Generated at 15:37 on Wednesday 11/12/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
480 |
-21,319,711 |
| 0 |
59 |
0 |
| 1 |
367 |
20,864,909 |
|
target_notional |
| target_notional |
-454,802 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
276,613 |
-454,802 |
3,627,567 |
42,184,621 |
893,108 |
0.007 |
-0.011 |
0.086 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,808,921 |
| 0 |
0 |
| 1 |
19,085,535 |
|
alpha_notional |
| alpha_notional |
3,627,567 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,024,543 |
| 0 |
0 |
| 1 |
2,603,024 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
64 |
-1,049,998 |
3,339,584 |
239,555 |
-0.314 |
0.079 |
| CHN |
347 |
-1,066,706 |
13,335,596 |
495,712 |
-0.080 |
0.316 |
| HKG |
118 |
1,527,684 |
6,404,845 |
492,532 |
0.239 |
0.152 |
| IND |
1 |
1,406 |
1,406 |
815 |
1.000 |
0.000 |
| JPN |
263 |
-977,319 |
13,019,654 |
373,537 |
-0.075 |
0.309 |
| KOR |
4 |
-77,611 |
113,807 |
40,514 |
-0.682 |
0.003 |
| MYS |
3 |
376,911 |
376,911 |
64,826 |
1.000 |
0.009 |
| PHL |
2 |
85,993 |
85,993 |
23,160 |
1.000 |
0.002 |
| SGP |
11 |
-456,039 |
649,033 |
89,181 |
-0.703 |
0.015 |
| THA |
23 |
1,035,055 |
1,035,088 |
182,294 |
1.000 |
0.025 |
| TWN |
69 |
145,822 |
3,822,703 |
238,291 |
0.038 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-2,194,791 |
| 0 |
3 |
0 |
| 1 |
20 |
1,144,793 |
| CHN |
-1 |
188 |
-7,201,151 |
| 0 |
19 |
0 |
| 1 |
140 |
6,134,445 |
| HKG |
-1 |
57 |
-2,438,580 |
| 0 |
2 |
0 |
| 1 |
59 |
3,966,264 |
| IND |
1 |
1 |
1,406 |
| JPN |
-1 |
138 |
-6,998,486 |
| 0 |
23 |
0 |
| 1 |
102 |
6,021,168 |
| KOR |
-1 |
3 |
-95,709 |
| 1 |
1 |
18,098 |
| MYS |
1 |
3 |
376,911 |
| PHL |
1 |
2 |
85,993 |
| SGP |
-1 |
10 |
-552,536 |
| 1 |
1 |
96,497 |
| THA |
-1 |
1 |
-17 |
| 0 |
3 |
0 |
| 1 |
19 |
1,035,072 |
| TWN |
-1 |
42 |
-1,838,440 |
| 0 |
8 |
0 |
| 1 |
19 |
1,984,263 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-2,194,791 |
-2,194,791 |
-1,367,863 |
0.73 |
-0.100 |
-0.092 |
242,391 |
| 0 |
3 |
0 |
0 |
0 |
0.22 |
-0.052 |
-0.053 |
0 |
| 1 |
20 |
1,144,793 |
1,144,793 |
431,854 |
0.41 |
0.023 |
0.012 |
33,782 |
| CHN |
-1 |
188 |
-7,201,151 |
-7,201,151 |
-7,536,726 |
1.40 |
-0.099 |
-0.094 |
745,336 |
| 0 |
19 |
0 |
0 |
0 |
1.34 |
-0.068 |
-0.027 |
0 |
| 1 |
140 |
6,134,445 |
6,134,445 |
6,692,863 |
1.33 |
0.074 |
0.078 |
707,151 |
| HKG |
-1 |
57 |
-2,438,580 |
-2,438,580 |
-3,371,725 |
1.62 |
0.057 |
0.058 |
-105,910 |
| 0 |
2 |
0 |
0 |
0 |
1.17 |
0.147 |
0.147 |
0 |
| 1 |
59 |
3,966,264 |
3,966,264 |
6,218,599 |
1.68 |
0.189 |
0.205 |
846,610 |
| IND |
1 |
1 |
1,406 |
1,406 |
-113 |
-0.08 |
0.156 |
0.156 |
219 |
| JPN |
-1 |
138 |
-6,998,486 |
-6,998,486 |
-4,694,304 |
0.73 |
-0.016 |
-0.013 |
168,705 |
| 0 |
23 |
0 |
0 |
0 |
0.98 |
0.050 |
0.052 |
0 |
| 1 |
102 |
6,021,168 |
6,021,168 |
3,700,013 |
0.65 |
0.084 |
0.081 |
597,514 |
| KOR |
-1 |
3 |
-95,709 |
-95,709 |
-58,473 |
0.29 |
-0.164 |
-0.157 |
14,989 |
| 1 |
1 |
18,098 |
18,098 |
4,430 |
0.24 |
0.034 |
0.034 |
610 |
| MYS |
1 |
3 |
376,911 |
376,911 |
101,426 |
0.28 |
0.082 |
0.049 |
26,665 |
| PHL |
1 |
2 |
85,993 |
85,993 |
3,085 |
0.23 |
0.097 |
0.097 |
10,522 |
| SGP |
-1 |
10 |
-552,536 |
-552,536 |
-339,049 |
0.58 |
0.022 |
0.024 |
-6,427 |
| 1 |
1 |
96,497 |
96,497 |
16,070 |
0.17 |
0.042 |
0.042 |
4,078 |
| THA |
-1 |
1 |
-17 |
-17 |
-6 |
0.38 |
0.115 |
0.115 |
-2 |
| 0 |
3 |
0 |
0 |
0 |
0.43 |
0.052 |
0.056 |
0 |
| 1 |
19 |
1,035,072 |
1,035,072 |
301,470 |
0.41 |
0.129 |
0.120 |
161,950 |
| TWN |
-1 |
42 |
-1,838,440 |
-1,838,440 |
-1,440,774 |
0.84 |
-0.006 |
0.021 |
-34,539 |
| 0 |
8 |
0 |
0 |
0 |
1.23 |
-0.031 |
-0.074 |
0 |
| 1 |
19 |
1,984,263 |
1,984,263 |
1,615,838 |
0.89 |
0.117 |
0.100 |
213,924 |