Generated at 15:19 on Monday 11/17/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
542 |
-21,279,384 |
| 0 |
68 |
0 |
| 1 |
434 |
20,753,471 |
|
target_notional |
| target_notional |
-525,912 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
178,144 |
-525,912 |
3,578,965 |
42,032,855 |
882,785 |
0.004 |
-0.013 |
0.085 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,034,718 |
| 0 |
0 |
| 1 |
18,212,862 |
|
alpha_notional |
| alpha_notional |
3,578,965 |
|
alpha_notional |
| pos_sign |
|
| -1 |
977,273 |
| 0 |
0 |
| 1 |
2,601,691 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
82 |
-1,047,018 |
3,336,865 |
232,537 |
-0.314 |
0.079 |
| CHN |
323 |
-1,069,765 |
11,396,953 |
442,168 |
-0.094 |
0.271 |
| HKG |
131 |
1,657,001 |
6,416,921 |
507,830 |
0.258 |
0.153 |
| JPN |
374 |
-1,061,994 |
14,220,675 |
386,039 |
-0.075 |
0.338 |
| KOR |
4 |
-66,760 |
102,957 |
38,577 |
-0.648 |
0.002 |
| MYS |
3 |
375,559 |
375,559 |
64,511 |
1.000 |
0.009 |
| NZL |
4 |
-177,274 |
177,274 |
35,572 |
-1.000 |
0.004 |
| PHL |
5 |
176,231 |
176,231 |
36,300 |
1.000 |
0.004 |
| SGP |
13 |
-252,045 |
598,908 |
62,170 |
-0.421 |
0.014 |
| THA |
34 |
1,211,464 |
1,432,999 |
222,546 |
0.845 |
0.034 |
| TWN |
70 |
-250,309 |
3,776,510 |
224,912 |
-0.066 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-2,191,942 |
| 0 |
6 |
0 |
| 1 |
28 |
1,144,924 |
| CHN |
-1 |
181 |
-6,233,359 |
| 0 |
19 |
0 |
| 1 |
123 |
5,163,594 |
| HKG |
-1 |
56 |
-2,379,960 |
| 0 |
7 |
0 |
| 1 |
68 |
4,036,961 |
| JPN |
-1 |
189 |
-7,641,335 |
| 0 |
31 |
0 |
| 1 |
154 |
6,579,340 |
| KOR |
-1 |
2 |
-84,858 |
| 0 |
1 |
0 |
| 1 |
1 |
18,098 |
| MYS |
1 |
3 |
375,559 |
| NZL |
-1 |
4 |
-177,274 |
| PHL |
1 |
5 |
176,231 |
| SGP |
-1 |
7 |
-425,476 |
| 1 |
6 |
173,431 |
| THA |
-1 |
5 |
-110,768 |
| 0 |
1 |
0 |
| 1 |
28 |
1,322,231 |
| TWN |
-1 |
49 |
-2,013,409 |
| 0 |
3 |
0 |
| 1 |
18 |
1,763,101 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-2,191,942 |
-2,191,942 |
-1,367,760 |
0.71 |
-0.087 |
-0.083 |
222,164 |
| 0 |
6 |
0 |
0 |
0 |
0.59 |
-0.005 |
-0.003 |
0 |
| 1 |
28 |
1,144,924 |
1,144,924 |
462,544 |
0.43 |
0.056 |
0.048 |
74,436 |
| CHN |
-1 |
181 |
-6,233,359 |
-6,233,359 |
-6,328,016 |
1.39 |
-0.094 |
-0.096 |
524,853 |
| 0 |
19 |
0 |
0 |
0 |
1.22 |
-0.079 |
-0.089 |
0 |
| 1 |
123 |
5,163,594 |
5,163,594 |
5,491,600 |
1.32 |
0.080 |
0.076 |
678,844 |
| HKG |
-1 |
56 |
-2,379,960 |
-2,379,960 |
-3,217,568 |
1.61 |
0.075 |
0.079 |
-135,346 |
| 0 |
7 |
0 |
0 |
0 |
1.49 |
0.177 |
0.165 |
0 |
| 1 |
68 |
4,036,961 |
4,036,961 |
6,146,042 |
1.59 |
0.214 |
0.224 |
914,759 |
| JPN |
-1 |
189 |
-7,641,335 |
-7,641,335 |
-5,178,408 |
0.68 |
-0.033 |
-0.029 |
302,579 |
| 0 |
31 |
0 |
0 |
0 |
0.83 |
0.042 |
0.048 |
0 |
| 1 |
154 |
6,579,340 |
6,579,340 |
4,085,224 |
0.66 |
0.078 |
0.081 |
536,005 |
| KOR |
-1 |
2 |
-84,858 |
-84,858 |
-68,504 |
0.76 |
-0.181 |
-0.181 |
15,404 |
| 0 |
1 |
0 |
0 |
0 |
-0.66 |
-0.232 |
-0.232 |
0 |
| 1 |
1 |
18,098 |
18,098 |
4,430 |
0.24 |
-0.013 |
-0.013 |
-235 |
| MYS |
1 |
3 |
375,559 |
375,559 |
101,040 |
0.28 |
0.044 |
0.031 |
17,468 |
| NZL |
-1 |
4 |
-177,274 |
-177,274 |
-53,052 |
0.26 |
-0.125 |
-0.102 |
26,930 |
| PHL |
1 |
5 |
176,231 |
176,231 |
34,349 |
0.29 |
0.148 |
0.174 |
22,656 |
| SGP |
-1 |
7 |
-425,476 |
-425,476 |
-250,352 |
0.55 |
0.002 |
0.005 |
-1,344 |
| 1 |
6 |
173,431 |
173,431 |
52,930 |
0.41 |
0.046 |
0.042 |
4,363 |
| THA |
-1 |
5 |
-110,768 |
-110,768 |
-10,613 |
0.27 |
-0.010 |
0.024 |
6,539 |
| 0 |
1 |
0 |
0 |
0 |
0.23 |
0.056 |
0.056 |
0 |
| 1 |
28 |
1,322,231 |
1,322,231 |
416,573 |
0.39 |
0.143 |
0.127 |
216,428 |
| TWN |
-1 |
49 |
-2,013,409 |
-2,013,409 |
-1,527,439 |
0.80 |
-0.016 |
0.013 |
14,869 |
| 0 |
3 |
0 |
0 |
0 |
1.37 |
-0.077 |
-0.084 |
0 |
| 1 |
18 |
1,763,101 |
1,763,101 |
1,418,130 |
0.88 |
0.085 |
0.101 |
136,967 |