Generated at 15:22 on Wednesday 02/18/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
616 |
-20,992,467 |
| 0 |
17 |
0 |
| 1 |
496 |
21,004,420 |
|
target_notional |
| target_notional |
11,953 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,375,884 |
11,953 |
3,846,628 |
41,996,888 |
902,788 |
0.080 |
0.000 |
0.092 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,103,898 |
| 0 |
0 |
| 1 |
21,479,782 |
|
alpha_notional |
| alpha_notional |
3,846,628 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,023,522 |
| 0 |
0 |
| 1 |
2,823,106 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
88 |
-1,049,636 |
2,923,054 |
213,102 |
-0.359 |
0.070 |
| CHN |
439 |
-1,092,244 |
9,973,856 |
445,731 |
-0.110 |
0.237 |
| HKG |
164 |
1,737,285 |
7,061,017 |
572,935 |
0.246 |
0.168 |
| JPN |
319 |
-927,930 |
16,783,111 |
502,136 |
-0.055 |
0.400 |
| KOR |
1 |
15,526 |
15,526 |
8,011 |
1.000 |
0.000 |
| MYS |
4 |
166,221 |
166,221 |
30,370 |
1.000 |
0.004 |
| NZL |
3 |
-166,292 |
166,292 |
37,727 |
-1.000 |
0.004 |
| PHL |
7 |
127,555 |
127,560 |
30,102 |
1.000 |
0.003 |
| SGP |
9 |
-288,161 |
302,074 |
53,388 |
-0.954 |
0.007 |
| THA |
13 |
715,743 |
887,090 |
159,685 |
0.807 |
0.021 |
| TWN |
82 |
773,886 |
3,591,088 |
299,816 |
0.216 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
58 |
-1,986,345 |
| 0 |
5 |
0 |
| 1 |
25 |
936,709 |
| CHN |
-1 |
253 |
-5,533,050 |
| 1 |
186 |
4,440,806 |
| HKG |
-1 |
83 |
-2,661,866 |
| 1 |
81 |
4,399,151 |
| JPN |
-1 |
174 |
-8,855,520 |
| 0 |
12 |
0 |
| 1 |
133 |
7,927,591 |
| KOR |
1 |
1 |
15,526 |
| MYS |
1 |
4 |
166,221 |
| NZL |
-1 |
3 |
-166,292 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
127,558 |
| SGP |
-1 |
7 |
-295,117 |
| 1 |
2 |
6,957 |
| THA |
-1 |
3 |
-85,673 |
| 1 |
10 |
801,416 |
| 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 |
58 |
-1,986,345 |
-1,986,345 |
-1,173,855 |
0.54 |
-0.030 |
-0.035 |
87,042 |
| 0 |
5 |
0 |
0 |
0 |
0.49 |
0.012 |
0.045 |
0 |
| 1 |
25 |
936,709 |
936,709 |
544,604 |
0.61 |
0.057 |
0.073 |
81,528 |
| CHN |
-1 |
253 |
-5,533,050 |
-5,533,050 |
-5,772,884 |
1.42 |
-0.091 |
-0.081 |
615,880 |
| 1 |
186 |
4,440,806 |
4,440,806 |
5,130,007 |
1.35 |
0.029 |
0.029 |
328,841 |
| HKG |
-1 |
83 |
-2,661,866 |
-2,661,866 |
-3,505,545 |
1.36 |
0.039 |
0.044 |
-20,463 |
| 1 |
81 |
4,399,151 |
4,399,151 |
7,414,339 |
1.67 |
0.181 |
0.176 |
992,582 |
| JPN |
-1 |
174 |
-8,855,520 |
-8,855,520 |
-6,536,585 |
0.82 |
-0.038 |
-0.035 |
411,959 |
| 0 |
12 |
0 |
0 |
0 |
0.91 |
0.053 |
0.040 |
0 |
| 1 |
133 |
7,927,591 |
7,927,591 |
5,745,462 |
0.73 |
0.105 |
0.097 |
904,874 |
| KOR |
1 |
1 |
15,526 |
15,526 |
7,724 |
0.50 |
0.066 |
0.066 |
1,032 |
| MYS |
1 |
4 |
166,221 |
166,221 |
76,332 |
0.39 |
0.099 |
0.103 |
17,337 |
| NZL |
-1 |
3 |
-166,292 |
-166,292 |
-68,951 |
0.33 |
-0.110 |
-0.114 |
19,133 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.139 |
0.139 |
-0 |
| 1 |
6 |
127,558 |
127,558 |
40,157 |
0.42 |
0.123 |
0.128 |
18,964 |
| SGP |
-1 |
7 |
-295,117 |
-295,117 |
-162,658 |
0.69 |
0.028 |
0.010 |
-7,326 |
| 1 |
2 |
6,957 |
6,957 |
3,930 |
0.59 |
0.096 |
0.096 |
650 |
| THA |
-1 |
3 |
-85,673 |
-85,673 |
-10,673 |
0.22 |
0.020 |
0.021 |
-1,351 |
| 1 |
10 |
801,416 |
801,416 |
418,956 |
0.47 |
0.167 |
0.163 |
175,209 |
| TWN |
-1 |
34 |
-1,408,601 |
-1,408,601 |
-872,746 |
0.69 |
0.052 |
0.041 |
-81,352 |
| 1 |
48 |
2,182,487 |
2,182,487 |
2,098,270 |
1.03 |
0.143 |
0.150 |
302,089 |