Generated at 15:18 on Thursday 11/27/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
535 |
-21,243,161 |
| 0 |
44 |
0 |
| 1 |
420 |
20,797,584 |
|
target_notional |
| target_notional |
-445,577 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
386,529 |
-445,577 |
3,968,027 |
42,040,746 |
926,835 |
0.009 |
-0.011 |
0.094 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,551,706 |
| 0 |
0 |
| 1 |
17,938,235 |
|
alpha_notional |
| alpha_notional |
3,968,027 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,242,937 |
| 0 |
0 |
| 1 |
2,725,090 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
90 |
-1,049,926 |
3,339,422 |
255,171 |
-0.314 |
0.079 |
| CHN |
300 |
-1,060,292 |
11,095,924 |
402,022 |
-0.096 |
0.264 |
| HKG |
142 |
1,915,259 |
7,030,374 |
550,721 |
0.272 |
0.167 |
| IND |
1 |
5,843 |
5,843 |
2,867 |
1.000 |
0.000 |
| JPN |
322 |
-1,101,095 |
13,666,617 |
406,832 |
-0.081 |
0.325 |
| KOR |
1 |
13,702 |
13,702 |
7,257 |
1.000 |
0.000 |
| MYS |
4 |
373,031 |
373,031 |
63,368 |
1.000 |
0.009 |
| NZL |
3 |
-177,235 |
177,235 |
40,123 |
-1.000 |
0.004 |
| PHL |
7 |
205,694 |
205,694 |
45,048 |
1.000 |
0.005 |
| SGP |
12 |
-264,468 |
619,985 |
64,013 |
-0.427 |
0.015 |
| THA |
37 |
1,356,119 |
1,667,300 |
241,438 |
0.813 |
0.040 |
| TWN |
79 |
-670,124 |
3,837,702 |
240,684 |
-0.175 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
59 |
-2,194,674 |
| 0 |
2 |
0 |
| 1 |
29 |
1,144,748 |
| CHN |
-1 |
172 |
-6,078,108 |
| 0 |
11 |
0 |
| 1 |
117 |
5,017,816 |
| HKG |
-1 |
62 |
-2,557,558 |
| 0 |
4 |
0 |
| 1 |
76 |
4,472,816 |
| IND |
1 |
1 |
5,843 |
| JPN |
-1 |
165 |
-7,383,856 |
| 0 |
24 |
0 |
| 1 |
133 |
6,282,761 |
| KOR |
1 |
1 |
13,702 |
| MYS |
1 |
4 |
373,031 |
| NZL |
-1 |
3 |
-177,235 |
| PHL |
1 |
7 |
205,694 |
| SGP |
-1 |
7 |
-442,226 |
| 1 |
5 |
177,759 |
| THA |
-1 |
8 |
-155,591 |
| 0 |
1 |
0 |
| 1 |
28 |
1,511,709 |
| TWN |
-1 |
59 |
-2,253,913 |
| 0 |
2 |
0 |
| 1 |
18 |
1,583,789 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
59 |
-2,194,674 |
-2,194,674 |
-1,540,879 |
0.68 |
-0.120 |
-0.114 |
283,912 |
| 0 |
2 |
0 |
0 |
0 |
0.44 |
-0.048 |
-0.048 |
0 |
| 1 |
29 |
1,144,748 |
1,144,748 |
499,703 |
0.35 |
0.023 |
0.022 |
52,042 |
| CHN |
-1 |
172 |
-6,078,108 |
-6,078,108 |
-5,644,203 |
1.44 |
-0.073 |
-0.066 |
435,858 |
| 0 |
11 |
0 |
0 |
0 |
1.18 |
-0.079 |
-0.095 |
0 |
| 1 |
117 |
5,017,816 |
5,017,816 |
5,368,471 |
1.30 |
0.076 |
0.086 |
692,618 |
| HKG |
-1 |
62 |
-2,557,558 |
-2,557,558 |
-3,583,549 |
1.64 |
0.058 |
0.068 |
-73,591 |
| 0 |
4 |
0 |
0 |
0 |
1.71 |
0.091 |
0.132 |
0 |
| 1 |
76 |
4,472,816 |
4,472,816 |
6,350,484 |
1.51 |
0.232 |
0.229 |
1,190,575 |
| IND |
1 |
1 |
5,843 |
5,843 |
2,384 |
0.41 |
0.197 |
0.197 |
1,149 |
| JPN |
-1 |
165 |
-7,383,856 |
-7,383,856 |
-4,762,843 |
0.66 |
-0.068 |
-0.064 |
536,731 |
| 0 |
24 |
0 |
0 |
0 |
0.77 |
0.004 |
-0.015 |
0 |
| 1 |
133 |
6,282,761 |
6,282,761 |
3,748,200 |
0.63 |
0.051 |
0.053 |
372,575 |
| KOR |
1 |
1 |
13,702 |
13,702 |
3,354 |
0.24 |
0.118 |
0.118 |
1,616 |
| MYS |
1 |
4 |
373,031 |
373,031 |
100,424 |
0.28 |
0.072 |
0.064 |
5,853 |
| NZL |
-1 |
3 |
-177,235 |
-177,235 |
-48,294 |
0.25 |
-0.108 |
-0.109 |
19,178 |
| PHL |
1 |
7 |
205,694 |
205,694 |
49,797 |
0.41 |
0.152 |
0.180 |
19,928 |
| SGP |
-1 |
7 |
-442,226 |
-442,226 |
-267,402 |
0.84 |
0.036 |
0.029 |
-12,280 |
| 1 |
5 |
177,759 |
177,759 |
47,757 |
0.38 |
0.085 |
0.086 |
14,398 |
| THA |
-1 |
8 |
-155,591 |
-155,591 |
-57,488 |
0.39 |
0.025 |
0.032 |
-1,068 |
| 0 |
1 |
0 |
0 |
0 |
0.45 |
0.026 |
0.026 |
0 |
| 1 |
28 |
1,511,709 |
1,511,709 |
488,427 |
0.39 |
0.159 |
0.147 |
256,437 |
| TWN |
-1 |
59 |
-2,253,913 |
-2,253,913 |
-1,647,048 |
0.73 |
-0.043 |
-0.034 |
54,198 |
| 0 |
2 |
0 |
0 |
0 |
1.53 |
-0.209 |
-0.209 |
0 |
| 1 |
18 |
1,583,789 |
1,583,789 |
1,266,797 |
0.86 |
0.089 |
0.069 |
117,095 |