Generated at 15:20 on Thursday 02/19/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-21,007,916 |
| 0 |
24 |
0 |
| 1 |
496 |
21,033,422 |
|
target_notional |
| target_notional |
25,506 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,296,382 |
25,506 |
3,810,277 |
42,041,338 |
884,772 |
0.078 |
0.001 |
0.091 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,178,326 |
| 0 |
0 |
| 1 |
21,474,708 |
|
alpha_notional |
| alpha_notional |
3,810,277 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,033,402 |
| 0 |
0 |
| 1 |
2,776,874 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
84 |
-1,040,623 |
2,906,807 |
211,342 |
-0.358 |
0.069 |
| CHN |
439 |
-1,092,244 |
9,973,856 |
445,640 |
-0.110 |
0.237 |
| HKG |
167 |
1,720,624 |
7,047,617 |
566,164 |
0.244 |
0.168 |
| IDN |
1 |
1,171 |
1,171 |
684 |
1.000 |
0.000 |
| JPN |
315 |
-1,004,376 |
16,755,966 |
489,336 |
-0.060 |
0.399 |
| KOR |
1 |
16,400 |
16,400 |
8,425 |
1.000 |
0.000 |
| MYS |
4 |
168,900 |
168,900 |
30,078 |
1.000 |
0.004 |
| NZL |
3 |
-166,230 |
166,230 |
37,732 |
-1.000 |
0.004 |
| PHL |
7 |
126,073 |
126,078 |
29,712 |
1.000 |
0.003 |
| SGP |
9 |
-289,912 |
303,936 |
53,654 |
-0.954 |
0.007 |
| THA |
14 |
811,838 |
983,289 |
175,467 |
0.826 |
0.023 |
| TWN |
82 |
773,886 |
3,591,088 |
297,993 |
0.216 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
59 |
-1,973,715 |
| 1 |
25 |
933,092 |
| CHN |
-1 |
253 |
-5,533,050 |
| 1 |
186 |
4,440,806 |
| HKG |
-1 |
79 |
-2,663,497 |
| 0 |
7 |
0 |
| 1 |
81 |
4,384,121 |
| IDN |
1 |
1 |
1,171 |
| JPN |
-1 |
167 |
-8,880,171 |
| 0 |
17 |
0 |
| 1 |
131 |
7,875,795 |
| KOR |
1 |
1 |
16,400 |
| MYS |
1 |
4 |
168,900 |
| NZL |
-1 |
3 |
-166,230 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
126,076 |
| SGP |
-1 |
7 |
-296,924 |
| 1 |
2 |
7,012 |
| THA |
-1 |
3 |
-85,726 |
| 1 |
11 |
897,564 |
| 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 |
-1,973,715 |
-1,973,715 |
-1,168,959 |
0.54 |
-0.030 |
-0.025 |
88,741 |
| 1 |
25 |
933,092 |
933,092 |
535,990 |
0.61 |
0.058 |
0.087 |
77,543 |
| CHN |
-1 |
253 |
-5,533,050 |
-5,533,050 |
-5,772,884 |
1.42 |
-0.095 |
-0.078 |
621,850 |
| 1 |
186 |
4,440,806 |
4,440,806 |
5,130,007 |
1.35 |
0.029 |
0.032 |
343,886 |
| HKG |
-1 |
79 |
-2,663,497 |
-2,663,497 |
-3,524,453 |
1.41 |
0.041 |
0.052 |
-23,480 |
| 0 |
7 |
0 |
0 |
0 |
0.94 |
0.133 |
0.119 |
0 |
| 1 |
81 |
4,384,121 |
4,384,121 |
7,357,856 |
1.66 |
0.187 |
0.178 |
1,012,533 |
| IDN |
1 |
1 |
1,171 |
1,171 |
1,739 |
1.48 |
0.109 |
0.109 |
127 |
| JPN |
-1 |
167 |
-8,880,171 |
-8,880,171 |
-6,595,699 |
0.82 |
-0.042 |
-0.038 |
424,818 |
| 0 |
17 |
0 |
0 |
0 |
0.92 |
-0.009 |
0.018 |
0 |
| 1 |
131 |
7,875,795 |
7,875,795 |
5,749,108 |
0.73 |
0.099 |
0.096 |
814,123 |
| KOR |
1 |
1 |
16,400 |
16,400 |
8,158 |
0.50 |
0.035 |
0.035 |
580 |
| MYS |
1 |
4 |
168,900 |
168,900 |
77,414 |
0.39 |
0.087 |
0.098 |
13,912 |
| NZL |
-1 |
3 |
-166,230 |
-166,230 |
-68,871 |
0.33 |
-0.125 |
-0.118 |
20,411 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.140 |
0.140 |
-0 |
| 1 |
6 |
126,076 |
126,076 |
39,696 |
0.42 |
0.146 |
0.155 |
21,436 |
| SGP |
-1 |
7 |
-296,924 |
-296,924 |
-163,986 |
0.69 |
0.034 |
0.035 |
-8,223 |
| 1 |
2 |
7,012 |
7,012 |
3,955 |
0.59 |
0.101 |
0.101 |
675 |
| THA |
-1 |
3 |
-85,726 |
-85,726 |
-10,728 |
0.22 |
0.052 |
0.044 |
-4,718 |
| 1 |
11 |
897,564 |
897,564 |
472,516 |
0.50 |
0.169 |
0.157 |
203,342 |
| TWN |
-1 |
34 |
-1,408,601 |
-1,408,601 |
-872,746 |
0.69 |
0.061 |
0.064 |
-85,997 |
| 1 |
48 |
2,182,487 |
2,182,487 |
2,098,270 |
1.03 |
0.138 |
0.139 |
288,718 |