Generated at 15:20 on Tuesday 12/23/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
506 |
-21,419,746 |
| 0 |
65 |
0 |
| 1 |
442 |
20,858,557 |
|
target_notional |
| target_notional |
-561,189 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
-16,248 |
-561,189 |
4,158,752 |
42,278,303 |
950,371 |
-0.000 |
-0.013 |
0.098 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,983,451 |
| 0 |
0 |
| 1 |
17,967,203 |
|
alpha_notional |
| alpha_notional |
4,158,752 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,333,316 |
| 0 |
0 |
| 1 |
2,825,436 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-139,143 |
3,408,846 |
226,011 |
-0.041 |
0.081 |
| CHN |
334 |
-1,085,413 |
11,009,271 |
541,061 |
-0.099 |
0.260 |
| HKG |
171 |
1,758,814 |
6,743,158 |
519,306 |
0.261 |
0.159 |
| JPN |
292 |
-1,069,873 |
14,398,442 |
453,879 |
-0.074 |
0.341 |
| KOR |
1 |
15,386 |
15,386 |
7,987 |
1.000 |
0.000 |
| MYS |
4 |
186,256 |
186,256 |
41,469 |
1.000 |
0.004 |
| NZL |
4 |
-175,643 |
175,643 |
33,075 |
-1.000 |
0.004 |
| PHL |
6 |
119,466 |
119,470 |
31,805 |
1.000 |
0.003 |
| SGP |
9 |
-508,552 |
657,141 |
95,091 |
-0.774 |
0.016 |
| THA |
28 |
546,629 |
1,267,810 |
130,274 |
0.431 |
0.030 |
| TWN |
76 |
-209,114 |
4,296,880 |
253,202 |
-0.049 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-1,773,994 |
| 0 |
8 |
0 |
| 1 |
31 |
1,634,851 |
| CHN |
-1 |
178 |
-6,047,342 |
| 0 |
21 |
0 |
| 1 |
135 |
4,961,929 |
| HKG |
-1 |
68 |
-2,492,172 |
| 0 |
12 |
0 |
| 1 |
91 |
4,250,986 |
| JPN |
-1 |
144 |
-7,734,158 |
| 0 |
20 |
0 |
| 1 |
128 |
6,664,284 |
| KOR |
1 |
1 |
15,386 |
| MYS |
1 |
4 |
186,256 |
| NZL |
-1 |
4 |
-175,643 |
| PHL |
-1 |
1 |
-2 |
| 1 |
5 |
119,468 |
| SGP |
-1 |
8 |
-582,846 |
| 1 |
1 |
74,294 |
| THA |
-1 |
7 |
-360,590 |
| 0 |
2 |
0 |
| 1 |
19 |
907,219 |
| TWN |
-1 |
48 |
-2,252,997 |
| 0 |
1 |
0 |
| 1 |
27 |
2,043,883 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-1,773,994 |
-1,773,994 |
-1,282,596 |
0.69 |
-0.074 |
-0.037 |
149,506 |
| 0 |
8 |
0 |
0 |
0 |
0.84 |
-0.033 |
-0.009 |
0 |
| 1 |
31 |
1,634,851 |
1,634,851 |
843,064 |
0.46 |
0.101 |
0.111 |
217,100 |
| CHN |
-1 |
178 |
-6,047,342 |
-6,047,342 |
-6,877,008 |
1.47 |
-0.121 |
-0.115 |
788,976 |
| 0 |
21 |
0 |
0 |
0 |
1.51 |
-0.114 |
-0.071 |
0 |
| 1 |
135 |
4,961,929 |
4,961,929 |
4,977,006 |
1.36 |
0.052 |
0.054 |
521,820 |
| HKG |
-1 |
68 |
-2,492,172 |
-2,492,172 |
-3,102,385 |
1.42 |
0.050 |
0.062 |
-86,190 |
| 0 |
12 |
0 |
0 |
0 |
1.52 |
0.192 |
0.203 |
0 |
| 1 |
91 |
4,250,986 |
4,250,986 |
6,129,961 |
1.56 |
0.217 |
0.219 |
1,050,613 |
| JPN |
-1 |
144 |
-7,734,158 |
-7,734,158 |
-4,593,159 |
0.64 |
-0.043 |
-0.030 |
434,582 |
| 0 |
20 |
0 |
0 |
0 |
0.70 |
0.040 |
0.035 |
0 |
| 1 |
128 |
6,664,284 |
6,664,284 |
3,834,340 |
0.67 |
0.092 |
0.085 |
660,433 |
| KOR |
1 |
1 |
15,386 |
15,386 |
6,895 |
0.45 |
-0.000 |
-0.000 |
-0 |
| MYS |
1 |
4 |
186,256 |
186,256 |
89,344 |
0.39 |
0.131 |
0.140 |
27,597 |
| NZL |
-1 |
4 |
-175,643 |
-175,643 |
-55,625 |
0.27 |
-0.041 |
-0.033 |
8,333 |
| PHL |
-1 |
1 |
-2 |
-2 |
0 |
-0.04 |
-0.228 |
-0.228 |
1 |
| 1 |
5 |
119,468 |
119,468 |
31,751 |
0.34 |
0.104 |
0.089 |
7,453 |
| SGP |
-1 |
8 |
-582,846 |
-582,846 |
-328,907 |
0.60 |
-0.009 |
0.007 |
2,211 |
| 1 |
1 |
74,294 |
74,294 |
17,433 |
0.23 |
0.087 |
0.087 |
6,482 |
| THA |
-1 |
7 |
-360,590 |
-360,590 |
-146,126 |
0.46 |
-0.011 |
0.000 |
12,131 |
| 0 |
2 |
0 |
0 |
0 |
0.34 |
0.052 |
0.052 |
0 |
| 1 |
19 |
907,219 |
907,219 |
331,893 |
0.47 |
0.111 |
0.097 |
114,991 |
| TWN |
-1 |
48 |
-2,252,997 |
-2,252,997 |
-1,597,645 |
0.70 |
-0.005 |
-0.003 |
23,766 |
| 0 |
1 |
0 |
0 |
0 |
0.67 |
0.018 |
0.018 |
0 |
| 1 |
27 |
2,043,883 |
2,043,883 |
1,705,516 |
0.84 |
0.117 |
0.113 |
218,948 |