Generated at 15:22 on Wednesday 01/14/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
613 |
-20,850,778 |
| 0 |
41 |
0 |
| 1 |
549 |
21,138,780 |
|
target_notional |
| target_notional |
288,002 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,356,594 |
288,002 |
4,217,182 |
41,989,558 |
934,725 |
0.056 |
0.007 |
0.100 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,092,316 |
| 0 |
0 |
| 1 |
20,448,910 |
|
alpha_notional |
| alpha_notional |
4,217,182 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,189,884 |
| 0 |
0 |
| 1 |
3,027,298 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
89 |
-1,050,477 |
2,969,509 |
221,997 |
-0.354 |
0.071 |
| CHN |
461 |
-964,368 |
12,171,357 |
534,223 |
-0.079 |
0.290 |
| HKG |
183 |
2,334,454 |
6,664,551 |
673,531 |
0.350 |
0.159 |
| JPN |
320 |
-771,785 |
13,779,608 |
427,482 |
-0.056 |
0.328 |
| KOR |
1 |
14,917 |
14,917 |
7,699 |
1.000 |
0.000 |
| MYS |
4 |
161,800 |
161,800 |
33,543 |
1.000 |
0.004 |
| NZL |
4 |
-170,078 |
170,078 |
33,363 |
-1.000 |
0.004 |
| PHL |
6 |
121,604 |
125,248 |
31,462 |
0.971 |
0.003 |
| SGP |
9 |
-643,829 |
643,829 |
106,927 |
-1.000 |
0.015 |
| THA |
42 |
1,423,807 |
1,681,227 |
237,559 |
0.847 |
0.040 |
| TWN |
83 |
-154,600 |
3,593,994 |
197,992 |
-0.043 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
60 |
-2,009,993 |
| 0 |
1 |
0 |
| 1 |
28 |
959,516 |
| CHN |
-1 |
253 |
-6,567,863 |
| 0 |
17 |
0 |
| 1 |
191 |
5,603,494 |
| HKG |
-1 |
75 |
-2,165,049 |
| 0 |
5 |
0 |
| 1 |
103 |
4,499,502 |
| JPN |
-1 |
160 |
-7,275,696 |
| 0 |
12 |
0 |
| 1 |
148 |
6,503,911 |
| KOR |
1 |
1 |
14,917 |
| MYS |
1 |
4 |
161,800 |
| NZL |
-1 |
4 |
-170,078 |
| PHL |
-1 |
1 |
-1,822 |
| 1 |
5 |
123,426 |
| SGP |
-1 |
9 |
-643,829 |
| THA |
-1 |
5 |
-128,710 |
| 0 |
2 |
0 |
| 1 |
35 |
1,552,517 |
| TWN |
-1 |
45 |
-1,874,297 |
| 0 |
4 |
0 |
| 1 |
34 |
1,719,697 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
60 |
-2,009,993 |
-2,009,993 |
-1,301,843 |
0.59 |
-0.072 |
-0.068 |
177,422 |
| 0 |
1 |
0 |
0 |
0 |
0.53 |
-0.067 |
-0.067 |
0 |
| 1 |
28 |
959,516 |
959,516 |
519,297 |
0.62 |
0.038 |
0.034 |
51,936 |
| CHN |
-1 |
253 |
-6,567,863 |
-6,567,863 |
-7,460,977 |
1.43 |
-0.083 |
-0.079 |
793,463 |
| 0 |
17 |
0 |
0 |
0 |
1.46 |
-0.103 |
-0.102 |
0 |
| 1 |
191 |
5,603,494 |
5,603,494 |
6,682,801 |
1.41 |
0.055 |
0.066 |
742,382 |
| HKG |
-1 |
75 |
-2,165,049 |
-2,165,049 |
-2,771,276 |
1.39 |
0.075 |
0.085 |
-71,949 |
| 0 |
5 |
0 |
0 |
0 |
1.27 |
0.149 |
0.147 |
0 |
| 1 |
103 |
4,499,502 |
4,499,502 |
7,224,065 |
1.58 |
0.218 |
0.221 |
1,171,239 |
| JPN |
-1 |
160 |
-7,275,696 |
-7,275,696 |
-4,785,834 |
0.74 |
-0.036 |
-0.025 |
347,977 |
| 0 |
12 |
0 |
0 |
0 |
0.69 |
0.024 |
0.030 |
0 |
| 1 |
148 |
6,503,911 |
6,503,911 |
3,941,247 |
0.71 |
0.078 |
0.071 |
561,751 |
| KOR |
1 |
1 |
14,917 |
14,917 |
5,786 |
0.39 |
-0.029 |
-0.029 |
-435 |
| MYS |
1 |
4 |
161,800 |
161,800 |
77,360 |
0.40 |
0.109 |
0.121 |
17,525 |
| NZL |
-1 |
4 |
-170,078 |
-170,078 |
-64,819 |
0.29 |
-0.121 |
-0.124 |
21,400 |
| PHL |
-1 |
1 |
-1,822 |
-1,822 |
62 |
-0.03 |
0.051 |
0.051 |
-92 |
| 1 |
5 |
123,426 |
123,426 |
34,347 |
0.35 |
0.114 |
0.125 |
14,347 |
| SGP |
-1 |
9 |
-643,829 |
-643,829 |
-360,947 |
0.61 |
0.021 |
0.022 |
-11,540 |
| THA |
-1 |
5 |
-128,710 |
-128,710 |
-39,916 |
0.46 |
0.108 |
0.097 |
-11,716 |
| 0 |
2 |
0 |
0 |
0 |
0.71 |
0.207 |
0.207 |
0 |
| 1 |
35 |
1,552,517 |
1,552,517 |
467,038 |
0.45 |
0.163 |
0.164 |
277,462 |
| TWN |
-1 |
45 |
-1,874,297 |
-1,874,297 |
-1,284,139 |
0.70 |
0.015 |
0.029 |
-55,844 |
| 0 |
4 |
0 |
0 |
0 |
0.97 |
0.083 |
0.082 |
0 |
| 1 |
34 |
1,719,697 |
1,719,697 |
1,496,970 |
0.89 |
0.120 |
0.100 |
191,089 |