Generated at 15:47 on Monday 12/15/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
520 |
-21,360,239 |
| 0 |
79 |
0 |
| 1 |
445 |
20,770,025 |
|
target_notional |
| target_notional |
-590,214 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
174,944 |
-590,214 |
3,963,664 |
42,130,264 |
925,048 |
0.004 |
-0.014 |
0.094 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,873,257 |
| 0 |
0 |
| 1 |
18,048,200 |
|
alpha_notional |
| alpha_notional |
3,963,664 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,403,876 |
| 0 |
0 |
| 1 |
2,559,788 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-877,242 |
3,338,577 |
221,207 |
-0.263 |
0.079 |
| CHN |
352 |
-1,077,786 |
10,779,229 |
471,891 |
-0.100 |
0.256 |
| HKG |
161 |
2,021,665 |
6,710,418 |
543,001 |
0.301 |
0.160 |
| JPN |
317 |
-1,158,807 |
14,569,005 |
476,923 |
-0.080 |
0.346 |
| KOR |
2 |
17,894 |
17,894 |
8,162 |
1.000 |
0.000 |
| MYS |
6 |
349,251 |
349,251 |
61,085 |
1.000 |
0.008 |
| NZL |
4 |
-175,577 |
175,577 |
33,149 |
-1.000 |
0.004 |
| PHL |
6 |
120,085 |
120,085 |
32,278 |
1.000 |
0.003 |
| SGP |
10 |
-553,640 |
656,289 |
100,411 |
-0.844 |
0.016 |
| THA |
29 |
661,256 |
1,724,786 |
163,423 |
0.383 |
0.041 |
| TWN |
77 |
23,985 |
3,630,450 |
226,670 |
0.007 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-2,107,909 |
| 0 |
8 |
0 |
| 1 |
27 |
1,230,667 |
| CHN |
-1 |
189 |
-5,928,508 |
| 0 |
33 |
0 |
| 1 |
130 |
4,850,721 |
| HKG |
-1 |
68 |
-2,344,377 |
| 0 |
4 |
0 |
| 1 |
89 |
4,366,042 |
| JPN |
-1 |
148 |
-7,863,906 |
| 0 |
31 |
0 |
| 1 |
138 |
6,705,099 |
| KOR |
1 |
2 |
17,894 |
| MYS |
1 |
6 |
349,251 |
| NZL |
-1 |
4 |
-175,577 |
| PHL |
1 |
6 |
120,085 |
| SGP |
-1 |
9 |
-604,965 |
| 1 |
1 |
51,324 |
| THA |
-1 |
9 |
-531,765 |
| 1 |
20 |
1,193,021 |
| TWN |
-1 |
49 |
-1,803,232 |
| 0 |
3 |
0 |
| 1 |
25 |
1,827,218 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-2,107,909 |
-2,107,909 |
-1,371,802 |
0.66 |
-0.050 |
-0.038 |
139,636 |
| 0 |
8 |
0 |
0 |
0 |
0.64 |
0.027 |
0.007 |
0 |
| 1 |
27 |
1,230,667 |
1,230,667 |
549,701 |
0.45 |
0.100 |
0.098 |
124,558 |
| CHN |
-1 |
189 |
-5,928,508 |
-5,928,508 |
-6,062,667 |
1.43 |
-0.109 |
-0.101 |
631,105 |
| 0 |
33 |
0 |
0 |
0 |
1.50 |
-0.106 |
-0.089 |
0 |
| 1 |
130 |
4,850,721 |
4,850,721 |
4,865,628 |
1.35 |
0.044 |
0.050 |
523,726 |
| HKG |
-1 |
68 |
-2,344,377 |
-2,344,377 |
-3,353,360 |
1.61 |
0.075 |
0.090 |
-82,602 |
| 0 |
4 |
0 |
0 |
0 |
1.91 |
0.126 |
0.138 |
0 |
| 1 |
89 |
4,366,042 |
4,366,042 |
6,452,494 |
1.58 |
0.211 |
0.213 |
1,067,133 |
| JPN |
-1 |
148 |
-7,863,906 |
-7,863,906 |
-5,268,798 |
0.71 |
-0.082 |
-0.072 |
700,260 |
| 0 |
31 |
0 |
0 |
0 |
0.84 |
0.011 |
0.010 |
0 |
| 1 |
138 |
6,705,099 |
6,705,099 |
3,872,428 |
0.62 |
0.041 |
0.038 |
359,924 |
| KOR |
1 |
2 |
17,894 |
17,894 |
7,458 |
0.35 |
-0.021 |
-0.021 |
-927 |
| MYS |
1 |
6 |
349,251 |
349,251 |
131,817 |
0.36 |
0.123 |
0.116 |
34,056 |
| NZL |
-1 |
4 |
-175,577 |
-175,577 |
-53,178 |
0.27 |
-0.044 |
-0.038 |
8,091 |
| PHL |
1 |
6 |
120,085 |
120,085 |
31,998 |
0.28 |
0.068 |
0.043 |
6,868 |
| SGP |
-1 |
9 |
-604,965 |
-604,965 |
-342,012 |
0.62 |
-0.009 |
0.000 |
3,974 |
| 1 |
1 |
51,324 |
51,324 |
12,043 |
0.23 |
0.113 |
0.113 |
5,778 |
| THA |
-1 |
9 |
-531,765 |
-531,765 |
-192,417 |
0.40 |
-0.025 |
-0.029 |
29,160 |
| 1 |
20 |
1,193,021 |
1,193,021 |
511,635 |
0.51 |
0.125 |
0.123 |
173,727 |
| TWN |
-1 |
49 |
-1,803,232 |
-1,803,232 |
-1,229,023 |
0.68 |
0.016 |
0.025 |
-25,749 |
| 0 |
3 |
0 |
0 |
0 |
0.72 |
0.072 |
0.092 |
0 |
| 1 |
25 |
1,827,218 |
1,827,218 |
1,521,937 |
0.92 |
0.147 |
0.141 |
257,631 |