Generated at 15:20 on Tuesday 02/24/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
575 |
-20,745,257 |
| 0 |
76 |
0 |
| 1 |
508 |
21,454,396 |
|
target_notional |
| target_notional |
709,138 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,145,710 |
709,138 |
3,929,600 |
42,199,653 |
876,275 |
0.075 |
0.017 |
0.093 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,054,656 |
| 0 |
0 |
| 1 |
21,200,365 |
|
alpha_notional |
| alpha_notional |
3,929,600 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,048,737 |
| 0 |
0 |
| 1 |
2,880,864 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
84 |
-382,196 |
2,386,401 |
150,334 |
-0.160 |
0.057 |
| CHN |
450 |
-1,093,638 |
10,222,807 |
453,076 |
-0.107 |
0.242 |
| HKG |
166 |
1,398,383 |
6,969,383 |
506,023 |
0.201 |
0.165 |
| IDN |
1 |
1,467 |
1,467 |
864 |
1.000 |
0.000 |
| JPN |
317 |
-988,330 |
16,510,224 |
466,159 |
-0.060 |
0.391 |
| KOR |
1 |
17,217 |
17,217 |
8,816 |
1.000 |
0.000 |
| MYS |
5 |
198,801 |
198,801 |
32,577 |
1.000 |
0.005 |
| NZL |
3 |
-166,289 |
166,289 |
37,087 |
-1.000 |
0.004 |
| PHL |
7 |
132,036 |
132,041 |
30,566 |
1.000 |
0.003 |
| SGP |
9 |
-450,735 |
464,675 |
92,016 |
-0.970 |
0.011 |
| THA |
30 |
1,279,799 |
1,653,855 |
252,286 |
0.774 |
0.039 |
| TWN |
86 |
762,623 |
3,476,493 |
270,901 |
0.219 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-1,384,298 |
| 0 |
16 |
0 |
| 1 |
28 |
1,002,103 |
| CHN |
-1 |
238 |
-5,658,223 |
| 0 |
26 |
0 |
| 1 |
186 |
4,564,585 |
| HKG |
-1 |
80 |
-2,785,500 |
| 0 |
4 |
0 |
| 1 |
82 |
4,183,883 |
| IDN |
1 |
1 |
1,467 |
| JPN |
-1 |
169 |
-8,749,277 |
| 0 |
23 |
0 |
| 1 |
125 |
7,760,947 |
| KOR |
1 |
1 |
17,217 |
| MYS |
1 |
5 |
198,801 |
| NZL |
-1 |
3 |
-166,289 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
132,038 |
| SGP |
-1 |
7 |
-457,705 |
| 1 |
2 |
6,970 |
| THA |
-1 |
3 |
-187,028 |
| 0 |
2 |
0 |
| 1 |
25 |
1,466,827 |
| TWN |
-1 |
34 |
-1,356,935 |
| 0 |
5 |
0 |
| 1 |
47 |
2,119,558 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-1,384,298 |
-1,384,298 |
-890,258 |
0.65 |
-0.008 |
0.002 |
16,935 |
| 0 |
16 |
0 |
0 |
0 |
0.51 |
0.029 |
0.025 |
0 |
| 1 |
28 |
1,002,103 |
1,002,103 |
544,367 |
0.55 |
0.090 |
0.091 |
120,144 |
| CHN |
-1 |
238 |
-5,658,223 |
-5,658,223 |
-5,886,643 |
1.43 |
-0.097 |
-0.097 |
756,352 |
| 0 |
26 |
0 |
0 |
0 |
1.70 |
-0.104 |
-0.096 |
0 |
| 1 |
186 |
4,564,585 |
4,564,585 |
5,116,083 |
1.32 |
0.029 |
0.022 |
369,313 |
| HKG |
-1 |
80 |
-2,785,500 |
-2,785,500 |
-3,696,623 |
1.41 |
0.012 |
0.024 |
58,392 |
| 0 |
4 |
0 |
0 |
0 |
1.40 |
0.181 |
0.151 |
0 |
| 1 |
82 |
4,183,883 |
4,183,883 |
7,054,259 |
1.61 |
0.176 |
0.168 |
903,019 |
| IDN |
1 |
1 |
1,467 |
1,467 |
2,179 |
1.48 |
0.109 |
0.109 |
159 |
| JPN |
-1 |
169 |
-8,749,277 |
-8,749,277 |
-6,296,965 |
0.82 |
-0.021 |
-0.018 |
281,725 |
| 0 |
23 |
0 |
0 |
0 |
0.84 |
0.038 |
0.021 |
0 |
| 1 |
125 |
7,760,947 |
7,760,947 |
5,728,083 |
0.74 |
0.107 |
0.103 |
898,108 |
| KOR |
1 |
1 |
17,217 |
17,217 |
8,565 |
0.50 |
-0.045 |
-0.045 |
-781 |
| MYS |
1 |
5 |
198,801 |
198,801 |
85,606 |
0.36 |
0.150 |
0.165 |
25,384 |
| NZL |
-1 |
3 |
-166,289 |
-166,289 |
-66,829 |
0.33 |
-0.098 |
-0.104 |
16,609 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.176 |
0.176 |
-0 |
| 1 |
6 |
132,038 |
132,038 |
41,276 |
0.42 |
0.089 |
0.094 |
14,198 |
| SGP |
-1 |
7 |
-457,705 |
-457,705 |
-359,226 |
0.69 |
0.014 |
0.031 |
7,270 |
| 1 |
2 |
6,970 |
6,970 |
3,917 |
0.59 |
0.096 |
0.096 |
653 |
| THA |
-1 |
3 |
-187,028 |
-187,028 |
-29,081 |
0.22 |
0.066 |
0.056 |
-7,596 |
| 0 |
2 |
0 |
0 |
0 |
0.49 |
0.107 |
0.107 |
0 |
| 1 |
25 |
1,466,827 |
1,466,827 |
673,173 |
0.42 |
0.166 |
0.148 |
302,178 |
| TWN |
-1 |
34 |
-1,356,935 |
-1,356,935 |
-829,030 |
0.71 |
0.045 |
0.039 |
-80,950 |
| 0 |
5 |
0 |
0 |
0 |
1.18 |
0.040 |
-0.007 |
0 |
| 1 |
47 |
2,119,558 |
2,119,558 |
1,942,859 |
0.94 |
0.107 |
0.096 |
248,489 |