Generated at 15:18 on Wednesday 10/29/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
489 |
-21,237,422 |
| 0 |
52 |
0 |
| 1 |
333 |
20,836,765 |
|
target_notional |
| target_notional |
-400,657 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
79,836 |
-400,657 |
4,231,905 |
42,074,187 |
980,943 |
0.002 |
-0.010 |
0.101 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-19,801,553 |
| 0 |
0 |
| 1 |
19,881,389 |
|
alpha_notional |
| alpha_notional |
4,231,905 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,661,963 |
| 0 |
0 |
| 1 |
2,569,941 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
56 |
-1,049,208 |
2,705,069 |
193,397 |
-0.388 |
0.064 |
| CHN |
346 |
-1,037,173 |
14,303,326 |
605,858 |
-0.073 |
0.340 |
| HKG |
121 |
1,975,767 |
6,564,436 |
608,715 |
0.301 |
0.156 |
| JPN |
195 |
-600,838 |
8,719,764 |
298,218 |
-0.069 |
0.207 |
| KOR |
55 |
-1,049,479 |
2,867,720 |
301,387 |
-0.366 |
0.068 |
| MYS |
4 |
424,322 |
424,322 |
74,943 |
1.000 |
0.010 |
| PHL |
2 |
92,021 |
92,021 |
25,113 |
1.000 |
0.002 |
| SGP |
11 |
-296,380 |
530,892 |
65,838 |
-0.558 |
0.013 |
| THA |
24 |
843,249 |
1,491,019 |
166,087 |
0.566 |
0.035 |
| TWN |
60 |
297,062 |
4,375,619 |
280,991 |
0.068 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-1,877,138 |
| 0 |
6 |
0 |
| 1 |
15 |
827,930 |
| CHN |
-1 |
216 |
-7,670,249 |
| 0 |
9 |
0 |
| 1 |
121 |
6,633,076 |
| HKG |
-1 |
50 |
-2,294,335 |
| 0 |
6 |
0 |
| 1 |
65 |
4,270,101 |
| JPN |
-1 |
101 |
-4,660,301 |
| 0 |
27 |
0 |
| 1 |
67 |
4,059,463 |
| KOR |
-1 |
34 |
-1,958,599 |
| 1 |
21 |
909,120 |
| MYS |
0 |
1 |
0 |
| 1 |
3 |
424,322 |
| PHL |
1 |
2 |
92,021 |
| SGP |
-1 |
10 |
-413,636 |
| 1 |
1 |
117,256 |
| THA |
-1 |
6 |
-323,885 |
| 1 |
18 |
1,167,134 |
| TWN |
-1 |
37 |
-2,039,278 |
| 0 |
3 |
0 |
| 1 |
20 |
2,336,341 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-1,877,138 |
-1,877,138 |
-1,010,376 |
0.63 |
-0.115 |
-0.110 |
224,540 |
| 0 |
6 |
0 |
0 |
0 |
0.95 |
-0.038 |
-0.032 |
0 |
| 1 |
15 |
827,930 |
827,930 |
352,500 |
0.37 |
0.024 |
0.022 |
25,663 |
| CHN |
-1 |
216 |
-7,670,249 |
-7,670,249 |
-9,390,490 |
1.46 |
-0.084 |
-0.085 |
905,296 |
| 0 |
9 |
0 |
0 |
0 |
1.12 |
0.015 |
0.028 |
0 |
| 1 |
121 |
6,633,076 |
6,633,076 |
7,165,602 |
1.27 |
0.070 |
0.081 |
753,824 |
| HKG |
-1 |
50 |
-2,294,335 |
-2,294,335 |
-3,088,197 |
1.57 |
0.071 |
0.066 |
-107,638 |
| 0 |
6 |
0 |
0 |
0 |
1.69 |
0.210 |
0.255 |
0 |
| 1 |
65 |
4,270,101 |
4,270,101 |
6,850,780 |
1.74 |
0.223 |
0.221 |
1,090,438 |
| JPN |
-1 |
101 |
-4,660,301 |
-4,660,301 |
-3,342,257 |
0.79 |
-0.020 |
-0.011 |
149,878 |
| 0 |
27 |
0 |
0 |
0 |
0.64 |
0.024 |
0.033 |
0 |
| 1 |
67 |
4,059,463 |
4,059,463 |
2,431,630 |
0.63 |
0.070 |
0.055 |
368,119 |
| KOR |
-1 |
34 |
-1,958,599 |
-1,958,599 |
-977,893 |
0.47 |
-0.188 |
-0.197 |
390,508 |
| 1 |
21 |
909,120 |
909,120 |
649,771 |
0.61 |
-0.023 |
-0.028 |
-19,384 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.29 |
0.004 |
0.004 |
0 |
| 1 |
3 |
424,322 |
424,322 |
119,266 |
0.27 |
0.051 |
0.019 |
27,619 |
| PHL |
1 |
2 |
92,021 |
92,021 |
6,080 |
0.26 |
0.098 |
0.098 |
-5,538 |
| SGP |
-1 |
10 |
-413,636 |
-413,636 |
-242,229 |
0.56 |
-0.016 |
-0.022 |
9,793 |
| 1 |
1 |
117,256 |
117,256 |
18,615 |
0.16 |
0.024 |
0.024 |
2,837 |
| THA |
-1 |
6 |
-323,885 |
-323,885 |
-72,116 |
0.33 |
-0.065 |
-0.074 |
9,267 |
| 1 |
18 |
1,167,134 |
1,167,134 |
335,656 |
0.44 |
0.080 |
0.082 |
110,191 |
| TWN |
-1 |
37 |
-2,039,278 |
-2,039,278 |
-1,677,995 |
0.85 |
-0.043 |
-0.031 |
80,318 |
| 0 |
3 |
0 |
0 |
0 |
0.94 |
-0.071 |
-0.067 |
0 |
| 1 |
20 |
2,336,341 |
2,336,341 |
1,951,488 |
0.90 |
0.083 |
0.076 |
216,170 |