Generated at 15:19 on Thursday 02/05/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
1 |
1 |
8,538 |
| True |
-1 |
606 |
-20,801,346 |
| 0 |
47 |
0 |
| 1 |
511 |
21,262,522 |
|
target_notional |
| target_notional |
461,176 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
14,283 |
8,538 |
961 |
8,538 |
5,090 |
1.673 |
1.000 |
0.113 |
0.596 |
| True |
2,963,786 |
461,176 |
3,801,069 |
42,063,868 |
866,008 |
0.070 |
0.011 |
0.090 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,262,485 |
| 0 |
0 |
| 1 |
21,226,271 |
|
alpha_notional |
| alpha_notional |
3,801,069 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,119,913 |
| 0 |
0 |
| 1 |
2,681,157 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,048,535 |
3,199,219 |
231,811 |
-0.328 |
0.076 |
| CHN |
473 |
-1,071,848 |
10,653,525 |
437,002 |
-0.101 |
0.253 |
| HKG |
172 |
1,866,822 |
6,803,010 |
582,581 |
0.274 |
0.162 |
| JPN |
317 |
-589,077 |
16,202,728 |
479,138 |
-0.036 |
0.385 |
| KOR |
1 |
15,711 |
15,711 |
8,186 |
1.000 |
0.000 |
| MYS |
4 |
162,507 |
162,507 |
32,015 |
1.000 |
0.004 |
| NZL |
4 |
-163,622 |
163,622 |
35,403 |
-1.000 |
0.004 |
| PHL |
7 |
123,879 |
123,884 |
30,226 |
1.000 |
0.003 |
| SGP |
8 |
-261,601 |
275,604 |
49,738 |
-0.949 |
0.007 |
| THA |
19 |
869,363 |
899,750 |
157,886 |
0.966 |
0.021 |
| TWN |
80 |
557,577 |
3,564,310 |
273,481 |
0.156 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,123,877 |
| 1 |
28 |
1,075,342 |
| CHN |
-1 |
264 |
-5,862,686 |
| 0 |
21 |
0 |
| 1 |
188 |
4,790,838 |
| HKG |
-1 |
85 |
-2,468,094 |
| 0 |
3 |
0 |
| 1 |
84 |
4,334,916 |
| JPN |
-1 |
155 |
-8,395,902 |
| 0 |
22 |
0 |
| 1 |
140 |
7,806,826 |
| KOR |
1 |
1 |
15,711 |
| MYS |
1 |
4 |
162,507 |
| NZL |
-1 |
4 |
-163,622 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
123,881 |
| SGP |
-1 |
6 |
-268,602 |
| 0 |
1 |
0 |
| 1 |
1 |
7,002 |
| THA |
-1 |
5 |
-15,193 |
| 1 |
14 |
884,556 |
| TWN |
-1 |
35 |
-1,503,366 |
| 1 |
45 |
2,060,943 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,123,877 |
-2,123,877 |
-1,319,842 |
0.56 |
-0.043 |
-0.032 |
143,330 |
| 1 |
28 |
1,075,342 |
1,075,342 |
609,442 |
0.69 |
0.064 |
0.058 |
85,730 |
| CHN |
-1 |
264 |
-5,862,686 |
-5,862,686 |
-6,240,531 |
1.40 |
-0.092 |
-0.088 |
743,569 |
| 0 |
21 |
0 |
0 |
0 |
1.33 |
-0.125 |
-0.118 |
0 |
| 1 |
188 |
4,790,838 |
4,790,838 |
5,651,677 |
1.35 |
0.031 |
0.036 |
358,192 |
| HKG |
-1 |
85 |
-2,468,094 |
-2,468,094 |
-3,214,156 |
1.36 |
0.033 |
0.038 |
-17,343 |
| 0 |
3 |
0 |
0 |
0 |
1.34 |
-0.037 |
-0.026 |
0 |
| 1 |
84 |
4,334,916 |
4,334,916 |
7,247,286 |
1.64 |
0.183 |
0.182 |
933,356 |
| JPN |
-1 |
155 |
-8,395,902 |
-8,395,902 |
-6,305,881 |
0.84 |
-0.030 |
-0.023 |
302,591 |
| 0 |
22 |
0 |
0 |
0 |
0.79 |
0.024 |
0.022 |
0 |
| 1 |
140 |
7,806,826 |
7,806,826 |
5,263,452 |
0.74 |
0.102 |
0.101 |
837,404 |
| KOR |
1 |
1 |
15,711 |
15,711 |
7,815 |
0.50 |
-0.016 |
-0.016 |
-246 |
| MYS |
1 |
4 |
162,507 |
162,507 |
74,287 |
0.39 |
0.111 |
0.114 |
20,028 |
| NZL |
-1 |
4 |
-163,622 |
-163,622 |
-67,844 |
0.30 |
-0.060 |
-0.072 |
12,711 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.080 |
0.080 |
-0 |
| 1 |
6 |
123,881 |
123,881 |
39,237 |
0.42 |
0.147 |
0.149 |
21,300 |
| SGP |
-1 |
6 |
-268,602 |
-268,602 |
-136,420 |
0.60 |
0.038 |
0.038 |
-9,032 |
| 0 |
1 |
0 |
0 |
0 |
0.55 |
0.056 |
0.056 |
0 |
| 1 |
1 |
7,002 |
7,002 |
2,774 |
0.40 |
0.067 |
0.067 |
469 |
| THA |
-1 |
5 |
-15,193 |
-15,193 |
-10,134 |
0.58 |
0.056 |
0.044 |
-1,173 |
| 1 |
14 |
884,556 |
884,556 |
366,618 |
0.43 |
0.140 |
0.138 |
131,679 |
| TWN |
-1 |
35 |
-1,503,366 |
-1,503,366 |
-967,678 |
0.70 |
0.029 |
0.043 |
-54,740 |
| 1 |
45 |
2,060,943 |
2,060,943 |
1,963,683 |
1.00 |
0.138 |
0.144 |
293,246 |