Generated at 16:43 on Tuesday 12/30/2025
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
532 |
-21,658,578 |
| 0 |
15 |
0 |
| 1 |
474 |
21,285,979 |
|
target_notional |
| target_notional |
-372,600 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
312,799 |
-372,600 |
4,250,988 |
42,944,557 |
965,211 |
0.007 |
-0.009 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,340,549 |
| 0 |
0 |
| 1 |
18,653,348 |
|
alpha_notional |
| alpha_notional |
4,250,988 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,436,614 |
| 0 |
0 |
| 1 |
2,814,374 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-128,601 |
3,405,693 |
201,536 |
-0.038 |
0.079 |
| CHN |
383 |
-1,091,590 |
12,799,953 |
649,188 |
-0.085 |
0.298 |
| HKG |
165 |
2,028,491 |
6,487,456 |
571,065 |
0.313 |
0.151 |
| JPN |
272 |
-948,420 |
14,042,418 |
443,855 |
-0.068 |
0.327 |
| KOR |
1 |
14,231 |
14,231 |
7,427 |
1.000 |
0.000 |
| MYS |
4 |
188,921 |
188,921 |
41,279 |
1.000 |
0.004 |
| NZL |
4 |
-175,738 |
175,738 |
32,800 |
-1.000 |
0.004 |
| PHL |
6 |
105,375 |
131,188 |
30,562 |
0.803 |
0.003 |
| SGP |
9 |
-545,362 |
610,574 |
96,213 |
-0.893 |
0.014 |
| THA |
24 |
571,996 |
1,189,275 |
130,843 |
0.481 |
0.028 |
| TWN |
74 |
-391,903 |
3,899,109 |
222,957 |
-0.101 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-1,767,147 |
| 0 |
2 |
0 |
| 1 |
33 |
1,638,546 |
| CHN |
-1 |
211 |
-6,945,771 |
| 0 |
5 |
0 |
| 1 |
167 |
5,854,182 |
| HKG |
-1 |
64 |
-2,229,483 |
| 0 |
7 |
0 |
| 1 |
94 |
4,257,974 |
| JPN |
-1 |
146 |
-7,495,419 |
| 1 |
126 |
6,546,999 |
| KOR |
1 |
1 |
14,231 |
| MYS |
1 |
4 |
188,921 |
| NZL |
-1 |
4 |
-175,738 |
| PHL |
-1 |
1 |
-12,907 |
| 1 |
5 |
118,281 |
| SGP |
-1 |
8 |
-577,968 |
| 1 |
1 |
32,606 |
| THA |
-1 |
6 |
-308,639 |
| 1 |
18 |
880,636 |
| TWN |
-1 |
48 |
-2,145,506 |
| 0 |
1 |
0 |
| 1 |
25 |
1,753,603 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-1,767,147 |
-1,767,147 |
-1,218,161 |
0.67 |
-0.057 |
-0.037 |
128,419 |
| 0 |
2 |
0 |
0 |
0 |
0.37 |
0.012 |
0.012 |
0 |
| 1 |
33 |
1,638,546 |
1,638,546 |
801,234 |
0.56 |
0.097 |
0.104 |
179,995 |
| CHN |
-1 |
211 |
-6,945,771 |
-6,945,771 |
-8,157,047 |
1.49 |
-0.111 |
-0.108 |
991,871 |
| 0 |
5 |
0 |
0 |
0 |
1.37 |
-0.124 |
-0.137 |
0 |
| 1 |
167 |
5,854,182 |
5,854,182 |
5,856,884 |
1.35 |
0.048 |
0.047 |
629,962 |
| HKG |
-1 |
64 |
-2,229,483 |
-2,229,483 |
-2,710,005 |
1.39 |
0.064 |
0.069 |
-96,258 |
| 0 |
7 |
0 |
0 |
0 |
1.42 |
0.133 |
0.101 |
0 |
| 1 |
94 |
4,257,974 |
4,257,974 |
6,311,293 |
1.59 |
0.230 |
0.232 |
1,078,020 |
| JPN |
-1 |
146 |
-7,495,419 |
-7,495,419 |
-4,260,461 |
0.65 |
-0.047 |
-0.031 |
398,346 |
| 1 |
126 |
6,546,999 |
6,546,999 |
3,802,859 |
0.67 |
0.092 |
0.088 |
665,984 |
| KOR |
1 |
1 |
14,231 |
14,231 |
6,378 |
0.45 |
0.139 |
0.139 |
1,976 |
| MYS |
1 |
4 |
188,921 |
188,921 |
90,579 |
0.39 |
0.103 |
0.116 |
22,289 |
| NZL |
-1 |
4 |
-175,738 |
-175,738 |
-56,129 |
0.27 |
-0.058 |
-0.051 |
11,175 |
| PHL |
-1 |
1 |
-12,907 |
-12,907 |
494 |
-0.04 |
-0.150 |
-0.150 |
1,940 |
| 1 |
5 |
118,281 |
118,281 |
31,756 |
0.34 |
0.036 |
0.026 |
6,067 |
| SGP |
-1 |
8 |
-577,968 |
-577,968 |
-326,552 |
0.60 |
-0.004 |
0.008 |
4,861 |
| 1 |
1 |
32,606 |
32,606 |
7,651 |
0.23 |
0.062 |
0.062 |
2,022 |
| THA |
-1 |
6 |
-308,639 |
-308,639 |
-125,018 |
0.45 |
0.004 |
0.019 |
7,912 |
| 1 |
18 |
880,636 |
880,636 |
298,791 |
0.46 |
0.103 |
0.097 |
101,094 |
| TWN |
-1 |
48 |
-2,145,506 |
-2,145,506 |
-1,487,669 |
0.70 |
-0.001 |
-0.004 |
-11,653 |
| 0 |
1 |
0 |
0 |
0 |
1.24 |
-0.102 |
-0.102 |
0 |
| 1 |
25 |
1,753,603 |
1,753,603 |
1,445,924 |
0.84 |
0.087 |
0.088 |
126,964 |