Generated at 15:22 on Tuesday 02/03/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
1 |
1 |
13,186 |
| True |
-1 |
602 |
-20,803,298 |
| 0 |
44 |
0 |
| 1 |
522 |
21,279,483 |
|
target_notional |
| target_notional |
476,185 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
22,058 |
13,186 |
1,423 |
13,186 |
7,876 |
1.673 |
1.000 |
0.108 |
0.597 |
| True |
2,641,174 |
476,185 |
3,970,782 |
42,082,781 |
884,247 |
0.063 |
0.011 |
0.094 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,728,077 |
| 0 |
0 |
| 1 |
21,369,251 |
|
alpha_notional |
| alpha_notional |
3,970,782 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,102,847 |
| 0 |
0 |
| 1 |
2,867,935 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
80 |
-1,048,407 |
3,193,288 |
226,885 |
-0.328 |
0.076 |
| CHN |
471 |
-1,052,796 |
10,836,254 |
513,634 |
-0.097 |
0.257 |
| HKG |
177 |
1,979,724 |
6,849,478 |
607,779 |
0.289 |
0.163 |
| JPN |
310 |
-427,944 |
15,777,079 |
455,990 |
-0.027 |
0.375 |
| KOR |
1 |
15,239 |
15,239 |
8,014 |
1.000 |
0.000 |
| MYS |
4 |
163,846 |
163,846 |
32,369 |
1.000 |
0.004 |
| NZL |
4 |
-166,263 |
166,263 |
35,124 |
-1.000 |
0.004 |
| PHL |
7 |
123,662 |
123,666 |
29,581 |
1.000 |
0.003 |
| SGP |
9 |
-475,243 |
489,320 |
80,276 |
-0.971 |
0.012 |
| THA |
22 |
886,856 |
939,054 |
164,426 |
0.944 |
0.022 |
| TWN |
83 |
477,513 |
3,529,293 |
265,016 |
0.135 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-2,120,848 |
| 1 |
28 |
1,072,440 |
| CHN |
-1 |
263 |
-5,944,525 |
| 0 |
17 |
0 |
| 1 |
191 |
4,891,729 |
| HKG |
-1 |
85 |
-2,434,877 |
| 0 |
7 |
0 |
| 1 |
85 |
4,414,601 |
| JPN |
-1 |
149 |
-8,102,511 |
| 0 |
13 |
0 |
| 1 |
148 |
7,674,567 |
| KOR |
1 |
1 |
15,239 |
| MYS |
1 |
4 |
163,846 |
| NZL |
-1 |
4 |
-166,263 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
123,664 |
| SGP |
-1 |
7 |
-482,282 |
| 0 |
1 |
0 |
| 1 |
1 |
7,038 |
| THA |
-1 |
5 |
-26,099 |
| 0 |
3 |
0 |
| 1 |
14 |
912,955 |
| TWN |
-1 |
36 |
-1,525,890 |
| 0 |
3 |
0 |
| 1 |
44 |
2,003,403 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-2,120,848 |
-2,120,848 |
-1,322,781 |
0.57 |
-0.048 |
-0.043 |
153,846 |
| 1 |
28 |
1,072,440 |
1,072,440 |
611,145 |
0.69 |
0.036 |
0.026 |
59,459 |
| CHN |
-1 |
263 |
-5,944,525 |
-5,944,525 |
-7,077,157 |
1.42 |
-0.095 |
-0.084 |
757,176 |
| 0 |
17 |
0 |
0 |
0 |
1.42 |
-0.079 |
-0.059 |
0 |
| 1 |
191 |
4,891,729 |
4,891,729 |
5,849,044 |
1.36 |
0.042 |
0.044 |
474,475 |
| HKG |
-1 |
85 |
-2,434,877 |
-2,434,877 |
-3,143,764 |
1.36 |
0.032 |
0.035 |
-40,308 |
| 0 |
7 |
0 |
0 |
0 |
1.10 |
0.094 |
0.098 |
0 |
| 1 |
85 |
4,414,601 |
4,414,601 |
7,356,050 |
1.66 |
0.194 |
0.203 |
992,368 |
| JPN |
-1 |
149 |
-8,102,511 |
-8,102,511 |
-5,862,181 |
0.80 |
-0.024 |
-0.014 |
271,332 |
| 0 |
13 |
0 |
0 |
0 |
0.87 |
0.051 |
0.059 |
0 |
| 1 |
148 |
7,674,567 |
7,674,567 |
5,174,676 |
0.74 |
0.102 |
0.096 |
846,888 |
| KOR |
1 |
1 |
15,239 |
15,239 |
7,581 |
0.50 |
0.079 |
0.079 |
1,199 |
| MYS |
1 |
4 |
163,846 |
163,846 |
74,586 |
0.39 |
0.093 |
0.093 |
17,696 |
| NZL |
-1 |
4 |
-166,263 |
-166,263 |
-67,833 |
0.30 |
-0.080 |
-0.096 |
16,492 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
-0.002 |
-0.002 |
0 |
| 1 |
6 |
123,664 |
123,664 |
38,672 |
0.42 |
0.170 |
0.180 |
23,118 |
| SGP |
-1 |
7 |
-482,282 |
-482,282 |
-254,238 |
0.59 |
0.045 |
0.037 |
-17,023 |
| 0 |
1 |
0 |
0 |
0 |
0.79 |
0.077 |
0.077 |
0 |
| 1 |
1 |
7,038 |
7,038 |
2,788 |
0.40 |
0.047 |
0.047 |
329 |
| THA |
-1 |
5 |
-26,099 |
-26,099 |
-16,908 |
0.58 |
0.045 |
0.050 |
-940 |
| 0 |
3 |
0 |
0 |
0 |
0.34 |
0.053 |
0.044 |
0 |
| 1 |
14 |
912,955 |
912,955 |
366,995 |
0.43 |
0.165 |
0.173 |
150,478 |
| TWN |
-1 |
36 |
-1,525,890 |
-1,525,890 |
-983,216 |
0.70 |
0.025 |
0.045 |
-37,729 |
| 0 |
3 |
0 |
0 |
0 |
1.36 |
0.177 |
0.172 |
0 |
| 1 |
44 |
2,003,403 |
2,003,403 |
1,887,714 |
1.00 |
0.155 |
0.147 |
301,925 |