Generated at 15:43 on Thursday 12/18/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
511 |
-21,322,161 |
| 0 |
68 |
0 |
| 1 |
452 |
20,852,068 |
|
target_notional |
| target_notional |
-470,092 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
225,853 |
-470,092 |
4,266,431 |
42,174,229 |
942,676 |
0.005 |
-0.011 |
0.101 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,857,484 |
| 0 |
0 |
| 1 |
18,083,337 |
|
alpha_notional |
| alpha_notional |
4,266,431 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,457,567 |
| 0 |
0 |
| 1 |
2,808,863 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
85 |
-600,527 |
3,404,545 |
217,446 |
-0.176 |
0.081 |
| CHN |
327 |
-1,082,185 |
10,795,322 |
546,941 |
-0.100 |
0.256 |
| HKG |
163 |
1,915,115 |
6,704,747 |
524,005 |
0.286 |
0.159 |
| JPN |
317 |
-1,174,720 |
14,070,330 |
447,205 |
-0.083 |
0.334 |
| KOR |
1 |
14,713 |
14,713 |
7,671 |
1.000 |
0.000 |
| MYS |
5 |
246,921 |
246,921 |
48,441 |
1.000 |
0.006 |
| NZL |
4 |
-175,649 |
175,649 |
33,199 |
-1.000 |
0.004 |
| PHL |
6 |
113,024 |
121,305 |
30,485 |
0.932 |
0.003 |
| SGP |
10 |
-553,124 |
656,239 |
98,715 |
-0.843 |
0.016 |
| THA |
33 |
582,502 |
1,562,964 |
150,535 |
0.373 |
0.037 |
| TWN |
79 |
187,515 |
4,365,171 |
280,259 |
0.043 |
0.104 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-2,002,536 |
| 0 |
6 |
0 |
| 1 |
31 |
1,402,009 |
| CHN |
-1 |
173 |
-5,938,754 |
| 0 |
17 |
0 |
| 1 |
137 |
4,856,568 |
| HKG |
-1 |
67 |
-2,394,816 |
| 0 |
7 |
0 |
| 1 |
89 |
4,309,931 |
| JPN |
-1 |
153 |
-7,622,525 |
| 0 |
30 |
0 |
| 1 |
134 |
6,447,805 |
| KOR |
1 |
1 |
14,713 |
| MYS |
0 |
1 |
0 |
| 1 |
4 |
246,921 |
| NZL |
-1 |
4 |
-175,649 |
| PHL |
-1 |
1 |
-4,140 |
| 1 |
5 |
117,165 |
| SGP |
-1 |
9 |
-604,681 |
| 1 |
1 |
51,557 |
| THA |
-1 |
9 |
-490,231 |
| 0 |
4 |
0 |
| 1 |
20 |
1,072,733 |
| TWN |
-1 |
47 |
-2,088,828 |
| 0 |
3 |
0 |
| 1 |
29 |
2,276,343 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-2,002,536 |
-2,002,536 |
-1,282,347 |
0.64 |
-0.055 |
-0.028 |
105,700 |
| 0 |
6 |
0 |
0 |
0 |
0.64 |
0.048 |
0.045 |
0 |
| 1 |
31 |
1,402,009 |
1,402,009 |
658,033 |
0.43 |
0.098 |
0.113 |
198,358 |
| CHN |
-1 |
173 |
-5,938,754 |
-5,938,754 |
-6,590,201 |
1.44 |
-0.110 |
-0.106 |
738,929 |
| 0 |
17 |
0 |
0 |
0 |
1.45 |
-0.126 |
-0.138 |
0 |
| 1 |
137 |
4,856,568 |
4,856,568 |
4,773,070 |
1.35 |
0.049 |
0.054 |
469,142 |
| HKG |
-1 |
67 |
-2,394,816 |
-2,394,816 |
-3,262,874 |
1.55 |
0.040 |
0.051 |
5,174 |
| 0 |
7 |
0 |
0 |
0 |
1.75 |
0.107 |
0.086 |
0 |
| 1 |
89 |
4,309,931 |
4,309,931 |
6,239,170 |
1.56 |
0.221 |
0.212 |
1,076,649 |
| JPN |
-1 |
153 |
-7,622,525 |
-7,622,525 |
-4,687,639 |
0.63 |
-0.064 |
-0.057 |
566,228 |
| 0 |
30 |
0 |
0 |
0 |
0.92 |
0.041 |
0.034 |
0 |
| 1 |
134 |
6,447,805 |
6,447,805 |
3,841,535 |
0.68 |
0.071 |
0.068 |
497,518 |
| KOR |
1 |
1 |
14,713 |
14,713 |
6,594 |
0.45 |
-0.026 |
-0.026 |
-378 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.33 |
0.073 |
0.073 |
0 |
| 1 |
4 |
246,921 |
246,921 |
104,758 |
0.39 |
0.107 |
0.119 |
22,510 |
| NZL |
-1 |
4 |
-175,649 |
-175,649 |
-53,179 |
0.27 |
-0.027 |
-0.016 |
5,338 |
| PHL |
-1 |
1 |
-4,140 |
-4,140 |
158 |
-0.04 |
-0.161 |
-0.161 |
669 |
| 1 |
5 |
117,165 |
117,165 |
30,817 |
0.34 |
0.142 |
0.135 |
13,678 |
| SGP |
-1 |
9 |
-604,681 |
-604,681 |
-339,006 |
0.62 |
-0.003 |
0.012 |
3,732 |
| 1 |
1 |
51,557 |
51,557 |
12,098 |
0.23 |
0.118 |
0.118 |
6,100 |
| THA |
-1 |
9 |
-490,231 |
-490,231 |
-192,488 |
0.41 |
-0.001 |
0.007 |
20,774 |
| 0 |
4 |
0 |
0 |
0 |
0.38 |
0.069 |
0.057 |
0 |
| 1 |
20 |
1,072,733 |
1,072,733 |
454,570 |
0.47 |
0.154 |
0.131 |
169,911 |
| TWN |
-1 |
47 |
-2,088,828 |
-2,088,828 |
-1,449,909 |
0.69 |
0.004 |
-0.000 |
11,024 |
| 0 |
3 |
0 |
0 |
0 |
0.99 |
0.088 |
0.008 |
0 |
| 1 |
29 |
2,276,343 |
2,276,343 |
1,875,322 |
0.83 |
0.164 |
0.158 |
345,361 |