Generated at 15:20 on Monday 01/26/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
574 |
-20,922,352 |
| 0 |
37 |
0 |
| 1 |
545 |
21,113,224 |
|
target_notional |
| target_notional |
190,872 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,763,377 |
190,872 |
3,932,003 |
42,035,577 |
878,664 |
0.066 |
0.005 |
0.094 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,186,629 |
| 0 |
0 |
| 1 |
20,950,005 |
|
alpha_notional |
| alpha_notional |
3,932,003 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,193,599 |
| 0 |
0 |
| 1 |
2,738,404 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
81 |
-1,048,958 |
3,256,561 |
229,550 |
-0.322 |
0.078 |
| CHN |
453 |
-1,092,860 |
11,588,051 |
508,751 |
-0.094 |
0.276 |
| HKG |
179 |
2,244,577 |
6,718,236 |
684,756 |
0.334 |
0.160 |
| JPN |
314 |
-600,617 |
14,760,972 |
423,260 |
-0.041 |
0.351 |
| KOR |
1 |
15,492 |
15,492 |
8,292 |
1.000 |
0.000 |
| MYS |
4 |
163,034 |
163,034 |
32,974 |
1.000 |
0.004 |
| NZL |
4 |
-170,092 |
170,092 |
34,130 |
-1.000 |
0.004 |
| PHL |
7 |
122,030 |
125,686 |
29,998 |
0.971 |
0.003 |
| SGP |
9 |
-600,975 |
614,277 |
97,310 |
-0.978 |
0.015 |
| THA |
22 |
1,018,152 |
1,037,446 |
185,369 |
0.981 |
0.025 |
| TWN |
81 |
120,391 |
3,565,032 |
220,762 |
0.034 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-2,152,759 |
| 0 |
4 |
0 |
| 1 |
29 |
1,103,802 |
| CHN |
-1 |
240 |
-6,340,455 |
| 0 |
16 |
0 |
| 1 |
197 |
5,247,596 |
| HKG |
-1 |
82 |
-2,236,829 |
| 0 |
5 |
0 |
| 1 |
92 |
4,481,406 |
| JPN |
-1 |
148 |
-7,680,794 |
| 0 |
8 |
0 |
| 1 |
158 |
7,080,177 |
| KOR |
1 |
1 |
15,492 |
| MYS |
1 |
4 |
163,034 |
| NZL |
-1 |
4 |
-170,092 |
| PHL |
-1 |
1 |
-1,828 |
| 1 |
6 |
123,858 |
| SGP |
-1 |
8 |
-607,626 |
| 1 |
1 |
6,651 |
| THA |
-1 |
3 |
-9,647 |
| 1 |
19 |
1,027,799 |
| TWN |
-1 |
40 |
-1,722,321 |
| 0 |
4 |
0 |
| 1 |
37 |
1,842,711 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-2,152,759 |
-2,152,759 |
-1,315,259 |
0.51 |
-0.077 |
-0.071 |
199,903 |
| 0 |
4 |
0 |
0 |
0 |
0.65 |
-0.110 |
-0.091 |
0 |
| 1 |
29 |
1,103,802 |
1,103,802 |
596,404 |
0.68 |
0.031 |
0.034 |
58,562 |
| CHN |
-1 |
240 |
-6,340,455 |
-6,340,455 |
-7,388,593 |
1.43 |
-0.098 |
-0.095 |
823,111 |
| 0 |
16 |
0 |
0 |
0 |
1.59 |
-0.092 |
-0.081 |
0 |
| 1 |
197 |
5,247,596 |
5,247,596 |
6,308,628 |
1.39 |
0.043 |
0.049 |
487,262 |
| HKG |
-1 |
82 |
-2,236,829 |
-2,236,829 |
-2,726,449 |
1.33 |
0.049 |
0.060 |
-75,923 |
| 0 |
5 |
0 |
0 |
0 |
1.14 |
0.058 |
0.076 |
0 |
| 1 |
92 |
4,481,406 |
4,481,406 |
7,508,813 |
1.64 |
0.210 |
0.218 |
1,076,668 |
| JPN |
-1 |
148 |
-7,680,794 |
-7,680,794 |
-5,261,997 |
0.78 |
-0.024 |
-0.022 |
248,705 |
| 0 |
8 |
0 |
0 |
0 |
0.65 |
0.038 |
0.035 |
0 |
| 1 |
158 |
7,080,177 |
7,080,177 |
4,413,938 |
0.70 |
0.094 |
0.088 |
731,440 |
| KOR |
1 |
1 |
15,492 |
15,492 |
6,009 |
0.39 |
0.061 |
0.061 |
949 |
| MYS |
1 |
4 |
163,034 |
163,034 |
77,504 |
0.40 |
0.085 |
0.092 |
15,815 |
| NZL |
-1 |
4 |
-170,092 |
-170,092 |
-64,834 |
0.29 |
-0.100 |
-0.104 |
16,553 |
| PHL |
-1 |
1 |
-1,828 |
-1,828 |
62 |
-0.03 |
0.031 |
0.031 |
-56 |
| 1 |
6 |
123,858 |
123,858 |
34,258 |
0.36 |
0.170 |
0.198 |
16,145 |
| SGP |
-1 |
8 |
-607,626 |
-607,626 |
-292,912 |
0.53 |
0.021 |
0.024 |
-1,537 |
| 1 |
1 |
6,651 |
6,651 |
2,179 |
0.33 |
0.049 |
0.049 |
327 |
| THA |
-1 |
3 |
-9,647 |
-9,647 |
-8,830 |
0.74 |
0.039 |
0.049 |
-147 |
| 1 |
19 |
1,027,799 |
1,027,799 |
352,624 |
0.40 |
0.152 |
0.145 |
178,027 |
| TWN |
-1 |
40 |
-1,722,321 |
-1,722,321 |
-1,127,817 |
0.68 |
0.004 |
0.015 |
-17,009 |
| 0 |
4 |
0 |
0 |
0 |
1.04 |
0.030 |
0.019 |
0 |
| 1 |
37 |
1,842,711 |
1,842,711 |
1,614,804 |
0.88 |
0.096 |
0.086 |
171,712 |