Generated at 15:18 on Wednesday 12/10/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
523 |
-21,388,486 |
| 0 |
57 |
0 |
| 1 |
444 |
20,749,404 |
|
target_notional |
| target_notional |
-639,082 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
86,299 |
-639,082 |
4,025,627 |
42,137,890 |
936,180 |
0.002 |
-0.015 |
0.096 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,859,896 |
| 0 |
0 |
| 1 |
17,946,194 |
|
alpha_notional |
| alpha_notional |
4,025,627 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,442,219 |
| 0 |
0 |
| 1 |
2,583,408 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-983,328 |
3,339,559 |
230,772 |
-0.294 |
0.079 |
| CHN |
324 |
-1,086,298 |
10,458,668 |
423,959 |
-0.104 |
0.249 |
| HKG |
156 |
1,932,328 |
6,659,969 |
531,842 |
0.290 |
0.158 |
| JPN |
318 |
-1,159,664 |
14,742,082 |
489,777 |
-0.079 |
0.350 |
| KOR |
1 |
14,190 |
14,190 |
7,441 |
1.000 |
0.000 |
| MYS |
6 |
400,129 |
400,129 |
68,102 |
1.000 |
0.010 |
| NZL |
4 |
-175,685 |
175,685 |
33,145 |
-1.000 |
0.004 |
| PHL |
7 |
202,769 |
202,769 |
46,986 |
1.000 |
0.005 |
| SGP |
9 |
-553,500 |
656,098 |
100,795 |
-0.844 |
0.016 |
| THA |
34 |
625,625 |
1,857,770 |
169,981 |
0.337 |
0.044 |
| TWN |
77 |
82,044 |
3,568,663 |
231,152 |
0.023 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,161,444 |
| 0 |
8 |
0 |
| 1 |
28 |
1,178,116 |
| CHN |
-1 |
185 |
-5,772,483 |
| 0 |
12 |
0 |
| 1 |
127 |
4,686,185 |
| HKG |
-1 |
65 |
-2,363,821 |
| 0 |
4 |
0 |
| 1 |
87 |
4,296,148 |
| JPN |
-1 |
150 |
-7,950,873 |
| 0 |
28 |
0 |
| 1 |
140 |
6,791,209 |
| KOR |
1 |
1 |
14,190 |
| MYS |
1 |
6 |
400,129 |
| NZL |
-1 |
4 |
-175,685 |
| PHL |
1 |
7 |
202,769 |
| SGP |
-1 |
8 |
-604,799 |
| 1 |
1 |
51,299 |
| THA |
-1 |
11 |
-616,072 |
| 0 |
2 |
0 |
| 1 |
21 |
1,241,697 |
| TWN |
-1 |
49 |
-1,743,310 |
| 0 |
3 |
0 |
| 1 |
25 |
1,825,354 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,161,444 |
-2,161,444 |
-1,425,571 |
0.68 |
-0.068 |
-0.059 |
169,199 |
| 0 |
8 |
0 |
0 |
0 |
0.34 |
0.011 |
0.033 |
0 |
| 1 |
28 |
1,178,116 |
1,178,116 |
545,624 |
0.38 |
0.081 |
0.082 |
116,007 |
| CHN |
-1 |
185 |
-5,772,483 |
-5,772,483 |
-5,709,994 |
1.44 |
-0.107 |
-0.100 |
592,171 |
| 0 |
12 |
0 |
0 |
0 |
1.12 |
-0.041 |
-0.032 |
0 |
| 1 |
127 |
4,686,185 |
4,686,185 |
4,805,511 |
1.33 |
0.055 |
0.055 |
536,232 |
| HKG |
-1 |
65 |
-2,363,821 |
-2,363,821 |
-3,350,329 |
1.59 |
0.069 |
0.086 |
-43,870 |
| 0 |
4 |
0 |
0 |
0 |
1.65 |
0.037 |
0.045 |
0 |
| 1 |
87 |
4,296,148 |
4,296,148 |
6,362,184 |
1.59 |
0.222 |
0.228 |
1,055,135 |
| JPN |
-1 |
150 |
-7,950,873 |
-7,950,873 |
-5,574,025 |
0.75 |
-0.075 |
-0.069 |
678,816 |
| 0 |
28 |
0 |
0 |
0 |
0.67 |
0.007 |
0.015 |
0 |
| 1 |
140 |
6,791,209 |
6,791,209 |
3,904,764 |
0.64 |
0.054 |
0.056 |
426,102 |
| KOR |
1 |
1 |
14,190 |
14,190 |
6,359 |
0.45 |
0.026 |
0.026 |
363 |
| MYS |
1 |
6 |
400,129 |
400,129 |
142,157 |
0.36 |
0.144 |
0.122 |
46,487 |
| NZL |
-1 |
4 |
-175,685 |
-175,685 |
-53,050 |
0.27 |
-0.055 |
-0.064 |
10,238 |
| PHL |
1 |
7 |
202,769 |
202,769 |
30,858 |
0.33 |
0.060 |
0.032 |
11,689 |
| SGP |
-1 |
8 |
-604,799 |
-604,799 |
-328,848 |
0.61 |
0.010 |
0.020 |
-2,497 |
| 1 |
1 |
51,299 |
51,299 |
12,037 |
0.23 |
0.081 |
0.081 |
4,131 |
| THA |
-1 |
11 |
-616,072 |
-616,072 |
-238,758 |
0.36 |
-0.015 |
0.006 |
49,210 |
| 0 |
2 |
0 |
0 |
0 |
0.41 |
-0.029 |
-0.029 |
0 |
| 1 |
21 |
1,241,697 |
1,241,697 |
499,951 |
0.50 |
0.102 |
0.103 |
129,324 |
| TWN |
-1 |
49 |
-1,743,310 |
-1,743,310 |
-1,179,320 |
0.68 |
0.006 |
0.014 |
-11,048 |
| 0 |
3 |
0 |
0 |
0 |
1.14 |
0.046 |
0.003 |
0 |
| 1 |
25 |
1,825,354 |
1,825,354 |
1,540,094 |
0.93 |
0.142 |
0.140 |
246,959 |