Generated at 17:08 on Monday 09/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
532 |
-132,409,446 |
| 0 |
20 |
0 |
| 1 |
375 |
129,309,259 |
|
target_notional |
| target_notional |
-3,100,187 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,529,810 |
-3,100,187 |
26,632,554 |
261,718,705 |
5,924,366 |
0.006 |
-0.012 |
0.102 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-117,343,718 |
| 0 |
0 |
| 1 |
118,873,528 |
|
alpha_notional |
| alpha_notional |
26,632,554 |
|
alpha_notional |
| pos_sign |
|
| -1 |
11,926,324 |
| 0 |
0 |
| 1 |
14,706,230 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
50 |
-6,395,217 |
16,114,012 |
1,302,784 |
-0.397 |
0.062 |
| CHN |
352 |
-3,927,504 |
87,202,167 |
3,695,201 |
-0.045 |
0.333 |
| HKG |
127 |
10,242,463 |
31,185,598 |
3,070,474 |
0.328 |
0.119 |
| JPN |
200 |
-5,845,691 |
70,152,876 |
2,061,006 |
-0.083 |
0.268 |
| KOR |
63 |
-6,390,721 |
13,013,747 |
1,656,479 |
-0.491 |
0.050 |
| MYS |
4 |
1,296,253 |
1,296,253 |
255,198 |
1.000 |
0.005 |
| PHL |
3 |
188,857 |
188,857 |
114,005 |
1.000 |
0.001 |
| SGP |
8 |
-1,557,270 |
4,004,365 |
447,634 |
-0.389 |
0.015 |
| THA |
29 |
6,675,409 |
12,100,749 |
1,373,855 |
0.552 |
0.046 |
| TWN |
91 |
2,613,235 |
26,460,081 |
1,480,653 |
0.099 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-11,254,615 |
| 0 |
1 |
0 |
| 1 |
10 |
4,859,397 |
| CHN |
-1 |
216 |
-45,564,835 |
| 0 |
5 |
0 |
| 1 |
131 |
41,637,332 |
| HKG |
-1 |
47 |
-10,471,568 |
| 0 |
1 |
0 |
| 1 |
79 |
20,714,031 |
| JPN |
-1 |
123 |
-37,999,284 |
| 1 |
77 |
32,153,592 |
| KOR |
-1 |
39 |
-9,702,234 |
| 0 |
3 |
0 |
| 1 |
21 |
3,311,513 |
| MYS |
1 |
4 |
1,296,253 |
| PHL |
1 |
3 |
188,857 |
| SGP |
-1 |
6 |
-2,780,817 |
| 1 |
2 |
1,223,547 |
| THA |
-1 |
11 |
-2,712,670 |
| 0 |
2 |
0 |
| 1 |
16 |
9,388,079 |
| TWN |
-1 |
51 |
-11,923,423 |
| 0 |
8 |
0 |
| 1 |
32 |
14,536,658 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-11,254,615 |
-11,254,615 |
-5,617,830 |
0.66 |
-0.133 |
-0.125 |
1,551,890 |
| 0 |
1 |
0 |
0 |
0 |
0.56 |
-0.110 |
-0.110 |
0 |
| 1 |
10 |
4,859,397 |
4,859,397 |
2,096,821 |
0.36 |
-0.007 |
-0.029 |
-5,885 |
| CHN |
-1 |
216 |
-45,564,835 |
-45,564,835 |
-57,477,235 |
1.44 |
-0.064 |
-0.064 |
4,725,329 |
| 0 |
5 |
0 |
0 |
0 |
1.04 |
0.045 |
0.065 |
0 |
| 1 |
131 |
41,637,332 |
41,637,332 |
46,840,194 |
1.35 |
0.100 |
0.103 |
6,175,916 |
| HKG |
-1 |
47 |
-10,471,568 |
-10,471,568 |
-14,777,562 |
1.66 |
0.026 |
0.017 |
89,650 |
| 0 |
1 |
0 |
0 |
0 |
1.37 |
0.266 |
0.266 |
0 |
| 1 |
79 |
20,714,031 |
20,714,031 |
32,264,072 |
1.69 |
0.181 |
0.186 |
4,387,980 |
| JPN |
-1 |
123 |
-37,999,284 |
-37,999,284 |
-22,009,993 |
0.63 |
-0.069 |
-0.062 |
2,752,984 |
| 1 |
77 |
32,153,592 |
32,153,592 |
21,516,342 |
0.70 |
0.028 |
0.025 |
1,253,862 |
| KOR |
-1 |
39 |
-9,702,234 |
-9,702,234 |
-5,470,855 |
0.51 |
-0.169 |
-0.159 |
1,755,867 |
| 0 |
3 |
0 |
0 |
0 |
0.49 |
-0.180 |
-0.150 |
0 |
| 1 |
21 |
3,311,513 |
3,311,513 |
1,904,700 |
0.56 |
-0.027 |
-0.026 |
-69,657 |
| MYS |
1 |
4 |
1,296,253 |
1,296,253 |
337,962 |
0.29 |
0.078 |
0.060 |
128,227 |
| PHL |
1 |
3 |
188,857 |
188,857 |
69,837 |
0.42 |
0.052 |
0.064 |
2,152 |
| SGP |
-1 |
6 |
-2,780,817 |
-2,780,817 |
-1,776,970 |
0.58 |
-0.044 |
-0.039 |
188,547 |
| 1 |
2 |
1,223,547 |
1,223,547 |
271,954 |
0.32 |
0.018 |
0.018 |
15,770 |
| THA |
-1 |
11 |
-2,712,670 |
-2,712,670 |
-578,937 |
0.34 |
-0.033 |
-0.030 |
114,547 |
| 0 |
2 |
0 |
0 |
0 |
0.27 |
-0.010 |
-0.010 |
0 |
| 1 |
16 |
9,388,079 |
9,388,079 |
3,698,620 |
0.52 |
0.092 |
0.084 |
1,099,667 |
| TWN |
-1 |
51 |
-11,923,423 |
-11,923,423 |
-9,634,336 |
0.86 |
-0.055 |
-0.036 |
747,510 |
| 0 |
8 |
0 |
0 |
0 |
1.10 |
0.027 |
0.024 |
0 |
| 1 |
32 |
14,536,658 |
14,536,658 |
9,873,026 |
0.82 |
0.100 |
0.097 |
1,718,199 |