Generated at 15:55 on Monday 02/16/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
612 |
-20,820,747 |
| 0 |
28 |
0 |
| 1 |
501 |
21,159,023 |
|
target_notional |
| target_notional |
338,276 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,281,865 |
338,276 |
3,730,652 |
41,979,770 |
882,964 |
0.078 |
0.008 |
0.089 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,025,744 |
| 0 |
0 |
| 1 |
21,307,609 |
|
alpha_notional |
| alpha_notional |
3,730,652 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,028,353 |
| 0 |
0 |
| 1 |
2,702,300 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
83 |
-980,775 |
3,210,254 |
214,098 |
-0.306 |
0.076 |
| CHN |
439 |
-1,092,244 |
9,973,856 |
448,810 |
-0.110 |
0.238 |
| HKG |
164 |
1,737,185 |
7,060,610 |
575,316 |
0.246 |
0.168 |
| JPN |
333 |
-769,853 |
16,531,630 |
477,823 |
-0.047 |
0.394 |
| KOR |
1 |
15,526 |
15,526 |
8,058 |
1.000 |
0.000 |
| MYS |
4 |
165,902 |
165,902 |
31,475 |
1.000 |
0.004 |
| NZL |
3 |
-166,284 |
166,284 |
37,315 |
-1.000 |
0.004 |
| PHL |
7 |
126,511 |
126,516 |
29,645 |
1.000 |
0.003 |
| SGP |
9 |
-290,803 |
304,717 |
54,055 |
-0.954 |
0.007 |
| THA |
16 |
819,226 |
833,387 |
163,980 |
0.983 |
0.020 |
| TWN |
82 |
773,886 |
3,591,088 |
300,490 |
0.216 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,095,514 |
| 1 |
26 |
1,114,739 |
| CHN |
-1 |
253 |
-5,533,050 |
| 1 |
186 |
4,440,806 |
| HKG |
-1 |
83 |
-2,661,713 |
| 1 |
81 |
4,398,898 |
| JPN |
-1 |
171 |
-8,650,741 |
| 0 |
26 |
0 |
| 1 |
136 |
7,880,889 |
| KOR |
1 |
1 |
15,526 |
| MYS |
1 |
4 |
165,902 |
| NZL |
-1 |
3 |
-166,284 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
126,514 |
| SGP |
-1 |
7 |
-297,760 |
| 1 |
2 |
6,957 |
| THA |
-1 |
3 |
-7,081 |
| 0 |
2 |
0 |
| 1 |
11 |
826,306 |
| 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 |
57 |
-2,095,514 |
-2,095,514 |
-1,217,639 |
0.50 |
-0.042 |
-0.036 |
115,300 |
| 1 |
26 |
1,114,739 |
1,114,739 |
666,419 |
0.62 |
0.075 |
0.076 |
90,947 |
| CHN |
-1 |
253 |
-5,533,050 |
-5,533,050 |
-5,772,884 |
1.42 |
-0.096 |
-0.089 |
666,505 |
| 1 |
186 |
4,440,806 |
4,440,806 |
5,130,007 |
1.35 |
0.028 |
0.023 |
310,868 |
| HKG |
-1 |
83 |
-2,661,713 |
-2,661,713 |
-3,505,344 |
1.36 |
0.037 |
0.044 |
1,340 |
| 1 |
81 |
4,398,898 |
4,398,898 |
7,413,912 |
1.67 |
0.187 |
0.185 |
1,024,779 |
| JPN |
-1 |
171 |
-8,650,741 |
-8,650,741 |
-6,422,396 |
0.83 |
-0.026 |
-0.019 |
301,850 |
| 0 |
26 |
0 |
0 |
0 |
0.79 |
0.044 |
0.044 |
0 |
| 1 |
136 |
7,880,889 |
7,880,889 |
5,500,242 |
0.74 |
0.097 |
0.094 |
821,784 |
| KOR |
1 |
1 |
15,526 |
15,526 |
7,724 |
0.50 |
0.077 |
0.077 |
1,194 |
| MYS |
1 |
4 |
165,902 |
165,902 |
76,186 |
0.39 |
0.089 |
0.091 |
15,809 |
| NZL |
-1 |
3 |
-166,284 |
-166,284 |
-68,910 |
0.33 |
-0.107 |
-0.104 |
17,814 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.120 |
0.120 |
-0 |
| 1 |
6 |
126,514 |
126,514 |
39,604 |
0.42 |
0.127 |
0.133 |
18,791 |
| SGP |
-1 |
7 |
-297,760 |
-297,760 |
-164,072 |
0.69 |
0.025 |
0.013 |
-6,042 |
| 1 |
2 |
6,957 |
6,957 |
3,930 |
0.59 |
0.109 |
0.109 |
729 |
| THA |
-1 |
3 |
-7,081 |
-7,081 |
-1,754 |
0.31 |
-0.056 |
-0.011 |
395 |
| 0 |
2 |
0 |
0 |
0 |
0.50 |
0.125 |
0.125 |
0 |
| 1 |
11 |
826,306 |
826,306 |
371,315 |
0.46 |
0.149 |
0.145 |
146,080 |
| TWN |
-1 |
34 |
-1,408,601 |
-1,408,601 |
-872,746 |
0.69 |
0.046 |
0.037 |
-68,809 |
| 1 |
48 |
2,182,487 |
2,182,487 |
2,098,270 |
1.03 |
0.127 |
0.132 |
271,320 |