Generated at 19:20 on Saturday 01/03/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
535 |
-21,490,039 |
| 0 |
36 |
0 |
| 1 |
461 |
21,006,932 |
|
target_notional |
| target_notional |
-483,107 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
138,824 |
-483,107 |
3,978,170 |
42,496,970 |
938,172 |
0.003 |
-0.011 |
0.094 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,120,356 |
| 0 |
0 |
| 1 |
18,259,180 |
|
alpha_notional |
| alpha_notional |
3,978,170 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,224,001 |
| 0 |
0 |
| 1 |
2,754,169 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
80 |
-845,482 |
3,255,887 |
236,105 |
-0.260 |
0.077 |
| CHN |
354 |
-1,018,335 |
11,925,985 |
585,149 |
-0.085 |
0.281 |
| HKG |
183 |
2,200,764 |
6,795,397 |
583,333 |
0.324 |
0.160 |
| JPN |
272 |
-946,298 |
14,010,994 |
439,534 |
-0.068 |
0.330 |
| KOR |
1 |
14,205 |
14,205 |
7,348 |
1.000 |
0.000 |
| MYS |
4 |
187,491 |
187,491 |
41,009 |
1.000 |
0.004 |
| NZL |
4 |
-172,571 |
172,571 |
32,276 |
-1.000 |
0.004 |
| PHL |
6 |
105,375 |
131,188 |
30,316 |
0.803 |
0.003 |
| SGP |
13 |
-158,787 |
644,913 |
55,600 |
-0.246 |
0.015 |
| THA |
24 |
575,270 |
1,196,082 |
131,214 |
0.481 |
0.028 |
| TWN |
91 |
-424,739 |
4,162,257 |
231,288 |
-0.102 |
0.098 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,050,685 |
| 0 |
10 |
0 |
| 1 |
21 |
1,205,203 |
| CHN |
-1 |
201 |
-6,472,160 |
| 1 |
153 |
5,453,825 |
| HKG |
-1 |
69 |
-2,297,316 |
| 0 |
17 |
0 |
| 1 |
97 |
4,498,081 |
| JPN |
-1 |
146 |
-7,478,646 |
| 1 |
126 |
6,532,348 |
| KOR |
1 |
1 |
14,205 |
| MYS |
1 |
4 |
187,491 |
| NZL |
-1 |
4 |
-172,571 |
| PHL |
-1 |
1 |
-12,907 |
| 1 |
5 |
118,281 |
| SGP |
-1 |
7 |
-401,850 |
| 1 |
6 |
243,063 |
| THA |
-1 |
6 |
-310,406 |
| 1 |
18 |
885,676 |
| TWN |
-1 |
52 |
-2,293,498 |
| 0 |
9 |
0 |
| 1 |
30 |
1,868,759 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,050,685 |
-2,050,685 |
-1,509,258 |
0.71 |
-0.085 |
-0.070 |
211,891 |
| 0 |
10 |
0 |
0 |
0 |
0.42 |
0.011 |
0.002 |
0 |
| 1 |
21 |
1,205,203 |
1,205,203 |
664,731 |
0.50 |
0.073 |
0.081 |
99,090 |
| CHN |
-1 |
201 |
-6,472,160 |
-6,472,160 |
-7,249,627 |
1.47 |
-0.085 |
-0.085 |
699,039 |
| 1 |
153 |
5,453,825 |
5,453,825 |
5,244,313 |
1.32 |
0.062 |
0.066 |
660,434 |
| HKG |
-1 |
69 |
-2,297,316 |
-2,297,316 |
-2,884,671 |
1.47 |
0.063 |
0.078 |
-76,032 |
| 0 |
17 |
0 |
0 |
0 |
1.22 |
0.171 |
0.193 |
0 |
| 1 |
97 |
4,498,081 |
4,498,081 |
6,353,359 |
1.51 |
0.231 |
0.232 |
1,146,142 |
| JPN |
-1 |
146 |
-7,478,646 |
-7,478,646 |
-4,397,943 |
0.67 |
-0.046 |
-0.037 |
394,197 |
| 1 |
126 |
6,532,348 |
6,532,348 |
3,882,813 |
0.69 |
0.072 |
0.070 |
536,435 |
| KOR |
1 |
1 |
14,205 |
14,205 |
5,510 |
0.39 |
0.128 |
0.128 |
1,812 |
| MYS |
1 |
4 |
187,491 |
187,491 |
93,069 |
0.40 |
0.075 |
0.077 |
18,387 |
| NZL |
-1 |
4 |
-172,571 |
-172,571 |
-59,441 |
0.29 |
-0.106 |
-0.108 |
18,100 |
| PHL |
-1 |
1 |
-12,907 |
-12,907 |
436 |
-0.03 |
-0.048 |
-0.048 |
623 |
| 1 |
5 |
118,281 |
118,281 |
32,772 |
0.35 |
0.098 |
0.086 |
10,916 |
| SGP |
-1 |
7 |
-401,850 |
-401,850 |
-238,120 |
0.63 |
0.017 |
0.038 |
-5,239 |
| 1 |
6 |
243,063 |
243,063 |
88,812 |
0.35 |
0.088 |
0.090 |
21,760 |
| THA |
-1 |
6 |
-310,406 |
-310,406 |
-115,145 |
0.43 |
0.056 |
0.047 |
-10,552 |
| 1 |
18 |
885,676 |
885,676 |
291,042 |
0.45 |
0.141 |
0.131 |
147,063 |
| TWN |
-1 |
52 |
-2,293,498 |
-2,293,498 |
-1,666,588 |
0.79 |
-0.012 |
-0.004 |
-8,023 |
| 0 |
9 |
0 |
0 |
0 |
1.10 |
-0.106 |
-0.109 |
0 |
| 1 |
30 |
1,868,759 |
1,868,759 |
1,602,760 |
0.86 |
0.077 |
0.064 |
112,129 |