Generated at 15:38 on Monday 09/29/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
384 |
-25,543,564 |
| 0 |
17 |
0 |
| 1 |
261 |
25,034,471 |
|
target_notional |
| target_notional |
-509,092 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
177,492 |
-509,092 |
5,556,571 |
50,578,035 |
1,269,225 |
0.004 |
-0.010 |
0.110 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-24,902,459 |
| 0 |
0 |
| 1 |
25,079,951 |
|
alpha_notional |
| alpha_notional |
5,556,571 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,427,083 |
| 0 |
0 |
| 1 |
3,129,488 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
30 |
-1,249,000 |
2,461,535 |
256,622 |
-0.507 |
0.049 |
| CHN |
283 |
-1,263,208 |
17,048,591 |
885,616 |
-0.074 |
0.337 |
| HKG |
98 |
2,301,263 |
8,313,242 |
764,214 |
0.277 |
0.164 |
| JPN |
111 |
-875,088 |
9,646,679 |
362,259 |
-0.091 |
0.191 |
| KOR |
50 |
-1,249,627 |
3,795,996 |
354,551 |
-0.329 |
0.075 |
| MYS |
4 |
599,466 |
599,466 |
110,352 |
1.000 |
0.012 |
| NZL |
1 |
-90,911 |
90,911 |
25,839 |
-1.000 |
0.002 |
| PHL |
3 |
146,731 |
146,731 |
73,097 |
1.000 |
0.003 |
| SGP |
4 |
-192,209 |
781,691 |
92,168 |
-0.246 |
0.015 |
| THA |
20 |
1,056,277 |
2,218,678 |
261,969 |
0.476 |
0.044 |
| TWN |
58 |
307,213 |
5,474,514 |
376,694 |
0.056 |
0.108 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
23 |
-1,855,268 |
| 1 |
7 |
606,267 |
| CHN |
-1 |
179 |
-9,155,900 |
| 0 |
2 |
0 |
| 1 |
102 |
7,892,692 |
| HKG |
-1 |
42 |
-3,005,989 |
| 0 |
1 |
0 |
| 1 |
55 |
5,307,253 |
| JPN |
-1 |
67 |
-5,260,883 |
| 0 |
6 |
0 |
| 1 |
38 |
4,385,796 |
| KOR |
-1 |
32 |
-2,522,812 |
| 1 |
18 |
1,273,184 |
| MYS |
1 |
4 |
599,466 |
| NZL |
-1 |
1 |
-90,911 |
| PHL |
1 |
3 |
146,731 |
| SGP |
-1 |
3 |
-486,950 |
| 1 |
1 |
294,741 |
| THA |
-1 |
7 |
-581,200 |
| 1 |
13 |
1,637,478 |
| TWN |
-1 |
30 |
-2,583,650 |
| 0 |
8 |
0 |
| 1 |
20 |
2,890,863 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
23 |
-1,855,268 |
-1,855,268 |
-1,254,583 |
0.83 |
-0.138 |
-0.121 |
246,115 |
| 1 |
7 |
606,267 |
606,267 |
272,313 |
0.29 |
-0.031 |
-0.043 |
-13,073 |
| CHN |
-1 |
179 |
-9,155,900 |
-9,155,900 |
-12,395,476 |
1.44 |
-0.085 |
-0.092 |
1,330,853 |
| 0 |
2 |
0 |
0 |
0 |
1.70 |
0.055 |
0.055 |
0 |
| 1 |
102 |
7,892,692 |
7,892,692 |
8,979,026 |
1.34 |
0.079 |
0.075 |
989,211 |
| HKG |
-1 |
42 |
-3,005,989 |
-3,005,989 |
-4,202,650 |
1.67 |
0.044 |
0.036 |
-34,631 |
| 0 |
1 |
0 |
0 |
0 |
0.45 |
0.137 |
0.137 |
0 |
| 1 |
55 |
5,307,253 |
5,307,253 |
8,765,256 |
1.78 |
0.201 |
0.204 |
1,182,850 |
| JPN |
-1 |
67 |
-5,260,883 |
-5,260,883 |
-3,315,700 |
0.70 |
-0.046 |
-0.038 |
319,542 |
| 0 |
6 |
0 |
0 |
0 |
0.82 |
0.016 |
0.007 |
0 |
| 1 |
38 |
4,385,796 |
4,385,796 |
2,836,979 |
0.65 |
0.061 |
0.055 |
307,943 |
| KOR |
-1 |
32 |
-2,522,812 |
-2,522,812 |
-1,307,036 |
0.50 |
-0.158 |
-0.148 |
428,243 |
| 1 |
18 |
1,273,184 |
1,273,184 |
782,172 |
0.59 |
-0.019 |
-0.024 |
-14,544 |
| MYS |
1 |
4 |
599,466 |
599,466 |
158,280 |
0.29 |
0.069 |
0.055 |
40,046 |
| NZL |
-1 |
1 |
-90,911 |
-90,911 |
-26,541 |
0.29 |
-0.140 |
-0.140 |
12,749 |
| PHL |
1 |
3 |
146,731 |
146,731 |
44,149 |
0.42 |
0.162 |
0.117 |
16,086 |
| SGP |
-1 |
3 |
-486,950 |
-486,950 |
-354,980 |
0.78 |
-0.067 |
-0.039 |
18,658 |
| 1 |
1 |
294,741 |
294,741 |
52,324 |
0.18 |
0.072 |
0.072 |
21,195 |
| THA |
-1 |
7 |
-581,200 |
-581,200 |
-67,688 |
0.25 |
-0.044 |
-0.039 |
32,850 |
| 1 |
13 |
1,637,478 |
1,637,478 |
693,244 |
0.60 |
0.092 |
0.090 |
175,743 |
| TWN |
-1 |
30 |
-2,583,650 |
-2,583,650 |
-1,977,805 |
0.86 |
-0.025 |
-0.020 |
72,705 |
| 0 |
8 |
0 |
0 |
0 |
0.69 |
0.035 |
0.075 |
0 |
| 1 |
20 |
2,890,863 |
2,890,863 |
2,496,206 |
0.93 |
0.141 |
0.139 |
424,030 |