Generated at 16:09 on Thursday 11/20/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
524 |
-21,296,586 |
| 0 |
71 |
0 |
| 1 |
433 |
20,802,226 |
|
target_notional |
| target_notional |
-494,361 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
249,734 |
-494,361 |
3,709,229 |
42,098,812 |
868,609 |
0.006 |
-0.012 |
0.088 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,002,545 |
| 0 |
0 |
| 1 |
18,252,279 |
|
alpha_notional |
| alpha_notional |
3,709,229 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,051,089 |
| 0 |
0 |
| 1 |
2,658,140 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
81 |
-1,048,893 |
3,337,070 |
248,093 |
-0.314 |
0.079 |
| CHN |
307 |
-1,075,215 |
11,073,184 |
424,216 |
-0.097 |
0.263 |
| HKG |
133 |
1,736,054 |
6,431,449 |
514,486 |
0.270 |
0.153 |
| JPN |
371 |
-750,200 |
14,924,923 |
371,792 |
-0.050 |
0.355 |
| KOR |
3 |
-66,063 |
96,985 |
36,632 |
-0.681 |
0.002 |
| MYS |
4 |
373,150 |
373,150 |
64,270 |
1.000 |
0.009 |
| NZL |
3 |
-177,271 |
177,271 |
37,281 |
-1.000 |
0.004 |
| PHL |
6 |
189,509 |
189,509 |
38,735 |
1.000 |
0.005 |
| SGP |
12 |
-356,067 |
629,480 |
75,165 |
-0.566 |
0.015 |
| THA |
36 |
1,104,195 |
1,328,869 |
202,851 |
0.831 |
0.032 |
| TWN |
71 |
-377,632 |
3,490,993 |
215,443 |
-0.108 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,192,982 |
| 0 |
4 |
0 |
| 1 |
26 |
1,144,089 |
| CHN |
-1 |
171 |
-6,074,199 |
| 0 |
14 |
0 |
| 1 |
122 |
4,998,985 |
| HKG |
-1 |
58 |
-2,347,697 |
| 0 |
2 |
0 |
| 1 |
73 |
4,083,752 |
| JPN |
-1 |
177 |
-7,837,561 |
| 0 |
39 |
0 |
| 1 |
155 |
7,087,361 |
| KOR |
-1 |
2 |
-81,524 |
| 1 |
1 |
15,461 |
| MYS |
1 |
4 |
373,150 |
| NZL |
-1 |
3 |
-177,271 |
| PHL |
1 |
6 |
189,509 |
| SGP |
-1 |
6 |
-492,774 |
| 0 |
1 |
0 |
| 1 |
5 |
136,707 |
| THA |
-1 |
5 |
-112,337 |
| 0 |
6 |
0 |
| 1 |
25 |
1,216,532 |
| TWN |
-1 |
50 |
-1,934,313 |
| 0 |
5 |
0 |
| 1 |
16 |
1,556,680 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,192,982 |
-2,192,982 |
-1,507,737 |
0.69 |
-0.100 |
-0.082 |
234,636 |
| 0 |
4 |
0 |
0 |
0 |
0.76 |
-0.017 |
-0.017 |
0 |
| 1 |
26 |
1,144,089 |
1,144,089 |
467,191 |
0.39 |
0.043 |
0.049 |
63,852 |
| CHN |
-1 |
171 |
-6,074,199 |
-6,074,199 |
-6,242,254 |
1.42 |
-0.085 |
-0.078 |
540,723 |
| 0 |
14 |
0 |
0 |
0 |
1.29 |
-0.030 |
-0.009 |
0 |
| 1 |
122 |
4,998,985 |
4,998,985 |
5,439,107 |
1.29 |
0.079 |
0.089 |
652,692 |
| HKG |
-1 |
58 |
-2,347,697 |
-2,347,697 |
-3,213,465 |
1.65 |
0.066 |
0.070 |
-94,050 |
| 0 |
2 |
0 |
0 |
0 |
1.04 |
0.119 |
0.119 |
0 |
| 1 |
73 |
4,083,752 |
4,083,752 |
6,084,712 |
1.55 |
0.223 |
0.221 |
975,589 |
| JPN |
-1 |
177 |
-7,837,561 |
-7,837,561 |
-5,076,568 |
0.66 |
-0.038 |
-0.027 |
319,789 |
| 0 |
39 |
0 |
0 |
0 |
0.81 |
0.027 |
0.019 |
0 |
| 1 |
155 |
7,087,361 |
7,087,361 |
4,500,490 |
0.66 |
0.084 |
0.085 |
639,665 |
| KOR |
-1 |
2 |
-81,524 |
-81,524 |
-65,244 |
0.76 |
-0.187 |
-0.187 |
14,390 |
| 1 |
1 |
15,461 |
15,461 |
3,784 |
0.24 |
0.101 |
0.101 |
1,558 |
| MYS |
1 |
4 |
373,150 |
373,150 |
100,457 |
0.28 |
0.105 |
0.096 |
26,163 |
| NZL |
-1 |
3 |
-177,271 |
-177,271 |
-54,247 |
0.36 |
-0.126 |
-0.131 |
24,367 |
| PHL |
1 |
6 |
189,509 |
189,509 |
38,367 |
0.36 |
0.096 |
0.104 |
6,303 |
| SGP |
-1 |
6 |
-492,774 |
-492,774 |
-283,902 |
0.57 |
0.018 |
0.019 |
-8,150 |
| 0 |
1 |
0 |
0 |
0 |
0.46 |
0.028 |
0.028 |
0 |
| 1 |
5 |
136,707 |
136,707 |
36,930 |
0.38 |
0.066 |
0.061 |
7,206 |
| THA |
-1 |
5 |
-112,337 |
-112,337 |
-44,705 |
0.44 |
0.010 |
0.053 |
4,711 |
| 0 |
6 |
0 |
0 |
0 |
0.35 |
0.036 |
0.053 |
0 |
| 1 |
25 |
1,216,532 |
1,216,532 |
356,354 |
0.31 |
0.123 |
0.110 |
189,644 |
| TWN |
-1 |
50 |
-1,934,313 |
-1,934,313 |
-1,442,246 |
0.77 |
-0.021 |
-0.016 |
11,972 |
| 0 |
5 |
0 |
0 |
0 |
1.13 |
-0.042 |
-0.069 |
0 |
| 1 |
16 |
1,556,680 |
1,556,680 |
1,224,888 |
0.86 |
0.071 |
0.057 |
95,467 |