Generated at 15:19 on Sunday 02/01/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-20,734,230 |
| 0 |
44 |
0 |
| 1 |
535 |
21,214,127 |
|
target_notional |
| target_notional |
479,897 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,608,902 |
479,897 |
3,846,402 |
41,948,357 |
872,977 |
0.062 |
0.011 |
0.092 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,740,303 |
| 0 |
0 |
| 1 |
21,349,205 |
|
alpha_notional |
| alpha_notional |
3,846,402 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,068,045 |
| 0 |
0 |
| 1 |
2,778,357 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
81 |
-1,050,609 |
3,207,681 |
226,166 |
-0.328 |
0.076 |
| CHN |
474 |
-1,074,706 |
11,205,383 |
508,062 |
-0.096 |
0.267 |
| HKG |
180 |
1,935,656 |
6,949,309 |
609,643 |
0.279 |
0.166 |
| JPN |
320 |
-212,769 |
15,073,127 |
430,806 |
-0.014 |
0.359 |
| KOR |
1 |
15,750 |
15,750 |
8,351 |
1.000 |
0.000 |
| MYS |
4 |
163,035 |
163,035 |
32,643 |
1.000 |
0.004 |
| NZL |
4 |
-166,136 |
166,136 |
34,669 |
-1.000 |
0.004 |
| PHL |
7 |
122,951 |
122,956 |
29,265 |
1.000 |
0.003 |
| SGP |
10 |
-528,449 |
542,312 |
89,080 |
-0.974 |
0.013 |
| THA |
22 |
972,073 |
1,012,016 |
180,372 |
0.961 |
0.024 |
| TWN |
82 |
303,101 |
3,490,651 |
238,478 |
0.087 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,129,145 |
| 1 |
27 |
1,078,536 |
| CHN |
-1 |
261 |
-6,140,045 |
| 0 |
17 |
0 |
| 1 |
196 |
5,065,339 |
| HKG |
-1 |
86 |
-2,506,826 |
| 0 |
5 |
0 |
| 1 |
89 |
4,442,483 |
| JPN |
-1 |
150 |
-7,642,948 |
| 0 |
18 |
0 |
| 1 |
152 |
7,430,179 |
| KOR |
1 |
1 |
15,750 |
| MYS |
1 |
4 |
163,035 |
| NZL |
-1 |
4 |
-166,136 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
122,954 |
| SGP |
-1 |
9 |
-535,380 |
| 1 |
1 |
6,932 |
| THA |
-1 |
4 |
-19,972 |
| 0 |
1 |
0 |
| 1 |
17 |
992,044 |
| TWN |
-1 |
37 |
-1,593,775 |
| 0 |
3 |
0 |
| 1 |
42 |
1,896,876 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,129,145 |
-2,129,145 |
-1,353,351 |
0.57 |
-0.058 |
-0.058 |
147,172 |
| 1 |
27 |
1,078,536 |
1,078,536 |
614,509 |
0.74 |
0.051 |
0.046 |
66,139 |
| CHN |
-1 |
261 |
-6,140,045 |
-6,140,045 |
-7,238,199 |
1.41 |
-0.103 |
-0.091 |
785,528 |
| 0 |
17 |
0 |
0 |
0 |
1.22 |
-0.130 |
-0.097 |
0 |
| 1 |
196 |
5,065,339 |
5,065,339 |
6,089,037 |
1.37 |
0.032 |
0.035 |
422,845 |
| HKG |
-1 |
86 |
-2,506,826 |
-2,506,826 |
-3,252,573 |
1.39 |
0.021 |
0.028 |
-19,941 |
| 0 |
5 |
0 |
0 |
0 |
1.21 |
0.086 |
0.071 |
0 |
| 1 |
89 |
4,442,483 |
4,442,483 |
7,422,250 |
1.65 |
0.175 |
0.180 |
916,684 |
| JPN |
-1 |
150 |
-7,642,948 |
-7,642,948 |
-5,502,688 |
0.80 |
-0.015 |
-0.001 |
200,016 |
| 0 |
18 |
0 |
0 |
0 |
0.82 |
0.058 |
0.072 |
0 |
| 1 |
152 |
7,430,179 |
7,430,179 |
4,948,204 |
0.74 |
0.113 |
0.110 |
912,774 |
| KOR |
1 |
1 |
15,750 |
15,750 |
7,835 |
0.50 |
0.046 |
0.046 |
732 |
| MYS |
1 |
4 |
163,035 |
163,035 |
74,511 |
0.39 |
0.100 |
0.108 |
17,414 |
| NZL |
-1 |
4 |
-166,136 |
-166,136 |
-66,773 |
0.30 |
-0.079 |
-0.079 |
15,324 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.088 |
0.088 |
-0 |
| 1 |
6 |
122,954 |
122,954 |
38,207 |
0.42 |
0.173 |
0.168 |
23,070 |
| SGP |
-1 |
9 |
-535,380 |
-535,380 |
-289,017 |
0.61 |
0.054 |
0.052 |
-25,111 |
| 1 |
1 |
6,932 |
6,932 |
2,746 |
0.40 |
0.040 |
0.040 |
277 |
| THA |
-1 |
4 |
-19,972 |
-19,972 |
-14,232 |
0.62 |
0.062 |
0.061 |
-665 |
| 0 |
1 |
0 |
0 |
0 |
0.78 |
0.071 |
0.071 |
0 |
| 1 |
17 |
992,044 |
992,044 |
381,008 |
0.42 |
0.146 |
0.160 |
163,446 |
| TWN |
-1 |
37 |
-1,593,775 |
-1,593,775 |
-1,023,470 |
0.70 |
0.019 |
0.025 |
-34,279 |
| 0 |
3 |
0 |
0 |
0 |
1.06 |
0.199 |
0.149 |
0 |
| 1 |
42 |
1,896,876 |
1,896,876 |
1,770,899 |
1.00 |
0.133 |
0.141 |
254,974 |