 1 |
13 |
5,772,432 |
5,772,432 |
2,569,349 |
0.40 |
0.002 |
-0.004 |
26,794 |
| CHN |
-1 |
221 |
-52,992,609 |
-52,992,609 |
-67,902,415 |
1.43 |
-0.069 |
-0.077 |
5,584,105 |
| 0 |
4 |
0 |
0 |
0 |
1.36 |
-0.029 |
0.030 |
0 |
| 1 |
140 |
48,953,368 |
48,953,368 |
55,471,911 |
1.36 |
0.094 |
0.096 |
6,543,944 |
| HKG |
-1 |
48 |
-11,597,531 |
-11,597,531 |
-16,160,179 |
1.61 |
0.030 |
0.033 |
51,506 |
| 0 |
1 |
0 |
0 |
0 |
2.01 |
0.194 |
0.194 |
0 |
| 1 |
80 |
23,600,227 |
23,600,227 |
36,341,019 |
1.68 |
0.182 |
0.185 |
5,006,088 |
| JPN |
-1 |
132 |
-42,127,069 |
-42,127,069 |
-23,801,022 |
0.63 |
-0.061 |
-0.053 |
2,703,156 |
| 0 |
9 |
0 |
0 |
0 |
0.74 |
0.015 |
0.019 |
0 |
| 1 |
80 |
35,119,053 |
35,119,053 |
23,502,619 |
0.71 |
0.042 |
0.034 |
1,957,237 |
| KOR |
-1 |
41 |
-10,627,221 |
-10,627,221 |
-6,163,848 |
0.53 |
-0.171 |
-0.178 |
1,926,926 |
| 1 |
22 |
3,135,483 |
3,135,483 |
1,798,352 |
0.55 |
-0.021 |
-0.020 |
-31,941 |
| MYS |
1 |
4 |
1,298,811 |
1,298,811 |
338,998 |
0.29 |
0.076 |
0.063 |
121,445 |
| PHL |
1 |
3 |
250,277 |
250,277 |
64,975 |
0.42 |
0.026 |
0.042 |
-5,789 |
| SGP |
-1 |
7 |
-3,132,861 |
-3,132,861 |
-2,009,216 |
0.58 |
-0.041 |
-0.032 |
194,152 |
| 1 |
2 |
1,554,914 |
1,554,914 |
386,865 |
0.32 |
0.025 |
0.025 |
36,183 |
| THA |
-1 |
13 |
-3,849,461 |
-3,849,461 |
-1,006,392 |
0.35 |
-0.045 |
-0.033 |
193,766 |
| 1 |
16 |
11,689,423 |
11,689,423 |
4,389,416 |
0.52 |
0.085 |
0.075 |
1,484,339 |
| TWN |
-1 |
62 |
-14,199,599 |
-14,199,599 |
-11,985,135 |
0.91 |
-0.023 |
-0.011 |
414,330 |
| 0 |
1 |
0 |
0 |
0 |
1.29 |
0.005 |
0.005 |
0 |
| 1 |
36 |
16,671,520 |
16,671,520 |
10,860,456 |
0.80 |
0.103 |
0.099 |
2,056,507 |