Generated at 15:24 on Sunday 02/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
599 |
-20,806,093 |
| 0 |
46 |
0 |
| 1 |
510 |
21,257,579 |
|
target_notional |
| target_notional |
451,486 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,856,922 |
451,486 |
3,825,239 |
42,063,672 |
866,617 |
0.068 |
0.011 |
0.091 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,299,640 |
| 0 |
0 |
| 1 |
21,156,562 |
|
alpha_notional |
| alpha_notional |
3,825,239 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,124,241 |
| 0 |
0 |
| 1 |
2,700,998 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
80 |
-955,875 |
3,070,338 |
219,051 |
-0.311 |
0.073 |
| CHN |
464 |
-1,084,802 |
10,757,197 |
430,009 |
-0.101 |
0.256 |
| HKG |
172 |
1,736,522 |
6,765,442 |
558,469 |
0.257 |
0.161 |
| JPN |
314 |
-659,366 |
16,344,057 |
487,621 |
-0.040 |
0.389 |
| KOR |
1 |
15,530 |
15,530 |
8,098 |
1.000 |
0.000 |
| MYS |
4 |
163,702 |
163,702 |
32,183 |
1.000 |
0.004 |
| NZL |
4 |
-166,255 |
166,255 |
36,175 |
-1.000 |
0.004 |
| PHL |
7 |
124,260 |
124,265 |
30,287 |
1.000 |
0.003 |
| SGP |
7 |
-260,780 |
274,529 |
49,334 |
-0.950 |
0.007 |
| THA |
19 |
881,806 |
901,929 |
160,526 |
0.978 |
0.021 |
| TWN |
83 |
656,744 |
3,480,428 |
282,386 |
0.189 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,013,107 |
| 0 |
3 |
0 |
| 1 |
27 |
1,057,232 |
| CHN |
-1 |
258 |
-5,921,000 |
| 0 |
16 |
0 |
| 1 |
190 |
4,836,198 |
| HKG |
-1 |
86 |
-2,514,460 |
| 0 |
3 |
0 |
| 1 |
83 |
4,250,982 |
| JPN |
-1 |
156 |
-8,501,712 |
| 0 |
20 |
0 |
| 1 |
138 |
7,842,345 |
| KOR |
1 |
1 |
15,530 |
| MYS |
1 |
4 |
163,702 |
| NZL |
-1 |
4 |
-166,255 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
124,262 |
| SGP |
-1 |
6 |
-267,654 |
| 1 |
1 |
6,875 |
| THA |
-1 |
4 |
-10,062 |
| 0 |
1 |
0 |
| 1 |
14 |
891,867 |
| TWN |
-1 |
34 |
-1,411,842 |
| 0 |
3 |
0 |
| 1 |
46 |
2,068,586 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,013,107 |
-2,013,107 |
-1,231,753 |
0.53 |
-0.031 |
-0.024 |
108,602 |
| 0 |
3 |
0 |
0 |
0 |
1.25 |
0.027 |
-0.001 |
0 |
| 1 |
27 |
1,057,232 |
1,057,232 |
600,690 |
0.65 |
0.080 |
0.084 |
105,729 |
| CHN |
-1 |
258 |
-5,921,000 |
-5,921,000 |
-6,269,080 |
1.40 |
-0.097 |
-0.087 |
765,158 |
| 0 |
16 |
0 |
0 |
0 |
1.59 |
-0.097 |
-0.071 |
0 |
| 1 |
190 |
4,836,198 |
4,836,198 |
5,694,524 |
1.35 |
0.031 |
0.031 |
369,749 |
| HKG |
-1 |
86 |
-2,514,460 |
-2,514,460 |
-3,245,425 |
1.35 |
0.029 |
0.041 |
-9,406 |
| 0 |
3 |
0 |
0 |
0 |
1.62 |
0.042 |
0.058 |
0 |
| 1 |
83 |
4,250,982 |
4,250,982 |
7,098,679 |
1.64 |
0.179 |
0.175 |
920,266 |
| JPN |
-1 |
156 |
-8,501,712 |
-8,501,712 |
-6,464,170 |
0.83 |
-0.033 |
-0.026 |
321,612 |
| 0 |
20 |
0 |
0 |
0 |
0.87 |
0.026 |
0.015 |
0 |
| 1 |
138 |
7,842,345 |
7,842,345 |
5,289,970 |
0.73 |
0.101 |
0.100 |
819,601 |
| KOR |
1 |
1 |
15,530 |
15,530 |
7,726 |
0.50 |
-0.016 |
-0.016 |
-242 |
| MYS |
1 |
4 |
163,702 |
163,702 |
74,958 |
0.39 |
0.089 |
0.100 |
14,501 |
| NZL |
-1 |
4 |
-166,255 |
-166,255 |
-69,227 |
0.30 |
-0.072 |
-0.077 |
14,959 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.028 |
0.028 |
-0 |
| 1 |
6 |
124,262 |
124,262 |
39,359 |
0.42 |
0.131 |
0.121 |
21,204 |
| SGP |
-1 |
6 |
-267,654 |
-267,654 |
-135,881 |
0.60 |
0.023 |
0.022 |
-2,950 |
| 1 |
1 |
6,875 |
6,875 |
2,723 |
0.40 |
0.049 |
0.049 |
339 |
| THA |
-1 |
4 |
-10,062 |
-10,062 |
-6,345 |
0.62 |
0.076 |
0.076 |
-850 |
| 0 |
1 |
0 |
0 |
0 |
0.43 |
0.049 |
0.049 |
0 |
| 1 |
14 |
891,867 |
891,867 |
374,648 |
0.43 |
0.139 |
0.137 |
142,320 |
| TWN |
-1 |
34 |
-1,411,842 |
-1,411,842 |
-877,758 |
0.69 |
0.045 |
0.045 |
-72,884 |
| 0 |
3 |
0 |
0 |
0 |
1.13 |
0.155 |
0.167 |
0 |
| 1 |
46 |
2,068,586 |
2,068,586 |
1,973,286 |
1.02 |
0.147 |
0.148 |
307,532 |