Generated at 15:19 on Tuesday 09/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
478 |
-107,762,474 |
| 0 |
84 |
0 |
| 1 |
343 |
105,048,724 |
|
target_notional |
| target_notional |
-2,713,750 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
390,176 |
-2,713,750 |
23,024,614 |
212,811,198 |
5,087,049 |
0.002 |
-0.013 |
0.108 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-97,637,942 |
| 0 |
0 |
| 1 |
98,028,118 |
|
alpha_notional |
| alpha_notional |
23,024,614 |
|
alpha_notional |
| pos_sign |
|
| -1 |
10,298,823 |
| 0 |
0 |
| 1 |
12,725,791 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-5,292,520 |
13,047,811 |
1,136,904 |
-0.406 |
0.061 |
| CHN |
344 |
-3,172,146 |
72,262,277 |
3,063,124 |
-0.044 |
0.340 |
| HKG |
126 |
8,664,330 |
27,437,078 |
2,643,337 |
0.316 |
0.129 |
| JPN |
201 |
-5,318,791 |
51,868,728 |
1,673,722 |
-0.103 |
0.244 |
| KOR |
60 |
-5,298,440 |
11,868,349 |
1,416,975 |
-0.446 |
0.056 |
| MYS |
4 |
1,295,938 |
1,295,938 |
255,317 |
1.000 |
0.006 |
| PHL |
3 |
183,853 |
183,853 |
111,433 |
1.000 |
0.001 |
| SGP |
8 |
-1,134,615 |
3,314,766 |
367,863 |
-0.342 |
0.016 |
| THA |
27 |
6,427,762 |
9,496,106 |
1,261,023 |
0.677 |
0.045 |
| TWN |
83 |
930,879 |
22,036,292 |
1,262,399 |
0.042 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
34 |
-9,170,166 |
| 0 |
7 |
0 |
| 1 |
8 |
3,877,646 |
| CHN |
-1 |
204 |
-37,717,211 |
| 0 |
16 |
0 |
| 1 |
124 |
34,545,066 |
| HKG |
-1 |
45 |
-9,386,374 |
| 0 |
7 |
0 |
| 1 |
74 |
18,050,704 |
| JPN |
-1 |
100 |
-28,593,760 |
| 0 |
41 |
0 |
| 1 |
60 |
23,274,968 |
| KOR |
-1 |
39 |
-8,583,395 |
| 1 |
21 |
3,284,955 |
| MYS |
1 |
4 |
1,295,938 |
| PHL |
1 |
3 |
183,853 |
| SGP |
-1 |
5 |
-2,224,691 |
| 0 |
1 |
0 |
| 1 |
2 |
1,090,075 |
| THA |
-1 |
6 |
-1,534,172 |
| 0 |
5 |
0 |
| 1 |
16 |
7,961,934 |
| TWN |
-1 |
45 |
-10,552,707 |
| 0 |
7 |
0 |
| 1 |
31 |
11,483,586 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
34 |
-9,170,166 |
-9,170,166 |
-4,921,600 |
0.67 |
-0.144 |
-0.130 |
1,364,422 |
| 0 |
7 |
0 |
0 |
0 |
0.46 |
-0.077 |
-0.070 |
0 |
| 1 |
8 |
3,877,646 |
3,877,646 |
1,797,346 |
0.42 |
-0.002 |
-0.022 |
16,764 |
| CHN |
-1 |
204 |
-37,717,211 |
-37,717,211 |
-47,472,600 |
1.43 |
-0.066 |
-0.066 |
4,184,536 |
| 0 |
16 |
0 |
0 |
0 |
1.53 |
0.003 |
0.011 |
0 |
| 1 |
124 |
34,545,066 |
34,545,066 |
38,903,151 |
1.35 |
0.101 |
0.109 |
5,323,111 |
| HKG |
-1 |
45 |
-9,386,374 |
-9,386,374 |
-13,334,750 |
1.65 |
0.035 |
0.029 |
24,156 |
| 0 |
7 |
0 |
0 |
0 |
1.66 |
0.101 |
0.118 |
0 |
| 1 |
74 |
18,050,704 |
18,050,704 |
28,010,852 |
1.70 |
0.191 |
0.191 |
3,937,639 |
| JPN |
-1 |
100 |
-28,593,760 |
-28,593,760 |
-16,879,211 |
0.65 |
-0.076 |
-0.067 |
2,269,456 |
| 0 |
41 |
0 |
0 |
0 |
0.57 |
-0.028 |
-0.023 |
0 |
| 1 |
60 |
23,274,968 |
23,274,968 |
15,302,595 |
0.73 |
0.033 |
0.028 |
962,338 |
| KOR |
-1 |
39 |
-8,583,395 |
-8,583,395 |
-4,930,373 |
0.51 |
-0.169 |
-0.168 |
1,563,571 |
| 1 |
21 |
3,284,955 |
3,284,955 |
1,889,364 |
0.56 |
-0.027 |
-0.024 |
-66,420 |
| MYS |
1 |
4 |
1,295,938 |
1,295,938 |
337,938 |
0.29 |
0.081 |
0.066 |
128,331 |
| PHL |
1 |
3 |
183,853 |
183,853 |
68,436 |
0.42 |
0.102 |
0.085 |
13,929 |
| SGP |
-1 |
5 |
-2,224,691 |
-2,224,691 |
-1,447,925 |
0.56 |
-0.062 |
-0.055 |
154,383 |
| 0 |
1 |
0 |
0 |
0 |
0.69 |
0.028 |
0.028 |
0 |
| 1 |
2 |
1,090,075 |
1,090,075 |
223,399 |
0.32 |
0.031 |
0.031 |
32,263 |
| THA |
-1 |
6 |
-1,534,172 |
-1,534,172 |
-231,662 |
0.33 |
-0.039 |
-0.039 |
42,541 |
| 0 |
5 |
0 |
0 |
0 |
0.35 |
-0.002 |
0.016 |
0 |
| 1 |
16 |
7,961,934 |
7,961,934 |
3,296,903 |
0.52 |
0.107 |
0.103 |
1,073,198 |
| TWN |
-1 |
45 |
-10,552,707 |
-10,552,707 |
-8,419,820 |
0.85 |
-0.059 |
-0.047 |
695,758 |
| 0 |
7 |
0 |
0 |
0 |
0.98 |
0.005 |
0.016 |
0 |
| 1 |
31 |
11,483,586 |
11,483,586 |
8,198,132 |
0.81 |
0.096 |
0.097 |
1,304,638 |