Generated at 15:19 on Tuesday 11/25/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
533 |
-21,273,510 |
| 0 |
53 |
0 |
| 1 |
429 |
20,731,816 |
|
target_notional |
| target_notional |
-541,695 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
217,493 |
-541,695 |
3,878,665 |
42,005,326 |
896,627 |
0.005 |
-0.013 |
0.092 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,887,223 |
| 0 |
0 |
| 1 |
18,104,716 |
|
alpha_notional |
| alpha_notional |
3,878,665 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,155,533 |
| 0 |
0 |
| 1 |
2,723,132 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,049,089 |
3,338,061 |
248,167 |
-0.314 |
0.079 |
| CHN |
299 |
-1,059,152 |
11,346,084 |
428,263 |
-0.093 |
0.270 |
| HKG |
140 |
1,870,930 |
6,839,457 |
534,726 |
0.274 |
0.163 |
| IND |
2 |
40,705 |
40,705 |
13,857 |
1.000 |
0.001 |
| JPN |
347 |
-1,090,472 |
13,777,385 |
383,037 |
-0.079 |
0.328 |
| KOR |
1 |
13,480 |
13,480 |
7,105 |
1.000 |
0.000 |
| MYS |
4 |
379,096 |
379,096 |
63,828 |
1.000 |
0.009 |
| NZL |
4 |
-177,260 |
177,260 |
40,432 |
-1.000 |
0.004 |
| PHL |
6 |
185,271 |
185,271 |
39,427 |
1.000 |
0.004 |
| SGP |
12 |
-263,075 |
608,767 |
63,830 |
-0.432 |
0.014 |
| THA |
37 |
1,288,124 |
1,525,913 |
229,564 |
0.844 |
0.036 |
| TWN |
75 |
-676,274 |
3,769,868 |
241,014 |
-0.179 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,193,575 |
| 0 |
4 |
0 |
| 1 |
27 |
1,144,486 |
| CHN |
-1 |
170 |
-6,202,618 |
| 0 |
9 |
0 |
| 1 |
120 |
5,143,466 |
| HKG |
-1 |
62 |
-2,484,263 |
| 0 |
2 |
0 |
| 1 |
76 |
4,355,193 |
| IND |
0 |
1 |
0 |
| 1 |
1 |
40,705 |
| JPN |
-1 |
173 |
-7,433,928 |
| 0 |
29 |
0 |
| 1 |
145 |
6,343,456 |
| KOR |
1 |
1 |
13,480 |
| MYS |
1 |
4 |
379,096 |
| NZL |
-1 |
3 |
-177,260 |
| 0 |
1 |
0 |
| PHL |
1 |
6 |
185,271 |
| SGP |
-1 |
7 |
-435,921 |
| 1 |
5 |
172,846 |
| THA |
-1 |
5 |
-118,894 |
| 0 |
5 |
0 |
| 1 |
27 |
1,407,018 |
| TWN |
-1 |
56 |
-2,223,071 |
| 0 |
2 |
0 |
| 1 |
17 |
1,546,797 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,193,575 |
-2,193,575 |
-1,521,957 |
0.69 |
-0.117 |
-0.102 |
285,556 |
| 0 |
4 |
0 |
0 |
0 |
0.64 |
-0.047 |
-0.048 |
0 |
| 1 |
27 |
1,144,486 |
1,144,486 |
491,347 |
0.35 |
0.024 |
0.023 |
41,444 |
| CHN |
-1 |
170 |
-6,202,618 |
-6,202,618 |
-6,234,456 |
1.41 |
-0.081 |
-0.078 |
498,257 |
| 0 |
9 |
0 |
0 |
0 |
1.72 |
-0.091 |
-0.081 |
0 |
| 1 |
120 |
5,143,466 |
5,143,466 |
5,602,526 |
1.30 |
0.071 |
0.079 |
689,230 |
| HKG |
-1 |
62 |
-2,484,263 |
-2,484,263 |
-3,486,948 |
1.67 |
0.072 |
0.089 |
-94,482 |
| 0 |
2 |
0 |
0 |
0 |
0.73 |
0.220 |
0.220 |
0 |
| 1 |
76 |
4,355,193 |
4,355,193 |
6,235,522 |
1.54 |
0.228 |
0.224 |
1,131,256 |
| IND |
0 |
1 |
0 |
0 |
0 |
-0.08 |
0.007 |
0.007 |
0 |
| 1 |
1 |
40,705 |
40,705 |
11,094 |
0.27 |
0.179 |
0.179 |
7,273 |
| JPN |
-1 |
173 |
-7,433,928 |
-7,433,928 |
-4,642,256 |
0.64 |
-0.052 |
-0.046 |
415,585 |
| 0 |
29 |
0 |
0 |
0 |
0.88 |
0.034 |
0.046 |
0 |
| 1 |
145 |
6,343,456 |
6,343,456 |
3,908,839 |
0.66 |
0.070 |
0.068 |
475,909 |
| KOR |
1 |
1 |
13,480 |
13,480 |
3,299 |
0.24 |
0.143 |
0.143 |
1,928 |
| MYS |
1 |
4 |
379,096 |
379,096 |
102,061 |
0.28 |
0.089 |
0.072 |
14,265 |
| NZL |
-1 |
3 |
-177,260 |
-177,260 |
-47,746 |
0.25 |
-0.135 |
-0.110 |
27,453 |
| 0 |
1 |
0 |
0 |
0 |
0.30 |
-0.128 |
-0.128 |
0 |
| PHL |
1 |
6 |
185,271 |
185,271 |
37,327 |
0.36 |
0.140 |
0.162 |
21,905 |
| SGP |
-1 |
7 |
-435,921 |
-435,921 |
-261,935 |
0.84 |
0.048 |
0.048 |
-18,073 |
| 1 |
5 |
172,846 |
172,846 |
46,464 |
0.38 |
0.084 |
0.077 |
13,475 |
| THA |
-1 |
5 |
-118,894 |
-118,894 |
-46,472 |
0.44 |
0.017 |
0.050 |
2,144 |
| 0 |
5 |
0 |
0 |
0 |
0.31 |
0.037 |
0.036 |
0 |
| 1 |
27 |
1,407,018 |
1,407,018 |
450,051 |
0.38 |
0.137 |
0.127 |
221,016 |
| TWN |
-1 |
56 |
-2,223,071 |
-2,223,071 |
-1,639,198 |
0.74 |
-0.028 |
-0.019 |
39,133 |
| 0 |
2 |
0 |
0 |
0 |
1.85 |
-0.091 |
-0.091 |
0 |
| 1 |
17 |
1,546,797 |
1,546,797 |
1,216,186 |
0.87 |
0.084 |
0.064 |
105,430 |