Generated at 15:20 on Monday 03/02/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
1 |
1 |
2,064 |
| True |
-1 |
576 |
-20,536,742 |
| 0 |
41 |
0 |
| 1 |
518 |
21,442,691 |
|
target_notional |
| target_notional |
905,949 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
657 |
2,064 |
216 |
2,064 |
440 |
0.318 |
1.000 |
0.105 |
0.213 |
| True |
2,712,465 |
905,949 |
4,019,825 |
41,979,433 |
890,089 |
0.065 |
0.022 |
0.096 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,791,855 |
| 0 |
0 |
| 1 |
21,504,321 |
|
alpha_notional |
| alpha_notional |
4,019,825 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,224,376 |
| 0 |
0 |
| 1 |
2,795,449 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
65 |
-173,588 |
1,982,587 |
135,118 |
-0.088 |
0.047 |
| CHN |
462 |
-837,753 |
11,347,928 |
562,352 |
-0.074 |
0.270 |
| HKG |
161 |
1,339,512 |
6,866,847 |
484,505 |
0.195 |
0.164 |
| IDN |
1 |
11,046 |
11,046 |
6,510 |
1.000 |
0.000 |
| JPN |
313 |
-1,135,076 |
15,924,078 |
455,243 |
-0.071 |
0.379 |
| KOR |
1 |
16,486 |
16,486 |
8,492 |
1.000 |
0.000 |
| MYS |
8 |
258,102 |
258,102 |
40,022 |
1.000 |
0.006 |
| NZL |
3 |
-160,383 |
160,383 |
37,008 |
-1.000 |
0.004 |
| PHL |
7 |
131,068 |
131,073 |
32,059 |
1.000 |
0.003 |
| SGP |
9 |
-457,579 |
463,321 |
97,816 |
-0.988 |
0.011 |
| THA |
26 |
1,081,185 |
1,464,695 |
218,654 |
0.738 |
0.035 |
| TWN |
79 |
832,928 |
3,352,887 |
286,584 |
0.248 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-1,078,087 |
| 0 |
5 |
0 |
| 1 |
21 |
904,500 |
| CHN |
-1 |
258 |
-6,092,841 |
| 0 |
8 |
0 |
| 1 |
196 |
5,255,088 |
| HKG |
-1 |
77 |
-2,763,667 |
| 0 |
1 |
0 |
| 1 |
83 |
4,103,180 |
| IDN |
1 |
1 |
11,046 |
| JPN |
-1 |
156 |
-8,529,577 |
| 0 |
24 |
0 |
| 1 |
133 |
7,394,501 |
| KOR |
1 |
1 |
16,486 |
| MYS |
1 |
8 |
258,102 |
| NZL |
-1 |
3 |
-160,383 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
131,071 |
| SGP |
-1 |
7 |
-460,450 |
| 0 |
1 |
0 |
| 1 |
1 |
2,871 |
| THA |
-1 |
3 |
-191,755 |
| 1 |
23 |
1,272,940 |
| TWN |
-1 |
32 |
-1,259,980 |
| 0 |
2 |
0 |
| 1 |
45 |
2,092,908 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-1,078,087 |
-1,078,087 |
-798,794 |
0.73 |
-0.031 |
-0.028 |
29,611 |
| 0 |
5 |
0 |
0 |
0 |
0.74 |
-0.050 |
-0.036 |
0 |
| 1 |
21 |
904,500 |
904,500 |
458,166 |
0.52 |
0.075 |
0.098 |
100,871 |
| CHN |
-1 |
258 |
-6,092,841 |
-6,092,841 |
-7,351,663 |
1.42 |
-0.116 |
-0.111 |
870,619 |
| 0 |
8 |
0 |
0 |
0 |
1.33 |
-0.095 |
-0.069 |
0 |
| 1 |
196 |
5,255,088 |
5,255,088 |
5,759,604 |
1.31 |
0.035 |
0.042 |
467,542 |
| HKG |
-1 |
77 |
-2,763,667 |
-2,763,667 |
-3,586,695 |
1.41 |
-0.003 |
0.008 |
112,720 |
| 0 |
1 |
0 |
0 |
0 |
0.50 |
0.078 |
0.078 |
0 |
| 1 |
83 |
4,103,180 |
4,103,180 |
6,716,179 |
1.57 |
0.167 |
0.157 |
832,705 |
| IDN |
1 |
1 |
11,046 |
11,046 |
17,932 |
1.62 |
0.167 |
0.167 |
1,841 |
| JPN |
-1 |
156 |
-8,529,577 |
-8,529,577 |
-5,826,722 |
0.76 |
-0.027 |
-0.013 |
315,393 |
| 0 |
24 |
0 |
0 |
0 |
1.00 |
0.084 |
0.086 |
0 |
| 1 |
133 |
7,394,501 |
7,394,501 |
5,761,590 |
0.79 |
0.097 |
0.097 |
774,885 |
| KOR |
1 |
1 |
16,486 |
16,486 |
8,930 |
0.54 |
0.103 |
0.103 |
1,698 |
| MYS |
1 |
8 |
258,102 |
258,102 |
113,574 |
0.44 |
0.159 |
0.151 |
38,280 |
| NZL |
-1 |
3 |
-160,383 |
-160,383 |
-65,392 |
0.32 |
-0.076 |
-0.088 |
14,994 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.116 |
0.116 |
-0 |
| 1 |
6 |
131,071 |
131,071 |
46,329 |
0.44 |
0.113 |
0.126 |
16,792 |
| SGP |
-1 |
7 |
-460,450 |
-460,450 |
-378,907 |
0.73 |
0.052 |
0.048 |
-4,668 |
| 0 |
1 |
0 |
0 |
0 |
0.70 |
0.033 |
0.033 |
0 |
| 1 |
1 |
2,871 |
2,871 |
2,275 |
0.79 |
0.069 |
0.069 |
199 |
| THA |
-1 |
3 |
-191,755 |
-191,755 |
-34,329 |
0.25 |
0.076 |
0.071 |
-6,284 |
| 1 |
23 |
1,272,940 |
1,272,940 |
635,748 |
0.43 |
0.176 |
0.174 |
276,605 |
| TWN |
-1 |
32 |
-1,259,980 |
-1,259,980 |
-749,353 |
0.68 |
0.070 |
0.072 |
-108,009 |
| 0 |
2 |
0 |
0 |
0 |
1.39 |
0.109 |
0.109 |
0 |
| 1 |
45 |
2,092,908 |
2,092,908 |
1,983,995 |
0.97 |
0.136 |
0.127 |
284,028 |