Generated at 15:19 on Wednesday 10/15/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
446 |
-22,433,882 |
| 0 |
22 |
0 |
| 1 |
304 |
22,005,760 |
|
target_notional |
| target_notional |
-428,122 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
94,210 |
-428,122 |
4,599,097 |
44,439,642 |
1,034,379 |
0.002 |
-0.010 |
0.103 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-21,231,619 |
| 0 |
0 |
| 1 |
21,325,829 |
|
alpha_notional |
| alpha_notional |
4,599,097 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,924,648 |
| 0 |
0 |
| 1 |
2,674,449 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
48 |
-1,097,489 |
3,055,875 |
239,039 |
-0.359 |
0.069 |
| CHN |
320 |
-1,107,280 |
14,995,350 |
619,490 |
-0.074 |
0.337 |
| HKG |
110 |
1,942,213 |
6,910,692 |
614,748 |
0.281 |
0.156 |
| IDN |
1 |
46,836 |
46,836 |
15,166 |
1.000 |
0.001 |
| JPN |
160 |
-600,948 |
8,840,144 |
326,825 |
-0.068 |
0.199 |
| KOR |
49 |
-1,099,377 |
3,107,264 |
296,324 |
-0.354 |
0.070 |
| MYS |
4 |
536,058 |
536,058 |
96,373 |
1.000 |
0.012 |
| PHL |
2 |
96,023 |
96,023 |
26,645 |
1.000 |
0.002 |
| SGP |
6 |
-262,847 |
624,264 |
72,812 |
-0.421 |
0.014 |
| THA |
20 |
870,416 |
1,480,291 |
190,886 |
0.588 |
0.033 |
| TWN |
52 |
248,273 |
4,746,846 |
316,466 |
0.052 |
0.107 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-2,076,682 |
| 0 |
4 |
0 |
| 1 |
13 |
979,193 |
| CHN |
-1 |
206 |
-8,051,315 |
| 0 |
1 |
0 |
| 1 |
113 |
6,944,035 |
| HKG |
-1 |
45 |
-2,484,240 |
| 0 |
1 |
0 |
| 1 |
64 |
4,426,453 |
| IDN |
1 |
1 |
46,836 |
| JPN |
-1 |
92 |
-4,720,546 |
| 0 |
12 |
0 |
| 1 |
56 |
4,119,598 |
| KOR |
-1 |
30 |
-2,103,320 |
| 0 |
1 |
0 |
| 1 |
18 |
1,003,943 |
| MYS |
1 |
4 |
536,058 |
| PHL |
1 |
2 |
96,023 |
| SGP |
-1 |
5 |
-443,555 |
| 1 |
1 |
180,709 |
| THA |
-1 |
6 |
-304,938 |
| 0 |
1 |
0 |
| 1 |
13 |
1,175,354 |
| TWN |
-1 |
31 |
-2,249,286 |
| 0 |
2 |
0 |
| 1 |
19 |
2,497,560 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-2,076,682 |
-2,076,682 |
-1,241,109 |
0.71 |
-0.123 |
-0.116 |
278,648 |
| 0 |
4 |
0 |
0 |
0 |
0.38 |
-0.026 |
-0.022 |
0 |
| 1 |
13 |
979,193 |
979,193 |
324,365 |
0.26 |
0.014 |
0.004 |
11,168 |
| CHN |
-1 |
206 |
-8,051,315 |
-8,051,315 |
-10,067,601 |
1.43 |
-0.087 |
-0.090 |
1,045,135 |
| 0 |
1 |
0 |
0 |
0 |
1.29 |
-0.043 |
-0.043 |
0 |
| 1 |
113 |
6,944,035 |
6,944,035 |
8,072,679 |
1.39 |
0.074 |
0.078 |
801,445 |
| HKG |
-1 |
45 |
-2,484,240 |
-2,484,240 |
-3,375,447 |
1.65 |
0.063 |
0.082 |
-53,056 |
| 0 |
1 |
0 |
0 |
0 |
1.29 |
0.231 |
0.231 |
0 |
| 1 |
64 |
4,426,453 |
4,426,453 |
7,071,024 |
1.70 |
0.210 |
0.209 |
1,038,936 |
| IDN |
1 |
1 |
46,836 |
46,836 |
10,388 |
0.22 |
0.180 |
0.180 |
8,439 |
| JPN |
-1 |
92 |
-4,720,546 |
-4,720,546 |
-3,459,845 |
0.85 |
-0.032 |
-0.030 |
209,326 |
| 0 |
12 |
0 |
0 |
0 |
0.77 |
0.017 |
0.015 |
0 |
| 1 |
56 |
4,119,598 |
4,119,598 |
2,412,456 |
0.53 |
0.062 |
0.065 |
311,696 |
| KOR |
-1 |
30 |
-2,103,320 |
-2,103,320 |
-1,065,852 |
0.48 |
-0.173 |
-0.187 |
368,275 |
| 0 |
1 |
0 |
0 |
0 |
0.26 |
0.003 |
0.003 |
0 |
| 1 |
18 |
1,003,943 |
1,003,943 |
688,600 |
0.58 |
-0.021 |
-0.018 |
-16,131 |
| MYS |
1 |
4 |
536,058 |
536,058 |
157,985 |
0.30 |
0.107 |
0.100 |
53,507 |
| PHL |
1 |
2 |
96,023 |
96,023 |
6,345 |
0.26 |
0.008 |
0.008 |
-996 |
| SGP |
-1 |
5 |
-443,555 |
-443,555 |
-277,788 |
0.62 |
-0.020 |
0.008 |
-2,071 |
| 1 |
1 |
180,709 |
180,709 |
28,689 |
0.16 |
0.030 |
0.030 |
5,397 |
| THA |
-1 |
6 |
-304,938 |
-304,938 |
-37,497 |
0.34 |
-0.023 |
-0.025 |
9,805 |
| 0 |
1 |
0 |
0 |
0 |
0.90 |
-0.016 |
-0.016 |
0 |
| 1 |
13 |
1,175,354 |
1,175,354 |
481,531 |
0.51 |
0.098 |
0.092 |
151,559 |
| TWN |
-1 |
31 |
-2,249,286 |
-2,249,286 |
-1,706,480 |
0.83 |
-0.036 |
-0.009 |
68,586 |
| 0 |
2 |
0 |
0 |
0 |
1.36 |
-0.064 |
-0.064 |
0 |
| 1 |
19 |
2,497,560 |
2,497,560 |
2,071,767 |
0.89 |
0.110 |
0.109 |
309,427 |