Generated at 15:22 on Thursday 02/26/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
572 |
-20,716,809 |
| 0 |
39 |
0 |
| 1 |
501 |
21,405,711 |
|
target_notional |
| target_notional |
688,902 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,093,474 |
688,902 |
4,037,857 |
42,122,521 |
892,502 |
0.073 |
0.016 |
0.096 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,233,564 |
| 0 |
0 |
| 1 |
21,327,038 |
|
alpha_notional |
| alpha_notional |
4,037,857 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,080,099 |
| 0 |
0 |
| 1 |
2,957,758 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
67 |
-307,598 |
2,079,388 |
143,517 |
-0.148 |
0.049 |
| CHN |
447 |
-1,102,899 |
11,597,240 |
523,763 |
-0.095 |
0.275 |
| HKG |
164 |
1,516,523 |
6,770,046 |
518,944 |
0.224 |
0.161 |
| IDN |
1 |
1,410 |
1,410 |
824 |
1.000 |
0.000 |
| JPN |
299 |
-1,043,094 |
15,672,732 |
434,726 |
-0.067 |
0.372 |
| KOR |
1 |
16,496 |
16,496 |
8,501 |
1.000 |
0.000 |
| MYS |
5 |
192,358 |
192,358 |
31,986 |
1.000 |
0.005 |
| NZL |
3 |
-166,300 |
166,300 |
36,907 |
-1.000 |
0.004 |
| PHL |
7 |
134,733 |
134,738 |
32,427 |
1.000 |
0.003 |
| SGP |
10 |
-460,296 |
474,106 |
96,115 |
-0.971 |
0.011 |
| THA |
27 |
1,168,745 |
1,546,563 |
233,000 |
0.756 |
0.037 |
| TWN |
81 |
738,825 |
3,471,143 |
274,780 |
0.213 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-1,193,493 |
| 0 |
5 |
0 |
| 1 |
22 |
885,895 |
| CHN |
-1 |
244 |
-6,350,069 |
| 0 |
12 |
0 |
| 1 |
191 |
5,247,170 |
| HKG |
-1 |
77 |
-2,626,761 |
| 0 |
5 |
0 |
| 1 |
82 |
4,143,285 |
| IDN |
1 |
1 |
1,410 |
| JPN |
-1 |
162 |
-8,357,913 |
| 0 |
17 |
0 |
| 1 |
120 |
7,314,819 |
| KOR |
1 |
1 |
16,496 |
| MYS |
1 |
5 |
192,358 |
| NZL |
-1 |
3 |
-166,300 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
134,735 |
| SGP |
-1 |
8 |
-467,201 |
| 1 |
2 |
6,905 |
| THA |
-1 |
3 |
-188,909 |
| 1 |
24 |
1,357,654 |
| TWN |
-1 |
34 |
-1,366,159 |
| 1 |
47 |
2,104,984 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-1,193,493 |
-1,193,493 |
-846,359 |
0.66 |
-0.028 |
-0.005 |
30,224 |
| 0 |
5 |
0 |
0 |
0 |
0.53 |
0.051 |
0.046 |
0 |
| 1 |
22 |
885,895 |
885,895 |
440,901 |
0.54 |
0.065 |
0.088 |
102,234 |
| CHN |
-1 |
244 |
-6,350,069 |
-6,350,069 |
-6,888,574 |
1.41 |
-0.110 |
-0.103 |
882,312 |
| 0 |
12 |
0 |
0 |
0 |
1.33 |
-0.128 |
-0.106 |
0 |
| 1 |
191 |
5,247,170 |
5,247,170 |
5,778,888 |
1.32 |
0.036 |
0.040 |
489,537 |
| HKG |
-1 |
77 |
-2,626,761 |
-2,626,761 |
-3,488,107 |
1.43 |
0.030 |
0.046 |
4,411 |
| 0 |
5 |
0 |
0 |
0 |
1.17 |
0.232 |
0.218 |
0 |
| 1 |
82 |
4,143,285 |
4,143,285 |
6,976,883 |
1.61 |
0.199 |
0.198 |
1,011,200 |
| IDN |
1 |
1 |
1,410 |
1,410 |
2,093 |
1.48 |
0.152 |
0.152 |
214 |
| JPN |
-1 |
162 |
-8,357,913 |
-8,357,913 |
-5,702,481 |
0.77 |
-0.021 |
-0.015 |
245,406 |
| 0 |
17 |
0 |
0 |
0 |
1.03 |
0.049 |
0.058 |
0 |
| 1 |
120 |
7,314,819 |
7,314,819 |
5,428,114 |
0.74 |
0.100 |
0.102 |
803,448 |
| KOR |
1 |
1 |
16,496 |
16,496 |
8,206 |
0.50 |
0.099 |
0.099 |
1,640 |
| MYS |
1 |
5 |
192,358 |
192,358 |
83,567 |
0.36 |
0.161 |
0.168 |
29,769 |
| NZL |
-1 |
3 |
-166,300 |
-166,300 |
-66,315 |
0.33 |
-0.087 |
-0.080 |
13,384 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.118 |
0.118 |
-0 |
| 1 |
6 |
134,735 |
134,735 |
42,964 |
0.42 |
0.069 |
0.073 |
13,930 |
| SGP |
-1 |
8 |
-467,201 |
-467,201 |
-377,605 |
0.72 |
0.050 |
0.070 |
1,839 |
| 1 |
2 |
6,905 |
6,905 |
3,897 |
0.59 |
0.090 |
0.090 |
635 |
| THA |
-1 |
3 |
-188,909 |
-188,909 |
-29,465 |
0.22 |
0.073 |
0.096 |
-5,741 |
| 1 |
24 |
1,357,654 |
1,357,654 |
618,921 |
0.40 |
0.147 |
0.129 |
281,095 |
| TWN |
-1 |
34 |
-1,366,159 |
-1,366,159 |
-834,659 |
0.71 |
0.052 |
0.064 |
-91,736 |
| 1 |
47 |
2,104,984 |
2,104,984 |
1,942,604 |
0.94 |
0.104 |
0.094 |
224,056 |