Generated at 15:48 on Monday 01/12/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
613 |
-21,273,550 |
| 0 |
217 |
0 |
| 1 |
514 |
20,917,942 |
|
target_notional |
| target_notional |
-355,608 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
282,733 |
-355,608 |
4,060,694 |
42,191,493 |
945,804 |
0.007 |
-0.008 |
0.096 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,636,637 |
| 0 |
0 |
| 1 |
18,919,370 |
|
alpha_notional |
| alpha_notional |
4,060,694 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,105,874 |
| 0 |
0 |
| 1 |
2,954,819 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
109 |
-1,049,140 |
3,083,809 |
232,580 |
-0.340 |
0.073 |
| CHN |
511 |
-1,078,847 |
12,995,742 |
567,827 |
-0.083 |
0.308 |
| HKG |
179 |
1,922,586 |
6,257,096 |
535,633 |
0.307 |
0.148 |
| JPN |
389 |
-842,789 |
13,189,259 |
432,352 |
-0.064 |
0.313 |
| KOR |
1 |
16,317 |
16,317 |
8,421 |
1.000 |
0.000 |
| MYS |
4 |
159,650 |
159,650 |
33,377 |
1.000 |
0.004 |
| NZL |
4 |
-170,073 |
170,073 |
33,203 |
-1.000 |
0.004 |
| PHL |
6 |
112,215 |
139,358 |
30,821 |
0.805 |
0.003 |
| SGP |
11 |
-643,601 |
643,601 |
106,784 |
-1.000 |
0.015 |
| THA |
42 |
1,532,670 |
1,878,611 |
262,857 |
0.816 |
0.045 |
| TWN |
87 |
-290,008 |
3,633,389 |
194,119 |
-0.080 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,066,474 |
| 0 |
29 |
0 |
| 1 |
29 |
1,017,335 |
| CHN |
-1 |
259 |
-7,037,294 |
| 0 |
70 |
0 |
| 1 |
182 |
5,958,448 |
| HKG |
-1 |
72 |
-2,167,255 |
| 0 |
10 |
0 |
| 1 |
97 |
4,089,841 |
| JPN |
-1 |
160 |
-7,016,024 |
| 0 |
100 |
0 |
| 1 |
129 |
6,173,235 |
| KOR |
1 |
1 |
16,317 |
| MYS |
1 |
4 |
159,650 |
| NZL |
-1 |
4 |
-170,073 |
| PHL |
-1 |
1 |
-13,571 |
| 1 |
5 |
125,786 |
| SGP |
-1 |
9 |
-643,601 |
| 0 |
2 |
0 |
| THA |
-1 |
5 |
-172,971 |
| 0 |
3 |
0 |
| 1 |
34 |
1,705,641 |
| TWN |
-1 |
51 |
-1,961,699 |
| 0 |
3 |
0 |
| 1 |
33 |
1,671,691 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,066,474 |
-2,066,474 |
-1,455,492 |
0.71 |
-0.083 |
-0.080 |
190,047 |
| 0 |
29 |
0 |
0 |
0 |
0.56 |
-0.015 |
-0.012 |
0 |
| 1 |
29 |
1,017,335 |
1,017,335 |
535,944 |
0.54 |
0.047 |
0.044 |
63,036 |
| CHN |
-1 |
259 |
-7,037,294 |
-7,037,294 |
-7,933,108 |
1.43 |
-0.095 |
-0.095 |
870,089 |
| 0 |
70 |
0 |
0 |
0 |
1.44 |
-0.057 |
-0.046 |
0 |
| 1 |
182 |
5,958,448 |
5,958,448 |
6,766,152 |
1.37 |
0.051 |
0.061 |
770,070 |
| HKG |
-1 |
72 |
-2,167,255 |
-2,167,255 |
-2,762,879 |
1.43 |
0.080 |
0.080 |
-79,668 |
| 0 |
10 |
0 |
0 |
0 |
1.31 |
0.117 |
0.100 |
0 |
| 1 |
97 |
4,089,841 |
4,089,841 |
6,069,728 |
1.51 |
0.207 |
0.197 |
974,675 |
| JPN |
-1 |
160 |
-7,016,024 |
-7,016,024 |
-4,595,748 |
0.77 |
-0.016 |
-0.008 |
157,333 |
| 0 |
100 |
0 |
0 |
0 |
0.72 |
0.046 |
0.055 |
0 |
| 1 |
129 |
6,173,235 |
6,173,235 |
3,468,654 |
0.69 |
0.100 |
0.095 |
655,523 |
| KOR |
1 |
1 |
16,317 |
16,317 |
6,329 |
0.39 |
-0.141 |
-0.141 |
-2,306 |
| MYS |
1 |
4 |
159,650 |
159,650 |
76,029 |
0.40 |
0.114 |
0.119 |
19,823 |
| NZL |
-1 |
4 |
-170,073 |
-170,073 |
-64,264 |
0.29 |
-0.078 |
-0.080 |
12,405 |
| PHL |
-1 |
1 |
-13,571 |
-13,571 |
459 |
-0.03 |
-0.047 |
-0.047 |
633 |
| 1 |
5 |
125,786 |
125,786 |
34,828 |
0.35 |
0.094 |
0.070 |
10,239 |
| SGP |
-1 |
9 |
-643,601 |
-643,601 |
-361,206 |
0.61 |
0.018 |
0.016 |
-8,718 |
| 0 |
2 |
0 |
0 |
0 |
0.28 |
0.069 |
0.069 |
0 |
| THA |
-1 |
5 |
-172,971 |
-172,971 |
-55,990 |
0.46 |
0.101 |
0.087 |
-13,238 |
| 0 |
3 |
0 |
0 |
0 |
0.69 |
0.102 |
0.099 |
0 |
| 1 |
34 |
1,705,641 |
1,705,641 |
531,253 |
0.44 |
0.169 |
0.159 |
300,725 |
| TWN |
-1 |
51 |
-1,961,699 |
-1,961,699 |
-1,367,017 |
0.74 |
0.005 |
0.018 |
-22,704 |
| 0 |
3 |
0 |
0 |
0 |
1.03 |
0.145 |
0.223 |
0 |
| 1 |
33 |
1,671,691 |
1,671,691 |
1,430,453 |
0.88 |
0.098 |
0.083 |
163,033 |