Generated at 15:19 on Thursday 11/13/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
523 |
-21,321,832 |
| 0 |
78 |
0 |
| 1 |
398 |
20,799,985 |
|
target_notional |
| target_notional |
-521,847 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
240,469 |
-521,847 |
3,687,230 |
42,121,817 |
895,209 |
0.006 |
-0.012 |
0.088 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,423,656 |
| 0 |
0 |
| 1 |
18,664,125 |
|
alpha_notional |
| alpha_notional |
3,687,230 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,017,906 |
| 0 |
0 |
| 1 |
2,669,324 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
82 |
-1,050,956 |
3,338,460 |
236,531 |
-0.315 |
0.079 |
| CHN |
348 |
-1,060,460 |
12,506,254 |
472,787 |
-0.085 |
0.297 |
| HKG |
128 |
1,583,103 |
6,506,201 |
505,964 |
0.243 |
0.154 |
| IND |
1 |
1,419 |
1,419 |
818 |
1.000 |
0.000 |
| JPN |
318 |
-910,462 |
13,182,165 |
377,529 |
-0.069 |
0.313 |
| KOR |
4 |
-79,883 |
116,080 |
41,360 |
-0.688 |
0.003 |
| MYS |
3 |
373,014 |
373,014 |
64,363 |
1.000 |
0.009 |
| NZL |
4 |
-177,261 |
177,261 |
34,266 |
-1.000 |
0.004 |
| PHL |
4 |
133,541 |
133,541 |
29,696 |
1.000 |
0.003 |
| SGP |
11 |
-457,109 |
649,300 |
89,552 |
-0.704 |
0.015 |
| THA |
28 |
1,053,431 |
1,254,109 |
192,501 |
0.840 |
0.030 |
| TWN |
67 |
77,840 |
3,875,949 |
240,277 |
0.020 |
0.092 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,194,708 |
| 0 |
3 |
0 |
| 1 |
26 |
1,143,752 |
| CHN |
-1 |
181 |
-6,783,357 |
| 0 |
37 |
0 |
| 1 |
130 |
5,722,897 |
| HKG |
-1 |
59 |
-2,461,549 |
| 0 |
6 |
0 |
| 1 |
63 |
4,044,652 |
| IND |
1 |
1 |
1,419 |
| JPN |
-1 |
164 |
-7,046,313 |
| 0 |
27 |
0 |
| 1 |
127 |
6,135,851 |
| KOR |
-1 |
3 |
-97,982 |
| 1 |
1 |
18,098 |
| MYS |
1 |
3 |
373,014 |
| NZL |
-1 |
4 |
-177,261 |
| PHL |
1 |
4 |
133,541 |
| SGP |
-1 |
10 |
-553,205 |
| 1 |
1 |
96,095 |
| THA |
-1 |
3 |
-100,339 |
| 0 |
1 |
0 |
| 1 |
24 |
1,153,770 |
| TWN |
-1 |
45 |
-1,899,054 |
| 0 |
4 |
0 |
| 1 |
18 |
1,976,895 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,194,708 |
-2,194,708 |
-1,396,682 |
0.73 |
-0.103 |
-0.092 |
241,936 |
| 0 |
3 |
0 |
0 |
0 |
0.83 |
-0.039 |
-0.033 |
0 |
| 1 |
26 |
1,143,752 |
1,143,752 |
441,663 |
0.43 |
0.039 |
0.030 |
46,602 |
| CHN |
-1 |
181 |
-6,783,357 |
-6,783,357 |
-6,873,658 |
1.37 |
-0.091 |
-0.090 |
595,454 |
| 0 |
37 |
0 |
0 |
0 |
1.56 |
-0.096 |
-0.096 |
0 |
| 1 |
130 |
5,722,897 |
5,722,897 |
6,109,025 |
1.31 |
0.075 |
0.080 |
705,281 |
| HKG |
-1 |
59 |
-2,461,549 |
-2,461,549 |
-3,396,015 |
1.60 |
0.054 |
0.054 |
-95,184 |
| 0 |
6 |
0 |
0 |
0 |
1.26 |
0.105 |
0.106 |
0 |
| 1 |
63 |
4,044,652 |
4,044,652 |
6,330,382 |
1.65 |
0.202 |
0.214 |
903,246 |
| IND |
1 |
1 |
1,419 |
1,419 |
-114 |
-0.08 |
0.129 |
0.129 |
182 |
| JPN |
-1 |
164 |
-7,046,313 |
-7,046,313 |
-4,798,825 |
0.75 |
-0.031 |
-0.022 |
236,912 |
| 0 |
27 |
0 |
0 |
0 |
0.70 |
0.021 |
0.028 |
0 |
| 1 |
127 |
6,135,851 |
6,135,851 |
3,694,200 |
0.64 |
0.087 |
0.090 |
595,786 |
| KOR |
-1 |
3 |
-97,982 |
-97,982 |
-59,264 |
0.29 |
-0.202 |
-0.194 |
18,740 |
| 1 |
1 |
18,098 |
18,098 |
4,430 |
0.24 |
0.043 |
0.043 |
780 |
| MYS |
1 |
3 |
373,014 |
373,014 |
100,381 |
0.28 |
0.086 |
0.052 |
28,546 |
| NZL |
-1 |
4 |
-177,261 |
-177,261 |
-54,775 |
0.26 |
-0.153 |
-0.125 |
30,978 |
| PHL |
1 |
4 |
133,541 |
133,541 |
20,878 |
0.29 |
0.168 |
0.184 |
24,446 |
| SGP |
-1 |
10 |
-553,205 |
-553,205 |
-338,094 |
0.58 |
0.015 |
0.014 |
-816 |
| 1 |
1 |
96,095 |
96,095 |
16,003 |
0.17 |
0.028 |
0.028 |
2,654 |
| THA |
-1 |
3 |
-100,339 |
-100,339 |
-5,201 |
0.22 |
-0.054 |
-0.100 |
10,791 |
| 0 |
1 |
0 |
0 |
0 |
0.23 |
0.033 |
0.033 |
0 |
| 1 |
24 |
1,153,770 |
1,153,770 |
341,963 |
0.42 |
0.144 |
0.139 |
180,442 |
| TWN |
-1 |
45 |
-1,899,054 |
-1,899,054 |
-1,488,468 |
0.84 |
-0.021 |
0.012 |
-20,941 |
| 0 |
4 |
0 |
0 |
0 |
1.35 |
-0.073 |
-0.067 |
0 |
| 1 |
18 |
1,976,895 |
1,976,895 |
1,605,315 |
0.88 |
0.097 |
0.093 |
181,359 |