Generated at 15:23 on Tuesday 01/20/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
601 |
-20,945,599 |
| 0 |
42 |
0 |
| 1 |
538 |
21,078,415 |
|
target_notional |
| target_notional |
132,815 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,652,270 |
132,815 |
4,060,591 |
42,024,014 |
916,495 |
0.063 |
0.003 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,023,895 |
| 0 |
0 |
| 1 |
20,676,165 |
|
alpha_notional |
| alpha_notional |
4,060,591 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,206,546 |
| 0 |
0 |
| 1 |
2,854,045 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,050,660 |
3,112,327 |
218,359 |
-0.338 |
0.074 |
| CHN |
454 |
-1,083,675 |
11,425,396 |
539,124 |
-0.095 |
0.272 |
| HKG |
182 |
2,384,069 |
6,708,656 |
706,749 |
0.355 |
0.160 |
| JPN |
329 |
-729,258 |
14,982,345 |
446,694 |
-0.049 |
0.357 |
| KOR |
1 |
15,204 |
15,204 |
8,027 |
1.000 |
0.000 |
| MYS |
4 |
158,277 |
158,277 |
32,502 |
1.000 |
0.004 |
| NZL |
4 |
-170,087 |
170,087 |
33,827 |
-1.000 |
0.004 |
| PHL |
6 |
120,439 |
124,066 |
30,467 |
0.971 |
0.003 |
| SGP |
9 |
-571,927 |
571,927 |
91,464 |
-1.000 |
0.014 |
| THA |
27 |
1,162,825 |
1,213,157 |
205,720 |
0.959 |
0.029 |
| TWN |
78 |
-102,392 |
3,542,574 |
201,217 |
-0.029 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,081,494 |
| 0 |
3 |
0 |
| 1 |
29 |
1,030,833 |
| CHN |
-1 |
246 |
-6,254,535 |
| 0 |
12 |
0 |
| 1 |
196 |
5,170,860 |
| HKG |
-1 |
77 |
-2,162,294 |
| 0 |
6 |
0 |
| 1 |
99 |
4,546,362 |
| JPN |
-1 |
166 |
-7,855,802 |
| 0 |
13 |
0 |
| 1 |
150 |
7,126,543 |
| KOR |
1 |
1 |
15,204 |
| MYS |
1 |
4 |
158,277 |
| NZL |
-1 |
4 |
-170,087 |
| PHL |
-1 |
1 |
-1,813 |
| 1 |
5 |
122,252 |
| SGP |
-1 |
8 |
-571,927 |
| 0 |
1 |
0 |
| THA |
-1 |
3 |
-25,166 |
| 0 |
4 |
0 |
| 1 |
20 |
1,187,991 |
| TWN |
-1 |
42 |
-1,822,483 |
| 0 |
2 |
0 |
| 1 |
34 |
1,720,091 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,081,494 |
-2,081,494 |
-1,286,496 |
0.51 |
-0.060 |
-0.054 |
146,348 |
| 0 |
3 |
0 |
0 |
0 |
0.39 |
-0.015 |
-0.007 |
0 |
| 1 |
29 |
1,030,833 |
1,030,833 |
575,480 |
0.70 |
0.069 |
0.069 |
97,434 |
| CHN |
-1 |
246 |
-6,254,535 |
-6,254,535 |
-7,228,893 |
1.43 |
-0.101 |
-0.097 |
899,437 |
| 0 |
12 |
0 |
0 |
0 |
1.34 |
-0.129 |
-0.132 |
0 |
| 1 |
196 |
5,170,860 |
5,170,860 |
6,234,824 |
1.42 |
0.039 |
0.044 |
473,813 |
| HKG |
-1 |
77 |
-2,162,294 |
-2,162,294 |
-2,606,295 |
1.34 |
0.066 |
0.079 |
-79,166 |
| 0 |
6 |
0 |
0 |
0 |
0.78 |
0.036 |
0.059 |
0 |
| 1 |
99 |
4,546,362 |
4,546,362 |
7,449,076 |
1.58 |
0.211 |
0.228 |
1,148,373 |
| JPN |
-1 |
166 |
-7,855,802 |
-7,855,802 |
-5,282,297 |
0.75 |
-0.027 |
-0.022 |
283,063 |
| 0 |
13 |
0 |
0 |
0 |
0.74 |
0.032 |
0.027 |
0 |
| 1 |
150 |
7,126,543 |
7,126,543 |
4,403,913 |
0.70 |
0.094 |
0.086 |
723,386 |
| KOR |
1 |
1 |
15,204 |
15,204 |
5,897 |
0.39 |
0.025 |
0.025 |
385 |
| MYS |
1 |
4 |
158,277 |
158,277 |
75,603 |
0.40 |
0.142 |
0.163 |
22,552 |
| NZL |
-1 |
4 |
-170,087 |
-170,087 |
-64,445 |
0.29 |
-0.075 |
-0.091 |
13,660 |
| PHL |
-1 |
1 |
-1,813 |
-1,813 |
61 |
-0.03 |
0.075 |
0.075 |
-137 |
| 1 |
5 |
122,252 |
122,252 |
33,845 |
0.35 |
0.128 |
0.074 |
18,061 |
| SGP |
-1 |
8 |
-571,927 |
-571,927 |
-271,285 |
0.53 |
0.042 |
0.038 |
-20,170 |
| 0 |
1 |
0 |
0 |
0 |
1.19 |
0.108 |
0.108 |
0 |
| THA |
-1 |
3 |
-25,166 |
-25,166 |
-9,323 |
0.53 |
0.063 |
0.059 |
-985 |
| 0 |
4 |
0 |
0 |
0 |
0.29 |
0.040 |
0.056 |
0 |
| 1 |
20 |
1,187,991 |
1,187,991 |
383,804 |
0.35 |
0.124 |
0.137 |
207,531 |
| TWN |
-1 |
42 |
-1,822,483 |
-1,822,483 |
-1,274,923 |
0.70 |
0.004 |
0.018 |
-35,505 |
| 0 |
2 |
0 |
0 |
0 |
0.89 |
0.034 |
0.034 |
0 |
| 1 |
34 |
1,720,091 |
1,720,091 |
1,513,724 |
0.90 |
0.097 |
0.091 |
162,509 |