Generated at 15:21 on Thursday 01/22/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
584 |
-20,954,004 |
| 0 |
35 |
0 |
| 1 |
540 |
21,075,667 |
|
target_notional |
| target_notional |
121,663 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,578,637 |
121,663 |
4,072,931 |
42,029,671 |
914,562 |
0.061 |
0.003 |
0.097 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,261,438 |
| 0 |
0 |
| 1 |
20,840,075 |
|
alpha_notional |
| alpha_notional |
4,072,931 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,232,759 |
| 0 |
0 |
| 1 |
2,840,172 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
81 |
-1,050,254 |
3,257,358 |
229,413 |
-0.322 |
0.078 |
| CHN |
451 |
-1,095,610 |
11,467,673 |
551,008 |
-0.096 |
0.273 |
| HKG |
178 |
2,227,966 |
6,725,912 |
684,691 |
0.331 |
0.160 |
| JPN |
324 |
-624,217 |
14,969,273 |
434,945 |
-0.042 |
0.356 |
| KOR |
1 |
14,551 |
14,551 |
7,817 |
1.000 |
0.000 |
| MYS |
4 |
159,259 |
159,259 |
32,481 |
1.000 |
0.004 |
| NZL |
4 |
-170,067 |
170,067 |
34,004 |
-1.000 |
0.004 |
| PHL |
6 |
121,099 |
124,790 |
30,193 |
0.970 |
0.003 |
| SGP |
9 |
-569,741 |
582,884 |
91,406 |
-0.977 |
0.014 |
| THA |
20 |
1,034,358 |
1,053,442 |
186,429 |
0.982 |
0.025 |
| TWN |
80 |
54,165 |
3,484,311 |
203,600 |
0.016 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,153,806 |
| 0 |
2 |
0 |
| 1 |
29 |
1,103,552 |
| CHN |
-1 |
239 |
-6,281,642 |
| 0 |
15 |
0 |
| 1 |
197 |
5,186,032 |
| HKG |
-1 |
81 |
-2,248,973 |
| 0 |
4 |
0 |
| 1 |
93 |
4,476,939 |
| JPN |
-1 |
157 |
-7,796,745 |
| 0 |
13 |
0 |
| 1 |
154 |
7,172,528 |
| KOR |
1 |
1 |
14,551 |
| MYS |
1 |
4 |
159,259 |
| NZL |
-1 |
4 |
-170,067 |
| PHL |
-1 |
1 |
-1,845 |
| 1 |
5 |
122,945 |
| SGP |
-1 |
8 |
-576,312 |
| 1 |
1 |
6,572 |
| THA |
-1 |
3 |
-9,542 |
| 1 |
17 |
1,043,900 |
| TWN |
-1 |
41 |
-1,715,073 |
| 0 |
1 |
0 |
| 1 |
38 |
1,769,238 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,153,806 |
-2,153,806 |
-1,321,615 |
0.50 |
-0.085 |
-0.078 |
228,676 |
| 0 |
2 |
0 |
0 |
0 |
0.87 |
-0.023 |
-0.023 |
0 |
| 1 |
29 |
1,103,552 |
1,103,552 |
603,428 |
0.70 |
0.035 |
0.029 |
57,091 |
| CHN |
-1 |
239 |
-6,281,642 |
-6,281,642 |
-7,422,015 |
1.43 |
-0.090 |
-0.092 |
821,531 |
| 0 |
15 |
0 |
0 |
0 |
1.52 |
-0.149 |
-0.155 |
0 |
| 1 |
197 |
5,186,032 |
5,186,032 |
6,243,738 |
1.41 |
0.046 |
0.046 |
536,388 |
| HKG |
-1 |
81 |
-2,248,973 |
-2,248,973 |
-2,732,583 |
1.32 |
0.058 |
0.072 |
-69,472 |
| 0 |
4 |
0 |
0 |
0 |
1.18 |
0.063 |
0.058 |
0 |
| 1 |
93 |
4,476,939 |
4,476,939 |
7,461,418 |
1.62 |
0.214 |
0.215 |
1,126,331 |
| JPN |
-1 |
157 |
-7,796,745 |
-7,796,745 |
-5,277,313 |
0.76 |
-0.028 |
-0.019 |
294,444 |
| 0 |
13 |
0 |
0 |
0 |
1.03 |
0.018 |
0.029 |
0 |
| 1 |
154 |
7,172,528 |
7,172,528 |
4,487,213 |
0.71 |
0.093 |
0.092 |
731,400 |
| KOR |
1 |
1 |
14,551 |
14,551 |
5,644 |
0.39 |
0.094 |
0.094 |
1,370 |
| MYS |
1 |
4 |
159,259 |
159,259 |
75,952 |
0.40 |
0.103 |
0.114 |
17,630 |
| NZL |
-1 |
4 |
-170,067 |
-170,067 |
-65,061 |
0.29 |
-0.111 |
-0.116 |
19,739 |
| PHL |
-1 |
1 |
-1,845 |
-1,845 |
62 |
-0.03 |
-0.007 |
-0.007 |
13 |
| 1 |
5 |
122,945 |
122,945 |
33,734 |
0.35 |
0.147 |
0.137 |
16,311 |
| SGP |
-1 |
8 |
-576,312 |
-576,312 |
-274,106 |
0.53 |
0.037 |
0.029 |
-12,743 |
| 1 |
1 |
6,572 |
6,572 |
2,153 |
0.33 |
0.088 |
0.088 |
581 |
| THA |
-1 |
3 |
-9,542 |
-9,542 |
-8,735 |
0.74 |
0.037 |
0.030 |
-64 |
| 1 |
17 |
1,043,900 |
1,043,900 |
343,130 |
0.37 |
0.128 |
0.151 |
162,281 |
| TWN |
-1 |
41 |
-1,715,073 |
-1,715,073 |
-1,160,071 |
0.70 |
0.020 |
0.018 |
-49,365 |
| 0 |
1 |
0 |
0 |
0 |
0.77 |
-0.002 |
-0.002 |
0 |
| 1 |
38 |
1,769,238 |
1,769,238 |
1,549,742 |
0.90 |
0.109 |
0.095 |
187,835 |