Generated at 15:50 on Tuesday 11/11/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
480 |
-21,277,816 |
| 0 |
59 |
0 |
| 1 |
369 |
20,867,668 |
|
target_notional |
| target_notional |
-410,147 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
271,977 |
-410,147 |
3,627,134 |
42,145,484 |
900,849 |
0.006 |
-0.010 |
0.086 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,783,670 |
| 0 |
0 |
| 1 |
19,055,647 |
|
alpha_notional |
| alpha_notional |
3,627,134 |
|
alpha_notional |
| pos_sign |
|
| -1 |
953,895 |
| 0 |
0 |
| 1 |
2,673,239 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
66 |
-1,049,985 |
3,276,689 |
234,585 |
-0.320 |
0.078 |
| CHN |
345 |
-1,076,302 |
13,201,079 |
510,528 |
-0.082 |
0.313 |
| HKG |
121 |
1,464,981 |
6,387,340 |
483,107 |
0.229 |
0.152 |
| IND |
1 |
1,383 |
1,383 |
802 |
1.000 |
0.000 |
| JPN |
270 |
-894,537 |
13,180,317 |
377,408 |
-0.068 |
0.313 |
| KOR |
4 |
-94,259 |
94,259 |
40,503 |
-1.000 |
0.002 |
| MYS |
3 |
374,154 |
374,154 |
64,680 |
1.000 |
0.009 |
| PHL |
2 |
83,984 |
83,984 |
22,705 |
1.000 |
0.002 |
| SGP |
11 |
-445,969 |
648,804 |
88,092 |
-0.687 |
0.015 |
| THA |
21 |
1,017,968 |
1,072,404 |
178,602 |
0.949 |
0.025 |
| TWN |
63 |
175,913 |
3,792,550 |
239,170 |
0.046 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-2,163,337 |
| 0 |
5 |
0 |
| 1 |
21 |
1,113,352 |
| CHN |
-1 |
189 |
-7,138,690 |
| 0 |
16 |
0 |
| 1 |
140 |
6,062,389 |
| HKG |
-1 |
58 |
-2,461,179 |
| 0 |
6 |
0 |
| 1 |
57 |
3,926,160 |
| IND |
1 |
1 |
1,383 |
| JPN |
-1 |
137 |
-7,037,427 |
| 0 |
27 |
0 |
| 1 |
106 |
6,142,890 |
| KOR |
-1 |
3 |
-94,259 |
| 0 |
1 |
0 |
| MYS |
1 |
3 |
374,154 |
| PHL |
1 |
2 |
83,984 |
| SGP |
-1 |
10 |
-547,386 |
| 1 |
1 |
101,418 |
| THA |
-1 |
3 |
-27,218 |
| 1 |
18 |
1,045,186 |
| TWN |
-1 |
40 |
-1,808,319 |
| 0 |
4 |
0 |
| 1 |
19 |
1,984,232 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-2,163,337 |
-2,163,337 |
-1,317,690 |
0.74 |
-0.100 |
-0.087 |
233,866 |
| 0 |
5 |
0 |
0 |
0 |
0.36 |
-0.028 |
-0.037 |
0 |
| 1 |
21 |
1,113,352 |
1,113,352 |
437,562 |
0.40 |
0.028 |
0.027 |
36,703 |
| CHN |
-1 |
189 |
-7,138,690 |
-7,138,690 |
-7,484,281 |
1.38 |
-0.105 |
-0.101 |
763,574 |
| 0 |
16 |
0 |
0 |
0 |
1.47 |
-0.119 |
-0.145 |
0 |
| 1 |
140 |
6,062,389 |
6,062,389 |
6,550,343 |
1.32 |
0.071 |
0.075 |
693,676 |
| HKG |
-1 |
58 |
-2,461,179 |
-2,461,179 |
-3,406,262 |
1.62 |
0.054 |
0.043 |
-114,398 |
| 0 |
6 |
0 |
0 |
0 |
1.01 |
0.183 |
0.197 |
0 |
| 1 |
57 |
3,926,160 |
3,926,160 |
6,192,854 |
1.69 |
0.190 |
0.200 |
847,734 |
| IND |
1 |
1 |
1,383 |
1,383 |
-111 |
-0.08 |
0.172 |
0.172 |
238 |
| JPN |
-1 |
137 |
-7,037,427 |
-7,037,427 |
-4,754,439 |
0.74 |
-0.004 |
0.000 |
114,090 |
| 0 |
27 |
0 |
0 |
0 |
0.79 |
0.057 |
0.060 |
0 |
| 1 |
106 |
6,142,890 |
6,142,890 |
3,813,005 |
0.64 |
0.094 |
0.094 |
685,781 |
| KOR |
-1 |
3 |
-94,259 |
-94,259 |
-58,028 |
0.29 |
-0.150 |
-0.135 |
12,977 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
0.012 |
0.012 |
0 |
| MYS |
1 |
3 |
374,154 |
374,154 |
100,711 |
0.28 |
0.083 |
0.042 |
26,745 |
| PHL |
1 |
2 |
83,984 |
83,984 |
3,013 |
0.23 |
0.156 |
0.156 |
14,100 |
| SGP |
-1 |
10 |
-547,386 |
-547,386 |
-336,027 |
0.58 |
0.024 |
0.025 |
-6,857 |
| 1 |
1 |
101,418 |
101,418 |
16,890 |
0.17 |
0.048 |
0.048 |
4,877 |
| THA |
-1 |
3 |
-27,218 |
-27,218 |
-18,004 |
0.55 |
0.070 |
0.080 |
-1,884 |
| 1 |
18 |
1,045,186 |
1,045,186 |
270,658 |
0.39 |
0.116 |
0.111 |
146,477 |
| TWN |
-1 |
40 |
-1,808,319 |
-1,808,319 |
-1,408,939 |
0.85 |
0.007 |
0.020 |
-47,473 |
| 0 |
4 |
0 |
0 |
0 |
1.29 |
-0.081 |
-0.089 |
0 |
| 1 |
19 |
1,984,232 |
1,984,232 |
1,619,616 |
0.89 |
0.111 |
0.106 |
212,162 |