Generated at 15:18 on Monday 11/10/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
490 |
-21,236,326 |
| 0 |
68 |
0 |
| 1 |
370 |
20,921,535 |
|
target_notional |
| target_notional |
-314,790 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
344,956 |
-314,790 |
3,577,864 |
42,157,861 |
889,846 |
0.008 |
-0.007 |
0.085 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,607,479 |
| 0 |
0 |
| 1 |
18,952,435 |
|
alpha_notional |
| alpha_notional |
3,577,864 |
|
alpha_notional |
| pos_sign |
|
| -1 |
993,746 |
| 0 |
0 |
| 1 |
2,584,118 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
64 |
-1,050,412 |
3,163,794 |
224,524 |
-0.332 |
0.075 |
| CHN |
350 |
-1,077,337 |
13,242,282 |
527,507 |
-0.081 |
0.314 |
| HKG |
121 |
1,506,720 |
6,437,670 |
495,192 |
0.234 |
0.153 |
| JPN |
288 |
-867,906 |
13,099,854 |
376,019 |
-0.066 |
0.311 |
| KOR |
4 |
-93,250 |
99,171 |
40,923 |
-0.940 |
0.002 |
| MYS |
3 |
374,331 |
374,331 |
64,755 |
1.000 |
0.009 |
| PHL |
2 |
88,152 |
88,152 |
23,584 |
1.000 |
0.002 |
| SGP |
11 |
-426,103 |
648,803 |
87,025 |
-0.657 |
0.015 |
| THA |
20 |
995,954 |
1,095,696 |
176,525 |
0.909 |
0.026 |
| TWN |
64 |
201,923 |
3,874,970 |
243,650 |
0.052 |
0.092 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-2,107,103 |
| 0 |
2 |
0 |
| 1 |
21 |
1,056,691 |
| CHN |
-1 |
188 |
-7,159,809 |
| 0 |
24 |
0 |
| 1 |
138 |
6,082,473 |
| HKG |
-1 |
59 |
-2,465,475 |
| 0 |
5 |
0 |
| 1 |
57 |
3,972,195 |
| JPN |
-1 |
147 |
-6,983,880 |
| 0 |
32 |
0 |
| 1 |
109 |
6,115,974 |
| KOR |
-1 |
3 |
-96,210 |
| 1 |
1 |
2,961 |
| MYS |
1 |
3 |
374,331 |
| PHL |
1 |
2 |
88,152 |
| SGP |
-1 |
10 |
-537,453 |
| 1 |
1 |
111,350 |
| THA |
-1 |
3 |
-49,871 |
| 1 |
17 |
1,045,825 |
| TWN |
-1 |
39 |
-1,836,523 |
| 0 |
5 |
0 |
| 1 |
20 |
2,038,447 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-2,107,103 |
-2,107,103 |
-1,214,840 |
0.66 |
-0.083 |
-0.075 |
198,346 |
| 0 |
2 |
0 |
0 |
0 |
0.17 |
-0.025 |
-0.025 |
0 |
| 1 |
21 |
1,056,691 |
1,056,691 |
435,128 |
0.44 |
0.029 |
0.020 |
32,671 |
| CHN |
-1 |
188 |
-7,159,809 |
-7,159,809 |
-7,446,433 |
1.40 |
-0.110 |
-0.111 |
872,579 |
| 0 |
24 |
0 |
0 |
0 |
1.55 |
-0.095 |
-0.107 |
0 |
| 1 |
138 |
6,082,473 |
6,082,473 |
6,327,716 |
1.29 |
0.064 |
0.071 |
608,150 |
| HKG |
-1 |
59 |
-2,465,475 |
-2,465,475 |
-3,388,232 |
1.62 |
0.063 |
0.064 |
-133,475 |
| 0 |
5 |
0 |
0 |
0 |
1.46 |
0.124 |
0.107 |
0 |
| 1 |
57 |
3,972,195 |
3,972,195 |
6,273,864 |
1.70 |
0.189 |
0.203 |
857,325 |
| JPN |
-1 |
147 |
-6,983,880 |
-6,983,880 |
-4,700,392 |
0.73 |
-0.004 |
-0.003 |
111,352 |
| 0 |
32 |
0 |
0 |
0 |
0.74 |
0.052 |
0.057 |
0 |
| 1 |
109 |
6,115,974 |
6,115,974 |
3,803,786 |
0.66 |
0.096 |
0.092 |
697,854 |
| KOR |
-1 |
3 |
-96,210 |
-96,210 |
-59,313 |
0.29 |
-0.159 |
-0.160 |
13,581 |
| 1 |
1 |
2,961 |
2,961 |
725 |
0.24 |
0.024 |
0.024 |
71 |
| MYS |
1 |
3 |
374,331 |
374,331 |
100,734 |
0.28 |
0.054 |
0.045 |
24,040 |
| PHL |
1 |
2 |
88,152 |
88,152 |
3,162 |
0.23 |
0.096 |
0.096 |
2,858 |
| SGP |
-1 |
10 |
-537,453 |
-537,453 |
-331,047 |
0.58 |
0.036 |
0.042 |
-16,132 |
| 1 |
1 |
111,350 |
111,350 |
18,544 |
0.17 |
0.053 |
0.053 |
5,875 |
| THA |
-1 |
3 |
-49,871 |
-49,871 |
-36,938 |
0.55 |
0.045 |
0.045 |
-1,988 |
| 1 |
17 |
1,045,825 |
1,045,825 |
267,672 |
0.39 |
0.105 |
0.108 |
135,661 |
| TWN |
-1 |
39 |
-1,836,523 |
-1,836,523 |
-1,430,284 |
0.84 |
0.002 |
0.012 |
-50,517 |
| 0 |
5 |
0 |
0 |
0 |
1.02 |
0.028 |
0.037 |
0 |
| 1 |
20 |
2,038,447 |
2,038,447 |
1,669,030 |
0.89 |
0.113 |
0.110 |
214,812 |