Generated at 15:19 on Sunday 12/21/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
509 |
-21,317,956 |
| 0 |
65 |
0 |
| 1 |
446 |
20,958,846 |
|
target_notional |
| target_notional |
-359,110 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
329,080 |
-359,110 |
4,194,231 |
42,276,802 |
942,579 |
0.008 |
-0.008 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,708,795 |
| 0 |
0 |
| 1 |
18,037,874 |
|
alpha_notional |
| alpha_notional |
4,194,231 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,371,022 |
| 0 |
0 |
| 1 |
2,823,209 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
88 |
-544,908 |
3,404,071 |
225,351 |
-0.160 |
0.081 |
| CHN |
322 |
-1,079,483 |
10,621,714 |
513,150 |
-0.102 |
0.252 |
| HKG |
160 |
1,998,904 |
6,798,030 |
531,717 |
0.294 |
0.161 |
| JPN |
317 |
-1,126,849 |
14,268,329 |
449,251 |
-0.079 |
0.338 |
| KOR |
1 |
15,591 |
15,591 |
8,158 |
1.000 |
0.000 |
| MYS |
4 |
181,660 |
181,660 |
41,149 |
1.000 |
0.004 |
| NZL |
4 |
-175,581 |
175,581 |
33,021 |
-1.000 |
0.004 |
| PHL |
6 |
112,808 |
120,932 |
31,196 |
0.933 |
0.003 |
| SGP |
10 |
-507,846 |
655,668 |
94,391 |
-0.775 |
0.016 |
| THA |
29 |
669,494 |
1,543,573 |
158,162 |
0.434 |
0.037 |
| TWN |
78 |
49,872 |
4,444,427 |
270,858 |
0.011 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-1,974,489 |
| 0 |
7 |
0 |
| 1 |
31 |
1,429,582 |
| CHN |
-1 |
171 |
-5,850,598 |
| 0 |
22 |
0 |
| 1 |
129 |
4,771,115 |
| HKG |
-1 |
66 |
-2,399,563 |
| 0 |
2 |
0 |
| 1 |
92 |
4,398,467 |
| JPN |
-1 |
152 |
-7,697,589 |
| 0 |
32 |
0 |
| 1 |
133 |
6,570,740 |
| KOR |
1 |
1 |
15,591 |
| MYS |
1 |
4 |
181,660 |
| NZL |
-1 |
4 |
-175,581 |
| PHL |
-1 |
1 |
-4,062 |
| 1 |
5 |
116,870 |
| SGP |
-1 |
8 |
-581,757 |
| 0 |
1 |
0 |
| 1 |
1 |
73,911 |
| THA |
-1 |
9 |
-437,039 |
| 1 |
20 |
1,106,533 |
| TWN |
-1 |
48 |
-2,197,278 |
| 0 |
1 |
0 |
| 1 |
29 |
2,247,150 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-1,974,489 |
-1,974,489 |
-1,308,049 |
0.68 |
-0.066 |
-0.024 |
137,620 |
| 0 |
7 |
0 |
0 |
0 |
0.45 |
0.019 |
0.027 |
0 |
| 1 |
31 |
1,429,582 |
1,429,582 |
691,239 |
0.43 |
0.100 |
0.120 |
187,547 |
| CHN |
-1 |
171 |
-5,850,598 |
-5,850,598 |
-6,319,921 |
1.44 |
-0.109 |
-0.102 |
641,122 |
| 0 |
22 |
0 |
0 |
0 |
1.46 |
-0.038 |
-0.022 |
0 |
| 1 |
129 |
4,771,115 |
4,771,115 |
4,700,822 |
1.37 |
0.053 |
0.061 |
512,715 |
| HKG |
-1 |
66 |
-2,399,563 |
-2,399,563 |
-3,323,293 |
1.58 |
0.054 |
0.062 |
-47,372 |
| 0 |
2 |
0 |
0 |
0 |
1.31 |
0.189 |
0.189 |
0 |
| 1 |
92 |
4,398,467 |
4,398,467 |
6,244,358 |
1.53 |
0.228 |
0.224 |
1,140,617 |
| JPN |
-1 |
152 |
-7,697,589 |
-7,697,589 |
-4,646,915 |
0.61 |
-0.067 |
-0.057 |
606,020 |
| 0 |
32 |
0 |
0 |
0 |
0.80 |
0.025 |
0.010 |
0 |
| 1 |
133 |
6,570,740 |
6,570,740 |
3,880,222 |
0.68 |
0.065 |
0.063 |
470,308 |
| KOR |
1 |
1 |
15,591 |
15,591 |
6,987 |
0.45 |
-0.096 |
-0.096 |
-1,504 |
| MYS |
1 |
4 |
181,660 |
181,660 |
87,214 |
0.39 |
0.116 |
0.127 |
25,198 |
| NZL |
-1 |
4 |
-175,581 |
-175,581 |
-52,879 |
0.27 |
-0.034 |
-0.032 |
6,851 |
| PHL |
-1 |
1 |
-4,062 |
-4,062 |
155 |
-0.04 |
-0.098 |
-0.098 |
400 |
| 1 |
5 |
116,870 |
116,870 |
31,243 |
0.34 |
0.169 |
0.188 |
15,891 |
| SGP |
-1 |
8 |
-581,757 |
-581,757 |
-326,727 |
0.60 |
0.011 |
0.031 |
-7,358 |
| 0 |
1 |
0 |
0 |
0 |
0.80 |
0.083 |
0.083 |
0 |
| 1 |
1 |
73,911 |
73,911 |
17,343 |
0.23 |
0.154 |
0.154 |
11,352 |
| THA |
-1 |
9 |
-437,039 |
-437,039 |
-175,433 |
0.41 |
0.028 |
0.030 |
-30 |
| 1 |
20 |
1,106,533 |
1,106,533 |
470,605 |
0.47 |
0.155 |
0.166 |
171,893 |
| TWN |
-1 |
48 |
-2,197,278 |
-2,197,278 |
-1,555,731 |
0.70 |
-0.002 |
0.006 |
33,770 |
| 0 |
1 |
0 |
0 |
0 |
0.83 |
-0.051 |
-0.051 |
0 |
| 1 |
29 |
2,247,150 |
2,247,150 |
1,834,580 |
0.83 |
0.138 |
0.131 |
283,218 |