Generated at 15:19 on Wednesday 12/24/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
515 |
-21,361,218 |
| 0 |
50 |
0 |
| 1 |
430 |
20,866,787 |
|
target_notional |
| target_notional |
-494,430 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
160,637 |
-494,430 |
3,988,889 |
42,228,005 |
946,847 |
0.004 |
-0.012 |
0.094 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,479,312 |
| 0 |
0 |
| 1 |
17,639,949 |
|
alpha_notional |
| alpha_notional |
3,988,889 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,203,934 |
| 0 |
0 |
| 1 |
2,784,955 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-183,490 |
3,381,526 |
227,632 |
-0.054 |
0.080 |
| CHN |
312 |
-1,077,105 |
10,398,620 |
502,496 |
-0.104 |
0.246 |
| HKG |
163 |
1,849,398 |
6,678,291 |
536,860 |
0.277 |
0.158 |
| JPN |
315 |
-1,027,998 |
15,064,061 |
466,249 |
-0.068 |
0.357 |
| KOR |
1 |
14,721 |
14,721 |
7,644 |
1.000 |
0.000 |
| MYS |
4 |
187,629 |
187,629 |
41,433 |
1.000 |
0.004 |
| NZL |
4 |
-175,651 |
175,651 |
33,097 |
-1.000 |
0.004 |
| PHL |
6 |
119,351 |
119,355 |
31,670 |
1.000 |
0.003 |
| SGP |
9 |
-509,888 |
656,743 |
95,020 |
-0.776 |
0.016 |
| THA |
26 |
507,244 |
1,304,008 |
130,916 |
0.389 |
0.031 |
| TWN |
75 |
-198,642 |
4,247,401 |
248,604 |
-0.047 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-1,782,508 |
| 0 |
3 |
0 |
| 1 |
29 |
1,599,018 |
| CHN |
-1 |
173 |
-5,737,862 |
| 0 |
18 |
0 |
| 1 |
121 |
4,660,757 |
| HKG |
-1 |
65 |
-2,414,446 |
| 0 |
5 |
0 |
| 1 |
93 |
4,263,845 |
| JPN |
-1 |
162 |
-8,046,029 |
| 0 |
22 |
0 |
| 1 |
131 |
7,018,031 |
| KOR |
1 |
1 |
14,721 |
| MYS |
1 |
4 |
187,629 |
| NZL |
-1 |
4 |
-175,651 |
| PHL |
-1 |
1 |
-2 |
| 1 |
5 |
119,353 |
| SGP |
-1 |
8 |
-583,315 |
| 1 |
1 |
73,427 |
| THA |
-1 |
7 |
-398,382 |
| 0 |
1 |
0 |
| 1 |
18 |
905,626 |
| TWN |
-1 |
48 |
-2,223,021 |
| 1 |
27 |
2,024,379 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-1,782,508 |
-1,782,508 |
-1,292,431 |
0.70 |
-0.073 |
-0.033 |
169,748 |
| 0 |
3 |
0 |
0 |
0 |
0.31 |
0.024 |
0.016 |
0 |
| 1 |
29 |
1,599,018 |
1,599,018 |
831,525 |
0.46 |
0.103 |
0.124 |
204,027 |
| CHN |
-1 |
173 |
-5,737,862 |
-5,737,862 |
-6,277,610 |
1.46 |
-0.115 |
-0.108 |
643,063 |
| 0 |
18 |
0 |
0 |
0 |
1.76 |
-0.074 |
-0.053 |
0 |
| 1 |
121 |
4,660,757 |
4,660,757 |
4,510,128 |
1.32 |
0.045 |
0.051 |
469,380 |
| HKG |
-1 |
65 |
-2,414,446 |
-2,414,446 |
-3,001,365 |
1.44 |
0.054 |
0.060 |
-79,558 |
| 0 |
5 |
0 |
0 |
0 |
1.33 |
0.228 |
0.255 |
0 |
| 1 |
93 |
4,263,845 |
4,263,845 |
6,171,669 |
1.56 |
0.218 |
0.228 |
1,046,049 |
| JPN |
-1 |
162 |
-8,046,029 |
-8,046,029 |
-4,788,969 |
0.68 |
-0.040 |
-0.028 |
444,279 |
| 0 |
22 |
0 |
0 |
0 |
0.97 |
0.019 |
0.028 |
0 |
| 1 |
131 |
7,018,031 |
7,018,031 |
3,983,363 |
0.65 |
0.091 |
0.092 |
699,527 |
| KOR |
1 |
1 |
14,721 |
14,721 |
6,597 |
0.45 |
0.065 |
0.065 |
960 |
| MYS |
1 |
4 |
187,629 |
187,629 |
90,012 |
0.39 |
0.107 |
0.128 |
21,045 |
| NZL |
-1 |
4 |
-175,651 |
-175,651 |
-55,485 |
0.27 |
-0.049 |
-0.044 |
9,702 |
| PHL |
-1 |
1 |
-2 |
-2 |
0 |
-0.04 |
-0.232 |
-0.232 |
1 |
| 1 |
5 |
119,353 |
119,353 |
31,720 |
0.34 |
0.090 |
0.052 |
5,209 |
| SGP |
-1 |
8 |
-583,315 |
-583,315 |
-329,248 |
0.60 |
-0.002 |
0.001 |
2,491 |
| 1 |
1 |
73,427 |
73,427 |
17,229 |
0.23 |
0.096 |
0.096 |
7,024 |
| THA |
-1 |
7 |
-398,382 |
-398,382 |
-174,354 |
0.46 |
-0.024 |
-0.009 |
15,939 |
| 0 |
1 |
0 |
0 |
0 |
1.28 |
0.033 |
0.033 |
0 |
| 1 |
18 |
905,626 |
905,626 |
315,899 |
0.42 |
0.097 |
0.080 |
119,809 |
| TWN |
-1 |
48 |
-2,223,021 |
-2,223,021 |
-1,559,850 |
0.70 |
0.003 |
0.007 |
-1,730 |
| 1 |
27 |
2,024,379 |
2,024,379 |
1,681,806 |
0.84 |
0.116 |
0.111 |
211,924 |