Generated at 15:19 on Wednesday 12/17/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
518 |
-21,325,421 |
| 0 |
97 |
0 |
| 1 |
455 |
20,881,981 |
|
target_notional |
| target_notional |
-443,441 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
342,042 |
-443,441 |
4,133,646 |
42,207,402 |
931,009 |
0.008 |
-0.011 |
0.098 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,858,592 |
| 0 |
0 |
| 1 |
18,200,634 |
|
alpha_notional |
| alpha_notional |
4,133,646 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,411,977 |
| 0 |
0 |
| 1 |
2,721,669 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
95 |
-797,324 |
3,404,294 |
220,402 |
-0.234 |
0.081 |
| CHN |
343 |
-1,073,728 |
10,685,650 |
518,284 |
-0.100 |
0.254 |
| HKG |
165 |
1,964,478 |
6,608,507 |
529,543 |
0.297 |
0.157 |
| JPN |
319 |
-1,167,281 |
14,246,881 |
458,092 |
-0.082 |
0.338 |
| KOR |
3 |
14,764 |
14,764 |
7,693 |
1.000 |
0.000 |
| MYS |
6 |
268,107 |
268,107 |
50,915 |
1.000 |
0.006 |
| NZL |
4 |
-174,509 |
174,509 |
33,015 |
-1.000 |
0.004 |
| PHL |
6 |
114,963 |
123,266 |
30,968 |
0.933 |
0.003 |
| SGP |
10 |
-554,774 |
656,832 |
99,149 |
-0.845 |
0.016 |
| THA |
30 |
578,657 |
1,569,660 |
150,707 |
0.369 |
0.037 |
| TWN |
88 |
324,949 |
4,396,675 |
293,428 |
0.074 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,100,809 |
| 0 |
12 |
0 |
| 1 |
33 |
1,303,485 |
| CHN |
-1 |
181 |
-5,879,689 |
| 0 |
26 |
0 |
| 1 |
136 |
4,805,961 |
| HKG |
-1 |
68 |
-2,322,014 |
| 0 |
8 |
0 |
| 1 |
89 |
4,286,492 |
| JPN |
-1 |
148 |
-7,707,081 |
| 0 |
39 |
0 |
| 1 |
132 |
6,539,800 |
| KOR |
0 |
2 |
0 |
| 1 |
1 |
14,764 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
268,107 |
| NZL |
-1 |
4 |
-174,509 |
| PHL |
-1 |
1 |
-4,152 |
| 1 |
5 |
119,114 |
| SGP |
-1 |
9 |
-605,803 |
| 1 |
1 |
51,029 |
| THA |
-1 |
9 |
-495,502 |
| 1 |
21 |
1,074,159 |
| TWN |
-1 |
48 |
-2,035,863 |
| 0 |
9 |
0 |
| 1 |
31 |
2,360,812 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,100,809 |
-2,100,809 |
-1,293,275 |
0.62 |
-0.051 |
-0.032 |
124,568 |
| 0 |
12 |
0 |
0 |
0 |
0.56 |
0.031 |
0.030 |
0 |
| 1 |
33 |
1,303,485 |
1,303,485 |
607,973 |
0.42 |
0.094 |
0.101 |
159,316 |
| CHN |
-1 |
181 |
-5,879,689 |
-5,879,689 |
-6,317,996 |
1.44 |
-0.114 |
-0.106 |
684,067 |
| 0 |
26 |
0 |
0 |
0 |
1.39 |
-0.071 |
-0.055 |
0 |
| 1 |
136 |
4,805,961 |
4,805,961 |
4,784,033 |
1.34 |
0.044 |
0.048 |
483,931 |
| HKG |
-1 |
68 |
-2,322,014 |
-2,322,014 |
-3,257,299 |
1.57 |
0.066 |
0.074 |
-32,148 |
| 0 |
8 |
0 |
0 |
0 |
1.90 |
0.065 |
0.069 |
0 |
| 1 |
89 |
4,286,492 |
4,286,492 |
6,262,706 |
1.57 |
0.217 |
0.216 |
1,051,523 |
| JPN |
-1 |
148 |
-7,707,081 |
-7,707,081 |
-4,977,788 |
0.66 |
-0.069 |
-0.064 |
582,961 |
| 0 |
39 |
0 |
0 |
0 |
0.75 |
0.014 |
0.017 |
0 |
| 1 |
132 |
6,539,800 |
6,539,800 |
3,871,898 |
0.67 |
0.063 |
0.060 |
469,479 |
| KOR |
0 |
2 |
0 |
0 |
0 |
0.29 |
-0.090 |
-0.090 |
0 |
| 1 |
1 |
14,764 |
14,764 |
6,616 |
0.45 |
-0.027 |
-0.027 |
-403 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.27 |
0.110 |
0.110 |
0 |
| 1 |
5 |
268,107 |
268,107 |
111,054 |
0.38 |
0.089 |
0.074 |
18,082 |
| NZL |
-1 |
4 |
-174,509 |
-174,509 |
-52,968 |
0.27 |
-0.034 |
-0.034 |
6,270 |
| PHL |
-1 |
1 |
-4,152 |
-4,152 |
159 |
-0.04 |
-0.194 |
-0.194 |
805 |
| 1 |
5 |
119,114 |
119,114 |
31,321 |
0.34 |
0.124 |
0.079 |
9,600 |
| SGP |
-1 |
9 |
-605,803 |
-605,803 |
-340,794 |
0.62 |
-0.017 |
-0.000 |
10,915 |
| 1 |
1 |
51,029 |
51,029 |
11,974 |
0.23 |
0.115 |
0.115 |
5,885 |
| THA |
-1 |
9 |
-495,502 |
-495,502 |
-198,489 |
0.40 |
-0.019 |
-0.003 |
26,791 |
| 1 |
21 |
1,074,159 |
1,074,159 |
464,912 |
0.48 |
0.112 |
0.088 |
155,772 |
| TWN |
-1 |
48 |
-2,035,863 |
-2,035,863 |
-1,420,142 |
0.69 |
-0.002 |
-0.003 |
7,748 |
| 0 |
9 |
0 |
0 |
0 |
0.80 |
0.040 |
0.027 |
0 |
| 1 |
31 |
2,360,812 |
2,360,812 |
1,957,778 |
0.83 |
0.154 |
0.152 |
358,535 |