Generated at 15:18 on Thursday 09/18/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
565 |
-145,809,008 |
| 0 |
19 |
0 |
| 1 |
391 |
142,436,087 |
|
target_notional |
| target_notional |
-3,372,922 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,023,760 |
-3,372,922 |
28,450,653 |
288,245,095 |
6,487,410 |
0.004 |
-0.012 |
0.099 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-129,139,970 |
| 0 |
0 |
| 1 |
130,163,730 |
|
alpha_notional |
| alpha_notional |
28,450,653 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,175,296 |
| 0 |
0 |
| 1 |
16,275,357 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
53 |
-7,189,088 |
17,572,183 |
1,396,835 |
-0.409 |
0.061 |
| CHN |
366 |
-3,407,920 |
97,887,778 |
3,989,014 |
-0.035 |
0.340 |
| HKG |
128 |
11,307,962 |
34,289,168 |
3,329,000 |
0.330 |
0.119 |
| JPN |
221 |
-7,113,536 |
73,976,257 |
2,210,636 |
-0.096 |
0.257 |
| KOR |
63 |
-7,197,509 |
13,762,572 |
1,842,066 |
-0.523 |
0.048 |
| MYS |
4 |
1,315,506 |
1,315,506 |
256,078 |
1.000 |
0.005 |
| PHL |
3 |
252,220 |
252,220 |
110,812 |
1.000 |
0.001 |
| SGP |
9 |
-1,670,301 |
4,500,893 |
482,203 |
-0.371 |
0.016 |
| THA |
29 |
7,595,467 |
14,878,967 |
1,602,593 |
0.510 |
0.052 |
| TWN |
98 |
2,734,277 |
29,809,551 |
1,555,931 |
0.092 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-12,380,635 |
| 0 |
2 |
0 |
| 1 |
12 |
5,191,548 |
| CHN |
-1 |
222 |
-50,647,849 |
| 0 |
7 |
0 |
| 1 |
137 |
47,239,929 |
| HKG |
-1 |
48 |
-11,490,603 |
| 1 |
80 |
22,798,565 |
| JPN |
-1 |
136 |
-40,544,896 |
| 0 |
6 |
0 |
| 1 |
79 |
33,431,360 |
| KOR |
-1 |
40 |
-10,480,040 |
| 0 |
1 |
0 |
| 1 |
22 |
3,282,532 |
| MYS |
1 |
4 |
1,315,506 |
| PHL |
1 |
3 |
252,220 |
| SGP |
-1 |
7 |
-3,085,597 |
| 1 |
2 |
1,415,296 |
| THA |
-1 |
13 |
-3,641,750 |
| 1 |
16 |
11,237,217 |
| TWN |
-1 |
60 |
-13,537,637 |
| 0 |
2 |
0 |
| 1 |
36 |
16,271,914 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-12,380,635 |
-12,380,635 |
-5,868,803 |
0.67 |
-0.115 |
-0.110 |
1,466,468 |
| 0 |
2 |
0 |
0 |
0 |
0.44 |
0.024 |
0.024 |
0 |
| 1 |
12 |
5,191,548 |
5,191,548 |
2,185,788 |
0.37 |
0.004 |
-0.006 |
49,760 |
| CHN |
-1 |
222 |
-50,647,849 |
-50,647,849 |
-64,101,189 |
1.44 |
-0.063 |
-0.068 |
4,886,418 |
| 0 |
7 |
0 |
0 |
0 |
1.59 |
0.047 |
0.062 |
0 |
| 1 |
137 |
47,239,929 |
47,239,929 |
52,934,775 |
1.34 |
0.098 |
0.101 |
6,801,902 |
| HKG |
-1 |
48 |
-11,490,603 |
-11,490,603 |
-16,054,784 |
1.61 |
0.029 |
0.025 |
60,583 |
| 1 |
80 |
22,798,565 |
22,798,565 |
35,132,622 |
1.68 |
0.179 |
0.183 |
4,791,626 |
| JPN |
-1 |
136 |
-40,544,896 |
-40,544,896 |
-22,929,238 |
0.63 |
-0.069 |
-0.062 |
2,939,406 |
| 0 |
6 |
0 |
0 |
0 |
0.79 |
-0.006 |
0.029 |
0 |
| 1 |
79 |
33,431,360 |
33,431,360 |
22,404,250 |
0.71 |
0.030 |
0.023 |
1,267,528 |
| KOR |
-1 |
40 |
-10,480,040 |
-10,480,040 |
-6,064,761 |
0.51 |
-0.171 |
-0.172 |
1,899,494 |
| 0 |
1 |
0 |
0 |
0 |
0.96 |
-0.176 |
-0.176 |
0 |
| 1 |
22 |
3,282,532 |
3,282,532 |
1,889,314 |
0.55 |
-0.032 |
-0.044 |
-45,919 |
| MYS |
1 |
4 |
1,315,506 |
1,315,506 |
343,360 |
0.29 |
0.075 |
0.065 |
117,099 |
| PHL |
1 |
3 |
252,220 |
252,220 |
65,297 |
0.42 |
0.059 |
0.104 |
443 |
| SGP |
-1 |
7 |
-3,085,597 |
-3,085,597 |
-1,978,008 |
0.58 |
-0.051 |
-0.036 |
219,299 |
| 1 |
2 |
1,415,296 |
1,415,296 |
341,584 |
0.32 |
0.015 |
0.015 |
17,581 |
| THA |
-1 |
13 |
-3,641,750 |
-3,641,750 |
-914,617 |
0.35 |
-0.038 |
-0.022 |
163,023 |
| 1 |
16 |
11,237,217 |
11,237,217 |
4,171,241 |
0.52 |
0.085 |
0.076 |
1,368,092 |
| TWN |
-1 |
60 |
-13,537,637 |
-13,537,637 |
-11,228,569 |
0.90 |
-0.036 |
-0.025 |
540,605 |
| 0 |
2 |
0 |
0 |
0 |
1.21 |
0.091 |
0.091 |
0 |
| 1 |
36 |
16,271,914 |
16,271,914 |
10,695,500 |
0.80 |
0.092 |
0.083 |
1,907,243 |