Generated at 15:24 on Wednesday 03/04/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
600 |
-20,563,715 |
| 0 |
23 |
0 |
| 1 |
546 |
21,368,671 |
|
target_notional |
| target_notional |
804,956 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,563,119 |
804,956 |
4,068,589 |
41,932,386 |
886,292 |
0.061 |
0.019 |
0.097 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,565,440 |
| 0 |
0 |
| 1 |
21,128,559 |
|
alpha_notional |
| alpha_notional |
4,068,589 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,181,949 |
| 0 |
0 |
| 1 |
2,886,639 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-181,346 |
2,087,413 |
136,515 |
-0.087 |
0.050 |
| CHN |
467 |
-980,653 |
11,658,141 |
552,282 |
-0.084 |
0.278 |
| HKG |
165 |
1,140,273 |
6,762,983 |
446,824 |
0.169 |
0.161 |
| IDN |
1 |
9,565 |
9,565 |
5,619 |
1.000 |
0.000 |
| JPN |
339 |
-813,270 |
15,830,415 |
433,826 |
-0.051 |
0.378 |
| KOR |
1 |
13,634 |
13,634 |
7,038 |
1.000 |
0.000 |
| MYS |
8 |
282,786 |
282,786 |
43,459 |
1.000 |
0.007 |
| NZL |
3 |
-160,376 |
160,376 |
36,812 |
-1.000 |
0.004 |
| PHL |
7 |
127,497 |
127,502 |
31,745 |
1.000 |
0.003 |
| SGP |
8 |
-447,547 |
453,071 |
98,951 |
-0.988 |
0.011 |
| THA |
32 |
1,049,380 |
1,413,942 |
210,676 |
0.742 |
0.034 |
| TWN |
78 |
765,013 |
3,132,559 |
261,394 |
0.244 |
0.075 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-1,134,379 |
| 1 |
21 |
953,034 |
| CHN |
-1 |
266 |
-6,319,397 |
| 0 |
10 |
0 |
| 1 |
191 |
5,338,744 |
| HKG |
-1 |
79 |
-2,811,355 |
| 0 |
1 |
0 |
| 1 |
85 |
3,951,628 |
| IDN |
1 |
1 |
9,565 |
| JPN |
-1 |
170 |
-8,321,842 |
| 0 |
11 |
0 |
| 1 |
158 |
7,508,572 |
| KOR |
1 |
1 |
13,634 |
| MYS |
1 |
8 |
282,786 |
| NZL |
-1 |
3 |
-160,376 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
127,500 |
| SGP |
-1 |
7 |
-450,309 |
| 1 |
1 |
2,762 |
| THA |
-1 |
3 |
-182,281 |
| 1 |
29 |
1,231,661 |
| TWN |
-1 |
32 |
-1,183,773 |
| 0 |
1 |
0 |
| 1 |
45 |
1,948,786 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-1,134,379 |
-1,134,379 |
-802,831 |
0.74 |
-0.025 |
-0.020 |
38,676 |
| 1 |
21 |
953,034 |
953,034 |
523,792 |
0.52 |
0.073 |
0.088 |
98,893 |
| CHN |
-1 |
266 |
-6,319,397 |
-6,319,397 |
-7,284,976 |
1.42 |
-0.118 |
-0.114 |
913,389 |
| 0 |
10 |
0 |
0 |
0 |
1.60 |
-0.166 |
-0.165 |
0 |
| 1 |
191 |
5,338,744 |
5,338,744 |
5,828,706 |
1.30 |
0.031 |
0.029 |
481,044 |
| HKG |
-1 |
79 |
-2,811,355 |
-2,811,355 |
-3,665,499 |
1.41 |
-0.013 |
0.001 |
145,833 |
| 0 |
1 |
0 |
0 |
0 |
1.20 |
-0.071 |
-0.071 |
0 |
| 1 |
85 |
3,951,628 |
3,951,628 |
6,403,309 |
1.55 |
0.158 |
0.154 |
757,527 |
| IDN |
1 |
1 |
9,565 |
9,565 |
15,528 |
1.62 |
0.169 |
0.169 |
1,620 |
| JPN |
-1 |
170 |
-8,321,842 |
-8,321,842 |
-5,642,784 |
0.75 |
-0.002 |
0.004 |
170,275 |
| 0 |
11 |
0 |
0 |
0 |
0.86 |
0.071 |
0.093 |
0 |
| 1 |
158 |
7,508,572 |
7,508,572 |
5,787,221 |
0.79 |
0.121 |
0.123 |
954,788 |
| KOR |
1 |
1 |
13,634 |
13,634 |
7,385 |
0.54 |
0.062 |
0.062 |
852 |
| MYS |
1 |
8 |
282,786 |
282,786 |
123,302 |
0.44 |
0.104 |
0.093 |
30,748 |
| NZL |
-1 |
3 |
-160,376 |
-160,376 |
-64,083 |
0.32 |
-0.051 |
-0.063 |
10,019 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.150 |
0.150 |
-0 |
| 1 |
6 |
127,500 |
127,500 |
45,226 |
0.44 |
0.089 |
0.079 |
14,142 |
| SGP |
-1 |
7 |
-450,309 |
-450,309 |
-373,079 |
0.73 |
0.051 |
0.050 |
-4,389 |
| 1 |
1 |
2,762 |
2,762 |
2,188 |
0.79 |
0.081 |
0.081 |
224 |
| THA |
-1 |
3 |
-182,281 |
-182,281 |
-32,649 |
0.25 |
0.086 |
0.090 |
-6,797 |
| 1 |
29 |
1,231,661 |
1,231,661 |
582,177 |
0.44 |
0.162 |
0.142 |
245,880 |
| TWN |
-1 |
32 |
-1,183,773 |
-1,183,773 |
-699,539 |
0.68 |
0.054 |
0.057 |
-85,056 |
| 0 |
1 |
0 |
0 |
0 |
1.24 |
0.224 |
0.224 |
0 |
| 1 |
45 |
1,948,786 |
1,948,786 |
1,809,726 |
0.97 |
0.153 |
0.155 |
300,921 |