Generated at 16:07 on Monday 09/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
550 |
-136,917,093 |
| 0 |
9 |
0 |
| 1 |
378 |
133,571,146 |
|
target_notional |
| target_notional |
-3,345,947 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
939,815 |
-3,345,947 |
27,443,050 |
270,488,239 |
6,101,126 |
0.003 |
-0.012 |
0.101 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-121,613,151 |
| 0 |
0 |
| 1 |
122,552,965 |
|
alpha_notional |
| alpha_notional |
27,443,050 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,204,318 |
| 0 |
0 |
| 1 |
15,238,732 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
54 |
-6,698,038 |
17,066,357 |
1,354,835 |
-0.392 |
0.063 |
| CHN |
355 |
-4,433,235 |
91,639,142 |
3,861,115 |
-0.048 |
0.339 |
| HKG |
128 |
10,584,804 |
32,331,041 |
3,143,899 |
0.327 |
0.120 |
| JPN |
200 |
-5,845,691 |
70,152,876 |
2,061,006 |
-0.083 |
0.259 |
| KOR |
65 |
-6,695,436 |
13,175,658 |
1,702,126 |
-0.508 |
0.049 |
| 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 |
-1,543,787 |
4,188,565 |
456,446 |
-0.369 |
0.015 |
| THA |
29 |
7,012,617 |
12,818,641 |
1,438,068 |
0.547 |
0.047 |
| TWN |
91 |
2,787,710 |
27,630,847 |
1,511,779 |
0.101 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-11,882,197 |
| 0 |
1 |
0 |
| 1 |
13 |
5,184,160 |
| CHN |
-1 |
222 |
-48,036,189 |
| 0 |
1 |
0 |
| 1 |
132 |
43,602,953 |
| HKG |
-1 |
49 |
-10,873,119 |
| 0 |
1 |
0 |
| 1 |
78 |
21,457,923 |
| JPN |
-1 |
123 |
-37,999,284 |
| 1 |
77 |
32,153,592 |
| KOR |
-1 |
42 |
-9,935,547 |
| 0 |
2 |
0 |
| 1 |
21 |
3,240,111 |
| MYS |
1 |
4 |
1,296,253 |
| PHL |
1 |
3 |
188,857 |
| SGP |
-1 |
6 |
-2,866,176 |
| 1 |
2 |
1,322,389 |
| THA |
-1 |
11 |
-2,903,012 |
| 0 |
2 |
0 |
| 1 |
16 |
9,915,629 |
| TWN |
-1 |
57 |
-12,421,569 |
| 0 |
2 |
0 |
| 1 |
32 |
15,209,279 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-11,882,197 |
-11,882,197 |
-5,916,772 |
0.66 |
-0.132 |
-0.123 |
1,624,341 |
| 0 |
1 |
0 |
0 |
0 |
0.56 |
-0.110 |
-0.110 |
0 |
| 1 |
13 |
5,184,160 |
5,184,160 |
2,176,149 |
0.30 |
-0.017 |
-0.038 |
-8,255 |
| CHN |
-1 |
222 |
-48,036,189 |
-48,036,189 |
-60,166,831 |
1.44 |
-0.064 |
-0.064 |
4,903,510 |
| 0 |
1 |
0 |
0 |
0 |
0.45 |
0.065 |
0.065 |
0 |
| 1 |
132 |
43,602,953 |
43,602,953 |
48,846,554 |
1.35 |
0.100 |
0.104 |
6,468,554 |
| HKG |
-1 |
49 |
-10,873,119 |
-10,873,119 |
-15,364,795 |
1.66 |
0.033 |
0.029 |
49,455 |
| 0 |
1 |
0 |
0 |
0 |
1.20 |
0.067 |
0.067 |
0 |
| 1 |
78 |
21,457,923 |
21,457,923 |
33,391,092 |
1.68 |
0.182 |
0.186 |
4,502,275 |
| 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 |
42 |
-9,935,547 |
-9,935,547 |
-5,542,142 |
0.51 |
-0.169 |
-0.159 |
1,809,277 |
| 0 |
2 |
0 |
0 |
0 |
0.61 |
-0.196 |
-0.196 |
0 |
| 1 |
21 |
3,240,111 |
3,240,111 |
1,864,078 |
0.56 |
-0.027 |
-0.026 |
-62,414 |
| 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 |
-2,866,176 |
-2,866,176 |
-1,832,274 |
0.58 |
-0.044 |
-0.039 |
201,041 |
| 1 |
2 |
1,322,389 |
1,322,389 |
312,470 |
0.32 |
0.018 |
0.018 |
17,922 |
| THA |
-1 |
11 |
-2,903,012 |
-2,903,012 |
-653,100 |
0.34 |
-0.033 |
-0.030 |
120,543 |
| 0 |
2 |
0 |
0 |
0 |
0.27 |
-0.010 |
-0.010 |
0 |
| 1 |
16 |
9,915,629 |
9,915,629 |
3,882,242 |
0.52 |
0.092 |
0.084 |
1,159,238 |
| TWN |
-1 |
57 |
-12,421,569 |
-12,421,569 |
-10,127,243 |
0.89 |
-0.047 |
-0.034 |
743,167 |
| 0 |
2 |
0 |
0 |
0 |
0.87 |
0.038 |
0.038 |
0 |
| 1 |
32 |
15,209,279 |
15,209,279 |
10,156,240 |
0.82 |
0.100 |
0.097 |
1,777,171 |