Generated at 15:22 on Tuesday 03/03/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
585 |
-20,363,480 |
| 0 |
53 |
0 |
| 1 |
536 |
21,451,179 |
|
target_notional |
| target_notional |
1,087,700 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,861,265 |
1,087,700 |
4,017,236 |
41,814,659 |
868,950 |
0.068 |
0.026 |
0.096 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,305,886 |
| 0 |
0 |
| 1 |
21,167,151 |
|
alpha_notional |
| alpha_notional |
4,017,236 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,113,773 |
| 0 |
0 |
| 1 |
2,903,463 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
61 |
-135,592 |
2,056,598 |
132,963 |
-0.066 |
0.049 |
| CHN |
476 |
-766,290 |
10,991,878 |
512,305 |
-0.070 |
0.263 |
| HKG |
168 |
1,186,834 |
6,808,025 |
455,026 |
0.174 |
0.163 |
| IDN |
1 |
10,203 |
10,203 |
5,986 |
1.000 |
0.000 |
| JPN |
334 |
-909,801 |
16,153,396 |
448,015 |
-0.056 |
0.386 |
| KOR |
1 |
16,329 |
16,329 |
8,358 |
1.000 |
0.000 |
| MYS |
8 |
280,588 |
280,588 |
43,017 |
1.000 |
0.007 |
| NZL |
3 |
-160,368 |
160,368 |
36,980 |
-1.000 |
0.004 |
| PHL |
7 |
131,245 |
131,250 |
33,368 |
1.000 |
0.003 |
| SGP |
8 |
-457,385 |
463,039 |
98,847 |
-0.988 |
0.011 |
| THA |
29 |
1,082,009 |
1,461,426 |
215,325 |
0.740 |
0.035 |
| TWN |
78 |
809,927 |
3,281,560 |
274,390 |
0.247 |
0.078 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-1,096,095 |
| 0 |
1 |
0 |
| 1 |
21 |
960,503 |
| CHN |
-1 |
259 |
-5,879,084 |
| 0 |
26 |
0 |
| 1 |
191 |
5,112,794 |
| HKG |
-1 |
78 |
-2,810,595 |
| 0 |
6 |
0 |
| 1 |
84 |
3,997,429 |
| IDN |
1 |
1 |
10,203 |
| JPN |
-1 |
163 |
-8,531,598 |
| 0 |
19 |
0 |
| 1 |
152 |
7,621,797 |
| KOR |
1 |
1 |
16,329 |
| MYS |
1 |
8 |
280,588 |
| NZL |
-1 |
3 |
-160,368 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
131,248 |
| SGP |
-1 |
7 |
-460,212 |
| 1 |
1 |
2,827 |
| THA |
-1 |
3 |
-189,708 |
| 1 |
26 |
1,271,717 |
| TWN |
-1 |
32 |
-1,235,817 |
| 0 |
1 |
0 |
| 1 |
45 |
2,045,744 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-1,096,095 |
-1,096,095 |
-795,941 |
0.74 |
-0.031 |
-0.031 |
37,103 |
| 0 |
1 |
0 |
0 |
0 |
1.53 |
-0.173 |
-0.173 |
0 |
| 1 |
21 |
960,503 |
960,503 |
514,691 |
0.52 |
0.071 |
0.082 |
102,312 |
| CHN |
-1 |
259 |
-5,879,084 |
-5,879,084 |
-6,776,082 |
1.44 |
-0.115 |
-0.108 |
788,235 |
| 0 |
26 |
0 |
0 |
0 |
1.42 |
-0.157 |
-0.166 |
0 |
| 1 |
191 |
5,112,794 |
5,112,794 |
5,553,346 |
1.30 |
0.033 |
0.032 |
479,239 |
| HKG |
-1 |
78 |
-2,810,595 |
-2,810,595 |
-3,648,709 |
1.42 |
-0.009 |
0.009 |
133,653 |
| 0 |
6 |
0 |
0 |
0 |
1.34 |
0.104 |
0.118 |
0 |
| 1 |
84 |
3,997,429 |
3,997,429 |
6,509,175 |
1.56 |
0.167 |
0.165 |
800,991 |
| IDN |
1 |
1 |
10,203 |
10,203 |
16,564 |
1.62 |
0.177 |
0.177 |
1,810 |
| JPN |
-1 |
163 |
-8,531,598 |
-8,531,598 |
-5,872,792 |
0.76 |
-0.016 |
-0.007 |
253,621 |
| 0 |
19 |
0 |
0 |
0 |
1.08 |
0.061 |
0.096 |
0 |
| 1 |
152 |
7,621,797 |
7,621,797 |
5,862,314 |
0.77 |
0.113 |
0.116 |
914,883 |
| KOR |
1 |
1 |
16,329 |
16,329 |
8,845 |
0.54 |
0.033 |
0.033 |
537 |
| MYS |
1 |
8 |
280,588 |
280,588 |
122,694 |
0.44 |
0.120 |
0.111 |
33,665 |
| NZL |
-1 |
3 |
-160,368 |
-160,368 |
-65,437 |
0.32 |
-0.067 |
-0.079 |
12,336 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.124 |
0.124 |
-0 |
| 1 |
6 |
131,248 |
131,248 |
46,988 |
0.44 |
0.109 |
0.111 |
17,749 |
| SGP |
-1 |
7 |
-460,212 |
-460,212 |
-379,906 |
0.73 |
0.049 |
0.046 |
-3,648 |
| 1 |
1 |
2,827 |
2,827 |
2,240 |
0.79 |
0.080 |
0.080 |
225 |
| THA |
-1 |
3 |
-189,708 |
-189,708 |
-33,963 |
0.25 |
0.093 |
0.104 |
-9,963 |
| 1 |
26 |
1,271,717 |
1,271,717 |
615,802 |
0.41 |
0.166 |
0.147 |
263,053 |
| TWN |
-1 |
32 |
-1,235,817 |
-1,235,817 |
-733,055 |
0.68 |
0.056 |
0.055 |
-97,564 |
| 0 |
1 |
0 |
0 |
0 |
1.33 |
0.255 |
0.255 |
0 |
| 1 |
45 |
2,045,744 |
2,045,744 |
1,914,492 |
0.97 |
0.142 |
0.137 |
288,998 |