Generated at 15:22 on Wednesday 02/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
585 |
-20,790,102 |
| 0 |
38 |
0 |
| 1 |
495 |
21,296,318 |
|
target_notional |
| target_notional |
506,216 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,051,631 |
506,216 |
3,830,872 |
42,086,421 |
872,286 |
0.073 |
0.012 |
0.091 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,229,308 |
| 0 |
0 |
| 1 |
21,280,939 |
|
alpha_notional |
| alpha_notional |
3,830,872 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,038,917 |
| 0 |
0 |
| 1 |
2,791,956 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-972,704 |
3,148,508 |
230,274 |
-0.309 |
0.075 |
| CHN |
451 |
-1,082,168 |
10,130,906 |
422,292 |
-0.107 |
0.241 |
| HKG |
172 |
1,737,535 |
7,022,602 |
575,968 |
0.247 |
0.167 |
| JPN |
298 |
-700,432 |
16,555,779 |
495,463 |
-0.042 |
0.393 |
| KOR |
1 |
15,826 |
15,826 |
8,241 |
1.000 |
0.000 |
| MYS |
4 |
166,850 |
166,850 |
32,635 |
1.000 |
0.004 |
| NZL |
3 |
-166,288 |
166,288 |
36,973 |
-1.000 |
0.004 |
| PHL |
7 |
127,452 |
127,457 |
30,151 |
1.000 |
0.003 |
| SGP |
8 |
-276,663 |
284,649 |
51,753 |
-0.972 |
0.007 |
| THA |
14 |
886,974 |
895,273 |
171,284 |
0.991 |
0.021 |
| TWN |
82 |
769,833 |
3,572,283 |
301,181 |
0.216 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,060,606 |
| 0 |
1 |
0 |
| 1 |
24 |
1,087,902 |
| CHN |
-1 |
252 |
-5,606,537 |
| 0 |
15 |
0 |
| 1 |
184 |
4,524,369 |
| HKG |
-1 |
85 |
-2,642,533 |
| 0 |
5 |
0 |
| 1 |
82 |
4,380,068 |
| JPN |
-1 |
148 |
-8,628,105 |
| 0 |
17 |
0 |
| 1 |
133 |
7,927,673 |
| KOR |
1 |
1 |
15,826 |
| MYS |
1 |
4 |
166,850 |
| NZL |
-1 |
3 |
-166,288 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
127,455 |
| SGP |
-1 |
7 |
-280,656 |
| 1 |
1 |
3,993 |
| THA |
-1 |
2 |
-4,150 |
| 1 |
12 |
891,123 |
| TWN |
-1 |
34 |
-1,401,225 |
| 1 |
48 |
2,171,058 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,060,606 |
-2,060,606 |
-1,328,498 |
0.55 |
-0.055 |
-0.046 |
136,941 |
| 0 |
1 |
0 |
0 |
0 |
2.50 |
0.130 |
0.130 |
0 |
| 1 |
24 |
1,087,902 |
1,087,902 |
633,815 |
0.59 |
0.045 |
0.043 |
65,855 |
| CHN |
-1 |
252 |
-5,606,537 |
-5,606,537 |
-5,776,334 |
1.41 |
-0.095 |
-0.088 |
673,865 |
| 0 |
15 |
0 |
0 |
0 |
1.51 |
-0.087 |
-0.047 |
0 |
| 1 |
184 |
4,524,369 |
4,524,369 |
5,263,501 |
1.34 |
0.034 |
0.042 |
363,528 |
| HKG |
-1 |
85 |
-2,642,533 |
-2,642,533 |
-3,442,128 |
1.36 |
0.034 |
0.052 |
-14,469 |
| 0 |
5 |
0 |
0 |
0 |
1.24 |
0.066 |
0.083 |
0 |
| 1 |
82 |
4,380,068 |
4,380,068 |
7,391,562 |
1.66 |
0.192 |
0.196 |
1,036,526 |
| JPN |
-1 |
148 |
-8,628,105 |
-8,628,105 |
-6,599,096 |
0.83 |
-0.031 |
-0.033 |
289,687 |
| 0 |
17 |
0 |
0 |
0 |
1.01 |
0.044 |
0.048 |
0 |
| 1 |
133 |
7,927,673 |
7,927,673 |
5,378,535 |
0.74 |
0.095 |
0.095 |
800,836 |
| KOR |
1 |
1 |
15,826 |
15,826 |
7,873 |
0.50 |
0.066 |
0.066 |
1,050 |
| MYS |
1 |
4 |
166,850 |
166,850 |
76,432 |
0.39 |
0.109 |
0.128 |
17,240 |
| NZL |
-1 |
3 |
-166,288 |
-166,288 |
-69,262 |
0.33 |
-0.103 |
-0.090 |
21,024 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.117 |
0.117 |
-0 |
| 1 |
6 |
127,455 |
127,455 |
39,918 |
0.42 |
0.144 |
0.137 |
19,485 |
| SGP |
-1 |
7 |
-280,656 |
-280,656 |
-145,082 |
0.69 |
0.010 |
0.012 |
-866 |
| 1 |
1 |
3,993 |
3,993 |
1,582 |
0.40 |
0.018 |
0.018 |
71 |
| THA |
-1 |
2 |
-4,150 |
-4,150 |
-731 |
0.29 |
0.021 |
0.021 |
-238 |
| 1 |
12 |
891,123 |
891,123 |
400,438 |
0.44 |
0.175 |
0.189 |
178,635 |
| TWN |
-1 |
34 |
-1,401,225 |
-1,401,225 |
-868,176 |
0.69 |
0.062 |
0.068 |
-67,027 |
| 1 |
48 |
2,171,058 |
2,171,058 |
2,087,282 |
1.03 |
0.145 |
0.143 |
308,730 |