Generated at 15:18 on Sunday 09/21/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
544 |
-137,702,344 |
| 0 |
39 |
0 |
| 1 |
378 |
134,369,203 |
|
target_notional |
| target_notional |
-3,333,141 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
847,873 |
-3,333,141 |
27,019,692 |
272,071,547 |
6,121,929 |
0.003 |
-0.012 |
0.099 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-122,586,997 |
| 0 |
0 |
| 1 |
123,434,870 |
|
alpha_notional |
| alpha_notional |
27,019,692 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,942,068 |
| 0 |
0 |
| 1 |
15,077,624 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-6,777,861 |
16,441,999 |
1,333,223 |
-0.412 |
0.060 |
| CHN |
360 |
-3,766,525 |
92,424,872 |
3,825,908 |
-0.041 |
0.340 |
| HKG |
129 |
10,610,987 |
32,965,559 |
3,150,507 |
0.322 |
0.121 |
| JPN |
218 |
-6,016,185 |
70,052,046 |
2,076,277 |
-0.086 |
0.257 |
| KOR |
62 |
-6,793,852 |
13,451,512 |
1,746,495 |
-0.505 |
0.049 |
| MYS |
4 |
1,309,291 |
1,309,291 |
255,864 |
1.000 |
0.005 |
| PHL |
3 |
188,160 |
188,160 |
107,759 |
1.000 |
0.001 |
| SGP |
8 |
-1,506,432 |
4,249,868 |
462,966 |
-0.354 |
0.016 |
| THA |
29 |
6,937,300 |
12,866,695 |
1,439,271 |
0.539 |
0.047 |
| TWN |
96 |
2,481,975 |
28,121,545 |
1,498,093 |
0.088 |
0.103 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-11,609,930 |
| 0 |
2 |
0 |
| 1 |
10 |
4,832,069 |
| CHN |
-1 |
218 |
-48,095,698 |
| 0 |
9 |
0 |
| 1 |
133 |
44,329,173 |
| HKG |
-1 |
47 |
-11,177,286 |
| 0 |
3 |
0 |
| 1 |
79 |
21,788,273 |
| JPN |
-1 |
123 |
-38,034,115 |
| 0 |
18 |
0 |
| 1 |
77 |
32,017,931 |
| KOR |
-1 |
40 |
-10,122,682 |
| 1 |
22 |
3,328,830 |
| MYS |
1 |
4 |
1,309,291 |
| PHL |
1 |
3 |
188,160 |
| SGP |
-1 |
6 |
-2,878,150 |
| 1 |
2 |
1,371,718 |
| THA |
-1 |
12 |
-2,964,697 |
| 0 |
1 |
0 |
| 1 |
16 |
9,901,998 |
| TWN |
-1 |
58 |
-12,819,785 |
| 0 |
6 |
0 |
| 1 |
32 |
15,301,760 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-11,609,930 |
-11,609,930 |
-5,774,389 |
0.66 |
-0.121 |
-0.111 |
1,432,600 |
| 0 |
2 |
0 |
0 |
0 |
0.41 |
-0.103 |
-0.103 |
0 |
| 1 |
10 |
4,832,069 |
4,832,069 |
2,066,301 |
0.36 |
0.003 |
-0.012 |
24,095 |
| CHN |
-1 |
218 |
-48,095,698 |
-48,095,698 |
-60,407,945 |
1.44 |
-0.064 |
-0.066 |
5,159,977 |
| 0 |
9 |
0 |
0 |
0 |
1.40 |
0.013 |
0.007 |
0 |
| 1 |
133 |
44,329,173 |
44,329,173 |
49,555,689 |
1.34 |
0.096 |
0.095 |
6,095,961 |
| HKG |
-1 |
47 |
-11,177,286 |
-11,177,286 |
-15,682,762 |
1.65 |
0.031 |
0.040 |
-2,261 |
| 0 |
3 |
0 |
0 |
0 |
0.96 |
0.002 |
-0.019 |
0 |
| 1 |
79 |
21,788,273 |
21,788,273 |
33,793,144 |
1.69 |
0.175 |
0.180 |
4,403,721 |
| JPN |
-1 |
123 |
-38,034,115 |
-38,034,115 |
-21,960,996 |
0.63 |
-0.065 |
-0.056 |
2,654,070 |
| 0 |
18 |
0 |
0 |
0 |
0.79 |
-0.019 |
-0.013 |
0 |
| 1 |
77 |
32,017,931 |
32,017,931 |
21,342,890 |
0.70 |
0.035 |
0.031 |
1,536,702 |
| KOR |
-1 |
40 |
-10,122,682 |
-10,122,682 |
-5,805,001 |
0.51 |
-0.167 |
-0.164 |
1,836,287 |
| 1 |
22 |
3,328,830 |
3,328,830 |
1,902,907 |
0.55 |
-0.033 |
-0.033 |
-66,666 |
| MYS |
1 |
4 |
1,309,291 |
1,309,291 |
341,271 |
0.29 |
0.085 |
0.079 |
127,624 |
| PHL |
1 |
3 |
188,160 |
188,160 |
66,184 |
0.42 |
0.013 |
0.090 |
-8,885 |
| SGP |
-1 |
6 |
-2,878,150 |
-2,878,150 |
-1,843,912 |
0.58 |
-0.044 |
-0.037 |
199,706 |
| 1 |
2 |
1,371,718 |
1,371,718 |
323,433 |
0.32 |
0.016 |
0.016 |
11,374 |
| THA |
-1 |
12 |
-2,964,697 |
-2,964,697 |
-674,727 |
0.34 |
-0.031 |
-0.022 |
106,747 |
| 0 |
1 |
0 |
0 |
0 |
0.45 |
0.003 |
0.003 |
0 |
| 1 |
16 |
9,901,998 |
9,901,998 |
3,855,401 |
0.52 |
0.082 |
0.075 |
1,078,573 |
| TWN |
-1 |
58 |
-12,819,785 |
-12,819,785 |
-10,437,266 |
0.89 |
-0.038 |
-0.027 |
554,944 |
| 0 |
6 |
0 |
0 |
0 |
0.82 |
0.018 |
0.028 |
0 |
| 1 |
32 |
15,301,760 |
15,301,760 |
10,187,651 |
0.82 |
0.099 |
0.086 |
1,875,126 |