Generated at 15:49 on Tuesday 09/30/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
400 |
-25,574,240 |
| 0 |
13 |
0 |
| 1 |
280 |
25,212,593 |
|
target_notional |
| target_notional |
-361,647 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
389,501 |
-361,647 |
5,409,458 |
50,786,834 |
1,248,212 |
0.008 |
-0.007 |
0.107 |
0.025 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-24,705,911 |
| 0 |
0 |
| 1 |
25,095,412 |
|
alpha_notional |
| alpha_notional |
5,409,458 |
|
alpha_notional |
| pos_sign |
|
| -1 |
2,383,043 |
| 0 |
0 |
| 1 |
3,026,416 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
31 |
-1,248,757 |
2,422,435 |
246,058 |
-0.515 |
0.048 |
| CHN |
279 |
-1,096,196 |
16,972,061 |
848,921 |
-0.065 |
0.334 |
| HKG |
96 |
2,317,824 |
8,426,382 |
775,084 |
0.275 |
0.166 |
| JPN |
155 |
-700,598 |
10,188,344 |
350,695 |
-0.069 |
0.201 |
| KOR |
49 |
-1,249,262 |
3,734,315 |
350,174 |
-0.335 |
0.074 |
| MYS |
4 |
580,113 |
580,113 |
106,246 |
1.000 |
0.011 |
| NZL |
1 |
-180,503 |
180,503 |
51,336 |
-1.000 |
0.004 |
| PHL |
3 |
143,936 |
143,936 |
69,265 |
1.000 |
0.003 |
| SGP |
4 |
-194,934 |
783,379 |
91,346 |
-0.249 |
0.015 |
| THA |
21 |
1,070,617 |
2,032,805 |
256,430 |
0.527 |
0.040 |
| TWN |
50 |
196,114 |
5,322,562 |
352,415 |
0.037 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
24 |
-1,835,596 |
| 1 |
7 |
586,839 |
| CHN |
-1 |
177 |
-9,034,129 |
| 1 |
102 |
7,937,932 |
| HKG |
-1 |
41 |
-3,054,279 |
| 1 |
55 |
5,372,103 |
| JPN |
-1 |
86 |
-5,444,471 |
| 0 |
12 |
0 |
| 1 |
57 |
4,743,873 |
| KOR |
-1 |
31 |
-2,491,789 |
| 0 |
1 |
0 |
| 1 |
17 |
1,242,526 |
| MYS |
1 |
4 |
580,113 |
| NZL |
-1 |
1 |
-180,503 |
| PHL |
1 |
3 |
143,936 |
| SGP |
-1 |
3 |
-489,157 |
| 1 |
1 |
294,222 |
| THA |
-1 |
7 |
-481,094 |
| 1 |
14 |
1,551,711 |
| TWN |
-1 |
30 |
-2,563,224 |
| 1 |
20 |
2,759,338 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
24 |
-1,835,596 |
-1,835,596 |
-1,179,638 |
0.77 |
-0.128 |
-0.106 |
228,947 |
| 1 |
7 |
586,839 |
586,839 |
261,548 |
0.29 |
-0.027 |
-0.037 |
-9,559 |
| CHN |
-1 |
177 |
-9,034,129 |
-9,034,129 |
-12,148,551 |
1.44 |
-0.084 |
-0.088 |
1,309,641 |
| 1 |
102 |
7,937,932 |
7,937,932 |
8,987,684 |
1.33 |
0.076 |
0.067 |
936,861 |
| HKG |
-1 |
41 |
-3,054,279 |
-3,054,279 |
-4,232,622 |
1.64 |
0.043 |
0.042 |
-23,027 |
| 1 |
55 |
5,372,103 |
5,372,103 |
8,878,668 |
1.78 |
0.194 |
0.196 |
1,164,173 |
| JPN |
-1 |
86 |
-5,444,471 |
-5,444,471 |
-3,509,363 |
0.74 |
-0.032 |
-0.028 |
270,729 |
| 0 |
12 |
0 |
0 |
0 |
0.94 |
0.019 |
0.009 |
0 |
| 1 |
57 |
4,743,873 |
4,743,873 |
2,889,647 |
0.64 |
0.053 |
0.054 |
309,913 |
| KOR |
-1 |
31 |
-2,491,789 |
-2,491,789 |
-1,260,402 |
0.48 |
-0.152 |
-0.148 |
399,635 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
-0.023 |
-0.023 |
0 |
| 1 |
17 |
1,242,526 |
1,242,526 |
788,312 |
0.63 |
-0.011 |
-0.010 |
-6,462 |
| MYS |
1 |
4 |
580,113 |
580,113 |
170,296 |
0.30 |
0.065 |
0.051 |
34,771 |
| NZL |
-1 |
1 |
-180,503 |
-180,503 |
-55,132 |
0.31 |
-0.150 |
-0.150 |
27,082 |
| PHL |
1 |
3 |
143,936 |
143,936 |
44,890 |
0.43 |
0.182 |
0.139 |
19,335 |
| SGP |
-1 |
3 |
-489,157 |
-489,157 |
-338,593 |
0.74 |
-0.064 |
-0.027 |
18,426 |
| 1 |
1 |
294,222 |
294,222 |
46,710 |
0.16 |
0.051 |
0.051 |
14,881 |
| THA |
-1 |
7 |
-481,094 |
-481,094 |
-46,600 |
0.26 |
-0.038 |
-0.026 |
24,295 |
| 1 |
14 |
1,551,711 |
1,551,711 |
685,448 |
0.61 |
0.110 |
0.092 |
190,596 |
| TWN |
-1 |
30 |
-2,563,224 |
-2,563,224 |
-1,935,011 |
0.83 |
-0.043 |
-0.030 |
127,316 |
| 1 |
20 |
2,759,338 |
2,759,338 |
2,342,208 |
0.92 |
0.128 |
0.122 |
371,907 |