Generated at 17:30 on Monday 10/20/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
451 |
-21,368,285 |
| 0 |
22 |
0 |
| 1 |
313 |
20,930,960 |
|
target_notional |
| target_notional |
-437,324 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
62,492 |
-437,324 |
4,320,560 |
42,299,245 |
984,178 |
0.001 |
-0.010 |
0.102 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,892,562 |
| 0 |
0 |
| 1 |
19,955,053 |
|
alpha_notional |
| alpha_notional |
4,320,560 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,799,119 |
| 0 |
0 |
| 1 |
2,521,441 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
49 |
-1,048,555 |
2,986,439 |
227,350 |
-0.351 |
0.071 |
| CHN |
318 |
-1,048,558 |
14,303,244 |
561,408 |
-0.073 |
0.338 |
| HKG |
116 |
1,806,504 |
6,514,945 |
569,268 |
0.277 |
0.154 |
| IDN |
1 |
49,229 |
49,229 |
15,564 |
1.000 |
0.001 |
| JPN |
166 |
-717,523 |
8,475,886 |
319,153 |
-0.085 |
0.200 |
| KOR |
51 |
-1,049,526 |
3,075,558 |
307,936 |
-0.341 |
0.073 |
| MYS |
4 |
435,819 |
435,819 |
78,039 |
1.000 |
0.010 |
| PHL |
2 |
95,871 |
95,871 |
26,489 |
1.000 |
0.002 |
| SGP |
6 |
-50,168 |
411,564 |
43,241 |
-0.122 |
0.010 |
| THA |
21 |
890,102 |
1,455,513 |
188,957 |
0.612 |
0.034 |
| TWN |
52 |
199,481 |
4,495,176 |
291,237 |
0.044 |
0.106 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-2,017,497 |
| 0 |
1 |
0 |
| 1 |
16 |
968,942 |
| CHN |
-1 |
203 |
-7,675,901 |
| 0 |
4 |
0 |
| 1 |
111 |
6,627,343 |
| HKG |
-1 |
45 |
-2,354,221 |
| 0 |
2 |
0 |
| 1 |
69 |
4,160,725 |
| IDN |
1 |
1 |
49,229 |
| JPN |
-1 |
98 |
-4,596,705 |
| 0 |
13 |
0 |
| 1 |
55 |
3,879,182 |
| KOR |
-1 |
31 |
-2,062,542 |
| 1 |
20 |
1,013,016 |
| MYS |
0 |
1 |
0 |
| 1 |
3 |
435,819 |
| PHL |
1 |
2 |
95,871 |
| SGP |
-1 |
4 |
-230,866 |
| 0 |
1 |
0 |
| 1 |
1 |
180,698 |
| THA |
-1 |
6 |
-282,706 |
| 1 |
15 |
1,172,808 |
| TWN |
-1 |
32 |
-2,147,847 |
| 1 |
20 |
2,347,329 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-2,017,497 |
-2,017,497 |
-1,164,935 |
0.73 |
-0.118 |
-0.102 |
235,766 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.072 |
-0.072 |
0 |
| 1 |
16 |
968,942 |
968,942 |
272,849 |
0.28 |
0.032 |
0.023 |
37,253 |
| CHN |
-1 |
203 |
-7,675,901 |
-7,675,901 |
-9,174,572 |
1.40 |
-0.073 |
-0.076 |
847,998 |
| 0 |
4 |
0 |
0 |
0 |
1.64 |
-0.006 |
0.040 |
0 |
| 1 |
111 |
6,627,343 |
6,627,343 |
7,446,623 |
1.34 |
0.087 |
0.098 |
849,022 |
| HKG |
-1 |
45 |
-2,354,221 |
-2,354,221 |
-3,176,803 |
1.65 |
0.074 |
0.090 |
-79,882 |
| 0 |
2 |
0 |
0 |
0 |
2.18 |
0.231 |
0.231 |
0 |
| 1 |
69 |
4,160,725 |
4,160,725 |
6,584,882 |
1.68 |
0.207 |
0.198 |
972,094 |
| IDN |
1 |
1 |
49,229 |
49,229 |
10,919 |
0.22 |
0.054 |
0.054 |
2,680 |
| JPN |
-1 |
98 |
-4,596,705 |
-4,596,705 |
-3,448,032 |
0.84 |
-0.049 |
-0.043 |
263,631 |
| 0 |
13 |
0 |
0 |
0 |
0.92 |
0.001 |
-0.014 |
0 |
| 1 |
55 |
3,879,182 |
3,879,182 |
2,386,115 |
0.56 |
0.053 |
0.046 |
262,593 |
| KOR |
-1 |
31 |
-2,062,542 |
-2,062,542 |
-1,072,177 |
0.50 |
-0.187 |
-0.196 |
420,638 |
| 1 |
20 |
1,013,016 |
1,013,016 |
689,010 |
0.57 |
-0.027 |
-0.024 |
-23,145 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.102 |
0.102 |
0 |
| 1 |
3 |
435,819 |
435,819 |
122,507 |
0.27 |
0.094 |
0.076 |
37,654 |
| PHL |
1 |
2 |
95,871 |
95,871 |
6,334 |
0.26 |
0.088 |
0.088 |
-2,172 |
| SGP |
-1 |
4 |
-230,866 |
-230,866 |
-147,347 |
0.61 |
0.016 |
0.019 |
-5,420 |
| 0 |
1 |
0 |
0 |
0 |
0.64 |
-0.104 |
-0.104 |
0 |
| 1 |
1 |
180,698 |
180,698 |
28,687 |
0.16 |
0.037 |
0.037 |
6,609 |
| THA |
-1 |
6 |
-282,706 |
-282,706 |
-48,754 |
0.29 |
-0.029 |
-0.040 |
8,782 |
| 1 |
15 |
1,172,808 |
1,172,808 |
464,100 |
0.48 |
0.097 |
0.092 |
144,824 |
| TWN |
-1 |
32 |
-2,147,847 |
-2,147,847 |
-1,659,941 |
0.83 |
-0.050 |
-0.063 |
107,607 |
| 1 |
20 |
2,347,329 |
2,347,329 |
1,943,028 |
0.90 |
0.093 |
0.075 |
234,029 |