Generated at 15:22 on Monday 02/09/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
589 |
-20,801,013 |
| 0 |
51 |
0 |
| 1 |
503 |
21,286,406 |
|
target_notional |
| target_notional |
485,393 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,995,320 |
485,393 |
3,811,599 |
42,087,419 |
879,142 |
0.071 |
0.012 |
0.091 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,299,969 |
| 0 |
0 |
| 1 |
21,295,290 |
|
alpha_notional |
| alpha_notional |
3,811,599 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,131,763 |
| 0 |
0 |
| 1 |
2,679,836 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-957,678 |
3,127,924 |
223,721 |
-0.306 |
0.074 |
| CHN |
459 |
-1,077,961 |
10,571,972 |
441,257 |
-0.102 |
0.251 |
| HKG |
172 |
1,821,213 |
6,870,894 |
580,553 |
0.265 |
0.163 |
| JPN |
309 |
-739,401 |
16,378,232 |
499,095 |
-0.045 |
0.389 |
| KOR |
1 |
16,246 |
16,246 |
8,486 |
1.000 |
0.000 |
| MYS |
4 |
166,939 |
166,939 |
32,786 |
1.000 |
0.004 |
| NZL |
4 |
-166,290 |
166,290 |
36,688 |
-1.000 |
0.004 |
| PHL |
7 |
125,255 |
125,259 |
30,052 |
1.000 |
0.003 |
| SGP |
7 |
-264,879 |
279,194 |
50,084 |
-0.949 |
0.007 |
| THA |
18 |
857,757 |
872,963 |
159,859 |
0.983 |
0.021 |
| TWN |
83 |
704,192 |
3,511,507 |
290,738 |
0.201 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,042,801 |
| 0 |
2 |
0 |
| 1 |
26 |
1,085,123 |
| CHN |
-1 |
255 |
-5,824,966 |
| 0 |
16 |
0 |
| 1 |
188 |
4,747,005 |
| HKG |
-1 |
86 |
-2,524,840 |
| 0 |
2 |
0 |
| 1 |
84 |
4,346,054 |
| JPN |
-1 |
150 |
-8,558,817 |
| 0 |
26 |
0 |
| 1 |
133 |
7,819,415 |
| KOR |
1 |
1 |
16,246 |
| MYS |
1 |
4 |
166,939 |
| NZL |
-1 |
3 |
-166,290 |
| 0 |
1 |
0 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
125,257 |
| SGP |
-1 |
6 |
-272,037 |
| 1 |
1 |
7,158 |
| THA |
-1 |
3 |
-7,603 |
| 0 |
2 |
0 |
| 1 |
13 |
865,360 |
| TWN |
-1 |
34 |
-1,403,658 |
| 0 |
2 |
0 |
| 1 |
47 |
2,107,849 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,042,801 |
-2,042,801 |
-1,268,695 |
0.53 |
-0.043 |
-0.033 |
119,913 |
| 0 |
2 |
0 |
0 |
0 |
0.47 |
0.001 |
0.001 |
0 |
| 1 |
26 |
1,085,123 |
1,085,123 |
620,489 |
0.66 |
0.065 |
0.065 |
75,359 |
| CHN |
-1 |
255 |
-5,824,966 |
-5,824,966 |
-6,117,014 |
1.41 |
-0.095 |
-0.089 |
750,545 |
| 0 |
16 |
0 |
0 |
0 |
1.40 |
-0.111 |
-0.099 |
0 |
| 1 |
188 |
4,747,005 |
4,747,005 |
5,571,986 |
1.35 |
0.037 |
0.041 |
380,807 |
| HKG |
-1 |
86 |
-2,524,840 |
-2,524,840 |
-3,259,601 |
1.36 |
0.040 |
0.055 |
-21,521 |
| 0 |
2 |
0 |
0 |
0 |
1.52 |
0.042 |
0.042 |
0 |
| 1 |
84 |
4,346,054 |
4,346,054 |
7,271,606 |
1.65 |
0.183 |
0.161 |
960,800 |
| JPN |
-1 |
150 |
-8,558,817 |
-8,558,817 |
-6,574,346 |
0.83 |
-0.037 |
-0.031 |
358,472 |
| 0 |
26 |
0 |
0 |
0 |
0.84 |
0.025 |
0.023 |
0 |
| 1 |
133 |
7,819,415 |
7,819,415 |
5,296,936 |
0.73 |
0.095 |
0.089 |
770,938 |
| KOR |
1 |
1 |
16,246 |
16,246 |
8,082 |
0.50 |
-0.006 |
-0.006 |
-102 |
| MYS |
1 |
4 |
166,939 |
166,939 |
76,480 |
0.39 |
0.070 |
0.075 |
11,806 |
| NZL |
-1 |
3 |
-166,290 |
-166,290 |
-69,672 |
0.33 |
-0.087 |
-0.080 |
18,424 |
| 0 |
1 |
0 |
0 |
0 |
0.21 |
-0.039 |
-0.039 |
0 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.093 |
0.093 |
-0 |
| 1 |
6 |
125,257 |
125,257 |
39,390 |
0.42 |
0.151 |
0.145 |
19,250 |
| SGP |
-1 |
6 |
-272,037 |
-272,037 |
-138,528 |
0.60 |
0.028 |
0.024 |
-3,963 |
| 1 |
1 |
7,158 |
7,158 |
2,836 |
0.40 |
0.022 |
0.022 |
154 |
| THA |
-1 |
3 |
-7,603 |
-7,603 |
-3,759 |
0.49 |
0.024 |
0.030 |
-295 |
| 0 |
2 |
0 |
0 |
0 |
0.61 |
0.065 |
0.065 |
0 |
| 1 |
13 |
865,360 |
865,360 |
379,861 |
0.45 |
0.136 |
0.139 |
139,478 |
| TWN |
-1 |
34 |
-1,403,658 |
-1,403,658 |
-868,354 |
0.69 |
0.060 |
0.061 |
-89,812 |
| 0 |
2 |
0 |
0 |
0 |
1.35 |
0.163 |
0.163 |
0 |
| 1 |
47 |
2,107,849 |
2,107,849 |
2,027,623 |
1.03 |
0.154 |
0.159 |
321,348 |