Generated at 15:19 on Wednesday 10/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
462 |
-21,380,935 |
| 0 |
16 |
0 |
| 1 |
315 |
20,886,208 |
|
target_notional |
| target_notional |
-494,727 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
77,091 |
-494,727 |
4,261,965 |
42,267,143 |
979,947 |
0.002 |
-0.012 |
0.101 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,843,927 |
| 0 |
0 |
| 1 |
19,921,018 |
|
alpha_notional |
| alpha_notional |
4,261,965 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,800,814 |
| 0 |
0 |
| 1 |
2,461,151 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
52 |
-1,049,690 |
3,194,386 |
229,868 |
-0.329 |
0.076 |
| CHN |
324 |
-1,051,235 |
14,292,219 |
577,411 |
-0.074 |
0.338 |
| HKG |
115 |
1,867,682 |
6,575,936 |
588,289 |
0.284 |
0.156 |
| IDN |
1 |
45,029 |
45,029 |
14,265 |
1.000 |
0.001 |
| JPN |
165 |
-825,110 |
8,155,525 |
313,431 |
-0.101 |
0.193 |
| KOR |
51 |
-1,049,653 |
2,997,327 |
304,468 |
-0.350 |
0.071 |
| MYS |
4 |
440,688 |
440,688 |
78,281 |
1.000 |
0.010 |
| PHL |
2 |
93,791 |
93,791 |
25,815 |
1.000 |
0.002 |
| SGP |
4 |
63,772 |
301,871 |
35,514 |
0.211 |
0.007 |
| THA |
24 |
727,238 |
1,720,447 |
183,415 |
0.423 |
0.041 |
| TWN |
51 |
242,760 |
4,449,923 |
294,226 |
0.055 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-2,122,038 |
| 0 |
2 |
0 |
| 1 |
14 |
1,072,348 |
| CHN |
-1 |
208 |
-7,671,727 |
| 0 |
2 |
0 |
| 1 |
114 |
6,620,492 |
| HKG |
-1 |
46 |
-2,354,127 |
| 0 |
2 |
0 |
| 1 |
67 |
4,221,809 |
| IDN |
1 |
1 |
45,029 |
| JPN |
-1 |
100 |
-4,490,318 |
| 0 |
10 |
0 |
| 1 |
55 |
3,665,208 |
| KOR |
-1 |
31 |
-2,023,490 |
| 1 |
20 |
973,837 |
| MYS |
1 |
4 |
440,688 |
| PHL |
1 |
2 |
93,791 |
| SGP |
-1 |
3 |
-119,050 |
| 1 |
1 |
182,821 |
| THA |
-1 |
7 |
-496,605 |
| 1 |
17 |
1,223,843 |
| TWN |
-1 |
31 |
-2,103,581 |
| 1 |
20 |
2,346,342 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-2,122,038 |
-2,122,038 |
-1,175,981 |
0.71 |
-0.114 |
-0.105 |
246,667 |
| 0 |
2 |
0 |
0 |
0 |
0.36 |
0.008 |
0.008 |
0 |
| 1 |
14 |
1,072,348 |
1,072,348 |
290,356 |
0.27 |
0.031 |
0.030 |
24,913 |
| CHN |
-1 |
208 |
-7,671,727 |
-7,671,727 |
-9,342,652 |
1.41 |
-0.075 |
-0.078 |
821,453 |
| 0 |
2 |
0 |
0 |
0 |
1.57 |
0.058 |
0.058 |
0 |
| 1 |
114 |
6,620,492 |
6,620,492 |
7,354,841 |
1.31 |
0.086 |
0.092 |
796,396 |
| HKG |
-1 |
46 |
-2,354,127 |
-2,354,127 |
-3,145,203 |
1.62 |
0.068 |
0.074 |
-63,271 |
| 0 |
2 |
0 |
0 |
0 |
2.47 |
0.130 |
0.130 |
0 |
| 1 |
67 |
4,221,809 |
4,221,809 |
6,659,240 |
1.71 |
0.214 |
0.211 |
1,036,684 |
| IDN |
1 |
1 |
45,029 |
45,029 |
9,987 |
0.22 |
0.061 |
0.061 |
2,752 |
| JPN |
-1 |
100 |
-4,490,318 |
-4,490,318 |
-3,366,618 |
0.79 |
-0.053 |
-0.046 |
275,156 |
| 0 |
10 |
0 |
0 |
0 |
0.74 |
-0.009 |
-0.006 |
0 |
| 1 |
55 |
3,665,208 |
3,665,208 |
2,354,118 |
0.60 |
0.045 |
0.038 |
222,175 |
| KOR |
-1 |
31 |
-2,023,490 |
-2,023,490 |
-1,034,080 |
0.50 |
-0.184 |
-0.191 |
410,254 |
| 1 |
20 |
973,837 |
973,837 |
672,179 |
0.57 |
-0.034 |
-0.043 |
-36,391 |
| MYS |
1 |
4 |
440,688 |
440,688 |
123,945 |
0.28 |
0.105 |
0.102 |
39,863 |
| PHL |
1 |
2 |
93,791 |
93,791 |
6,197 |
0.26 |
0.083 |
0.083 |
785 |
| SGP |
-1 |
3 |
-119,050 |
-119,050 |
-84,250 |
0.58 |
-0.003 |
-0.004 |
-1,963 |
| 1 |
1 |
182,821 |
182,821 |
29,024 |
0.16 |
0.025 |
0.025 |
4,519 |
| THA |
-1 |
7 |
-496,605 |
-496,605 |
-81,267 |
0.27 |
-0.012 |
-0.014 |
2,634 |
| 1 |
17 |
1,223,843 |
1,223,843 |
477,075 |
0.46 |
0.085 |
0.093 |
140,173 |
| TWN |
-1 |
31 |
-2,103,581 |
-2,103,581 |
-1,613,876 |
0.84 |
-0.047 |
-0.018 |
109,883 |
| 1 |
20 |
2,346,342 |
2,346,342 |
1,944,055 |
0.90 |
0.099 |
0.080 |
229,281 |