Generated at 15:20 on Monday 11/24/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
530 |
-21,280,249 |
| 0 |
72 |
0 |
| 1 |
440 |
20,767,985 |
|
target_notional |
| target_notional |
-512,263 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
207,316 |
-512,263 |
3,824,666 |
42,048,234 |
889,876 |
0.005 |
-0.012 |
0.091 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,902,053 |
| 0 |
0 |
| 1 |
18,109,369 |
|
alpha_notional |
| alpha_notional |
3,824,666 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,151,272 |
| 0 |
0 |
| 1 |
2,673,394 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,049,440 |
3,336,364 |
248,092 |
-0.315 |
0.079 |
| CHN |
311 |
-1,055,955 |
11,225,380 |
425,737 |
-0.094 |
0.267 |
| HKG |
136 |
1,912,603 |
6,708,937 |
540,178 |
0.285 |
0.160 |
| IND |
2 |
40,513 |
40,513 |
13,693 |
1.000 |
0.001 |
| JPN |
369 |
-1,050,135 |
14,112,135 |
371,099 |
-0.074 |
0.336 |
| KOR |
1 |
14,576 |
14,576 |
7,603 |
1.000 |
0.000 |
| MYS |
4 |
375,959 |
375,959 |
64,171 |
1.000 |
0.009 |
| NZL |
3 |
-177,239 |
177,239 |
37,176 |
-1.000 |
0.004 |
| PHL |
6 |
189,239 |
189,239 |
39,984 |
1.000 |
0.005 |
| SGP |
12 |
-339,561 |
634,457 |
73,673 |
-0.535 |
0.015 |
| THA |
37 |
1,300,972 |
1,525,916 |
230,050 |
0.853 |
0.036 |
| TWN |
73 |
-669,852 |
3,703,576 |
239,718 |
-0.181 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,192,902 |
| 0 |
6 |
0 |
| 1 |
27 |
1,143,462 |
| CHN |
-1 |
171 |
-6,140,668 |
| 0 |
19 |
0 |
| 1 |
121 |
5,084,713 |
| HKG |
-1 |
60 |
-2,398,167 |
| 1 |
76 |
4,310,770 |
| IND |
0 |
1 |
0 |
| 1 |
1 |
40,513 |
| JPN |
-1 |
175 |
-7,581,135 |
| 0 |
43 |
0 |
| 1 |
151 |
6,531,000 |
| KOR |
1 |
1 |
14,576 |
| MYS |
1 |
4 |
375,959 |
| NZL |
-1 |
3 |
-177,239 |
| PHL |
1 |
6 |
189,239 |
| SGP |
-1 |
7 |
-487,009 |
| 1 |
5 |
147,448 |
| THA |
-1 |
5 |
-112,472 |
| 1 |
32 |
1,413,444 |
| TWN |
-1 |
54 |
-2,186,714 |
| 0 |
3 |
0 |
| 1 |
16 |
1,516,862 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,192,902 |
-2,192,902 |
-1,518,754 |
0.71 |
-0.109 |
-0.101 |
267,982 |
| 0 |
6 |
0 |
0 |
0 |
0.43 |
-0.050 |
-0.046 |
0 |
| 1 |
27 |
1,143,462 |
1,143,462 |
474,797 |
0.35 |
0.027 |
0.026 |
45,857 |
| CHN |
-1 |
171 |
-6,140,668 |
-6,140,668 |
-6,201,626 |
1.42 |
-0.081 |
-0.080 |
491,549 |
| 0 |
19 |
0 |
0 |
0 |
1.66 |
-0.087 |
-0.105 |
0 |
| 1 |
121 |
5,084,713 |
5,084,713 |
5,568,968 |
1.32 |
0.078 |
0.090 |
696,603 |
| HKG |
-1 |
60 |
-2,398,167 |
-2,398,167 |
-3,365,763 |
1.66 |
0.076 |
0.078 |
-116,726 |
| 1 |
76 |
4,310,770 |
4,310,770 |
6,185,139 |
1.54 |
0.229 |
0.234 |
1,129,641 |
| IND |
0 |
1 |
0 |
0 |
0 |
-0.08 |
0.041 |
0.041 |
0 |
| 1 |
1 |
40,513 |
40,513 |
11,042 |
0.27 |
0.194 |
0.194 |
7,846 |
| JPN |
-1 |
175 |
-7,581,135 |
-7,581,135 |
-4,801,741 |
0.64 |
-0.056 |
-0.051 |
425,805 |
| 0 |
43 |
0 |
0 |
0 |
0.76 |
0.027 |
0.021 |
0 |
| 1 |
151 |
6,531,000 |
6,531,000 |
4,049,659 |
0.67 |
0.055 |
0.050 |
387,358 |
| KOR |
1 |
1 |
14,576 |
14,576 |
3,567 |
0.24 |
0.058 |
0.058 |
853 |
| MYS |
1 |
4 |
375,959 |
375,959 |
101,210 |
0.28 |
0.084 |
0.077 |
21,133 |
| NZL |
-1 |
3 |
-177,239 |
-177,239 |
-54,213 |
0.36 |
-0.130 |
-0.113 |
24,880 |
| PHL |
1 |
6 |
189,239 |
189,239 |
38,777 |
0.36 |
0.134 |
0.132 |
23,183 |
| SGP |
-1 |
7 |
-487,009 |
-487,009 |
-287,618 |
0.84 |
0.035 |
0.026 |
-15,195 |
| 1 |
5 |
147,448 |
147,448 |
39,787 |
0.38 |
0.075 |
0.070 |
10,132 |
| THA |
-1 |
5 |
-112,472 |
-112,472 |
-44,894 |
0.44 |
0.040 |
0.039 |
-1,750 |
| 1 |
32 |
1,413,444 |
1,413,444 |
447,408 |
0.37 |
0.136 |
0.118 |
229,689 |
| TWN |
-1 |
54 |
-2,186,714 |
-2,186,714 |
-1,621,246 |
0.75 |
-0.031 |
-0.026 |
74,895 |
| 0 |
3 |
0 |
0 |
0 |
1.43 |
-0.012 |
-0.092 |
0 |
| 1 |
16 |
1,516,862 |
1,516,862 |
1,189,015 |
0.86 |
0.095 |
0.069 |
121,101 |