Generated at 15:21 on Thursday 01/29/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
609 |
-20,830,707 |
| 0 |
41 |
0 |
| 1 |
534 |
21,241,658 |
|
target_notional |
| target_notional |
410,951 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,824,214 |
410,951 |
3,935,072 |
42,072,365 |
874,725 |
0.067 |
0.010 |
0.094 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,178,507 |
| 0 |
0 |
| 1 |
21,002,721 |
|
alpha_notional |
| alpha_notional |
3,935,072 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,177,884 |
| 0 |
0 |
| 1 |
2,757,188 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
83 |
-1,050,460 |
3,257,138 |
230,923 |
-0.323 |
0.077 |
| CHN |
476 |
-1,085,765 |
10,973,458 |
463,645 |
-0.099 |
0.261 |
| HKG |
175 |
2,121,488 |
7,024,446 |
661,464 |
0.302 |
0.167 |
| JPN |
323 |
-279,798 |
15,086,999 |
438,807 |
-0.019 |
0.359 |
| KOR |
1 |
16,257 |
16,257 |
8,626 |
1.000 |
0.000 |
| MYS |
4 |
165,071 |
165,071 |
33,272 |
1.000 |
0.004 |
| NZL |
4 |
-170,079 |
170,079 |
35,022 |
-1.000 |
0.004 |
| PHL |
7 |
119,331 |
119,336 |
29,031 |
1.000 |
0.003 |
| SGP |
10 |
-632,185 |
645,945 |
101,909 |
-0.979 |
0.015 |
| THA |
20 |
1,007,925 |
1,038,581 |
185,645 |
0.970 |
0.025 |
| TWN |
80 |
199,166 |
3,575,056 |
227,364 |
0.056 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,153,799 |
| 0 |
5 |
0 |
| 1 |
27 |
1,103,339 |
| CHN |
-1 |
266 |
-6,029,611 |
| 0 |
16 |
0 |
| 1 |
194 |
4,943,846 |
| HKG |
-1 |
85 |
-2,451,479 |
| 0 |
1 |
0 |
| 1 |
89 |
4,572,967 |
| JPN |
-1 |
152 |
-7,683,398 |
| 0 |
17 |
0 |
| 1 |
154 |
7,403,600 |
| KOR |
1 |
1 |
16,257 |
| MYS |
1 |
4 |
165,071 |
| NZL |
-1 |
4 |
-170,079 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
119,333 |
| SGP |
-1 |
9 |
-639,065 |
| 1 |
1 |
6,880 |
| THA |
-1 |
3 |
-15,328 |
| 1 |
17 |
1,023,253 |
| TWN |
-1 |
38 |
-1,687,945 |
| 0 |
1 |
0 |
| 1 |
41 |
1,887,111 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,153,799 |
-2,153,799 |
-1,310,737 |
0.56 |
-0.085 |
-0.068 |
196,761 |
| 0 |
5 |
0 |
0 |
0 |
0.38 |
-0.015 |
-0.040 |
0 |
| 1 |
27 |
1,103,339 |
1,103,339 |
583,907 |
0.69 |
0.042 |
0.036 |
52,840 |
| CHN |
-1 |
266 |
-6,029,611 |
-6,029,611 |
-6,870,827 |
1.43 |
-0.090 |
-0.090 |
709,685 |
| 0 |
16 |
0 |
0 |
0 |
1.45 |
-0.071 |
-0.092 |
0 |
| 1 |
194 |
4,943,846 |
4,943,846 |
6,037,368 |
1.40 |
0.044 |
0.050 |
445,948 |
| HKG |
-1 |
85 |
-2,451,479 |
-2,451,479 |
-3,132,703 |
1.38 |
0.039 |
0.034 |
-37,910 |
| 0 |
1 |
0 |
0 |
0 |
1.44 |
0.004 |
0.004 |
0 |
| 1 |
89 |
4,572,967 |
4,572,967 |
7,664,522 |
1.64 |
0.192 |
0.200 |
1,031,631 |
| JPN |
-1 |
152 |
-7,683,398 |
-7,683,398 |
-5,375,940 |
0.76 |
-0.035 |
-0.028 |
321,994 |
| 0 |
17 |
0 |
0 |
0 |
1.10 |
0.028 |
-0.004 |
0 |
| 1 |
154 |
7,403,600 |
7,403,600 |
4,566,920 |
0.70 |
0.094 |
0.091 |
791,562 |
| KOR |
1 |
1 |
16,257 |
16,257 |
6,306 |
0.39 |
-0.034 |
-0.034 |
-553 |
| MYS |
1 |
4 |
165,071 |
165,071 |
78,599 |
0.40 |
0.094 |
0.109 |
15,179 |
| NZL |
-1 |
4 |
-170,079 |
-170,079 |
-66,681 |
0.29 |
-0.116 |
-0.118 |
19,997 |
| PHL |
-1 |
1 |
-2 |
-2 |
0 |
-0.03 |
0.099 |
0.099 |
-0 |
| 1 |
6 |
119,333 |
119,333 |
33,039 |
0.36 |
0.160 |
0.147 |
25,423 |
| SGP |
-1 |
9 |
-639,065 |
-639,065 |
-315,588 |
0.56 |
0.030 |
0.023 |
-12,088 |
| 1 |
1 |
6,880 |
6,880 |
2,254 |
0.33 |
0.046 |
0.046 |
317 |
| THA |
-1 |
3 |
-15,328 |
-15,328 |
-14,063 |
0.74 |
0.065 |
0.052 |
-256 |
| 1 |
17 |
1,023,253 |
1,023,253 |
367,165 |
0.42 |
0.157 |
0.156 |
187,967 |
| TWN |
-1 |
38 |
-1,687,945 |
-1,687,945 |
-1,091,968 |
0.68 |
0.002 |
0.011 |
-20,300 |
| 0 |
1 |
0 |
0 |
0 |
1.07 |
0.280 |
0.280 |
0 |
| 1 |
41 |
1,887,111 |
1,887,111 |
1,662,642 |
0.95 |
0.107 |
0.121 |
206,876 |