Generated at 15:24 on Tuesday 02/10/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
576 |
-20,821,322 |
| 0 |
31 |
0 |
| 1 |
501 |
21,326,166 |
|
target_notional |
| target_notional |
504,844 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,032,481 |
504,844 |
3,806,412 |
42,147,488 |
873,361 |
0.072 |
0.012 |
0.090 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,275,981 |
| 0 |
0 |
| 1 |
21,308,462 |
|
alpha_notional |
| alpha_notional |
3,806,412 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,115,393 |
| 0 |
0 |
| 1 |
2,691,018 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-923,771 |
3,049,192 |
222,873 |
-0.303 |
0.072 |
| CHN |
450 |
-1,090,272 |
10,321,214 |
441,315 |
-0.106 |
0.245 |
| HKG |
175 |
1,753,983 |
6,906,556 |
573,865 |
0.254 |
0.164 |
| JPN |
283 |
-707,717 |
16,740,259 |
501,570 |
-0.042 |
0.397 |
| KOR |
1 |
15,482 |
15,482 |
8,083 |
1.000 |
0.000 |
| MYS |
4 |
165,800 |
165,800 |
32,411 |
1.000 |
0.004 |
| NZL |
3 |
-166,251 |
166,251 |
36,897 |
-1.000 |
0.004 |
| PHL |
7 |
126,490 |
126,494 |
30,209 |
1.000 |
0.003 |
| SGP |
7 |
-270,289 |
278,295 |
50,634 |
-0.971 |
0.007 |
| THA |
16 |
848,262 |
856,663 |
160,818 |
0.990 |
0.020 |
| TWN |
84 |
753,127 |
3,521,282 |
295,503 |
0.214 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-1,986,482 |
| 0 |
5 |
0 |
| 1 |
25 |
1,062,710 |
| CHN |
-1 |
247 |
-5,705,743 |
| 0 |
16 |
0 |
| 1 |
187 |
4,615,471 |
| HKG |
-1 |
85 |
-2,576,287 |
| 0 |
6 |
0 |
| 1 |
84 |
4,330,270 |
| JPN |
-1 |
150 |
-8,723,988 |
| 1 |
133 |
8,016,271 |
| KOR |
1 |
1 |
15,482 |
| MYS |
1 |
4 |
165,800 |
| NZL |
-1 |
3 |
-166,251 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
126,492 |
| SGP |
-1 |
6 |
-274,292 |
| 1 |
1 |
4,003 |
| THA |
-1 |
2 |
-4,200 |
| 0 |
2 |
0 |
| 1 |
12 |
852,462 |
| TWN |
-1 |
34 |
-1,384,078 |
| 0 |
2 |
0 |
| 1 |
48 |
2,137,205 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-1,986,482 |
-1,986,482 |
-1,275,130 |
0.56 |
-0.047 |
-0.029 |
126,041 |
| 0 |
5 |
0 |
0 |
0 |
0.32 |
0.011 |
-0.003 |
0 |
| 1 |
25 |
1,062,710 |
1,062,710 |
607,739 |
0.67 |
0.057 |
0.056 |
59,095 |
| CHN |
-1 |
247 |
-5,705,743 |
-5,705,743 |
-5,891,110 |
1.41 |
-0.093 |
-0.085 |
717,209 |
| 0 |
16 |
0 |
0 |
0 |
1.51 |
-0.071 |
-0.077 |
0 |
| 1 |
187 |
4,615,471 |
4,615,471 |
5,392,858 |
1.35 |
0.036 |
0.045 |
382,792 |
| HKG |
-1 |
85 |
-2,576,287 |
-2,576,287 |
-3,331,777 |
1.35 |
0.042 |
0.054 |
-26,825 |
| 0 |
6 |
0 |
0 |
0 |
1.76 |
0.110 |
0.160 |
0 |
| 1 |
84 |
4,330,270 |
4,330,270 |
7,299,612 |
1.65 |
0.185 |
0.180 |
990,083 |
| JPN |
-1 |
150 |
-8,723,988 |
-8,723,988 |
-6,711,529 |
0.83 |
-0.039 |
-0.035 |
365,638 |
| 1 |
133 |
8,016,271 |
8,016,271 |
5,457,208 |
0.73 |
0.088 |
0.085 |
735,068 |
| KOR |
1 |
1 |
15,482 |
15,482 |
7,702 |
0.50 |
0.068 |
0.068 |
1,056 |
| MYS |
1 |
4 |
165,800 |
165,800 |
75,795 |
0.39 |
0.094 |
0.102 |
15,953 |
| NZL |
-1 |
3 |
-166,251 |
-166,251 |
-69,344 |
0.33 |
-0.089 |
-0.079 |
18,982 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.070 |
0.070 |
-0 |
| 1 |
6 |
126,492 |
126,492 |
39,768 |
0.42 |
0.142 |
0.147 |
20,584 |
| SGP |
-1 |
6 |
-274,292 |
-274,292 |
-139,847 |
0.60 |
0.020 |
0.009 |
-1,718 |
| 1 |
1 |
4,003 |
4,003 |
1,586 |
0.40 |
0.012 |
0.012 |
50 |
| THA |
-1 |
2 |
-4,200 |
-4,200 |
-739 |
0.29 |
0.015 |
0.015 |
-179 |
| 0 |
2 |
0 |
0 |
0 |
0.71 |
0.059 |
0.059 |
0 |
| 1 |
12 |
852,462 |
852,462 |
378,614 |
0.44 |
0.156 |
0.183 |
153,169 |
| TWN |
-1 |
34 |
-1,384,078 |
-1,384,078 |
-856,504 |
0.69 |
0.063 |
0.059 |
-83,755 |
| 0 |
2 |
0 |
0 |
0 |
1.18 |
0.225 |
0.225 |
0 |
| 1 |
48 |
2,137,205 |
2,137,205 |
2,047,579 |
1.03 |
0.156 |
0.158 |
333,168 |