Generated at 15:22 on Wednesday 02/04/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
601 |
-20,829,967 |
| 0 |
46 |
0 |
| 1 |
511 |
21,308,271 |
|
target_notional |
| target_notional |
478,304 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,988,579 |
478,304 |
3,867,548 |
42,138,237 |
869,053 |
0.071 |
0.011 |
0.092 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,339,594 |
| 0 |
0 |
| 1 |
21,328,173 |
|
alpha_notional |
| alpha_notional |
3,867,548 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,106,916 |
| 0 |
0 |
| 1 |
2,760,632 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
81 |
-1,049,715 |
3,210,129 |
233,128 |
-0.327 |
0.076 |
| CHN |
469 |
-1,070,489 |
10,824,517 |
457,243 |
-0.099 |
0.257 |
| HKG |
173 |
1,952,647 |
6,813,963 |
601,042 |
0.287 |
0.162 |
| JPN |
311 |
-506,390 |
15,964,077 |
463,535 |
-0.032 |
0.379 |
| KOR |
1 |
16,060 |
16,060 |
8,391 |
1.000 |
0.000 |
| MYS |
4 |
164,146 |
164,146 |
32,414 |
1.000 |
0.004 |
| NZL |
4 |
-166,301 |
166,301 |
36,073 |
-1.000 |
0.004 |
| PHL |
7 |
122,840 |
122,845 |
29,520 |
1.000 |
0.003 |
| SGP |
8 |
-374,065 |
388,168 |
64,083 |
-0.964 |
0.009 |
| THA |
19 |
878,521 |
923,913 |
160,748 |
0.951 |
0.022 |
| TWN |
81 |
511,050 |
3,544,120 |
266,512 |
0.144 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-2,129,922 |
| 0 |
5 |
0 |
| 1 |
28 |
1,080,207 |
| CHN |
-1 |
266 |
-5,947,503 |
| 0 |
17 |
0 |
| 1 |
186 |
4,877,014 |
| HKG |
-1 |
84 |
-2,430,658 |
| 0 |
6 |
0 |
| 1 |
83 |
4,383,305 |
| JPN |
-1 |
151 |
-8,235,233 |
| 0 |
16 |
0 |
| 1 |
144 |
7,728,843 |
| KOR |
1 |
1 |
16,060 |
| MYS |
1 |
4 |
164,146 |
| NZL |
-1 |
4 |
-166,301 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
122,843 |
| SGP |
-1 |
7 |
-381,116 |
| 1 |
1 |
7,051 |
| THA |
-1 |
5 |
-22,696 |
| 1 |
14 |
901,217 |
| TWN |
-1 |
35 |
-1,516,535 |
| 0 |
2 |
0 |
| 1 |
44 |
2,027,585 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-2,129,922 |
-2,129,922 |
-1,325,839 |
0.57 |
-0.045 |
-0.040 |
154,291 |
| 0 |
5 |
0 |
0 |
0 |
0.58 |
0.027 |
0.028 |
0 |
| 1 |
28 |
1,080,207 |
1,080,207 |
614,113 |
0.69 |
0.056 |
0.045 |
83,923 |
| CHN |
-1 |
266 |
-5,947,503 |
-5,947,503 |
-6,543,096 |
1.40 |
-0.096 |
-0.097 |
758,665 |
| 0 |
17 |
0 |
0 |
0 |
1.57 |
-0.123 |
-0.115 |
0 |
| 1 |
186 |
4,877,014 |
4,877,014 |
5,752,047 |
1.35 |
0.040 |
0.044 |
434,991 |
| HKG |
-1 |
84 |
-2,430,658 |
-2,430,658 |
-3,149,518 |
1.36 |
0.032 |
0.035 |
-26,287 |
| 0 |
6 |
0 |
0 |
0 |
1.68 |
0.032 |
0.007 |
0 |
| 1 |
83 |
4,383,305 |
4,383,305 |
7,326,957 |
1.64 |
0.190 |
0.191 |
959,418 |
| JPN |
-1 |
151 |
-8,235,233 |
-8,235,233 |
-6,059,123 |
0.83 |
-0.026 |
-0.018 |
270,733 |
| 0 |
16 |
0 |
0 |
0 |
0.54 |
0.056 |
0.053 |
0 |
| 1 |
144 |
7,728,843 |
7,728,843 |
5,220,466 |
0.74 |
0.103 |
0.098 |
844,024 |
| KOR |
1 |
1 |
16,060 |
16,060 |
7,989 |
0.50 |
0.017 |
0.017 |
281 |
| MYS |
1 |
4 |
164,146 |
164,146 |
75,036 |
0.39 |
0.094 |
0.100 |
16,766 |
| NZL |
-1 |
4 |
-166,301 |
-166,301 |
-68,987 |
0.30 |
-0.059 |
-0.084 |
14,369 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.057 |
0.057 |
-0 |
| 1 |
6 |
122,843 |
122,843 |
38,557 |
0.42 |
0.143 |
0.136 |
20,806 |
| SGP |
-1 |
7 |
-381,116 |
-381,116 |
-198,333 |
0.59 |
0.046 |
0.049 |
-14,805 |
| 1 |
1 |
7,051 |
7,051 |
2,793 |
0.40 |
0.061 |
0.061 |
433 |
| THA |
-1 |
5 |
-22,696 |
-22,696 |
-15,509 |
0.58 |
0.036 |
0.033 |
-875 |
| 1 |
14 |
901,217 |
901,217 |
371,826 |
0.43 |
0.143 |
0.133 |
129,454 |
| TWN |
-1 |
35 |
-1,516,535 |
-1,516,535 |
-979,190 |
0.70 |
0.026 |
0.038 |
-49,176 |
| 0 |
2 |
0 |
0 |
0 |
0.86 |
0.169 |
0.169 |
0 |
| 1 |
44 |
2,027,585 |
2,027,585 |
1,918,389 |
1.00 |
0.132 |
0.145 |
270,537 |