Generated at 15:22 on Thursday 01/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
586 |
-21,329,233 |
| 0 |
173 |
0 |
| 1 |
524 |
20,807,776 |
|
target_notional |
| target_notional |
-521,458 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
92,907 |
-521,458 |
4,161,681 |
42,137,009 |
940,545 |
0.002 |
-0.012 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,711,403 |
| 0 |
0 |
| 1 |
18,804,310 |
|
alpha_notional |
| alpha_notional |
4,161,681 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,290,566 |
| 0 |
0 |
| 1 |
2,871,114 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
104 |
-1,049,531 |
3,238,253 |
238,778 |
-0.324 |
0.077 |
| CHN |
479 |
-1,082,395 |
12,552,153 |
567,393 |
-0.086 |
0.298 |
| HKG |
174 |
1,975,775 |
6,260,178 |
541,793 |
0.316 |
0.149 |
| JPN |
375 |
-803,044 |
13,560,876 |
426,419 |
-0.059 |
0.322 |
| KOR |
1 |
14,716 |
14,716 |
7,264 |
1.000 |
0.000 |
| MYS |
4 |
162,118 |
162,118 |
33,247 |
1.000 |
0.004 |
| NZL |
4 |
-170,066 |
170,066 |
33,090 |
-1.000 |
0.004 |
| PHL |
6 |
110,874 |
136,814 |
31,336 |
0.810 |
0.003 |
| SGP |
11 |
-639,280 |
639,280 |
106,283 |
-1.000 |
0.015 |
| THA |
40 |
1,222,847 |
1,658,449 |
221,215 |
0.737 |
0.039 |
| TWN |
84 |
-235,362 |
3,715,998 |
198,165 |
-0.063 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,143,892 |
| 0 |
18 |
0 |
| 1 |
32 |
1,094,361 |
| CHN |
-1 |
237 |
-6,817,274 |
| 0 |
57 |
0 |
| 1 |
185 |
5,734,879 |
| HKG |
-1 |
70 |
-2,142,202 |
| 0 |
9 |
0 |
| 1 |
95 |
4,117,976 |
| JPN |
-1 |
155 |
-7,181,960 |
| 0 |
82 |
0 |
| 1 |
138 |
6,378,916 |
| KOR |
1 |
1 |
14,716 |
| MYS |
1 |
4 |
162,118 |
| NZL |
-1 |
4 |
-170,066 |
| PHL |
-1 |
1 |
-12,970 |
| 1 |
5 |
123,844 |
| SGP |
-1 |
10 |
-639,280 |
| 0 |
1 |
0 |
| THA |
-1 |
5 |
-217,801 |
| 0 |
2 |
0 |
| 1 |
33 |
1,440,648 |
| TWN |
-1 |
49 |
-1,975,680 |
| 0 |
4 |
0 |
| 1 |
31 |
1,740,318 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,143,892 |
-2,143,892 |
-1,540,373 |
0.72 |
-0.080 |
-0.062 |
189,018 |
| 0 |
18 |
0 |
0 |
0 |
0.49 |
0.005 |
0.016 |
0 |
| 1 |
32 |
1,094,361 |
1,094,361 |
541,284 |
0.48 |
0.052 |
0.057 |
73,072 |
| CHN |
-1 |
237 |
-6,817,274 |
-6,817,274 |
-7,824,447 |
1.45 |
-0.105 |
-0.101 |
900,995 |
| 0 |
57 |
0 |
0 |
0 |
1.42 |
-0.076 |
-0.079 |
0 |
| 1 |
185 |
5,734,879 |
5,734,879 |
6,342,970 |
1.37 |
0.054 |
0.057 |
689,576 |
| HKG |
-1 |
70 |
-2,142,202 |
-2,142,202 |
-2,767,908 |
1.41 |
0.069 |
0.081 |
-47,353 |
| 0 |
9 |
0 |
0 |
0 |
1.55 |
0.108 |
0.110 |
0 |
| 1 |
95 |
4,117,976 |
4,117,976 |
6,112,658 |
1.50 |
0.210 |
0.220 |
978,511 |
| JPN |
-1 |
155 |
-7,181,960 |
-7,181,960 |
-4,652,523 |
0.75 |
-0.033 |
-0.026 |
273,326 |
| 0 |
82 |
0 |
0 |
0 |
0.81 |
0.035 |
0.044 |
0 |
| 1 |
138 |
6,378,916 |
6,378,916 |
3,691,091 |
0.68 |
0.095 |
0.090 |
690,743 |
| KOR |
1 |
1 |
14,716 |
14,716 |
5,708 |
0.39 |
-0.033 |
-0.033 |
-481 |
| MYS |
1 |
4 |
162,118 |
162,118 |
77,316 |
0.40 |
0.112 |
0.130 |
17,357 |
| NZL |
-1 |
4 |
-170,066 |
-170,066 |
-63,677 |
0.29 |
-0.092 |
-0.093 |
16,994 |
| PHL |
-1 |
1 |
-12,970 |
-12,970 |
439 |
-0.03 |
0.028 |
0.028 |
-360 |
| 1 |
5 |
123,844 |
123,844 |
34,923 |
0.35 |
0.080 |
0.057 |
14,334 |
| SGP |
-1 |
10 |
-639,280 |
-639,280 |
-359,541 |
0.58 |
-0.003 |
-0.004 |
13,535 |
| 0 |
1 |
0 |
0 |
0 |
0.23 |
0.062 |
0.062 |
0 |
| THA |
-1 |
5 |
-217,801 |
-217,801 |
-73,311 |
0.46 |
0.055 |
0.056 |
-173 |
| 0 |
2 |
0 |
0 |
0 |
0.17 |
0.120 |
0.120 |
0 |
| 1 |
33 |
1,440,648 |
1,440,648 |
509,896 |
0.47 |
0.144 |
0.139 |
214,651 |
| TWN |
-1 |
49 |
-1,975,680 |
-1,975,680 |
-1,382,744 |
0.73 |
0.013 |
0.024 |
-56,665 |
| 0 |
4 |
0 |
0 |
0 |
1.07 |
0.070 |
0.058 |
0 |
| 1 |
31 |
1,740,318 |
1,740,318 |
1,488,464 |
0.89 |
0.115 |
0.126 |
193,352 |