Generated at 16:02 on Sunday 09/28/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
364 |
-31,561,088 |
| 0 |
49 |
0 |
| 1 |
255 |
30,911,735 |
|
target_notional |
| target_notional |
-649,352 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-97,183 |
-649,352 |
6,802,881 |
62,472,823 |
1,623,434 |
-0.002 |
-0.010 |
0.109 |
0.026 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-30,162,741 |
| 0 |
0 |
| 1 |
30,065,558 |
|
alpha_notional |
| alpha_notional |
6,802,881 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,847,371 |
| 0 |
0 |
| 1 |
3,955,509 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
27 |
-1,397,280 |
2,662,836 |
297,750 |
-0.525 |
0.043 |
| CHN |
291 |
-1,556,095 |
19,216,802 |
1,012,919 |
-0.081 |
0.308 |
| HKG |
101 |
2,750,198 |
9,384,639 |
895,445 |
0.293 |
0.150 |
| JPN |
102 |
-1,395,752 |
10,866,281 |
439,333 |
-0.128 |
0.174 |
| KOR |
58 |
-1,396,756 |
4,244,475 |
405,337 |
-0.329 |
0.068 |
| MYS |
4 |
660,208 |
660,208 |
121,159 |
1.000 |
0.011 |
| NZL |
1 |
-20,648 |
20,648 |
5,890 |
-1.000 |
0.000 |
| PHL |
3 |
157,338 |
157,338 |
82,900 |
1.000 |
0.003 |
| SGP |
6 |
-191,853 |
873,928 |
106,374 |
-0.220 |
0.014 |
| THA |
17 |
1,468,291 |
2,690,459 |
338,487 |
0.546 |
0.043 |
| TWN |
58 |
272,998 |
11,695,209 |
728,567 |
0.023 |
0.187 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
18 |
-2,030,058 |
| 0 |
5 |
0 |
| 1 |
4 |
632,778 |
| CHN |
-1 |
179 |
-10,386,449 |
| 0 |
9 |
0 |
| 1 |
103 |
8,830,353 |
| HKG |
-1 |
42 |
-3,317,221 |
| 0 |
3 |
0 |
| 1 |
56 |
6,067,419 |
| JPN |
-1 |
49 |
-6,131,016 |
| 0 |
24 |
0 |
| 1 |
29 |
4,735,265 |
| KOR |
-1 |
33 |
-2,820,616 |
| 0 |
6 |
0 |
| 1 |
19 |
1,423,859 |
| MYS |
1 |
4 |
660,208 |
| NZL |
-1 |
1 |
-20,648 |
| PHL |
1 |
3 |
157,338 |
| SGP |
-1 |
3 |
-532,890 |
| 0 |
2 |
0 |
| 1 |
1 |
341,037 |
| THA |
-1 |
4 |
-611,084 |
| 1 |
13 |
2,079,375 |
| TWN |
-1 |
35 |
-5,711,105 |
| 1 |
23 |
5,984,103 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
18 |
-2,030,058 |
-2,030,058 |
-1,463,204 |
0.99 |
-0.137 |
-0.118 |
257,359 |
| 0 |
5 |
0 |
0 |
0 |
0.39 |
-0.042 |
-0.043 |
0 |
| 1 |
4 |
632,778 |
632,778 |
281,581 |
0.41 |
-0.013 |
-0.012 |
-9,415 |
| CHN |
-1 |
179 |
-10,386,449 |
-10,386,449 |
-13,921,448 |
1.44 |
-0.082 |
-0.082 |
1,471,493 |
| 0 |
9 |
0 |
0 |
0 |
1.18 |
0.031 |
0.043 |
0 |
| 1 |
103 |
8,830,353 |
8,830,353 |
10,096,133 |
1.35 |
0.080 |
0.075 |
1,145,711 |
| HKG |
-1 |
42 |
-3,317,221 |
-3,317,221 |
-4,673,848 |
1.67 |
0.054 |
0.043 |
-69,396 |
| 0 |
3 |
0 |
0 |
0 |
1.37 |
0.132 |
0.124 |
0 |
| 1 |
56 |
6,067,419 |
6,067,419 |
9,917,448 |
1.76 |
0.212 |
0.217 |
1,456,617 |
| JPN |
-1 |
49 |
-6,131,016 |
-6,131,016 |
-3,708,450 |
0.66 |
-0.079 |
-0.067 |
518,567 |
| 0 |
24 |
0 |
0 |
0 |
0.60 |
-0.029 |
-0.039 |
0 |
| 1 |
29 |
4,735,265 |
4,735,265 |
3,120,983 |
0.73 |
0.039 |
0.033 |
221,756 |
| KOR |
-1 |
33 |
-2,820,616 |
-2,820,616 |
-1,522,981 |
0.50 |
-0.146 |
-0.138 |
450,867 |
| 0 |
6 |
0 |
0 |
0 |
0.48 |
-0.111 |
-0.113 |
0 |
| 1 |
19 |
1,423,859 |
1,423,859 |
862,640 |
0.58 |
-0.011 |
-0.010 |
-6,201 |
| MYS |
1 |
4 |
660,208 |
660,208 |
173,001 |
0.29 |
0.082 |
0.073 |
49,002 |
| NZL |
-1 |
1 |
-20,648 |
-20,648 |
-6,028 |
0.29 |
-0.130 |
-0.130 |
2,688 |
| PHL |
1 |
3 |
157,338 |
157,338 |
50,429 |
0.42 |
0.096 |
0.072 |
11,333 |
| SGP |
-1 |
3 |
-532,890 |
-532,890 |
-408,189 |
0.78 |
-0.068 |
-0.048 |
21,561 |
| 0 |
2 |
0 |
0 |
0 |
0.23 |
-0.004 |
-0.004 |
0 |
| 1 |
1 |
341,037 |
341,037 |
60,543 |
0.18 |
0.047 |
0.047 |
15,947 |
| THA |
-1 |
4 |
-611,084 |
-611,084 |
-68,099 |
0.22 |
-0.059 |
-0.060 |
35,831 |
| 1 |
13 |
2,079,375 |
2,079,375 |
910,890 |
0.60 |
0.102 |
0.091 |
238,822 |
| TWN |
-1 |
35 |
-5,711,105 |
-5,711,105 |
-4,390,493 |
0.85 |
-0.028 |
-0.028 |
158,401 |
| 1 |
23 |
5,984,103 |
5,984,103 |
4,591,908 |
0.87 |
0.131 |
0.129 |
831,937 |