Generated at 15:24 on Wednesday 02/25/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
581 |
-20,745,503 |
| 0 |
37 |
0 |
| 1 |
502 |
21,549,864 |
|
target_notional |
| target_notional |
804,361 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,216,379 |
804,361 |
3,971,618 |
42,295,367 |
887,283 |
0.076 |
0.019 |
0.094 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,160,192 |
| 0 |
0 |
| 1 |
21,376,572 |
|
alpha_notional |
| alpha_notional |
3,971,618 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,024,417 |
| 0 |
0 |
| 1 |
2,947,201 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
68 |
-350,921 |
2,251,421 |
144,878 |
-0.156 |
0.053 |
| CHN |
447 |
-1,090,044 |
10,907,754 |
488,895 |
-0.100 |
0.258 |
| HKG |
165 |
1,542,243 |
6,972,251 |
531,408 |
0.221 |
0.165 |
| IDN |
1 |
1,476 |
1,476 |
868 |
1.000 |
0.000 |
| JPN |
305 |
-978,575 |
16,135,643 |
440,906 |
-0.061 |
0.381 |
| KOR |
1 |
16,775 |
16,775 |
8,597 |
1.000 |
0.000 |
| MYS |
5 |
195,045 |
195,045 |
32,112 |
1.000 |
0.005 |
| NZL |
3 |
-166,289 |
166,289 |
36,828 |
-1.000 |
0.004 |
| PHL |
7 |
131,938 |
131,943 |
31,017 |
1.000 |
0.003 |
| SGP |
9 |
-445,435 |
459,420 |
90,924 |
-0.970 |
0.011 |
| THA |
28 |
1,243,980 |
1,610,999 |
244,190 |
0.772 |
0.038 |
| TWN |
81 |
704,167 |
3,446,351 |
267,334 |
0.204 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-1,301,171 |
| 0 |
3 |
0 |
| 1 |
25 |
950,250 |
| CHN |
-1 |
249 |
-5,998,899 |
| 0 |
12 |
0 |
| 1 |
186 |
4,908,855 |
| HKG |
-1 |
79 |
-2,715,004 |
| 0 |
4 |
0 |
| 1 |
82 |
4,257,247 |
| IDN |
1 |
1 |
1,476 |
| JPN |
-1 |
165 |
-8,557,109 |
| 0 |
16 |
0 |
| 1 |
124 |
7,578,534 |
| KOR |
1 |
1 |
16,775 |
| MYS |
1 |
5 |
195,045 |
| NZL |
-1 |
3 |
-166,289 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
131,940 |
| SGP |
-1 |
7 |
-452,428 |
| 1 |
2 |
6,993 |
| THA |
-1 |
3 |
-183,509 |
| 0 |
2 |
0 |
| 1 |
23 |
1,427,490 |
| TWN |
-1 |
34 |
-1,371,092 |
| 1 |
47 |
2,075,259 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-1,301,171 |
-1,301,171 |
-859,898 |
0.65 |
-0.017 |
-0.006 |
23,782 |
| 0 |
3 |
0 |
0 |
0 |
0.46 |
-0.011 |
-0.015 |
0 |
| 1 |
25 |
950,250 |
950,250 |
505,102 |
0.56 |
0.084 |
0.079 |
113,800 |
| CHN |
-1 |
249 |
-5,998,899 |
-5,998,899 |
-6,408,885 |
1.42 |
-0.106 |
-0.103 |
821,855 |
| 0 |
12 |
0 |
0 |
0 |
1.58 |
-0.136 |
-0.106 |
0 |
| 1 |
186 |
4,908,855 |
4,908,855 |
5,360,209 |
1.31 |
0.032 |
0.028 |
455,568 |
| HKG |
-1 |
79 |
-2,715,004 |
-2,715,004 |
-3,616,574 |
1.42 |
0.024 |
0.034 |
25,430 |
| 0 |
4 |
0 |
0 |
0 |
1.42 |
0.196 |
0.205 |
0 |
| 1 |
82 |
4,257,247 |
4,257,247 |
7,193,337 |
1.61 |
0.188 |
0.183 |
960,748 |
| IDN |
1 |
1 |
1,476 |
1,476 |
2,192 |
1.48 |
0.123 |
0.123 |
182 |
| JPN |
-1 |
165 |
-8,557,109 |
-8,557,109 |
-5,984,403 |
0.80 |
-0.017 |
-0.007 |
222,383 |
| 0 |
16 |
0 |
0 |
0 |
1.00 |
0.047 |
0.071 |
0 |
| 1 |
124 |
7,578,534 |
7,578,534 |
5,631,015 |
0.74 |
0.107 |
0.106 |
873,817 |
| KOR |
1 |
1 |
16,775 |
16,775 |
8,345 |
0.50 |
0.028 |
0.028 |
474 |
| MYS |
1 |
5 |
195,045 |
195,045 |
84,289 |
0.36 |
0.159 |
0.169 |
30,380 |
| NZL |
-1 |
3 |
-166,289 |
-166,289 |
-66,574 |
0.33 |
-0.090 |
-0.082 |
13,646 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.102 |
0.102 |
-0 |
| 1 |
6 |
131,940 |
131,940 |
41,597 |
0.42 |
0.084 |
0.134 |
17,295 |
| SGP |
-1 |
7 |
-452,428 |
-452,428 |
-354,749 |
0.69 |
0.022 |
0.038 |
-1,369 |
| 1 |
2 |
6,993 |
6,993 |
3,937 |
0.59 |
0.081 |
0.081 |
565 |
| THA |
-1 |
3 |
-183,509 |
-183,509 |
-28,557 |
0.22 |
0.088 |
0.069 |
-12,616 |
| 0 |
2 |
0 |
0 |
0 |
0.95 |
0.069 |
0.069 |
0 |
| 1 |
23 |
1,427,490 |
1,427,490 |
635,916 |
0.37 |
0.160 |
0.142 |
288,492 |
| TWN |
-1 |
34 |
-1,371,092 |
-1,371,092 |
-840,552 |
0.71 |
0.041 |
0.044 |
-68,694 |
| 1 |
47 |
2,075,259 |
2,075,259 |
1,910,632 |
0.94 |
0.100 |
0.091 |
205,881 |