Generated at 15:20 on Tuesday 01/06/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
572 |
-21,313,828 |
| 0 |
180 |
0 |
| 1 |
482 |
20,842,555 |
|
target_notional |
| target_notional |
-471,273 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
256,947 |
-471,273 |
4,186,561 |
42,156,383 |
930,544 |
0.006 |
-0.011 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,585,453 |
| 0 |
0 |
| 1 |
18,842,400 |
|
alpha_notional |
| alpha_notional |
4,186,561 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,263,982 |
| 0 |
0 |
| 1 |
2,922,580 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
101 |
-1,048,086 |
3,193,765 |
239,027 |
-0.328 |
0.076 |
| CHN |
458 |
-1,074,253 |
12,717,134 |
537,541 |
-0.084 |
0.302 |
| HKG |
173 |
2,031,503 |
6,386,540 |
553,319 |
0.318 |
0.151 |
| JPN |
355 |
-902,887 |
13,330,469 |
436,362 |
-0.068 |
0.316 |
| KOR |
1 |
14,531 |
14,531 |
7,394 |
1.000 |
0.000 |
| MYS |
4 |
161,708 |
161,708 |
33,281 |
1.000 |
0.004 |
| NZL |
4 |
-170,131 |
170,131 |
33,082 |
-1.000 |
0.004 |
| PHL |
6 |
110,937 |
138,369 |
31,641 |
0.802 |
0.003 |
| SGP |
9 |
-555,719 |
585,163 |
96,121 |
-0.950 |
0.014 |
| THA |
39 |
1,163,572 |
1,598,118 |
210,693 |
0.728 |
0.038 |
| TWN |
84 |
-202,447 |
3,860,455 |
205,820 |
-0.052 |
0.092 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,120,926 |
| 0 |
21 |
0 |
| 1 |
26 |
1,072,840 |
| CHN |
-1 |
235 |
-6,895,694 |
| 0 |
44 |
0 |
| 1 |
179 |
5,821,440 |
| HKG |
-1 |
70 |
-2,177,519 |
| 0 |
10 |
0 |
| 1 |
93 |
4,209,021 |
| JPN |
-1 |
149 |
-7,116,678 |
| 0 |
96 |
0 |
| 1 |
110 |
6,213,791 |
| KOR |
1 |
1 |
14,531 |
| MYS |
1 |
4 |
161,708 |
| NZL |
-1 |
4 |
-170,131 |
| PHL |
-1 |
1 |
-13,716 |
| 1 |
5 |
124,653 |
| SGP |
-1 |
7 |
-570,441 |
| 0 |
1 |
0 |
| 1 |
1 |
14,722 |
| THA |
-1 |
5 |
-217,273 |
| 0 |
2 |
0 |
| 1 |
32 |
1,380,845 |
| TWN |
-1 |
47 |
-2,031,451 |
| 0 |
6 |
0 |
| 1 |
31 |
1,829,004 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,120,926 |
-2,120,926 |
-1,515,462 |
0.69 |
-0.058 |
-0.041 |
152,486 |
| 0 |
21 |
0 |
0 |
0 |
0.61 |
0.006 |
0.026 |
0 |
| 1 |
26 |
1,072,840 |
1,072,840 |
516,862 |
0.44 |
0.080 |
0.074 |
95,283 |
| CHN |
-1 |
235 |
-6,895,694 |
-6,895,694 |
-7,700,738 |
1.45 |
-0.102 |
-0.101 |
866,172 |
| 0 |
44 |
0 |
0 |
0 |
1.35 |
-0.056 |
-0.047 |
0 |
| 1 |
179 |
5,821,440 |
5,821,440 |
6,351,804 |
1.38 |
0.059 |
0.064 |
698,545 |
| HKG |
-1 |
70 |
-2,177,519 |
-2,177,519 |
-2,812,356 |
1.42 |
0.060 |
0.073 |
-62,371 |
| 0 |
10 |
0 |
0 |
0 |
1.27 |
0.165 |
0.158 |
0 |
| 1 |
93 |
4,209,021 |
4,209,021 |
6,269,018 |
1.53 |
0.210 |
0.209 |
986,417 |
| JPN |
-1 |
149 |
-7,116,678 |
-7,116,678 |
-4,650,287 |
0.80 |
-0.037 |
-0.025 |
318,736 |
| 0 |
96 |
0 |
0 |
0 |
0.75 |
0.032 |
0.042 |
0 |
| 1 |
110 |
6,213,791 |
6,213,791 |
3,546,263 |
0.63 |
0.097 |
0.093 |
657,501 |
| KOR |
1 |
1 |
14,531 |
14,531 |
5,636 |
0.39 |
0.007 |
0.007 |
102 |
| MYS |
1 |
4 |
161,708 |
161,708 |
77,560 |
0.40 |
0.095 |
0.093 |
14,783 |
| NZL |
-1 |
4 |
-170,131 |
-170,131 |
-63,610 |
0.29 |
-0.106 |
-0.107 |
20,912 |
| PHL |
-1 |
1 |
-13,716 |
-13,716 |
464 |
-0.03 |
-0.138 |
-0.138 |
1,897 |
| 1 |
5 |
124,653 |
124,653 |
35,207 |
0.35 |
0.084 |
0.084 |
13,679 |
| SGP |
-1 |
7 |
-570,441 |
-570,441 |
-325,683 |
0.63 |
0.007 |
0.007 |
1,313 |
| 0 |
1 |
0 |
0 |
0 |
0.33 |
0.090 |
0.090 |
0 |
| 1 |
1 |
14,722 |
14,722 |
3,394 |
0.23 |
0.048 |
0.048 |
703 |
| THA |
-1 |
5 |
-217,273 |
-217,273 |
-72,875 |
0.46 |
0.059 |
0.039 |
2,920 |
| 0 |
2 |
0 |
0 |
0 |
0.53 |
0.095 |
0.095 |
0 |
| 1 |
32 |
1,380,845 |
1,380,845 |
457,812 |
0.44 |
0.140 |
0.143 |
225,780 |
| TWN |
-1 |
47 |
-2,031,451 |
-2,031,451 |
-1,444,907 |
0.73 |
0.006 |
0.031 |
-38,083 |
| 0 |
6 |
0 |
0 |
0 |
0.96 |
0.098 |
0.103 |
0 |
| 1 |
31 |
1,829,004 |
1,829,004 |
1,578,845 |
0.89 |
0.129 |
0.133 |
229,787 |