Generated at 15:20 on Monday 12/29/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
525 |
-21,381,460 |
| 0 |
71 |
0 |
| 1 |
457 |
20,954,964 |
|
target_notional |
| target_notional |
-426,496 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
278,803 |
-426,496 |
4,291,574 |
42,336,423 |
975,901 |
0.007 |
-0.010 |
0.101 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,768,522 |
| 0 |
0 |
| 1 |
18,047,325 |
|
alpha_notional |
| alpha_notional |
4,291,574 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,472,278 |
| 0 |
0 |
| 1 |
2,819,296 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-75,340 |
3,410,330 |
215,095 |
-0.022 |
0.081 |
| CHN |
364 |
-1,086,431 |
12,011,661 |
605,181 |
-0.090 |
0.284 |
| HKG |
167 |
1,936,232 |
6,510,179 |
551,879 |
0.297 |
0.154 |
| JPN |
316 |
-1,053,674 |
14,140,548 |
459,327 |
-0.075 |
0.334 |
| KOR |
1 |
14,417 |
14,417 |
7,521 |
1.000 |
0.000 |
| MYS |
4 |
187,692 |
187,692 |
41,257 |
1.000 |
0.004 |
| NZL |
4 |
-175,642 |
175,642 |
32,837 |
-1.000 |
0.004 |
| PHL |
6 |
105,507 |
131,352 |
30,628 |
0.803 |
0.003 |
| SGP |
9 |
-511,993 |
639,592 |
94,379 |
-0.800 |
0.015 |
| THA |
26 |
575,388 |
1,203,315 |
133,244 |
0.478 |
0.028 |
| TWN |
77 |
-342,652 |
3,911,694 |
226,003 |
-0.088 |
0.092 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
42 |
-1,742,835 |
| 0 |
5 |
0 |
| 1 |
31 |
1,667,495 |
| CHN |
-1 |
204 |
-6,549,046 |
| 0 |
7 |
0 |
| 1 |
153 |
5,462,615 |
| HKG |
-1 |
65 |
-2,286,973 |
| 0 |
9 |
0 |
| 1 |
93 |
4,223,206 |
| JPN |
-1 |
147 |
-7,597,111 |
| 0 |
43 |
0 |
| 1 |
126 |
6,543,437 |
| KOR |
1 |
1 |
14,417 |
| MYS |
1 |
4 |
187,692 |
| NZL |
-1 |
4 |
-175,642 |
| PHL |
-1 |
1 |
-12,923 |
| 1 |
5 |
118,429 |
| SGP |
-1 |
8 |
-575,792 |
| 1 |
1 |
63,800 |
| THA |
-1 |
6 |
-313,964 |
| 0 |
2 |
0 |
| 1 |
18 |
889,352 |
| TWN |
-1 |
48 |
-2,127,173 |
| 0 |
4 |
0 |
| 1 |
25 |
1,784,521 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
42 |
-1,742,835 |
-1,742,835 |
-1,265,008 |
0.70 |
-0.063 |
-0.042 |
133,700 |
| 0 |
5 |
0 |
0 |
0 |
0.35 |
0.051 |
0.056 |
0 |
| 1 |
31 |
1,667,495 |
1,667,495 |
799,956 |
0.47 |
0.101 |
0.118 |
206,970 |
| CHN |
-1 |
204 |
-6,549,046 |
-6,549,046 |
-7,407,205 |
1.48 |
-0.112 |
-0.108 |
914,922 |
| 0 |
7 |
0 |
0 |
0 |
1.60 |
-0.151 |
-0.083 |
0 |
| 1 |
153 |
5,462,615 |
5,462,615 |
5,364,797 |
1.34 |
0.048 |
0.053 |
610,687 |
| HKG |
-1 |
65 |
-2,286,973 |
-2,286,973 |
-2,766,807 |
1.44 |
0.072 |
0.070 |
-102,457 |
| 0 |
9 |
0 |
0 |
0 |
1.42 |
0.083 |
0.133 |
0 |
| 1 |
93 |
4,223,206 |
4,223,206 |
6,165,491 |
1.55 |
0.230 |
0.239 |
1,072,627 |
| JPN |
-1 |
147 |
-7,597,111 |
-7,597,111 |
-4,359,307 |
0.65 |
-0.058 |
-0.046 |
509,245 |
| 0 |
43 |
0 |
0 |
0 |
0.65 |
0.016 |
0.015 |
0 |
| 1 |
126 |
6,543,437 |
6,543,437 |
3,799,320 |
0.67 |
0.091 |
0.087 |
654,425 |
| KOR |
1 |
1 |
14,417 |
14,417 |
6,461 |
0.45 |
0.146 |
0.146 |
2,104 |
| MYS |
1 |
4 |
187,692 |
187,692 |
90,374 |
0.39 |
0.108 |
0.118 |
22,193 |
| NZL |
-1 |
4 |
-175,642 |
-175,642 |
-56,001 |
0.27 |
-0.047 |
-0.040 |
8,665 |
| PHL |
-1 |
1 |
-12,923 |
-12,923 |
495 |
-0.04 |
-0.198 |
-0.198 |
2,553 |
| 1 |
5 |
118,429 |
118,429 |
31,796 |
0.34 |
0.055 |
0.091 |
5,522 |
| SGP |
-1 |
8 |
-575,792 |
-575,792 |
-324,807 |
0.60 |
0.010 |
0.011 |
-2,138 |
| 1 |
1 |
63,800 |
63,800 |
14,970 |
0.23 |
0.074 |
0.074 |
4,715 |
| THA |
-1 |
6 |
-313,964 |
-313,964 |
-127,932 |
0.45 |
0.006 |
0.011 |
11,136 |
| 0 |
2 |
0 |
0 |
0 |
0.58 |
-0.001 |
-0.001 |
0 |
| 1 |
18 |
889,352 |
889,352 |
302,125 |
0.46 |
0.116 |
0.106 |
119,480 |
| TWN |
-1 |
48 |
-2,127,173 |
-2,127,173 |
-1,461,950 |
0.70 |
-0.009 |
-0.011 |
-3,348 |
| 0 |
4 |
0 |
0 |
0 |
0.99 |
0.001 |
-0.053 |
0 |
| 1 |
25 |
1,784,521 |
1,784,521 |
1,472,035 |
0.84 |
0.082 |
0.080 |
120,574 |