Generated at 15:22 on Thursday 02/12/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
585 |
-20,801,761 |
| 0 |
46 |
0 |
| 1 |
492 |
21,318,937 |
|
target_notional |
| target_notional |
517,175 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,135,224 |
517,175 |
3,828,703 |
42,120,698 |
879,177 |
0.074 |
0.012 |
0.091 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,159,020 |
| 0 |
0 |
| 1 |
21,294,244 |
|
alpha_notional |
| alpha_notional |
3,828,703 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,076,648 |
| 0 |
0 |
| 1 |
2,752,055 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-926,139 |
3,155,990 |
222,919 |
-0.293 |
0.075 |
| CHN |
455 |
-1,067,864 |
10,033,698 |
451,621 |
-0.106 |
0.238 |
| HKG |
169 |
1,738,268 |
7,017,379 |
574,807 |
0.248 |
0.167 |
| JPN |
301 |
-734,463 |
16,648,850 |
495,683 |
-0.044 |
0.395 |
| KOR |
1 |
16,024 |
16,024 |
8,312 |
1.000 |
0.000 |
| MYS |
4 |
164,775 |
164,775 |
32,055 |
1.000 |
0.004 |
| NZL |
3 |
-166,300 |
166,300 |
37,265 |
-1.000 |
0.004 |
| PHL |
7 |
125,197 |
125,202 |
29,506 |
1.000 |
0.003 |
| SGP |
8 |
-295,513 |
303,586 |
55,100 |
-0.973 |
0.007 |
| THA |
15 |
889,305 |
897,806 |
175,432 |
0.991 |
0.021 |
| TWN |
82 |
773,886 |
3,591,088 |
301,474 |
0.216 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,041,065 |
| 0 |
1 |
0 |
| 1 |
24 |
1,114,925 |
| CHN |
-1 |
251 |
-5,550,781 |
| 0 |
18 |
0 |
| 1 |
186 |
4,482,917 |
| HKG |
-1 |
84 |
-2,639,555 |
| 0 |
3 |
0 |
| 1 |
82 |
4,377,823 |
| JPN |
-1 |
150 |
-8,691,656 |
| 0 |
24 |
0 |
| 1 |
127 |
7,957,193 |
| KOR |
1 |
1 |
16,024 |
| MYS |
1 |
4 |
164,775 |
| NZL |
-1 |
3 |
-166,300 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
125,200 |
| SGP |
-1 |
7 |
-299,549 |
| 1 |
1 |
4,036 |
| THA |
-1 |
2 |
-4,251 |
| 1 |
13 |
893,556 |
| TWN |
-1 |
34 |
-1,408,601 |
| 1 |
48 |
2,182,487 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,041,065 |
-2,041,065 |
-1,299,358 |
0.55 |
-0.044 |
-0.041 |
125,997 |
| 0 |
1 |
0 |
0 |
0 |
0.47 |
-0.028 |
-0.028 |
0 |
| 1 |
24 |
1,114,925 |
1,114,925 |
659,902 |
0.59 |
0.060 |
0.056 |
85,976 |
| CHN |
-1 |
251 |
-5,550,781 |
-5,550,781 |
-5,761,427 |
1.42 |
-0.098 |
-0.095 |
711,477 |
| 0 |
18 |
0 |
0 |
0 |
1.29 |
-0.131 |
-0.094 |
0 |
| 1 |
186 |
4,482,917 |
4,482,917 |
5,181,747 |
1.35 |
0.036 |
0.034 |
373,611 |
| HKG |
-1 |
84 |
-2,639,555 |
-2,639,555 |
-3,440,232 |
1.36 |
0.044 |
0.043 |
-40,386 |
| 0 |
3 |
0 |
0 |
0 |
1.37 |
0.124 |
0.107 |
0 |
| 1 |
82 |
4,377,823 |
4,377,823 |
7,389,802 |
1.67 |
0.195 |
0.200 |
1,037,315 |
| JPN |
-1 |
150 |
-8,691,656 |
-8,691,656 |
-6,550,034 |
0.83 |
-0.035 |
-0.032 |
326,023 |
| 0 |
24 |
0 |
0 |
0 |
0.89 |
0.052 |
0.050 |
0 |
| 1 |
127 |
7,957,193 |
7,957,193 |
5,439,478 |
0.73 |
0.090 |
0.085 |
751,358 |
| KOR |
1 |
1 |
16,024 |
16,024 |
7,971 |
0.50 |
0.069 |
0.069 |
1,112 |
| MYS |
1 |
4 |
164,775 |
164,775 |
75,202 |
0.39 |
0.114 |
0.124 |
18,853 |
| NZL |
-1 |
3 |
-166,300 |
-166,300 |
-69,168 |
0.33 |
-0.112 |
-0.095 |
22,909 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.077 |
0.077 |
-0 |
| 1 |
6 |
125,200 |
125,200 |
39,205 |
0.42 |
0.148 |
0.135 |
22,111 |
| SGP |
-1 |
7 |
-299,549 |
-299,549 |
-165,306 |
0.69 |
0.004 |
0.008 |
1,019 |
| 1 |
1 |
4,036 |
4,036 |
1,599 |
0.40 |
0.022 |
0.022 |
87 |
| THA |
-1 |
2 |
-4,251 |
-4,251 |
-748 |
0.29 |
0.013 |
0.013 |
-155 |
| 1 |
13 |
893,556 |
893,556 |
401,067 |
0.43 |
0.164 |
0.184 |
163,788 |
| TWN |
-1 |
34 |
-1,408,601 |
-1,408,601 |
-872,746 |
0.69 |
0.058 |
0.052 |
-70,236 |
| 1 |
48 |
2,182,487 |
2,182,487 |
2,098,270 |
1.03 |
0.140 |
0.134 |
297,843 |