Generated at 15:23 on Sunday 02/22/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
610 |
-20,925,559 |
| 0 |
13 |
0 |
| 1 |
512 |
21,159,461 |
|
target_notional |
| target_notional |
233,901 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,098,754 |
233,901 |
3,678,553 |
42,085,020 |
857,875 |
0.074 |
0.006 |
0.087 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,336,300 |
| 0 |
0 |
| 1 |
21,435,054 |
|
alpha_notional |
| alpha_notional |
3,678,553 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,027,494 |
| 0 |
0 |
| 1 |
2,651,058 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
96 |
-733,336 |
2,787,054 |
185,622 |
-0.263 |
0.066 |
| CHN |
439 |
-1,092,244 |
9,973,856 |
441,681 |
-0.110 |
0.237 |
| HKG |
172 |
1,488,982 |
7,033,825 |
527,485 |
0.212 |
0.167 |
| IDN |
1 |
1,384 |
1,384 |
812 |
1.000 |
0.000 |
| JPN |
298 |
-978,183 |
16,553,670 |
467,479 |
-0.059 |
0.393 |
| KOR |
1 |
16,497 |
16,497 |
8,446 |
1.000 |
0.000 |
| MYS |
4 |
169,561 |
169,561 |
30,202 |
1.000 |
0.004 |
| NZL |
3 |
-166,243 |
166,243 |
37,187 |
-1.000 |
0.004 |
| PHL |
7 |
126,926 |
126,931 |
29,788 |
1.000 |
0.003 |
| SGP |
9 |
-341,123 |
355,057 |
64,022 |
-0.961 |
0.008 |
| THA |
21 |
948,220 |
1,310,486 |
206,938 |
0.724 |
0.031 |
| TWN |
84 |
793,461 |
3,590,456 |
296,707 |
0.221 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
59 |
-1,760,195 |
| 0 |
7 |
0 |
| 1 |
30 |
1,026,859 |
| CHN |
-1 |
253 |
-5,533,050 |
| 1 |
186 |
4,440,806 |
| HKG |
-1 |
83 |
-2,772,422 |
| 0 |
5 |
0 |
| 1 |
84 |
4,261,404 |
| IDN |
1 |
1 |
1,384 |
| JPN |
-1 |
167 |
-8,765,926 |
| 1 |
131 |
7,787,744 |
| KOR |
1 |
1 |
16,497 |
| MYS |
1 |
4 |
169,561 |
| NZL |
-1 |
3 |
-166,243 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
126,929 |
| SGP |
-1 |
7 |
-348,090 |
| 1 |
2 |
6,967 |
| THA |
-1 |
3 |
-181,133 |
| 1 |
18 |
1,129,353 |
| TWN |
-1 |
34 |
-1,398,498 |
| 0 |
1 |
0 |
| 1 |
49 |
2,191,958 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
59 |
-1,760,195 |
-1,760,195 |
-1,114,065 |
0.60 |
-0.031 |
-0.033 |
75,891 |
| 0 |
7 |
0 |
0 |
0 |
0.27 |
0.029 |
0.010 |
0 |
| 1 |
30 |
1,026,859 |
1,026,859 |
576,803 |
0.58 |
0.067 |
0.076 |
78,885 |
| CHN |
-1 |
253 |
-5,533,050 |
-5,533,050 |
-5,772,884 |
1.42 |
-0.092 |
-0.088 |
620,766 |
| 1 |
186 |
4,440,806 |
4,440,806 |
5,130,007 |
1.35 |
0.025 |
0.022 |
306,805 |
| HKG |
-1 |
83 |
-2,772,422 |
-2,772,422 |
-3,741,954 |
1.41 |
0.023 |
0.050 |
75,198 |
| 0 |
5 |
0 |
0 |
0 |
1.35 |
-0.012 |
-0.030 |
0 |
| 1 |
84 |
4,261,404 |
4,261,404 |
7,216,075 |
1.66 |
0.178 |
0.179 |
885,580 |
| IDN |
1 |
1 |
1,384 |
1,384 |
2,055 |
1.48 |
0.096 |
0.096 |
132 |
| JPN |
-1 |
167 |
-8,765,926 |
-8,765,926 |
-6,518,663 |
0.82 |
-0.035 |
-0.033 |
330,377 |
| 1 |
131 |
7,787,744 |
7,787,744 |
5,692,981 |
0.73 |
0.095 |
0.086 |
768,039 |
| KOR |
1 |
1 |
16,497 |
16,497 |
8,207 |
0.50 |
-0.037 |
-0.037 |
-605 |
| MYS |
1 |
4 |
169,561 |
169,561 |
77,679 |
0.39 |
0.105 |
0.120 |
15,504 |
| NZL |
-1 |
3 |
-166,243 |
-166,243 |
-67,611 |
0.33 |
-0.114 |
-0.126 |
15,463 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.096 |
0.096 |
-0 |
| 1 |
6 |
126,929 |
126,929 |
39,744 |
0.42 |
0.139 |
0.110 |
21,613 |
| SGP |
-1 |
7 |
-348,090 |
-348,090 |
-226,859 |
0.69 |
0.025 |
0.028 |
-2,962 |
| 1 |
2 |
6,967 |
6,967 |
3,925 |
0.59 |
0.083 |
0.083 |
546 |
| THA |
-1 |
3 |
-181,133 |
-181,133 |
-27,365 |
0.22 |
0.031 |
0.063 |
3,189 |
| 1 |
18 |
1,129,353 |
1,129,353 |
597,367 |
0.46 |
0.176 |
0.153 |
277,488 |
| TWN |
-1 |
34 |
-1,398,498 |
-1,398,498 |
-866,898 |
0.69 |
0.058 |
0.054 |
-90,427 |
| 0 |
1 |
0 |
0 |
0 |
1.32 |
0.183 |
0.183 |
0 |
| 1 |
49 |
2,191,958 |
2,191,958 |
2,090,212 |
1.02 |
0.137 |
0.136 |
297,072 |