Generated at 15:18 on Wednesday 09/24/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
437 |
-83,394,422 |
| 0 |
73 |
0 |
| 1 |
306 |
81,534,159 |
|
target_notional |
| target_notional |
-1,860,262 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
664,455 |
-1,860,262 |
18,307,213 |
164,928,581 |
4,119,975 |
0.004 |
-0.011 |
0.111 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-76,780,071 |
| 0 |
0 |
| 1 |
77,444,526 |
|
alpha_notional |
| alpha_notional |
18,307,213 |
|
alpha_notional |
| pos_sign |
|
| -1 |
8,021,140 |
| 0 |
0 |
| 1 |
10,286,072 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
42 |
-4,098,406 |
10,221,957 |
921,497 |
-0.401 |
0.062 |
| CHN |
322 |
-3,625,283 |
55,806,952 |
2,684,479 |
-0.065 |
0.338 |
| HKG |
119 |
7,734,320 |
22,947,848 |
2,338,820 |
0.337 |
0.139 |
| JPN |
161 |
-4,075,519 |
36,947,847 |
1,276,563 |
-0.110 |
0.224 |
| KOR |
60 |
-4,098,242 |
10,417,870 |
1,130,484 |
-0.393 |
0.063 |
| MYS |
4 |
1,274,970 |
1,274,970 |
248,687 |
1.000 |
0.008 |
| PHL |
3 |
180,990 |
180,990 |
108,461 |
1.000 |
0.001 |
| SGP |
7 |
-841,825 |
2,565,247 |
290,874 |
-0.328 |
0.016 |
| THA |
22 |
5,016,677 |
7,331,194 |
1,015,710 |
0.684 |
0.044 |
| TWN |
76 |
672,057 |
17,233,706 |
1,041,477 |
0.039 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
30 |
-7,160,182 |
| 0 |
4 |
0 |
| 1 |
8 |
3,061,776 |
| CHN |
-1 |
191 |
-29,716,117 |
| 0 |
17 |
0 |
| 1 |
114 |
26,090,835 |
| HKG |
-1 |
42 |
-7,606,764 |
| 0 |
8 |
0 |
| 1 |
69 |
15,341,084 |
| JPN |
-1 |
86 |
-20,511,683 |
| 0 |
28 |
0 |
| 1 |
47 |
16,436,164 |
| KOR |
-1 |
39 |
-7,258,056 |
| 1 |
21 |
3,159,814 |
| MYS |
1 |
4 |
1,274,970 |
| PHL |
1 |
3 |
180,990 |
| SGP |
-1 |
5 |
-1,703,536 |
| 1 |
2 |
861,711 |
| THA |
-1 |
4 |
-1,157,259 |
| 0 |
5 |
0 |
| 1 |
13 |
6,173,935 |
| TWN |
-1 |
40 |
-8,280,825 |
| 0 |
11 |
0 |
| 1 |
25 |
8,952,881 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
30 |
-7,160,182 |
-7,160,182 |
-4,002,367 |
0.73 |
-0.135 |
-0.123 |
955,267 |
| 0 |
4 |
0 |
0 |
0 |
0.20 |
-0.051 |
-0.060 |
0 |
| 1 |
8 |
3,061,776 |
3,061,776 |
1,418,176 |
0.42 |
0.005 |
-0.019 |
43,253 |
| CHN |
-1 |
191 |
-29,716,117 |
-29,716,117 |
-38,190,662 |
1.43 |
-0.079 |
-0.082 |
3,830,494 |
| 0 |
17 |
0 |
0 |
0 |
1.26 |
0.028 |
0.022 |
0 |
| 1 |
114 |
26,090,835 |
26,090,835 |
28,947,446 |
1.36 |
0.090 |
0.090 |
3,743,810 |
| HKG |
-1 |
42 |
-7,606,764 |
-7,606,764 |
-10,783,500 |
1.67 |
0.049 |
0.052 |
-82,831 |
| 0 |
8 |
0 |
0 |
0 |
1.31 |
0.119 |
0.106 |
0 |
| 1 |
69 |
15,341,084 |
15,341,084 |
24,171,469 |
1.73 |
0.204 |
0.206 |
3,503,505 |
| JPN |
-1 |
86 |
-20,511,683 |
-20,511,683 |
-12,097,485 |
0.63 |
-0.072 |
-0.059 |
1,593,925 |
| 0 |
28 |
0 |
0 |
0 |
0.79 |
-0.014 |
-0.003 |
0 |
| 1 |
47 |
16,436,164 |
16,436,164 |
10,973,354 |
0.72 |
0.041 |
0.032 |
814,597 |
| KOR |
-1 |
39 |
-7,258,056 |
-7,258,056 |
-4,041,248 |
0.51 |
-0.155 |
-0.151 |
1,201,873 |
| 1 |
21 |
3,159,814 |
3,159,814 |
1,834,339 |
0.56 |
-0.021 |
-0.022 |
-56,790 |
| MYS |
1 |
4 |
1,274,970 |
1,274,970 |
331,952 |
0.29 |
0.084 |
0.079 |
117,094 |
| PHL |
1 |
3 |
180,990 |
180,990 |
66,702 |
0.42 |
0.107 |
0.103 |
15,769 |
| SGP |
-1 |
5 |
-1,703,536 |
-1,703,536 |
-1,126,551 |
0.56 |
-0.054 |
-0.049 |
99,163 |
| 1 |
2 |
861,711 |
861,711 |
156,012 |
0.32 |
0.041 |
0.041 |
37,505 |
| THA |
-1 |
4 |
-1,157,259 |
-1,157,259 |
-98,021 |
0.22 |
-0.047 |
-0.057 |
55,963 |
| 0 |
5 |
0 |
0 |
0 |
0.47 |
0.066 |
0.071 |
0 |
| 1 |
13 |
6,173,935 |
6,173,935 |
2,737,020 |
0.54 |
0.111 |
0.098 |
845,561 |
| TWN |
-1 |
40 |
-8,280,825 |
-8,280,825 |
-6,440,237 |
0.84 |
-0.040 |
-0.026 |
367,287 |
| 0 |
11 |
0 |
0 |
0 |
0.70 |
0.035 |
0.046 |
0 |
| 1 |
25 |
8,952,881 |
8,952,881 |
6,808,056 |
0.88 |
0.125 |
0.127 |
1,221,769 |