Generated at 15:22 on Wednesday 01/21/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
585 |
-20,883,141 |
| 0 |
49 |
0 |
| 1 |
538 |
21,169,690 |
|
target_notional |
| target_notional |
286,549 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,798,239 |
286,549 |
4,079,746 |
42,052,831 |
918,289 |
0.067 |
0.007 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,172,162 |
| 0 |
0 |
| 1 |
20,970,401 |
|
alpha_notional |
| alpha_notional |
4,079,746 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,145,449 |
| 0 |
0 |
| 1 |
2,934,297 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,049,390 |
3,215,302 |
225,029 |
-0.326 |
0.076 |
| CHN |
452 |
-1,075,986 |
11,524,060 |
550,465 |
-0.093 |
0.274 |
| HKG |
178 |
2,295,498 |
6,757,826 |
699,169 |
0.340 |
0.161 |
| JPN |
327 |
-568,792 |
14,872,345 |
432,372 |
-0.038 |
0.354 |
| KOR |
1 |
14,777 |
14,777 |
7,837 |
1.000 |
0.000 |
| MYS |
4 |
159,782 |
159,782 |
32,691 |
1.000 |
0.004 |
| NZL |
4 |
-170,073 |
170,073 |
33,868 |
-1.000 |
0.004 |
| PHL |
6 |
118,392 |
122,017 |
29,530 |
0.970 |
0.003 |
| SGP |
8 |
-569,421 |
569,421 |
91,095 |
-1.000 |
0.014 |
| THA |
23 |
1,096,597 |
1,102,070 |
198,634 |
0.995 |
0.026 |
| TWN |
82 |
22,755 |
3,532,748 |
204,330 |
0.006 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-2,132,346 |
| 0 |
5 |
0 |
| 1 |
29 |
1,082,956 |
| CHN |
-1 |
241 |
-6,300,023 |
| 0 |
15 |
0 |
| 1 |
196 |
5,224,037 |
| HKG |
-1 |
78 |
-2,231,164 |
| 0 |
5 |
0 |
| 1 |
95 |
4,526,662 |
| JPN |
-1 |
157 |
-7,720,569 |
| 0 |
18 |
0 |
| 1 |
152 |
7,151,777 |
| KOR |
1 |
1 |
14,777 |
| MYS |
1 |
4 |
159,782 |
| NZL |
-1 |
4 |
-170,073 |
| PHL |
-1 |
1 |
-1,812 |
| 1 |
5 |
120,204 |
| SGP |
-1 |
8 |
-569,421 |
| THA |
-1 |
2 |
-2,737 |
| 0 |
4 |
0 |
| 1 |
17 |
1,099,334 |
| TWN |
-1 |
42 |
-1,754,997 |
| 0 |
2 |
0 |
| 1 |
38 |
1,777,751 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-2,132,346 |
-2,132,346 |
-1,307,822 |
0.51 |
-0.066 |
-0.058 |
161,181 |
| 0 |
5 |
0 |
0 |
0 |
0.49 |
-0.009 |
-0.010 |
0 |
| 1 |
29 |
1,082,956 |
1,082,956 |
593,859 |
0.70 |
0.058 |
0.049 |
83,582 |
| CHN |
-1 |
241 |
-6,300,023 |
-6,300,023 |
-7,426,674 |
1.43 |
-0.100 |
-0.095 |
879,534 |
| 0 |
15 |
0 |
0 |
0 |
1.35 |
-0.133 |
-0.101 |
0 |
| 1 |
196 |
5,224,037 |
5,224,037 |
6,353,498 |
1.43 |
0.039 |
0.039 |
504,186 |
| HKG |
-1 |
78 |
-2,231,164 |
-2,231,164 |
-2,700,172 |
1.33 |
0.058 |
0.066 |
-51,386 |
| 0 |
5 |
0 |
0 |
0 |
1.24 |
0.085 |
0.121 |
0 |
| 1 |
95 |
4,526,662 |
4,526,662 |
7,511,809 |
1.60 |
0.208 |
0.213 |
1,129,043 |
| JPN |
-1 |
157 |
-7,720,569 |
-7,720,569 |
-5,184,982 |
0.76 |
-0.019 |
-0.009 |
210,957 |
| 0 |
18 |
0 |
0 |
0 |
0.89 |
0.021 |
0.032 |
0 |
| 1 |
152 |
7,151,777 |
7,151,777 |
4,460,761 |
0.71 |
0.099 |
0.093 |
773,195 |
| KOR |
1 |
1 |
14,777 |
14,777 |
5,732 |
0.39 |
0.038 |
0.038 |
564 |
| MYS |
1 |
4 |
159,782 |
159,782 |
76,448 |
0.40 |
0.112 |
0.123 |
17,711 |
| NZL |
-1 |
4 |
-170,073 |
-170,073 |
-64,389 |
0.29 |
-0.088 |
-0.102 |
15,617 |
| PHL |
-1 |
1 |
-1,812 |
-1,812 |
61 |
-0.03 |
0.043 |
0.043 |
-78 |
| 1 |
5 |
120,204 |
120,204 |
32,978 |
0.35 |
0.153 |
0.141 |
19,016 |
| SGP |
-1 |
8 |
-569,421 |
-569,421 |
-270,382 |
0.53 |
0.043 |
0.035 |
-17,320 |
| THA |
-1 |
2 |
-2,737 |
-2,737 |
-2,470 |
0.65 |
0.075 |
0.075 |
-289 |
| 0 |
4 |
0 |
0 |
0 |
0.23 |
0.059 |
0.061 |
0 |
| 1 |
17 |
1,099,334 |
1,099,334 |
354,618 |
0.37 |
0.112 |
0.132 |
191,762 |
| TWN |
-1 |
42 |
-1,754,997 |
-1,754,997 |
-1,215,334 |
0.70 |
0.017 |
0.027 |
-52,767 |
| 0 |
2 |
0 |
0 |
0 |
0.89 |
0.041 |
0.041 |
0 |
| 1 |
38 |
1,777,751 |
1,777,751 |
1,559,807 |
0.90 |
0.128 |
0.133 |
213,737 |