Generated at 19:16 on Sunday 03/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| 1.0000 |
-1 |
595 |
-20,674,975 |
| 0 |
118 |
0 |
| 1 |
537 |
21,660,300 |
|
target_notional |
| target_notional |
985,325 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| 1.0000 |
2,953,196 |
985,325 |
4,005,365 |
42,335,274 |
913,345 |
0.070 |
0.023 |
0.095 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,402,706 |
| 0 |
0 |
| 1 |
21,355,902 |
|
alpha_notional |
| alpha_notional |
4,005,365 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,077,331 |
| 0 |
0 |
| 1 |
2,928,034 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
68 |
-167,535 |
2,329,135 |
158,471 |
-0.072 |
0.055 |
| CHN |
492 |
-790,880 |
11,393,635 |
533,395 |
-0.069 |
0.269 |
| HKG |
177 |
1,146,495 |
7,049,840 |
465,061 |
0.163 |
0.167 |
| IDN |
2 |
14,628 |
14,628 |
6,651 |
1.000 |
0.000 |
| JPN |
346 |
-1,047,819 |
15,441,505 |
435,528 |
-0.068 |
0.365 |
| KOR |
17 |
13,484 |
13,484 |
7,106 |
1.000 |
0.000 |
| MYS |
9 |
303,518 |
303,518 |
46,962 |
1.000 |
0.007 |
| NZL |
3 |
-160,353 |
160,353 |
37,051 |
-1.000 |
0.004 |
| PHL |
7 |
126,122 |
126,126 |
32,520 |
1.000 |
0.003 |
| SGP |
8 |
-462,971 |
462,971 |
102,538 |
-1.000 |
0.011 |
| THA |
36 |
1,093,591 |
1,236,477 |
216,309 |
0.884 |
0.029 |
| TWN |
85 |
917,045 |
3,803,603 |
318,882 |
0.241 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-1,248,335 |
| 0 |
11 |
0 |
| 1 |
22 |
1,080,800 |
| CHN |
-1 |
263 |
-6,092,257 |
| 0 |
43 |
0 |
| 1 |
186 |
5,301,378 |
| HKG |
-1 |
80 |
-2,951,673 |
| 0 |
7 |
0 |
| 1 |
90 |
4,098,167 |
| IDN |
1 |
2 |
14,628 |
| JPN |
-1 |
168 |
-8,244,662 |
| 0 |
35 |
0 |
| 1 |
143 |
7,196,843 |
| KOR |
0 |
16 |
0 |
| 1 |
1 |
13,484 |
| MYS |
1 |
9 |
303,518 |
| NZL |
-1 |
3 |
-160,353 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
126,124 |
| SGP |
-1 |
8 |
-462,971 |
| THA |
-1 |
3 |
-71,443 |
| 0 |
4 |
0 |
| 1 |
29 |
1,165,034 |
| TWN |
-1 |
34 |
-1,443,279 |
| 0 |
2 |
0 |
| 1 |
49 |
2,360,324 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-1,248,335 |
-1,248,335 |
-883,818 |
0.78 |
-0.006 |
-0.000 |
2,297 |
| 0 |
11 |
0 |
0 |
0 |
0.60 |
0.028 |
0.060 |
0 |
| 1 |
22 |
1,080,800 |
1,080,800 |
609,230 |
0.51 |
0.065 |
0.040 |
121,385 |
| CHN |
-1 |
263 |
-6,092,257 |
-6,092,257 |
-6,627,168 |
1.42 |
-0.108 |
-0.100 |
870,583 |
| 0 |
43 |
0 |
0 |
0 |
1.39 |
-0.078 |
-0.070 |
0 |
| 1 |
186 |
5,301,378 |
5,301,378 |
5,644,093 |
1.28 |
0.030 |
0.030 |
492,910 |
| HKG |
-1 |
80 |
-2,951,673 |
-2,951,673 |
-3,925,926 |
1.41 |
-0.005 |
0.015 |
166,480 |
| 0 |
7 |
0 |
0 |
0 |
1.46 |
0.037 |
0.000 |
0 |
| 1 |
90 |
4,098,167 |
4,098,167 |
6,606,862 |
1.53 |
0.152 |
0.150 |
780,466 |
| IDN |
1 |
2 |
14,628 |
14,628 |
16,513 |
0.87 |
0.165 |
0.165 |
2,490 |
| JPN |
-1 |
168 |
-8,244,662 |
-8,244,662 |
-5,589,168 |
0.76 |
-0.005 |
0.000 |
181,584 |
| 0 |
35 |
0 |
0 |
0 |
0.67 |
0.056 |
0.080 |
0 |
| 1 |
143 |
7,196,843 |
7,196,843 |
5,511,611 |
0.79 |
0.113 |
0.120 |
869,315 |
| KOR |
0 |
16 |
0 |
0 |
0 |
0.64 |
-0.057 |
-0.045 |
0 |
| 1 |
1 |
13,484 |
13,484 |
7,282 |
0.54 |
0.170 |
0.170 |
2,292 |
| MYS |
1 |
9 |
303,518 |
303,518 |
131,757 |
0.43 |
0.146 |
0.090 |
48,282 |
| NZL |
-1 |
3 |
-160,353 |
-160,353 |
-63,449 |
0.32 |
-0.057 |
-0.060 |
9,697 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.140 |
0.140 |
-0 |
| 1 |
6 |
126,124 |
126,124 |
45,161 |
0.44 |
0.090 |
0.100 |
12,207 |
| SGP |
-1 |
8 |
-462,971 |
-462,971 |
-383,251 |
0.72 |
0.071 |
0.065 |
-20,203 |
| THA |
-1 |
3 |
-71,443 |
-71,443 |
-9,870 |
0.25 |
0.127 |
0.140 |
-8,266 |
| 0 |
4 |
0 |
0 |
0 |
0.34 |
0.083 |
0.085 |
0 |
| 1 |
29 |
1,165,034 |
1,165,034 |
544,678 |
0.46 |
0.175 |
0.170 |
244,768 |
| TWN |
-1 |
34 |
-1,443,279 |
-1,443,279 |
-920,056 |
0.73 |
0.065 |
0.085 |
-124,841 |
| 0 |
2 |
0 |
0 |
0 |
0.80 |
0.175 |
0.175 |
0 |
| 1 |
49 |
2,360,324 |
2,360,324 |
2,238,716 |
0.97 |
0.149 |
0.160 |
353,918 |