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