Generated at 15:19 on Tuesday 11/18/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
551 |
-21,237,198 |
| 0 |
69 |
0 |
| 1 |
440 |
20,713,773 |
|
target_notional |
| target_notional |
-523,425 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
272,980 |
-523,425 |
3,469,378 |
41,950,971 |
859,921 |
0.007 |
-0.012 |
0.083 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,733,323 |
| 0 |
0 |
| 1 |
18,006,303 |
|
alpha_notional |
| alpha_notional |
3,469,378 |
|
alpha_notional |
| pos_sign |
|
| -1 |
802,885 |
| 0 |
0 |
| 1 |
2,666,494 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,048,608 |
3,336,728 |
230,954 |
-0.314 |
0.080 |
| CHN |
321 |
-1,042,084 |
10,586,331 |
431,838 |
-0.098 |
0.252 |
| HKG |
130 |
1,581,895 |
6,411,547 |
488,941 |
0.247 |
0.153 |
| JPN |
394 |
-759,819 |
15,044,793 |
375,700 |
-0.051 |
0.359 |
| KOR |
3 |
-65,448 |
95,693 |
36,282 |
-0.684 |
0.002 |
| MYS |
3 |
372,764 |
372,764 |
64,010 |
1.000 |
0.009 |
| NZL |
4 |
-176,912 |
176,912 |
36,988 |
-1.000 |
0.004 |
| PHL |
6 |
181,915 |
181,915 |
36,895 |
1.000 |
0.004 |
| SGP |
13 |
-380,771 |
647,427 |
77,748 |
-0.588 |
0.015 |
| THA |
37 |
1,127,519 |
1,482,558 |
210,982 |
0.761 |
0.035 |
| TWN |
69 |
-294,293 |
3,594,719 |
217,417 |
-0.082 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,192,668 |
| 0 |
4 |
0 |
| 1 |
26 |
1,144,060 |
| CHN |
-1 |
176 |
-5,814,208 |
| 0 |
27 |
0 |
| 1 |
118 |
4,772,124 |
| HKG |
-1 |
58 |
-2,414,826 |
| 0 |
2 |
0 |
| 1 |
70 |
3,996,721 |
| JPN |
-1 |
200 |
-7,902,306 |
| 0 |
30 |
0 |
| 1 |
164 |
7,142,487 |
| KOR |
-1 |
2 |
-80,570 |
| 1 |
1 |
15,123 |
| MYS |
1 |
3 |
372,764 |
| NZL |
-1 |
3 |
-176,912 |
| 0 |
1 |
0 |
| PHL |
1 |
6 |
181,915 |
| SGP |
-1 |
7 |
-514,099 |
| 0 |
1 |
0 |
| 1 |
5 |
133,328 |
| THA |
-1 |
7 |
-177,520 |
| 0 |
1 |
0 |
| 1 |
29 |
1,305,039 |
| TWN |
-1 |
48 |
-1,944,506 |
| 0 |
3 |
0 |
| 1 |
18 |
1,650,213 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,192,668 |
-2,192,668 |
-1,373,097 |
0.68 |
-0.074 |
-0.073 |
202,156 |
| 0 |
4 |
0 |
0 |
0 |
0.52 |
-0.024 |
0.002 |
0 |
| 1 |
26 |
1,144,060 |
1,144,060 |
481,582 |
0.44 |
0.063 |
0.060 |
75,686 |
| CHN |
-1 |
176 |
-5,814,208 |
-5,814,208 |
-5,958,193 |
1.40 |
-0.092 |
-0.089 |
463,290 |
| 0 |
27 |
0 |
0 |
0 |
1.45 |
-0.095 |
-0.111 |
0 |
| 1 |
118 |
4,772,124 |
4,772,124 |
4,998,220 |
1.31 |
0.068 |
0.078 |
616,614 |
| HKG |
-1 |
58 |
-2,414,826 |
-2,414,826 |
-3,266,413 |
1.63 |
0.071 |
0.074 |
-118,391 |
| 0 |
2 |
0 |
0 |
0 |
1.82 |
0.020 |
0.020 |
0 |
| 1 |
70 |
3,996,721 |
3,996,721 |
6,050,416 |
1.59 |
0.210 |
0.219 |
880,592 |
| JPN |
-1 |
200 |
-7,902,306 |
-7,902,306 |
-5,213,785 |
0.67 |
-0.020 |
-0.016 |
212,547 |
| 0 |
30 |
0 |
0 |
0 |
0.73 |
0.056 |
0.056 |
0 |
| 1 |
164 |
7,142,487 |
7,142,487 |
4,586,464 |
0.70 |
0.096 |
0.102 |
712,452 |
| KOR |
-1 |
2 |
-80,570 |
-80,570 |
-64,704 |
0.76 |
-0.158 |
-0.158 |
12,092 |
| 1 |
1 |
15,123 |
15,123 |
3,701 |
0.24 |
0.090 |
0.090 |
1,364 |
| MYS |
1 |
3 |
372,764 |
372,764 |
100,322 |
0.28 |
0.039 |
0.025 |
17,252 |
| NZL |
-1 |
3 |
-176,912 |
-176,912 |
-54,306 |
0.36 |
-0.124 |
-0.094 |
24,258 |
| 0 |
1 |
0 |
0 |
0 |
-0.02 |
-0.065 |
-0.065 |
0 |
| PHL |
1 |
6 |
181,915 |
181,915 |
36,689 |
0.36 |
0.129 |
0.148 |
9,370 |
| SGP |
-1 |
7 |
-514,099 |
-514,099 |
-293,407 |
0.55 |
0.003 |
-0.002 |
611 |
| 0 |
1 |
0 |
0 |
0 |
0.54 |
0.067 |
0.067 |
0 |
| 1 |
5 |
133,328 |
133,328 |
36,284 |
0.38 |
0.038 |
0.034 |
2,590 |
| THA |
-1 |
7 |
-177,520 |
-177,520 |
-36,177 |
0.34 |
0.002 |
0.035 |
3,731 |
| 0 |
1 |
0 |
0 |
0 |
1.00 |
0.027 |
0.027 |
0 |
| 1 |
29 |
1,305,039 |
1,305,039 |
396,225 |
0.38 |
0.126 |
0.106 |
204,382 |
| TWN |
-1 |
48 |
-1,944,506 |
-1,944,506 |
-1,442,466 |
0.77 |
-0.011 |
-0.011 |
2,876 |
| 0 |
3 |
0 |
0 |
0 |
1.45 |
-0.082 |
-0.067 |
0 |
| 1 |
18 |
1,650,213 |
1,650,213 |
1,316,400 |
0.88 |
0.096 |
0.101 |
146,192 |