Generated at 15:19 on Tuesday 01/27/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
574 |
-20,876,048 |
| 0 |
32 |
0 |
| 1 |
547 |
21,136,573 |
|
target_notional |
| target_notional |
260,524 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,786,873 |
260,524 |
3,970,841 |
42,012,621 |
881,502 |
0.066 |
0.006 |
0.095 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,102,933 |
| 0 |
0 |
| 1 |
20,889,807 |
|
alpha_notional |
| alpha_notional |
3,970,841 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,206,209 |
| 0 |
0 |
| 1 |
2,764,632 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
82 |
-1,048,186 |
3,256,410 |
229,148 |
-0.322 |
0.078 |
| CHN |
448 |
-1,088,002 |
11,167,308 |
505,794 |
-0.097 |
0.266 |
| HKG |
177 |
2,218,083 |
6,792,702 |
679,744 |
0.327 |
0.162 |
| JPN |
313 |
-513,773 |
15,063,708 |
430,938 |
-0.034 |
0.359 |
| KOR |
1 |
15,553 |
15,553 |
8,277 |
1.000 |
0.000 |
| MYS |
4 |
164,606 |
164,606 |
33,431 |
1.000 |
0.004 |
| NZL |
4 |
-170,084 |
170,084 |
34,363 |
-1.000 |
0.004 |
| PHL |
7 |
121,316 |
124,954 |
29,441 |
0.971 |
0.003 |
| SGP |
10 |
-630,203 |
643,582 |
101,393 |
-0.979 |
0.015 |
| THA |
22 |
975,613 |
1,008,119 |
180,844 |
0.968 |
0.024 |
| TWN |
84 |
202,624 |
3,592,617 |
230,200 |
0.056 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,152,298 |
| 0 |
1 |
0 |
| 1 |
30 |
1,104,112 |
| CHN |
-1 |
235 |
-6,127,655 |
| 0 |
18 |
0 |
| 1 |
195 |
5,039,653 |
| HKG |
-1 |
83 |
-2,287,310 |
| 0 |
2 |
0 |
| 1 |
92 |
4,505,392 |
| JPN |
-1 |
149 |
-7,788,741 |
| 0 |
5 |
0 |
| 1 |
159 |
7,274,967 |
| KOR |
1 |
1 |
15,553 |
| MYS |
1 |
4 |
164,606 |
| NZL |
-1 |
4 |
-170,084 |
| PHL |
-1 |
1 |
-1,819 |
| 1 |
6 |
123,135 |
| SGP |
-1 |
9 |
-636,893 |
| 1 |
1 |
6,690 |
| THA |
-1 |
3 |
-16,253 |
| 0 |
2 |
0 |
| 1 |
17 |
991,866 |
| TWN |
-1 |
39 |
-1,694,996 |
| 0 |
4 |
0 |
| 1 |
41 |
1,897,621 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,152,298 |
-2,152,298 |
-1,306,945 |
0.50 |
-0.089 |
-0.075 |
207,588 |
| 0 |
1 |
0 |
0 |
0 |
0.04 |
-0.038 |
-0.038 |
0 |
| 1 |
30 |
1,104,112 |
1,104,112 |
593,703 |
0.71 |
0.023 |
0.026 |
47,538 |
| CHN |
-1 |
235 |
-6,127,655 |
-6,127,655 |
-7,106,348 |
1.43 |
-0.092 |
-0.092 |
787,687 |
| 0 |
18 |
0 |
0 |
0 |
1.39 |
-0.130 |
-0.127 |
0 |
| 1 |
195 |
5,039,653 |
5,039,653 |
6,037,505 |
1.39 |
0.046 |
0.044 |
499,639 |
| HKG |
-1 |
83 |
-2,287,310 |
-2,287,310 |
-2,826,442 |
1.33 |
0.047 |
0.063 |
-61,740 |
| 0 |
2 |
0 |
0 |
0 |
1.00 |
0.022 |
0.022 |
0 |
| 1 |
92 |
4,505,392 |
4,505,392 |
7,548,088 |
1.64 |
0.201 |
0.205 |
1,058,377 |
| JPN |
-1 |
149 |
-7,788,741 |
-7,788,741 |
-5,366,073 |
0.78 |
-0.026 |
-0.018 |
269,437 |
| 0 |
5 |
0 |
0 |
0 |
0.97 |
0.056 |
0.037 |
0 |
| 1 |
159 |
7,274,967 |
7,274,967 |
4,532,866 |
0.69 |
0.091 |
0.084 |
754,911 |
| KOR |
1 |
1 |
15,553 |
15,553 |
6,033 |
0.39 |
0.012 |
0.012 |
190 |
| MYS |
1 |
4 |
164,606 |
164,606 |
78,273 |
0.40 |
0.077 |
0.075 |
15,783 |
| NZL |
-1 |
4 |
-170,084 |
-170,084 |
-65,621 |
0.29 |
-0.129 |
-0.134 |
22,696 |
| PHL |
-1 |
1 |
-1,819 |
-1,819 |
62 |
-0.03 |
0.048 |
0.048 |
-87 |
| 1 |
6 |
123,135 |
123,135 |
33,833 |
0.36 |
0.163 |
0.155 |
17,589 |
| SGP |
-1 |
9 |
-636,893 |
-636,893 |
-315,265 |
0.56 |
0.002 |
0.001 |
-802 |
| 1 |
1 |
6,690 |
6,690 |
2,191 |
0.33 |
0.075 |
0.075 |
503 |
| THA |
-1 |
3 |
-16,253 |
-16,253 |
-14,913 |
0.74 |
0.027 |
0.039 |
295 |
| 0 |
2 |
0 |
0 |
0 |
0.39 |
0.021 |
0.021 |
0 |
| 1 |
17 |
991,866 |
991,866 |
346,272 |
0.41 |
0.150 |
0.139 |
175,485 |
| TWN |
-1 |
39 |
-1,694,996 |
-1,694,996 |
-1,101,389 |
0.68 |
0.003 |
0.018 |
-18,865 |
| 0 |
4 |
0 |
0 |
0 |
1.01 |
0.098 |
0.144 |
0 |
| 1 |
41 |
1,897,621 |
1,897,621 |
1,689,197 |
0.95 |
0.110 |
0.096 |
194,126 |