Generated at 15:19 on Tuesday 12/16/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
513 |
-21,304,278 |
| 0 |
86 |
0 |
| 1 |
439 |
20,953,819 |
|
target_notional |
| target_notional |
-350,459 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
402,123 |
-350,459 |
4,027,057 |
42,258,097 |
929,850 |
0.010 |
-0.008 |
0.095 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,797,912 |
| 0 |
0 |
| 1 |
18,200,035 |
|
alpha_notional |
| alpha_notional |
4,027,057 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,383,692 |
| 0 |
0 |
| 1 |
2,643,365 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
89 |
-906,071 |
3,400,278 |
230,464 |
-0.266 |
0.081 |
| CHN |
333 |
-1,076,834 |
10,772,639 |
488,238 |
-0.100 |
0.255 |
| HKG |
162 |
2,065,439 |
6,615,486 |
547,987 |
0.312 |
0.157 |
| JPN |
308 |
-1,137,929 |
14,169,088 |
461,535 |
-0.080 |
0.336 |
| KOR |
3 |
15,084 |
15,084 |
7,875 |
1.000 |
0.000 |
| MYS |
6 |
237,530 |
237,530 |
46,966 |
1.000 |
0.006 |
| NZL |
4 |
-175,664 |
175,664 |
33,223 |
-1.000 |
0.004 |
| PHL |
6 |
114,936 |
126,699 |
31,416 |
0.907 |
0.003 |
| SGP |
10 |
-553,234 |
656,058 |
99,823 |
-0.843 |
0.016 |
| THA |
29 |
584,251 |
1,613,311 |
153,696 |
0.362 |
0.038 |
| TWN |
87 |
427,420 |
4,421,646 |
291,877 |
0.097 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-2,153,175 |
| 0 |
12 |
0 |
| 1 |
30 |
1,247,103 |
| CHN |
-1 |
183 |
-5,924,736 |
| 0 |
22 |
0 |
| 1 |
128 |
4,847,902 |
| HKG |
-1 |
69 |
-2,275,024 |
| 0 |
7 |
0 |
| 1 |
86 |
4,340,463 |
| JPN |
-1 |
143 |
-7,653,509 |
| 0 |
34 |
0 |
| 1 |
131 |
6,515,580 |
| KOR |
0 |
2 |
0 |
| 1 |
1 |
15,084 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
237,530 |
| NZL |
-1 |
4 |
-175,664 |
| PHL |
-1 |
1 |
-5,882 |
| 1 |
5 |
120,818 |
| SGP |
-1 |
9 |
-604,646 |
| 1 |
1 |
51,412 |
| THA |
-1 |
9 |
-514,530 |
| 0 |
1 |
0 |
| 1 |
19 |
1,098,781 |
| TWN |
-1 |
48 |
-1,997,113 |
| 0 |
7 |
0 |
| 1 |
32 |
2,424,533 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-2,153,175 |
-2,153,175 |
-1,343,749 |
0.65 |
-0.048 |
-0.029 |
138,056 |
| 0 |
12 |
0 |
0 |
0 |
0.61 |
0.038 |
0.038 |
0 |
| 1 |
30 |
1,247,103 |
1,247,103 |
538,807 |
0.41 |
0.089 |
0.103 |
141,849 |
| CHN |
-1 |
183 |
-5,924,736 |
-5,924,736 |
-6,157,094 |
1.42 |
-0.109 |
-0.111 |
622,944 |
| 0 |
22 |
0 |
0 |
0 |
1.63 |
-0.092 |
-0.093 |
0 |
| 1 |
128 |
4,847,902 |
4,847,902 |
4,852,908 |
1.34 |
0.043 |
0.049 |
497,207 |
| HKG |
-1 |
69 |
-2,275,024 |
-2,275,024 |
-3,224,313 |
1.62 |
0.074 |
0.092 |
-66,220 |
| 0 |
7 |
0 |
0 |
0 |
2.14 |
0.124 |
0.112 |
0 |
| 1 |
86 |
4,340,463 |
4,340,463 |
6,342,271 |
1.53 |
0.214 |
0.219 |
1,096,611 |
| JPN |
-1 |
143 |
-7,653,509 |
-7,653,509 |
-5,059,642 |
0.68 |
-0.074 |
-0.064 |
618,876 |
| 0 |
34 |
0 |
0 |
0 |
0.77 |
-0.007 |
-0.023 |
0 |
| 1 |
131 |
6,515,580 |
6,515,580 |
3,767,814 |
0.64 |
0.051 |
0.046 |
393,511 |
| KOR |
0 |
2 |
0 |
0 |
0 |
0.29 |
-0.066 |
-0.066 |
0 |
| 1 |
1 |
15,084 |
15,084 |
6,760 |
0.45 |
-0.053 |
-0.053 |
-797 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.27 |
0.060 |
0.060 |
0 |
| 1 |
5 |
237,530 |
237,530 |
102,260 |
0.38 |
0.096 |
0.089 |
22,492 |
| NZL |
-1 |
4 |
-175,664 |
-175,664 |
-53,525 |
0.27 |
-0.054 |
-0.064 |
9,233 |
| PHL |
-1 |
1 |
-5,882 |
-5,882 |
225 |
-0.04 |
-0.200 |
-0.200 |
1,175 |
| 1 |
5 |
120,818 |
120,818 |
31,907 |
0.34 |
0.128 |
0.091 |
4,372 |
| SGP |
-1 |
9 |
-604,646 |
-604,646 |
-341,962 |
0.62 |
-0.014 |
-0.010 |
8,389 |
| 1 |
1 |
51,412 |
51,412 |
12,063 |
0.23 |
0.097 |
0.097 |
4,994 |
| THA |
-1 |
9 |
-514,530 |
-514,530 |
-207,100 |
0.40 |
-0.027 |
-0.011 |
33,158 |
| 0 |
1 |
0 |
0 |
0 |
0.16 |
0.086 |
0.086 |
0 |
| 1 |
19 |
1,098,781 |
1,098,781 |
488,934 |
0.52 |
0.117 |
0.082 |
159,653 |
| TWN |
-1 |
48 |
-1,997,113 |
-1,997,113 |
-1,410,752 |
0.70 |
-0.003 |
-0.004 |
18,081 |
| 0 |
7 |
0 |
0 |
0 |
0.66 |
-0.008 |
-0.018 |
0 |
| 1 |
32 |
2,424,533 |
2,424,533 |
1,971,594 |
0.84 |
0.144 |
0.137 |
314,826 |