Generated at 15:46 on Thursday 09/25/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
400 |
-57,101,143 |
| 0 |
64 |
0 |
| 1 |
276 |
55,684,020 |
|
target_notional |
| target_notional |
-1,417,123 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
244,322 |
-1,417,123 |
12,396,647 |
112,785,163 |
2,894,197 |
0.002 |
-0.013 |
0.110 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-54,066,915 |
| 0 |
0 |
| 1 |
54,311,237 |
|
alpha_notional |
| alpha_notional |
12,396,647 |
|
alpha_notional |
| pos_sign |
|
| -1 |
5,499,913 |
| 0 |
0 |
| 1 |
6,896,735 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
38 |
-2,798,643 |
6,359,530 |
636,031 |
-0.440 |
0.056 |
| CHN |
302 |
-2,872,662 |
38,189,413 |
1,930,967 |
-0.075 |
0.339 |
| HKG |
111 |
5,544,658 |
17,143,057 |
1,716,228 |
0.323 |
0.152 |
| JPN |
133 |
-2,794,823 |
22,870,583 |
865,047 |
-0.122 |
0.203 |
| KOR |
60 |
-2,798,460 |
8,165,948 |
808,060 |
-0.343 |
0.072 |
| MYS |
4 |
1,061,083 |
1,061,083 |
197,494 |
1.000 |
0.009 |
| PHL |
3 |
180,514 |
180,514 |
110,461 |
1.000 |
0.002 |
| SGP |
7 |
-482,776 |
1,734,488 |
200,075 |
-0.278 |
0.015 |
| THA |
17 |
3,104,170 |
5,257,666 |
674,896 |
0.590 |
0.047 |
| TWN |
65 |
439,815 |
11,822,881 |
751,000 |
0.037 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
25 |
-4,579,087 |
| 0 |
5 |
0 |
| 1 |
8 |
1,780,443 |
| CHN |
-1 |
185 |
-20,531,037 |
| 0 |
8 |
0 |
| 1 |
109 |
17,658,376 |
| HKG |
-1 |
42 |
-5,799,200 |
| 0 |
10 |
0 |
| 1 |
59 |
11,343,858 |
| JPN |
-1 |
66 |
-12,832,703 |
| 0 |
31 |
0 |
| 1 |
36 |
10,037,880 |
| KOR |
-1 |
38 |
-5,482,204 |
| 0 |
1 |
0 |
| 1 |
21 |
2,683,744 |
| MYS |
1 |
4 |
1,061,083 |
| PHL |
1 |
3 |
180,514 |
| SGP |
-1 |
5 |
-1,108,632 |
| 0 |
1 |
0 |
| 1 |
1 |
625,856 |
| THA |
-1 |
4 |
-1,076,748 |
| 0 |
1 |
0 |
| 1 |
12 |
4,180,918 |
| TWN |
-1 |
35 |
-5,691,533 |
| 0 |
7 |
0 |
| 1 |
23 |
6,131,348 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
25 |
-4,579,087 |
-4,579,087 |
-2,692,929 |
0.79 |
-0.131 |
-0.115 |
593,298 |
| 0 |
5 |
0 |
0 |
0 |
0.46 |
-0.119 |
-0.116 |
0 |
| 1 |
8 |
1,780,443 |
1,780,443 |
792,176 |
0.42 |
-0.016 |
-0.010 |
-27,222 |
| CHN |
-1 |
185 |
-20,531,037 |
-20,531,037 |
-27,212,040 |
1.43 |
-0.074 |
-0.074 |
2,656,512 |
| 0 |
8 |
0 |
0 |
0 |
1.62 |
0.023 |
0.041 |
0 |
| 1 |
109 |
17,658,376 |
17,658,376 |
20,140,106 |
1.36 |
0.088 |
0.091 |
2,389,740 |
| HKG |
-1 |
42 |
-5,799,200 |
-5,799,200 |
-8,254,272 |
1.67 |
0.050 |
0.050 |
-73,498 |
| 0 |
10 |
0 |
0 |
0 |
1.66 |
0.190 |
0.199 |
0 |
| 1 |
59 |
11,343,858 |
11,343,858 |
18,000,467 |
1.74 |
0.206 |
0.215 |
2,655,206 |
| JPN |
-1 |
66 |
-12,832,703 |
-12,832,703 |
-7,648,021 |
0.64 |
-0.072 |
-0.063 |
1,030,181 |
| 0 |
31 |
0 |
0 |
0 |
0.65 |
-0.034 |
-0.044 |
0 |
| 1 |
36 |
10,037,880 |
10,037,880 |
6,773,056 |
0.71 |
0.037 |
0.033 |
497,340 |
| KOR |
-1 |
38 |
-5,482,204 |
-5,482,204 |
-3,017,352 |
0.50 |
-0.154 |
-0.152 |
928,651 |
| 0 |
1 |
0 |
0 |
0 |
1.06 |
0.003 |
0.003 |
0 |
| 1 |
21 |
2,683,744 |
2,683,744 |
1,580,701 |
0.56 |
-0.026 |
-0.022 |
-47,538 |
| MYS |
1 |
4 |
1,061,083 |
1,061,083 |
274,277 |
0.29 |
0.073 |
0.069 |
72,169 |
| PHL |
1 |
3 |
180,514 |
180,514 |
68,043 |
0.42 |
0.103 |
0.094 |
15,637 |
| SGP |
-1 |
5 |
-1,108,632 |
-1,108,632 |
-774,714 |
0.56 |
-0.053 |
-0.049 |
64,379 |
| 0 |
1 |
0 |
0 |
0 |
0.47 |
0.037 |
0.037 |
0 |
| 1 |
1 |
625,856 |
625,856 |
111,106 |
0.18 |
0.030 |
0.030 |
18,594 |
| THA |
-1 |
4 |
-1,076,748 |
-1,076,748 |
-77,370 |
0.22 |
-0.074 |
-0.082 |
82,168 |
| 0 |
1 |
0 |
0 |
0 |
-0.03 |
0.051 |
0.051 |
0 |
| 1 |
12 |
4,180,918 |
4,180,918 |
1,839,770 |
0.59 |
0.091 |
0.090 |
462,818 |
| TWN |
-1 |
35 |
-5,691,533 |
-5,691,533 |
-4,390,217 |
0.85 |
-0.035 |
-0.020 |
218,221 |
| 0 |
7 |
0 |
0 |
0 |
0.81 |
0.028 |
0.007 |
0 |
| 1 |
23 |
6,131,348 |
6,131,348 |
4,731,534 |
0.87 |
0.128 |
0.131 |
859,991 |