Generated at 15:19 on Tuesday 10/14/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
443 |
-22,370,300 |
| 0 |
25 |
0 |
| 1 |
303 |
22,009,417 |
|
target_notional |
| target_notional |
-360,883 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
171,296 |
-360,883 |
4,641,465 |
44,379,717 |
1,035,372 |
0.004 |
-0.008 |
0.105 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-21,356,797 |
| 0 |
0 |
| 1 |
21,528,093 |
|
alpha_notional |
| alpha_notional |
4,641,465 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,933,569 |
| 0 |
0 |
| 1 |
2,707,896 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-1,099,172 |
3,051,536 |
240,544 |
-0.360 |
0.069 |
| CHN |
319 |
-1,111,216 |
14,996,434 |
635,145 |
-0.074 |
0.338 |
| HKG |
111 |
1,979,937 |
6,908,792 |
626,408 |
0.287 |
0.156 |
| JPN |
161 |
-575,770 |
8,898,634 |
326,181 |
-0.065 |
0.201 |
| KOR |
48 |
-1,098,906 |
3,090,359 |
294,969 |
-0.356 |
0.070 |
| MYS |
4 |
537,658 |
537,658 |
96,815 |
1.000 |
0.012 |
| PHL |
2 |
95,000 |
95,000 |
26,501 |
1.000 |
0.002 |
| SGP |
6 |
-286,885 |
648,246 |
76,421 |
-0.443 |
0.015 |
| THA |
20 |
941,336 |
1,405,426 |
200,490 |
0.670 |
0.032 |
| TWN |
51 |
257,136 |
4,747,632 |
316,542 |
0.054 |
0.107 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-2,075,354 |
| 0 |
4 |
0 |
| 1 |
14 |
976,182 |
| CHN |
-1 |
202 |
-8,053,825 |
| 0 |
4 |
0 |
| 1 |
113 |
6,942,609 |
| HKG |
-1 |
45 |
-2,464,427 |
| 0 |
4 |
0 |
| 1 |
62 |
4,444,364 |
| JPN |
-1 |
94 |
-4,737,202 |
| 0 |
12 |
0 |
| 1 |
55 |
4,161,432 |
| KOR |
-1 |
30 |
-2,094,632 |
| 1 |
18 |
995,726 |
| MYS |
1 |
4 |
537,658 |
| PHL |
1 |
2 |
95,000 |
| SGP |
-1 |
5 |
-467,566 |
| 1 |
1 |
180,681 |
| THA |
-1 |
5 |
-232,045 |
| 0 |
1 |
0 |
| 1 |
14 |
1,173,381 |
| TWN |
-1 |
31 |
-2,245,248 |
| 1 |
20 |
2,502,384 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-2,075,354 |
-2,075,354 |
-1,259,316 |
0.71 |
-0.123 |
-0.117 |
289,599 |
| 0 |
4 |
0 |
0 |
0 |
0.36 |
-0.061 |
-0.053 |
0 |
| 1 |
14 |
976,182 |
976,182 |
364,410 |
0.31 |
0.015 |
0.018 |
22,295 |
| CHN |
-1 |
202 |
-8,053,825 |
-8,053,825 |
-10,239,676 |
1.42 |
-0.091 |
-0.099 |
1,086,742 |
| 0 |
4 |
0 |
0 |
0 |
1.41 |
-0.015 |
-0.018 |
0 |
| 1 |
113 |
6,942,609 |
6,942,609 |
8,141,707 |
1.39 |
0.074 |
0.073 |
793,861 |
| HKG |
-1 |
45 |
-2,464,427 |
-2,464,427 |
-3,306,505 |
1.65 |
0.071 |
0.085 |
-61,585 |
| 0 |
4 |
0 |
0 |
0 |
1.23 |
0.209 |
0.253 |
0 |
| 1 |
62 |
4,444,364 |
4,444,364 |
7,134,551 |
1.72 |
0.209 |
0.209 |
1,042,746 |
| JPN |
-1 |
94 |
-4,737,202 |
-4,737,202 |
-3,483,735 |
0.81 |
-0.027 |
-0.020 |
187,162 |
| 0 |
12 |
0 |
0 |
0 |
0.62 |
0.021 |
0.026 |
0 |
| 1 |
55 |
4,161,432 |
4,161,432 |
2,420,047 |
0.54 |
0.066 |
0.064 |
324,391 |
| KOR |
-1 |
30 |
-2,094,632 |
-2,094,632 |
-1,061,418 |
0.49 |
-0.156 |
-0.161 |
355,145 |
| 1 |
18 |
995,726 |
995,726 |
686,501 |
0.58 |
0.001 |
-0.006 |
1,139 |
| MYS |
1 |
4 |
537,658 |
537,658 |
158,583 |
0.30 |
0.091 |
0.074 |
48,987 |
| PHL |
1 |
2 |
95,000 |
95,000 |
6,277 |
0.26 |
0.059 |
0.059 |
6,185 |
| SGP |
-1 |
5 |
-467,566 |
-467,566 |
-291,124 |
0.62 |
-0.036 |
-0.009 |
5,874 |
| 1 |
1 |
180,681 |
180,681 |
28,684 |
0.16 |
0.023 |
0.023 |
4,082 |
| THA |
-1 |
5 |
-232,045 |
-232,045 |
-9,945 |
0.36 |
-0.005 |
-0.018 |
5,763 |
| 0 |
1 |
0 |
0 |
0 |
0.28 |
0.051 |
0.051 |
0 |
| 1 |
14 |
1,173,381 |
1,173,381 |
489,468 |
0.54 |
0.098 |
0.093 |
162,228 |
| TWN |
-1 |
31 |
-2,245,248 |
-2,245,248 |
-1,705,078 |
0.83 |
-0.037 |
-0.019 |
64,869 |
| 1 |
20 |
2,502,384 |
2,502,384 |
2,097,864 |
0.92 |
0.107 |
0.104 |
301,982 |