Generated at 15:20 on Tuesday 02/17/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-20,911,015 |
| 0 |
32 |
0 |
| 1 |
502 |
20,995,423 |
|
target_notional |
| target_notional |
84,408 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,268,959 |
84,408 |
3,750,490 |
41,906,438 |
888,969 |
0.078 |
0.002 |
0.089 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,071,775 |
| 0 |
0 |
| 1 |
21,340,734 |
|
alpha_notional |
| alpha_notional |
3,750,490 |
|
alpha_notional |
| pos_sign |
|
| -1 |
964,602 |
| 0 |
0 |
| 1 |
2,785,888 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
85 |
-1,041,523 |
3,132,903 |
215,478 |
-0.332 |
0.075 |
| CHN |
439 |
-1,092,244 |
9,973,856 |
446,641 |
-0.110 |
0.238 |
| HKG |
164 |
1,737,285 |
7,061,017 |
574,152 |
0.246 |
0.168 |
| JPN |
333 |
-744,433 |
16,597,745 |
496,715 |
-0.045 |
0.396 |
| KOR |
1 |
15,526 |
15,526 |
8,024 |
1.000 |
0.000 |
| MYS |
4 |
166,221 |
166,221 |
30,972 |
1.000 |
0.004 |
| NZL |
3 |
-166,255 |
166,255 |
37,147 |
-1.000 |
0.004 |
| PHL |
7 |
126,364 |
126,369 |
29,540 |
1.000 |
0.003 |
| SGP |
9 |
-290,780 |
304,693 |
53,910 |
-0.954 |
0.007 |
| THA |
15 |
600,361 |
770,766 |
133,127 |
0.779 |
0.018 |
| TWN |
82 |
773,886 |
3,591,088 |
299,877 |
0.216 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
59 |
-2,087,213 |
| 1 |
26 |
1,045,690 |
| CHN |
-1 |
253 |
-5,533,050 |
| 1 |
186 |
4,440,806 |
| HKG |
-1 |
83 |
-2,661,866 |
| 1 |
81 |
4,399,151 |
| JPN |
-1 |
165 |
-8,671,089 |
| 0 |
30 |
0 |
| 1 |
138 |
7,926,656 |
| KOR |
1 |
1 |
15,526 |
| MYS |
1 |
4 |
166,221 |
| NZL |
-1 |
3 |
-166,255 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
126,367 |
| SGP |
-1 |
7 |
-297,736 |
| 1 |
2 |
6,957 |
| THA |
-1 |
3 |
-85,202 |
| 0 |
2 |
0 |
| 1 |
10 |
685,564 |
| 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 |
59 |
-2,087,213 |
-2,087,213 |
-1,205,922 |
0.54 |
-0.029 |
-0.022 |
89,132 |
| 1 |
26 |
1,045,690 |
1,045,690 |
624,673 |
0.62 |
0.070 |
0.072 |
85,616 |
| CHN |
-1 |
253 |
-5,533,050 |
-5,533,050 |
-5,772,884 |
1.42 |
-0.095 |
-0.086 |
645,529 |
| 1 |
186 |
4,440,806 |
4,440,806 |
5,130,007 |
1.35 |
0.028 |
0.026 |
311,470 |
| HKG |
-1 |
83 |
-2,661,866 |
-2,661,866 |
-3,505,545 |
1.36 |
0.033 |
0.044 |
3,030 |
| 1 |
81 |
4,399,151 |
4,399,151 |
7,414,339 |
1.67 |
0.180 |
0.180 |
981,259 |
| JPN |
-1 |
165 |
-8,671,089 |
-8,671,089 |
-6,471,266 |
0.82 |
-0.025 |
-0.019 |
287,073 |
| 0 |
30 |
0 |
0 |
0 |
0.80 |
0.061 |
0.059 |
0 |
| 1 |
138 |
7,926,656 |
7,926,656 |
5,620,611 |
0.75 |
0.114 |
0.112 |
972,802 |
| KOR |
1 |
1 |
15,526 |
15,526 |
7,724 |
0.50 |
0.052 |
0.052 |
808 |
| MYS |
1 |
4 |
166,221 |
166,221 |
76,332 |
0.39 |
0.089 |
0.096 |
14,975 |
| NZL |
-1 |
3 |
-166,255 |
-166,255 |
-68,760 |
0.33 |
-0.104 |
-0.101 |
14,781 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.132 |
0.132 |
-0 |
| 1 |
6 |
126,367 |
126,367 |
39,558 |
0.42 |
0.125 |
0.141 |
17,921 |
| SGP |
-1 |
7 |
-297,736 |
-297,736 |
-164,059 |
0.69 |
0.018 |
0.003 |
-4,509 |
| 1 |
2 |
6,957 |
6,957 |
3,930 |
0.59 |
0.100 |
0.100 |
672 |
| THA |
-1 |
3 |
-85,202 |
-85,202 |
-10,592 |
0.22 |
-0.005 |
0.002 |
-630 |
| 0 |
2 |
0 |
0 |
0 |
0.34 |
-0.051 |
-0.051 |
0 |
| 1 |
10 |
685,564 |
685,564 |
325,291 |
0.47 |
0.150 |
0.157 |
127,878 |
| TWN |
-1 |
34 |
-1,408,601 |
-1,408,601 |
-872,746 |
0.69 |
0.046 |
0.036 |
-69,803 |
| 1 |
48 |
2,182,487 |
2,182,487 |
2,098,270 |
1.03 |
0.127 |
0.124 |
272,488 |