Generated at 15:21 on Tuesday 01/13/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
622 |
-20,946,344 |
| 0 |
223 |
0 |
| 1 |
548 |
21,158,804 |
|
target_notional |
| target_notional |
212,460 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,100,745 |
212,460 |
4,205,428 |
42,105,148 |
919,819 |
0.050 |
0.005 |
0.100 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,107,399 |
| 0 |
0 |
| 1 |
20,208,144 |
|
alpha_notional |
| alpha_notional |
4,205,428 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,164,342 |
| 0 |
0 |
| 1 |
3,041,087 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
114 |
-1,048,477 |
2,982,821 |
225,841 |
-0.352 |
0.071 |
| CHN |
530 |
-1,078,785 |
12,622,263 |
524,664 |
-0.085 |
0.300 |
| HKG |
185 |
2,276,759 |
6,510,022 |
640,808 |
0.350 |
0.155 |
| JPN |
404 |
-687,918 |
13,561,576 |
416,945 |
-0.051 |
0.322 |
| KOR |
1 |
15,494 |
15,494 |
7,997 |
1.000 |
0.000 |
| MYS |
4 |
161,273 |
161,273 |
33,417 |
1.000 |
0.004 |
| NZL |
4 |
-170,073 |
170,073 |
33,291 |
-1.000 |
0.004 |
| PHL |
6 |
122,558 |
126,280 |
31,600 |
0.971 |
0.003 |
| SGP |
11 |
-645,587 |
645,587 |
107,540 |
-1.000 |
0.015 |
| THA |
44 |
1,495,025 |
1,756,143 |
248,614 |
0.851 |
0.042 |
| TWN |
89 |
-215,022 |
3,540,827 |
193,078 |
-0.061 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
59 |
-2,015,649 |
| 0 |
28 |
0 |
| 1 |
27 |
967,172 |
| CHN |
-1 |
261 |
-6,850,524 |
| 0 |
78 |
0 |
| 1 |
191 |
5,771,739 |
| HKG |
-1 |
74 |
-2,116,632 |
| 0 |
6 |
0 |
| 1 |
105 |
4,393,390 |
| JPN |
-1 |
162 |
-7,124,747 |
| 0 |
98 |
0 |
| 1 |
144 |
6,436,829 |
| KOR |
1 |
1 |
15,494 |
| MYS |
1 |
4 |
161,273 |
| NZL |
-1 |
4 |
-170,073 |
| PHL |
-1 |
1 |
-1,861 |
| 1 |
5 |
124,419 |
| SGP |
-1 |
9 |
-645,587 |
| 0 |
2 |
0 |
| THA |
-1 |
5 |
-130,559 |
| 0 |
2 |
0 |
| 1 |
37 |
1,625,584 |
| TWN |
-1 |
46 |
-1,877,924 |
| 0 |
9 |
0 |
| 1 |
34 |
1,662,902 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
59 |
-2,015,649 |
-2,015,649 |
-1,355,431 |
0.60 |
-0.071 |
-0.074 |
180,698 |
| 0 |
28 |
0 |
0 |
0 |
0.60 |
-0.018 |
-0.009 |
0 |
| 1 |
27 |
967,172 |
967,172 |
523,128 |
0.59 |
0.052 |
0.044 |
67,128 |
| CHN |
-1 |
261 |
-6,850,524 |
-6,850,524 |
-7,600,332 |
1.43 |
-0.091 |
-0.089 |
817,880 |
| 0 |
78 |
0 |
0 |
0 |
1.41 |
-0.066 |
-0.067 |
0 |
| 1 |
191 |
5,771,739 |
5,771,739 |
6,845,300 |
1.41 |
0.056 |
0.073 |
758,551 |
| HKG |
-1 |
74 |
-2,116,632 |
-2,116,632 |
-2,711,345 |
1.43 |
0.077 |
0.086 |
-81,828 |
| 0 |
6 |
0 |
0 |
0 |
1.17 |
0.178 |
0.183 |
0 |
| 1 |
105 |
4,393,390 |
4,393,390 |
6,914,364 |
1.56 |
0.210 |
0.208 |
1,078,187 |
| JPN |
-1 |
162 |
-7,124,747 |
-7,124,747 |
-4,663,182 |
0.73 |
-0.032 |
-0.023 |
297,602 |
| 0 |
98 |
0 |
0 |
0 |
0.76 |
0.032 |
0.037 |
0 |
| 1 |
144 |
6,436,829 |
6,436,829 |
3,885,078 |
0.71 |
0.084 |
0.080 |
611,248 |
| KOR |
1 |
1 |
15,494 |
15,494 |
6,010 |
0.39 |
-0.104 |
-0.104 |
-1,612 |
| MYS |
1 |
4 |
161,273 |
161,273 |
77,009 |
0.40 |
0.114 |
0.131 |
17,804 |
| NZL |
-1 |
4 |
-170,073 |
-170,073 |
-64,619 |
0.29 |
-0.095 |
-0.093 |
16,204 |
| PHL |
-1 |
1 |
-1,861 |
-1,861 |
63 |
-0.03 |
0.005 |
0.005 |
-10 |
| 1 |
5 |
124,419 |
124,419 |
34,537 |
0.35 |
0.104 |
0.059 |
12,904 |
| SGP |
-1 |
9 |
-645,587 |
-645,587 |
-363,395 |
0.61 |
0.015 |
0.018 |
-9,552 |
| 0 |
2 |
0 |
0 |
0 |
0.28 |
0.035 |
0.035 |
0 |
| THA |
-1 |
5 |
-130,559 |
-130,559 |
-40,428 |
0.46 |
0.124 |
0.107 |
-13,033 |
| 0 |
2 |
0 |
0 |
0 |
0.53 |
0.155 |
0.155 |
0 |
| 1 |
37 |
1,625,584 |
1,625,584 |
490,183 |
0.46 |
0.187 |
0.180 |
311,549 |
| TWN |
-1 |
46 |
-1,877,924 |
-1,877,924 |
-1,287,202 |
0.71 |
0.016 |
0.024 |
-43,937 |
| 0 |
9 |
0 |
0 |
0 |
1.03 |
0.023 |
0.029 |
0 |
| 1 |
34 |
1,662,902 |
1,662,902 |
1,432,535 |
0.89 |
0.114 |
0.102 |
185,327 |