Generated at 15:19 on Monday 12/22/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
514 |
-21,356,215 |
| 0 |
65 |
0 |
| 1 |
445 |
20,939,090 |
|
target_notional |
| target_notional |
-417,124 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
223,246 |
-417,124 |
4,093,377 |
42,295,305 |
940,503 |
0.005 |
-0.010 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,840,335 |
| 0 |
0 |
| 1 |
18,063,581 |
|
alpha_notional |
| alpha_notional |
4,093,377 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,234,596 |
| 0 |
0 |
| 1 |
2,858,781 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-176,579 |
3,409,589 |
217,682 |
-0.052 |
0.081 |
| CHN |
325 |
-1,085,239 |
10,900,895 |
525,319 |
-0.100 |
0.258 |
| HKG |
172 |
1,938,280 |
6,690,659 |
533,092 |
0.290 |
0.158 |
| JPN |
309 |
-1,086,529 |
14,442,743 |
453,981 |
-0.075 |
0.342 |
| KOR |
1 |
15,068 |
15,068 |
7,843 |
1.000 |
0.000 |
| MYS |
4 |
185,096 |
185,096 |
41,394 |
1.000 |
0.004 |
| NZL |
4 |
-175,635 |
175,635 |
33,204 |
-1.000 |
0.004 |
| PHL |
6 |
119,196 |
119,200 |
32,437 |
1.000 |
0.003 |
| SGP |
9 |
-509,120 |
656,942 |
94,989 |
-0.775 |
0.016 |
| THA |
29 |
522,879 |
1,345,864 |
130,144 |
0.389 |
0.032 |
| TWN |
78 |
-202,358 |
4,315,796 |
254,946 |
-0.047 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-1,793,084 |
| 0 |
6 |
0 |
| 1 |
31 |
1,616,505 |
| CHN |
-1 |
185 |
-5,993,067 |
| 0 |
11 |
0 |
| 1 |
129 |
4,907,828 |
| HKG |
-1 |
70 |
-2,376,190 |
| 0 |
10 |
0 |
| 1 |
92 |
4,314,469 |
| JPN |
-1 |
141 |
-7,764,636 |
| 0 |
35 |
0 |
| 1 |
133 |
6,678,107 |
| KOR |
1 |
1 |
15,068 |
| MYS |
1 |
4 |
185,096 |
| NZL |
-1 |
4 |
-175,635 |
| PHL |
-1 |
1 |
-2 |
| 1 |
5 |
119,198 |
| SGP |
-1 |
8 |
-583,031 |
| 1 |
1 |
73,911 |
| THA |
-1 |
8 |
-411,493 |
| 0 |
1 |
0 |
| 1 |
20 |
934,371 |
| TWN |
-1 |
48 |
-2,259,077 |
| 0 |
2 |
0 |
| 1 |
28 |
2,056,719 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-1,793,084 |
-1,793,084 |
-1,216,260 |
0.69 |
-0.060 |
-0.027 |
122,816 |
| 0 |
6 |
0 |
0 |
0 |
0.42 |
0.020 |
0.000 |
0 |
| 1 |
31 |
1,616,505 |
1,616,505 |
825,079 |
0.44 |
0.102 |
0.098 |
223,227 |
| CHN |
-1 |
185 |
-5,993,067 |
-5,993,067 |
-6,734,297 |
1.44 |
-0.117 |
-0.110 |
715,357 |
| 0 |
11 |
0 |
0 |
0 |
1.56 |
-0.068 |
-0.023 |
0 |
| 1 |
129 |
4,907,828 |
4,907,828 |
4,970,754 |
1.37 |
0.054 |
0.060 |
531,672 |
| HKG |
-1 |
70 |
-2,376,190 |
-2,376,190 |
-3,052,946 |
1.44 |
0.061 |
0.062 |
-95,605 |
| 0 |
10 |
0 |
0 |
0 |
1.55 |
0.071 |
0.094 |
0 |
| 1 |
92 |
4,314,469 |
4,314,469 |
6,124,735 |
1.54 |
0.218 |
0.220 |
1,075,988 |
| JPN |
-1 |
141 |
-7,764,636 |
-7,764,636 |
-4,686,207 |
0.64 |
-0.044 |
-0.030 |
431,798 |
| 0 |
35 |
0 |
0 |
0 |
0.77 |
0.031 |
0.038 |
0 |
| 1 |
133 |
6,678,107 |
6,678,107 |
3,857,326 |
0.66 |
0.091 |
0.088 |
653,752 |
| KOR |
1 |
1 |
15,068 |
15,068 |
6,752 |
0.45 |
0.009 |
0.009 |
137 |
| MYS |
1 |
4 |
185,096 |
185,096 |
88,802 |
0.39 |
0.127 |
0.131 |
28,065 |
| NZL |
-1 |
4 |
-175,635 |
-175,635 |
-54,357 |
0.27 |
-0.039 |
-0.039 |
7,745 |
| PHL |
-1 |
1 |
-2 |
-2 |
0 |
-0.04 |
-0.265 |
-0.265 |
1 |
| 1 |
5 |
119,198 |
119,198 |
32,028 |
0.34 |
0.092 |
0.118 |
8,904 |
| SGP |
-1 |
8 |
-583,031 |
-583,031 |
-328,572 |
0.60 |
-0.001 |
0.017 |
-1,629 |
| 1 |
1 |
73,911 |
73,911 |
17,343 |
0.23 |
0.113 |
0.113 |
8,357 |
| THA |
-1 |
8 |
-411,493 |
-411,493 |
-162,548 |
0.41 |
0.008 |
0.018 |
6,362 |
| 0 |
1 |
0 |
0 |
0 |
0.39 |
-0.027 |
-0.027 |
0 |
| 1 |
20 |
934,371 |
934,371 |
365,611 |
0.47 |
0.104 |
0.106 |
109,845 |
| TWN |
-1 |
48 |
-2,259,077 |
-2,259,077 |
-1,605,149 |
0.70 |
-0.014 |
-0.022 |
47,751 |
| 0 |
2 |
0 |
0 |
0 |
0.75 |
0.050 |
0.050 |
0 |
| 1 |
28 |
2,056,719 |
2,056,719 |
1,716,485 |
0.84 |
0.116 |
0.106 |
213,990 |