Generated at 15:53 on Monday 09/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
559 |
-138,753,560 |
| 0 |
7 |
0 |
| 1 |
386 |
135,106,341 |
|
target_notional |
| target_notional |
-3,647,220 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
492,187 |
-3,647,220 |
27,752,993 |
273,859,901 |
6,167,780 |
0.002 |
-0.013 |
0.101 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-123,295,880 |
| 0 |
0 |
| 1 |
123,788,067 |
|
alpha_notional |
| alpha_notional |
27,752,993 |
|
alpha_notional |
| pos_sign |
|
| -1 |
12,334,085 |
| 0 |
0 |
| 1 |
15,418,909 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-6,786,665 |
17,483,600 |
1,373,066 |
-0.388 |
0.064 |
| CHN |
356 |
-4,528,784 |
93,179,198 |
3,913,663 |
-0.049 |
0.340 |
| HKG |
131 |
10,514,044 |
32,764,670 |
3,142,344 |
0.321 |
0.120 |
| JPN |
200 |
-5,845,691 |
70,152,876 |
2,061,006 |
-0.083 |
0.256 |
| KOR |
67 |
-6,787,063 |
13,391,719 |
1,716,062 |
-0.507 |
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 |
-1,533,174 |
4,245,086 |
458,904 |
-0.361 |
0.016 |
| THA |
32 |
7,166,262 |
13,088,149 |
1,464,394 |
0.548 |
0.048 |
| TWN |
91 |
2,668,741 |
28,069,491 |
1,517,599 |
0.095 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-12,135,133 |
| 0 |
1 |
0 |
| 1 |
15 |
5,348,467 |
| CHN |
-1 |
223 |
-48,853,991 |
| 0 |
1 |
0 |
| 1 |
132 |
44,325,207 |
| HKG |
-1 |
49 |
-11,125,313 |
| 0 |
1 |
0 |
| 1 |
81 |
21,639,357 |
| JPN |
-1 |
123 |
-37,999,284 |
| 1 |
77 |
32,153,592 |
| KOR |
-1 |
44 |
-10,089,391 |
| 0 |
2 |
0 |
| 1 |
21 |
3,302,328 |
| MYS |
1 |
4 |
1,296,253 |
| PHL |
1 |
3 |
188,857 |
| SGP |
-1 |
6 |
-2,889,130 |
| 1 |
2 |
1,355,956 |
| THA |
-1 |
12 |
-2,960,944 |
| 0 |
1 |
0 |
| 1 |
19 |
10,127,206 |
| TWN |
-1 |
58 |
-12,700,375 |
| 0 |
1 |
0 |
| 1 |
32 |
15,369,116 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-12,135,133 |
-12,135,133 |
-6,033,877 |
0.62 |
-0.128 |
-0.121 |
1,653,898 |
| 0 |
1 |
0 |
0 |
0 |
0.56 |
-0.110 |
-0.110 |
0 |
| 1 |
15 |
5,348,467 |
5,348,467 |
2,202,036 |
0.28 |
-0.027 |
-0.040 |
-13,320 |
| CHN |
-1 |
223 |
-48,853,991 |
-48,853,991 |
-61,068,922 |
1.44 |
-0.064 |
-0.064 |
4,976,595 |
| 0 |
1 |
0 |
0 |
0 |
0.45 |
0.065 |
0.065 |
0 |
| 1 |
132 |
44,325,207 |
44,325,207 |
49,561,543 |
1.35 |
0.100 |
0.104 |
6,580,377 |
| HKG |
-1 |
49 |
-11,125,313 |
-11,125,313 |
-15,700,145 |
1.66 |
0.033 |
0.029 |
52,639 |
| 0 |
1 |
0 |
0 |
0 |
1.20 |
0.067 |
0.067 |
0 |
| 1 |
81 |
21,639,357 |
21,639,357 |
33,650,271 |
1.66 |
0.182 |
0.188 |
4,540,569 |
| 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 |
44 |
-10,089,391 |
-10,089,391 |
-5,603,082 |
0.51 |
-0.167 |
-0.158 |
1,839,951 |
| 0 |
2 |
0 |
0 |
0 |
0.61 |
-0.196 |
-0.196 |
0 |
| 1 |
21 |
3,302,328 |
3,302,328 |
1,899,556 |
0.56 |
-0.027 |
-0.026 |
-68,320 |
| 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 |
-2,889,130 |
-2,889,130 |
-1,845,018 |
0.58 |
-0.044 |
-0.039 |
201,718 |
| 1 |
2 |
1,355,956 |
1,355,956 |
321,108 |
0.32 |
0.018 |
0.018 |
18,410 |
| THA |
-1 |
12 |
-2,960,944 |
-2,960,944 |
-665,670 |
0.33 |
-0.028 |
-0.014 |
121,470 |
| 0 |
1 |
0 |
0 |
0 |
0.28 |
-0.069 |
-0.069 |
0 |
| 1 |
19 |
10,127,206 |
10,127,206 |
3,971,274 |
0.49 |
0.085 |
0.080 |
1,180,952 |
| TWN |
-1 |
58 |
-12,700,375 |
-12,700,375 |
-10,369,174 |
0.89 |
-0.045 |
-0.034 |
734,829 |
| 0 |
1 |
0 |
0 |
0 |
0.86 |
0.007 |
0.007 |
0 |
| 1 |
32 |
15,369,116 |
15,369,116 |
10,258,139 |
0.82 |
0.100 |
0.097 |
1,795,999 |