Generated at 15:20 on Monday 01/05/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
564 |
-21,302,242 |
| 0 |
150 |
0 |
| 1 |
469 |
20,761,359 |
|
target_notional |
| target_notional |
-540,883 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
252,919 |
-540,883 |
4,116,253 |
42,063,601 |
922,682 |
0.006 |
-0.013 |
0.098 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,138,788 |
| 0 |
0 |
| 1 |
18,391,707 |
|
alpha_notional |
| alpha_notional |
4,116,253 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,205,948 |
| 0 |
0 |
| 1 |
2,910,305 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
96 |
-1,049,256 |
3,255,919 |
245,430 |
-0.322 |
0.077 |
| CHN |
431 |
-1,073,077 |
12,656,179 |
541,641 |
-0.085 |
0.301 |
| HKG |
171 |
1,965,736 |
6,279,676 |
543,885 |
0.313 |
0.149 |
| JPN |
339 |
-750,853 |
13,431,687 |
417,430 |
-0.056 |
0.319 |
| KOR |
1 |
13,773 |
13,773 |
7,107 |
1.000 |
0.000 |
| MYS |
4 |
166,032 |
166,032 |
34,176 |
1.000 |
0.004 |
| NZL |
4 |
-170,069 |
170,069 |
32,427 |
-1.000 |
0.004 |
| PHL |
6 |
110,922 |
137,671 |
31,155 |
0.806 |
0.003 |
| SGP |
9 |
-555,989 |
599,164 |
96,300 |
-0.928 |
0.014 |
| THA |
37 |
1,039,382 |
1,510,860 |
193,476 |
0.688 |
0.036 |
| TWN |
85 |
-237,483 |
3,842,571 |
208,246 |
-0.062 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,152,588 |
| 0 |
20 |
0 |
| 1 |
26 |
1,103,331 |
| CHN |
-1 |
236 |
-6,864,628 |
| 0 |
24 |
0 |
| 1 |
171 |
5,791,551 |
| HKG |
-1 |
64 |
-2,156,970 |
| 0 |
15 |
0 |
| 1 |
92 |
4,122,706 |
| JPN |
-1 |
149 |
-7,091,270 |
| 0 |
76 |
0 |
| 1 |
114 |
6,340,417 |
| KOR |
1 |
1 |
13,773 |
| MYS |
1 |
4 |
166,032 |
| NZL |
-1 |
4 |
-170,069 |
| PHL |
-1 |
1 |
-13,374 |
| 1 |
5 |
124,296 |
| SGP |
-1 |
8 |
-577,577 |
| 1 |
1 |
21,588 |
| THA |
-1 |
5 |
-235,739 |
| 0 |
6 |
0 |
| 1 |
26 |
1,275,121 |
| TWN |
-1 |
47 |
-2,040,027 |
| 0 |
9 |
0 |
| 1 |
29 |
1,802,544 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,152,588 |
-2,152,588 |
-1,536,921 |
0.68 |
-0.070 |
-0.048 |
201,668 |
| 0 |
20 |
0 |
0 |
0 |
0.58 |
-0.014 |
-0.004 |
0 |
| 1 |
26 |
1,103,331 |
1,103,331 |
542,864 |
0.44 |
0.076 |
0.067 |
87,605 |
| CHN |
-1 |
236 |
-6,864,628 |
-6,864,628 |
-7,491,384 |
1.43 |
-0.096 |
-0.093 |
784,801 |
| 0 |
24 |
0 |
0 |
0 |
1.46 |
-0.055 |
-0.021 |
0 |
| 1 |
171 |
5,791,551 |
5,791,551 |
6,003,951 |
1.34 |
0.062 |
0.057 |
725,938 |
| HKG |
-1 |
64 |
-2,156,970 |
-2,156,970 |
-2,744,655 |
1.41 |
0.055 |
0.069 |
-32,409 |
| 0 |
15 |
0 |
0 |
0 |
1.26 |
0.156 |
0.177 |
0 |
| 1 |
92 |
4,122,706 |
4,122,706 |
6,110,020 |
1.54 |
0.217 |
0.221 |
997,915 |
| JPN |
-1 |
149 |
-7,091,270 |
-7,091,270 |
-4,456,018 |
0.78 |
-0.027 |
-0.013 |
245,789 |
| 0 |
76 |
0 |
0 |
0 |
0.73 |
0.035 |
0.044 |
0 |
| 1 |
114 |
6,340,417 |
6,340,417 |
3,664,873 |
0.64 |
0.096 |
0.093 |
662,436 |
| KOR |
1 |
1 |
13,773 |
13,773 |
5,342 |
0.39 |
0.105 |
0.105 |
1,441 |
| MYS |
1 |
4 |
166,032 |
166,032 |
79,886 |
0.40 |
0.068 |
0.064 |
6,299 |
| NZL |
-1 |
4 |
-170,069 |
-170,069 |
-62,698 |
0.29 |
-0.112 |
-0.110 |
20,963 |
| PHL |
-1 |
1 |
-13,374 |
-13,374 |
452 |
-0.03 |
-0.104 |
-0.104 |
1,393 |
| 1 |
5 |
124,296 |
124,296 |
34,971 |
0.35 |
0.079 |
0.078 |
8,684 |
| SGP |
-1 |
8 |
-577,577 |
-577,577 |
-327,287 |
0.60 |
0.007 |
0.007 |
1,040 |
| 1 |
1 |
21,588 |
21,588 |
4,976 |
0.23 |
0.039 |
0.039 |
836 |
| THA |
-1 |
5 |
-235,739 |
-235,739 |
-89,703 |
0.46 |
0.048 |
0.049 |
4,163 |
| 0 |
6 |
0 |
0 |
0 |
0.54 |
0.073 |
0.069 |
0 |
| 1 |
26 |
1,275,121 |
1,275,121 |
389,257 |
0.38 |
0.129 |
0.128 |
172,913 |
| TWN |
-1 |
47 |
-2,040,027 |
-2,040,027 |
-1,430,574 |
0.73 |
0.006 |
0.016 |
-21,461 |
| 0 |
9 |
0 |
0 |
0 |
0.95 |
0.066 |
0.076 |
0 |
| 1 |
29 |
1,802,544 |
1,802,544 |
1,555,566 |
0.90 |
0.145 |
0.152 |
246,237 |