Generated at 15:20 on Thursday 03/05/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
608 |
-20,582,615 |
| 0 |
35 |
0 |
| 1 |
539 |
21,486,224 |
|
target_notional |
| target_notional |
903,609 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,865,594 |
903,609 |
4,083,124 |
42,068,839 |
901,356 |
0.068 |
0.021 |
0.097 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,268,176 |
| 0 |
0 |
| 1 |
21,133,770 |
|
alpha_notional |
| alpha_notional |
4,083,124 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,115,322 |
| 0 |
0 |
| 1 |
2,967,802 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
60 |
-234,147 |
2,117,748 |
141,861 |
-0.111 |
0.050 |
| CHN |
476 |
-762,393 |
11,220,767 |
515,886 |
-0.068 |
0.267 |
| HKG |
168 |
1,080,224 |
6,835,544 |
447,234 |
0.158 |
0.162 |
| IDN |
1 |
10,076 |
10,076 |
5,953 |
1.000 |
0.000 |
| JPN |
339 |
-856,908 |
16,235,578 |
444,410 |
-0.053 |
0.386 |
| KOR |
1 |
14,799 |
14,799 |
7,670 |
1.000 |
0.000 |
| MYS |
9 |
298,116 |
298,116 |
45,880 |
1.000 |
0.007 |
| NZL |
3 |
-160,369 |
160,369 |
37,254 |
-1.000 |
0.004 |
| PHL |
7 |
129,655 |
129,659 |
32,921 |
1.000 |
0.003 |
| SGP |
9 |
-464,372 |
464,372 |
102,200 |
-1.000 |
0.011 |
| THA |
32 |
1,042,591 |
1,377,966 |
210,477 |
0.757 |
0.033 |
| TWN |
77 |
806,337 |
3,203,842 |
272,067 |
0.252 |
0.076 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-1,175,948 |
| 1 |
21 |
941,801 |
| CHN |
-1 |
267 |
-5,991,580 |
| 0 |
22 |
0 |
| 1 |
187 |
5,229,187 |
| HKG |
-1 |
79 |
-2,877,660 |
| 0 |
3 |
0 |
| 1 |
86 |
3,957,884 |
| IDN |
1 |
1 |
10,076 |
| JPN |
-1 |
176 |
-8,546,243 |
| 0 |
8 |
0 |
| 1 |
155 |
7,689,335 |
| KOR |
1 |
1 |
14,799 |
| MYS |
1 |
9 |
298,116 |
| NZL |
-1 |
3 |
-160,369 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
129,657 |
| SGP |
-1 |
8 |
-464,372 |
| 0 |
1 |
0 |
| THA |
-1 |
3 |
-167,688 |
| 1 |
29 |
1,210,279 |
| TWN |
-1 |
32 |
-1,198,753 |
| 0 |
1 |
0 |
| 1 |
44 |
2,005,090 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-1,175,948 |
-1,175,948 |
-830,071 |
0.74 |
-0.027 |
-0.023 |
41,959 |
| 1 |
21 |
941,801 |
941,801 |
521,777 |
0.52 |
0.076 |
0.093 |
107,018 |
| CHN |
-1 |
267 |
-5,991,580 |
-5,991,580 |
-6,647,187 |
1.44 |
-0.113 |
-0.113 |
840,094 |
| 0 |
22 |
0 |
0 |
0 |
1.38 |
-0.124 |
-0.112 |
0 |
| 1 |
187 |
5,229,187 |
5,229,187 |
5,634,750 |
1.29 |
0.034 |
0.028 |
509,833 |
| HKG |
-1 |
79 |
-2,877,660 |
-2,877,660 |
-3,784,209 |
1.41 |
-0.010 |
0.008 |
173,273 |
| 0 |
3 |
0 |
0 |
0 |
1.85 |
0.002 |
0.010 |
0 |
| 1 |
86 |
3,957,884 |
3,957,884 |
6,392,442 |
1.55 |
0.163 |
0.161 |
787,062 |
| IDN |
1 |
1 |
10,076 |
10,076 |
16,359 |
1.62 |
0.162 |
0.162 |
1,629 |
| JPN |
-1 |
176 |
-8,546,243 |
-8,546,243 |
-5,818,730 |
0.75 |
0.000 |
0.003 |
171,228 |
| 0 |
8 |
0 |
0 |
0 |
0.90 |
0.095 |
0.092 |
0 |
| 1 |
155 |
7,689,335 |
7,689,335 |
5,952,664 |
0.78 |
0.118 |
0.122 |
964,189 |
| KOR |
1 |
1 |
14,799 |
14,799 |
8,016 |
0.54 |
0.082 |
0.082 |
1,207 |
| MYS |
1 |
9 |
298,116 |
298,116 |
128,788 |
0.44 |
0.131 |
0.127 |
36,213 |
| NZL |
-1 |
3 |
-160,369 |
-160,369 |
-63,873 |
0.32 |
-0.068 |
-0.074 |
11,938 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.101 |
0.101 |
-0 |
| 1 |
6 |
129,657 |
129,657 |
46,333 |
0.44 |
0.065 |
0.048 |
11,381 |
| SGP |
-1 |
8 |
-464,372 |
-464,372 |
-384,530 |
0.72 |
0.057 |
0.052 |
-11,298 |
| 0 |
1 |
0 |
0 |
0 |
0.79 |
0.067 |
0.067 |
0 |
| THA |
-1 |
3 |
-167,688 |
-167,688 |
-29,623 |
0.25 |
0.095 |
0.106 |
-11,426 |
| 1 |
29 |
1,210,279 |
1,210,279 |
561,485 |
0.44 |
0.157 |
0.144 |
243,393 |
| TWN |
-1 |
32 |
-1,198,753 |
-1,198,753 |
-709,953 |
0.68 |
0.064 |
0.068 |
-100,445 |
| 0 |
1 |
0 |
0 |
0 |
0.79 |
0.139 |
0.139 |
0 |
| 1 |
44 |
2,005,090 |
2,005,090 |
1,871,156 |
0.97 |
0.149 |
0.150 |
305,877 |