Generated at 16:18 on Thursday 10/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
442 |
-21,452,966 |
| 0 |
23 |
0 |
| 1 |
304 |
21,011,103 |
|
target_notional |
| target_notional |
-441,863 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
17,775 |
-441,863 |
4,378,877 |
42,464,069 |
996,235 |
0.000 |
-0.010 |
0.103 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-20,223,809 |
| 0 |
0 |
| 1 |
20,241,584 |
|
alpha_notional |
| alpha_notional |
4,378,877 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,877,803 |
| 0 |
0 |
| 1 |
2,501,075 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
45 |
-1,049,642 |
2,890,081 |
224,061 |
-0.363 |
0.068 |
| CHN |
318 |
-1,065,270 |
14,313,880 |
588,905 |
-0.074 |
0.337 |
| HKG |
113 |
1,813,786 |
6,640,334 |
583,180 |
0.273 |
0.156 |
| IDN |
1 |
47,266 |
47,266 |
15,306 |
1.000 |
0.001 |
| JPN |
157 |
-738,965 |
8,352,308 |
324,707 |
-0.088 |
0.197 |
| KOR |
51 |
-1,049,657 |
3,069,546 |
294,411 |
-0.342 |
0.072 |
| MYS |
4 |
513,671 |
513,671 |
92,526 |
1.000 |
0.012 |
| PHL |
2 |
96,853 |
96,853 |
26,800 |
1.000 |
0.002 |
| SGP |
6 |
-157,910 |
518,211 |
56,772 |
-0.305 |
0.012 |
| THA |
21 |
893,654 |
1,434,043 |
190,974 |
0.623 |
0.034 |
| TWN |
51 |
254,351 |
4,587,878 |
306,150 |
0.055 |
0.108 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
31 |
-1,969,861 |
| 1 |
14 |
920,219 |
| CHN |
-1 |
200 |
-7,689,575 |
| 0 |
7 |
0 |
| 1 |
111 |
6,624,305 |
| HKG |
-1 |
45 |
-2,413,274 |
| 0 |
4 |
0 |
| 1 |
64 |
4,227,060 |
| IDN |
1 |
1 |
47,266 |
| JPN |
-1 |
92 |
-4,545,636 |
| 0 |
11 |
0 |
| 1 |
54 |
3,806,671 |
| KOR |
-1 |
31 |
-2,059,601 |
| 1 |
20 |
1,009,945 |
| MYS |
1 |
4 |
513,671 |
| PHL |
1 |
2 |
96,853 |
| SGP |
-1 |
5 |
-338,060 |
| 1 |
1 |
180,150 |
| THA |
-1 |
7 |
-270,194 |
| 1 |
14 |
1,163,849 |
| TWN |
-1 |
31 |
-2,166,763 |
| 0 |
1 |
0 |
| 1 |
19 |
2,421,115 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
31 |
-1,969,861 |
-1,969,861 |
-1,154,266 |
0.71 |
-0.128 |
-0.114 |
257,553 |
| 1 |
14 |
920,219 |
920,219 |
281,687 |
0.26 |
0.009 |
0.005 |
8,901 |
| CHN |
-1 |
200 |
-7,689,575 |
-7,689,575 |
-9,423,289 |
1.42 |
-0.080 |
-0.081 |
958,009 |
| 0 |
7 |
0 |
0 |
0 |
1.70 |
0.053 |
0.055 |
0 |
| 1 |
111 |
6,624,305 |
6,624,305 |
7,584,814 |
1.36 |
0.078 |
0.078 |
817,032 |
| HKG |
-1 |
45 |
-2,413,274 |
-2,413,274 |
-3,264,106 |
1.65 |
0.058 |
0.064 |
-40,118 |
| 0 |
4 |
0 |
0 |
0 |
1.83 |
0.175 |
0.166 |
0 |
| 1 |
64 |
4,227,060 |
4,227,060 |
6,769,133 |
1.70 |
0.199 |
0.196 |
954,794 |
| IDN |
1 |
1 |
47,266 |
47,266 |
10,483 |
0.22 |
0.158 |
0.158 |
7,486 |
| JPN |
-1 |
92 |
-4,545,636 |
-4,545,636 |
-3,394,842 |
0.83 |
-0.039 |
-0.035 |
224,170 |
| 0 |
11 |
0 |
0 |
0 |
0.92 |
0.030 |
0.011 |
0 |
| 1 |
54 |
3,806,671 |
3,806,671 |
2,230,234 |
0.54 |
0.057 |
0.061 |
264,439 |
| KOR |
-1 |
31 |
-2,059,601 |
-2,059,601 |
-1,074,633 |
0.50 |
-0.181 |
-0.196 |
391,671 |
| 1 |
20 |
1,009,945 |
1,009,945 |
689,237 |
0.57 |
-0.016 |
-0.020 |
-15,059 |
| MYS |
1 |
4 |
513,671 |
513,671 |
151,545 |
0.30 |
0.110 |
0.101 |
53,017 |
| PHL |
1 |
2 |
96,853 |
96,853 |
6,399 |
0.26 |
0.067 |
0.067 |
-1,254 |
| SGP |
-1 |
5 |
-338,060 |
-338,060 |
-215,530 |
0.62 |
-0.010 |
0.017 |
-7,607 |
| 1 |
1 |
180,150 |
180,150 |
28,600 |
0.16 |
0.039 |
0.039 |
7,110 |
| THA |
-1 |
7 |
-270,194 |
-270,194 |
-42,881 |
0.31 |
-0.017 |
-0.014 |
9,869 |
| 1 |
14 |
1,163,849 |
1,163,849 |
470,388 |
0.48 |
0.106 |
0.103 |
153,819 |
| TWN |
-1 |
31 |
-2,166,763 |
-2,166,763 |
-1,654,262 |
0.83 |
-0.039 |
-0.013 |
84,256 |
| 0 |
1 |
0 |
0 |
0 |
1.04 |
0.233 |
0.233 |
0 |
| 1 |
19 |
2,421,115 |
2,421,115 |
2,019,063 |
0.89 |
0.095 |
0.092 |
250,790 |