Generated at 16:08 on Wednesday 11/26/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
531 |
-21,286,452 |
| 0 |
52 |
0 |
| 1 |
419 |
20,825,074 |
|
target_notional |
| target_notional |
-461,379 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
254,689 |
-461,379 |
3,903,247 |
42,111,526 |
914,700 |
0.006 |
-0.011 |
0.093 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,906,142 |
| 0 |
0 |
| 1 |
18,160,831 |
|
alpha_notional |
| alpha_notional |
3,903,247 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,192,404 |
| 0 |
0 |
| 1 |
2,710,843 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,047,803 |
3,336,961 |
254,043 |
-0.314 |
0.079 |
| CHN |
301 |
-1,071,078 |
11,474,855 |
424,543 |
-0.093 |
0.272 |
| HKG |
141 |
1,870,687 |
6,974,645 |
539,196 |
0.268 |
0.166 |
| IND |
2 |
19,520 |
19,520 |
9,494 |
1.000 |
0.000 |
| JPN |
331 |
-1,048,054 |
13,527,897 |
393,617 |
-0.077 |
0.321 |
| KOR |
1 |
14,201 |
14,201 |
7,421 |
1.000 |
0.000 |
| MYS |
4 |
378,413 |
378,413 |
64,011 |
1.000 |
0.009 |
| NZL |
3 |
-177,259 |
177,259 |
40,260 |
-1.000 |
0.004 |
| PHL |
7 |
194,143 |
194,143 |
40,732 |
1.000 |
0.005 |
| SGP |
12 |
-263,747 |
618,794 |
63,985 |
-0.426 |
0.015 |
| THA |
35 |
1,336,536 |
1,623,780 |
237,104 |
0.823 |
0.039 |
| TWN |
78 |
-666,937 |
3,771,058 |
238,959 |
-0.177 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,192,382 |
| 0 |
3 |
0 |
| 1 |
26 |
1,144,579 |
| CHN |
-1 |
173 |
-6,272,966 |
| 0 |
9 |
0 |
| 1 |
119 |
5,201,889 |
| HKG |
-1 |
63 |
-2,551,979 |
| 0 |
3 |
0 |
| 1 |
75 |
4,422,666 |
| IND |
0 |
1 |
0 |
| 1 |
1 |
19,520 |
| JPN |
-1 |
164 |
-7,287,976 |
| 0 |
32 |
0 |
| 1 |
135 |
6,239,922 |
| KOR |
1 |
1 |
14,201 |
| MYS |
1 |
4 |
378,413 |
| NZL |
-1 |
3 |
-177,259 |
| PHL |
1 |
7 |
194,143 |
| SGP |
-1 |
7 |
-441,271 |
| 1 |
5 |
177,523 |
| THA |
-1 |
7 |
-143,622 |
| 1 |
28 |
1,480,158 |
| TWN |
-1 |
57 |
-2,218,998 |
| 0 |
3 |
0 |
| 1 |
18 |
1,552,060 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-2,192,382 |
-2,192,382 |
-1,569,751 |
0.70 |
-0.119 |
-0.109 |
276,230 |
| 0 |
3 |
0 |
0 |
0 |
0.27 |
-0.069 |
-0.063 |
0 |
| 1 |
26 |
1,144,579 |
1,144,579 |
490,884 |
0.35 |
0.025 |
0.020 |
44,979 |
| CHN |
-1 |
173 |
-6,272,966 |
-6,272,966 |
-6,141,084 |
1.42 |
-0.075 |
-0.061 |
448,334 |
| 0 |
9 |
0 |
0 |
0 |
1.40 |
-0.055 |
-0.023 |
0 |
| 1 |
119 |
5,201,889 |
5,201,889 |
5,684,160 |
1.30 |
0.079 |
0.080 |
727,037 |
| HKG |
-1 |
63 |
-2,551,979 |
-2,551,979 |
-3,581,429 |
1.66 |
0.062 |
0.067 |
-79,769 |
| 0 |
3 |
0 |
0 |
0 |
1.33 |
0.146 |
0.120 |
0 |
| 1 |
75 |
4,422,666 |
4,422,666 |
6,316,766 |
1.53 |
0.228 |
0.230 |
1,150,996 |
| IND |
0 |
1 |
0 |
0 |
0 |
0.27 |
0.076 |
0.076 |
0 |
| 1 |
1 |
19,520 |
19,520 |
7,965 |
0.41 |
0.232 |
0.232 |
4,526 |
| JPN |
-1 |
164 |
-7,287,976 |
-7,287,976 |
-4,619,999 |
0.65 |
-0.063 |
-0.057 |
491,818 |
| 0 |
32 |
0 |
0 |
0 |
0.76 |
0.016 |
0.008 |
0 |
| 1 |
135 |
6,239,922 |
6,239,922 |
3,750,519 |
0.64 |
0.058 |
0.062 |
406,001 |
| KOR |
1 |
1 |
14,201 |
14,201 |
3,476 |
0.24 |
0.057 |
0.057 |
812 |
| MYS |
1 |
4 |
378,413 |
378,413 |
101,883 |
0.28 |
0.075 |
0.089 |
4,106 |
| NZL |
-1 |
3 |
-177,259 |
-177,259 |
-48,113 |
0.25 |
-0.130 |
-0.113 |
25,517 |
| PHL |
1 |
7 |
194,143 |
194,143 |
41,393 |
0.41 |
0.131 |
0.167 |
11,380 |
| SGP |
-1 |
7 |
-441,271 |
-441,271 |
-266,252 |
0.84 |
0.035 |
0.027 |
-12,160 |
| 1 |
5 |
177,523 |
177,523 |
47,675 |
0.38 |
0.085 |
0.085 |
14,321 |
| THA |
-1 |
7 |
-143,622 |
-143,622 |
-52,504 |
0.38 |
0.021 |
0.031 |
598 |
| 1 |
28 |
1,480,158 |
1,480,158 |
479,160 |
0.39 |
0.146 |
0.131 |
232,145 |
| TWN |
-1 |
57 |
-2,218,998 |
-2,218,998 |
-1,627,010 |
0.74 |
-0.035 |
-0.029 |
41,836 |
| 0 |
3 |
0 |
0 |
0 |
1.34 |
-0.035 |
-0.005 |
0 |
| 1 |
18 |
1,552,060 |
1,552,060 |
1,236,950 |
0.86 |
0.092 |
0.067 |
114,541 |