Generated at 15:21 on Thursday 01/15/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
603 |
-20,870,274 |
| 0 |
60 |
0 |
| 1 |
536 |
21,126,364 |
|
target_notional |
| target_notional |
256,090 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,591,179 |
256,090 |
4,161,351 |
41,996,638 |
922,243 |
0.062 |
0.006 |
0.099 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,838,474 |
| 0 |
0 |
| 1 |
20,429,654 |
|
alpha_notional |
| alpha_notional |
4,161,351 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,178,965 |
| 0 |
0 |
| 1 |
2,982,385 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
89 |
-1,049,123 |
2,932,731 |
218,151 |
-0.358 |
0.070 |
| CHN |
466 |
-933,125 |
11,697,510 |
527,622 |
-0.080 |
0.279 |
| HKG |
179 |
2,283,458 |
6,673,359 |
669,382 |
0.342 |
0.159 |
| JPN |
318 |
-783,289 |
14,277,654 |
439,406 |
-0.055 |
0.340 |
| KOR |
1 |
15,206 |
15,206 |
7,835 |
1.000 |
0.000 |
| MYS |
4 |
160,170 |
160,170 |
33,333 |
1.000 |
0.004 |
| NZL |
4 |
-170,052 |
170,052 |
33,276 |
-1.000 |
0.004 |
| PHL |
6 |
124,315 |
128,046 |
32,368 |
0.971 |
0.003 |
| SGP |
9 |
-643,615 |
643,615 |
107,065 |
-1.000 |
0.015 |
| THA |
40 |
1,364,697 |
1,628,266 |
228,795 |
0.838 |
0.039 |
| TWN |
82 |
-98,973 |
3,656,449 |
203,857 |
-0.027 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-1,990,927 |
| 0 |
6 |
0 |
| 1 |
27 |
941,804 |
| CHN |
-1 |
250 |
-6,315,317 |
| 0 |
31 |
0 |
| 1 |
185 |
5,382,193 |
| HKG |
-1 |
75 |
-2,194,951 |
| 0 |
4 |
0 |
| 1 |
100 |
4,478,409 |
| JPN |
-1 |
158 |
-7,530,472 |
| 0 |
11 |
0 |
| 1 |
149 |
6,747,183 |
| KOR |
1 |
1 |
15,206 |
| MYS |
1 |
4 |
160,170 |
| NZL |
-1 |
4 |
-170,052 |
| PHL |
-1 |
1 |
-1,866 |
| 1 |
5 |
126,181 |
| SGP |
-1 |
9 |
-643,615 |
| THA |
-1 |
5 |
-131,784 |
| 0 |
6 |
0 |
| 1 |
29 |
1,496,482 |
| TWN |
-1 |
44 |
-1,877,711 |
| 0 |
2 |
0 |
| 1 |
36 |
1,778,738 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-1,990,927 |
-1,990,927 |
-1,246,530 |
0.54 |
-0.069 |
-0.062 |
154,894 |
| 0 |
6 |
0 |
0 |
0 |
1.15 |
0.007 |
0.023 |
0 |
| 1 |
27 |
941,804 |
941,804 |
509,793 |
0.61 |
0.044 |
0.054 |
55,822 |
| CHN |
-1 |
250 |
-6,315,317 |
-6,315,317 |
-7,028,696 |
1.45 |
-0.084 |
-0.083 |
747,077 |
| 0 |
31 |
0 |
0 |
0 |
1.38 |
-0.117 |
-0.125 |
0 |
| 1 |
185 |
5,382,193 |
5,382,193 |
6,406,529 |
1.41 |
0.051 |
0.059 |
653,311 |
| HKG |
-1 |
75 |
-2,194,951 |
-2,194,951 |
-2,773,096 |
1.39 |
0.075 |
0.080 |
-67,229 |
| 0 |
4 |
0 |
0 |
0 |
1.12 |
0.112 |
0.132 |
0 |
| 1 |
100 |
4,478,409 |
4,478,409 |
7,250,424 |
1.58 |
0.223 |
0.234 |
1,177,153 |
| JPN |
-1 |
158 |
-7,530,472 |
-7,530,472 |
-4,999,484 |
0.74 |
-0.042 |
-0.033 |
409,614 |
| 0 |
11 |
0 |
0 |
0 |
0.89 |
0.013 |
0.001 |
0 |
| 1 |
149 |
6,747,183 |
6,747,183 |
4,140,643 |
0.70 |
0.079 |
0.076 |
603,904 |
| KOR |
1 |
1 |
15,206 |
15,206 |
5,898 |
0.39 |
-0.021 |
-0.021 |
-318 |
| MYS |
1 |
4 |
160,170 |
160,170 |
76,524 |
0.40 |
0.118 |
0.127 |
19,488 |
| NZL |
-1 |
4 |
-170,052 |
-170,052 |
-64,941 |
0.29 |
-0.117 |
-0.116 |
19,543 |
| PHL |
-1 |
1 |
-1,866 |
-1,866 |
63 |
-0.03 |
-0.009 |
-0.009 |
16 |
| 1 |
5 |
126,181 |
126,181 |
35,303 |
0.35 |
0.091 |
0.107 |
13,071 |
| SGP |
-1 |
9 |
-643,615 |
-643,615 |
-360,839 |
0.61 |
0.022 |
0.030 |
-16,801 |
| THA |
-1 |
5 |
-131,784 |
-131,784 |
-40,887 |
0.46 |
0.082 |
0.076 |
-9,091 |
| 0 |
6 |
0 |
0 |
0 |
0.51 |
0.083 |
0.070 |
0 |
| 1 |
29 |
1,496,482 |
1,496,482 |
443,379 |
0.43 |
0.141 |
0.141 |
259,632 |
| TWN |
-1 |
44 |
-1,877,711 |
-1,877,711 |
-1,301,205 |
0.70 |
0.013 |
0.032 |
-59,771 |
| 0 |
2 |
0 |
0 |
0 |
0.76 |
0.088 |
0.088 |
0 |
| 1 |
36 |
1,778,738 |
1,778,738 |
1,561,161 |
0.90 |
0.118 |
0.103 |
200,323 |