Generated at 17:10 on Monday 10/13/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
439 |
-22,426,533 |
| 0 |
51 |
0 |
| 1 |
293 |
22,134,168 |
|
target_notional |
| target_notional |
-292,365 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
198,373 |
-292,365 |
4,780,353 |
44,560,701 |
1,062,792 |
0.004 |
-0.007 |
0.107 |
0.024 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-21,620,190 |
| 0 |
0 |
| 1 |
21,818,563 |
|
alpha_notional |
| alpha_notional |
4,780,353 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,959,263 |
| 0 |
0 |
| 1 |
2,821,090 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-1,099,641 |
2,876,562 |
232,808 |
-0.382 |
0.065 |
| CHN |
317 |
-1,107,056 |
15,001,074 |
658,082 |
-0.074 |
0.337 |
| HKG |
109 |
2,067,792 |
7,158,967 |
652,831 |
0.289 |
0.161 |
| JPN |
171 |
-624,683 |
8,838,543 |
342,394 |
-0.071 |
0.198 |
| KOR |
49 |
-1,099,460 |
3,095,757 |
294,607 |
-0.355 |
0.069 |
| MYS |
4 |
538,412 |
538,412 |
97,401 |
1.000 |
0.012 |
| PHL |
2 |
93,179 |
93,179 |
26,061 |
1.000 |
0.002 |
| SGP |
6 |
-285,231 |
662,497 |
77,104 |
-0.431 |
0.015 |
| THA |
22 |
903,948 |
1,460,581 |
201,308 |
0.619 |
0.033 |
| TWN |
51 |
320,374 |
4,835,127 |
324,982 |
0.066 |
0.109 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-1,988,102 |
| 0 |
7 |
0 |
| 1 |
13 |
888,461 |
| CHN |
-1 |
199 |
-8,054,065 |
| 0 |
7 |
0 |
| 1 |
111 |
6,947,009 |
| HKG |
-1 |
46 |
-2,545,588 |
| 0 |
1 |
0 |
| 1 |
62 |
4,613,380 |
| JPN |
-1 |
92 |
-4,731,613 |
| 0 |
30 |
0 |
| 1 |
49 |
4,106,930 |
| KOR |
-1 |
29 |
-2,097,609 |
| 0 |
3 |
0 |
| 1 |
17 |
998,149 |
| MYS |
1 |
4 |
538,412 |
| PHL |
1 |
2 |
93,179 |
| SGP |
-1 |
5 |
-473,864 |
| 1 |
1 |
188,633 |
| THA |
-1 |
6 |
-278,317 |
| 0 |
2 |
0 |
| 1 |
14 |
1,182,265 |
| TWN |
-1 |
30 |
-2,257,377 |
| 0 |
1 |
0 |
| 1 |
20 |
2,577,751 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-1,988,102 |
-1,988,102 |
-1,235,361 |
0.71 |
-0.114 |
-0.099 |
264,463 |
| 0 |
7 |
0 |
0 |
0 |
0.45 |
-0.058 |
-0.071 |
0 |
| 1 |
13 |
888,461 |
888,461 |
440,653 |
0.37 |
0.017 |
0.005 |
35,684 |
| CHN |
-1 |
199 |
-8,054,065 |
-8,054,065 |
-10,410,590 |
1.44 |
-0.093 |
-0.099 |
1,106,767 |
| 0 |
7 |
0 |
0 |
0 |
1.41 |
-0.007 |
0.010 |
0 |
| 1 |
111 |
6,947,009 |
6,947,009 |
8,126,052 |
1.38 |
0.078 |
0.081 |
818,852 |
| HKG |
-1 |
46 |
-2,545,588 |
-2,545,588 |
-3,447,641 |
1.64 |
0.072 |
0.077 |
-70,739 |
| 0 |
1 |
0 |
0 |
0 |
1.20 |
0.114 |
0.114 |
0 |
| 1 |
62 |
4,613,380 |
4,613,380 |
7,443,627 |
1.73 |
0.215 |
0.214 |
1,096,923 |
| JPN |
-1 |
92 |
-4,731,613 |
-4,731,613 |
-3,444,392 |
0.81 |
-0.033 |
-0.021 |
235,249 |
| 0 |
30 |
0 |
0 |
0 |
0.65 |
-0.000 |
-0.006 |
0 |
| 1 |
49 |
4,106,930 |
4,106,930 |
2,265,575 |
0.50 |
0.061 |
0.060 |
310,580 |
| KOR |
-1 |
29 |
-2,097,609 |
-2,097,609 |
-1,048,132 |
0.49 |
-0.148 |
-0.136 |
326,620 |
| 0 |
3 |
0 |
0 |
0 |
0.87 |
-0.057 |
-0.048 |
0 |
| 1 |
17 |
998,149 |
998,149 |
692,844 |
0.58 |
-0.002 |
-0.002 |
4,260 |
| MYS |
1 |
4 |
538,412 |
538,412 |
158,859 |
0.30 |
0.100 |
0.079 |
53,929 |
| PHL |
1 |
2 |
93,179 |
93,179 |
6,157 |
0.26 |
0.038 |
0.038 |
8,204 |
| SGP |
-1 |
5 |
-473,864 |
-473,864 |
-296,131 |
0.62 |
-0.041 |
-0.039 |
8,705 |
| 1 |
1 |
188,633 |
188,633 |
29,947 |
0.16 |
0.024 |
0.024 |
4,446 |
| THA |
-1 |
6 |
-278,317 |
-278,317 |
-11,990 |
0.34 |
0.000 |
0.014 |
12,303 |
| 0 |
2 |
0 |
0 |
0 |
0.37 |
0.031 |
0.031 |
0 |
| 1 |
14 |
1,182,265 |
1,182,265 |
497,881 |
0.54 |
0.095 |
0.087 |
162,119 |
| TWN |
-1 |
30 |
-2,257,377 |
-2,257,377 |
-1,725,954 |
0.83 |
-0.040 |
-0.041 |
75,895 |
| 0 |
1 |
0 |
0 |
0 |
0.64 |
0.073 |
0.073 |
0 |
| 1 |
20 |
2,577,751 |
2,577,751 |
2,156,968 |
0.92 |
0.115 |
0.109 |
326,092 |