Generated at 15:22 on Sunday 03/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
595 |
-20,672,000 |
| 0 |
118 |
0 |
| 1 |
537 |
21,662,802 |
|
target_notional |
| target_notional |
990,802 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,952,655 |
990,802 |
4,010,660 |
42,334,803 |
913,445 |
0.070 |
0.023 |
0.095 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,402,121 |
| 0 |
0 |
| 1 |
21,354,777 |
|
alpha_notional |
| alpha_notional |
4,010,660 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,077,046 |
| 0 |
0 |
| 1 |
2,933,613 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
68 |
-167,750 |
2,328,235 |
158,408 |
-0.072 |
0.055 |
| CHN |
492 |
-787,842 |
11,399,272 |
533,384 |
-0.069 |
0.269 |
| HKG |
177 |
1,149,031 |
7,047,433 |
465,453 |
0.163 |
0.166 |
| IDN |
2 |
14,428 |
14,428 |
6,541 |
1.000 |
0.000 |
| JPN |
346 |
-1,046,898 |
15,441,008 |
435,450 |
-0.068 |
0.365 |
| KOR |
17 |
13,487 |
13,487 |
7,108 |
1.000 |
0.000 |
| MYS |
9 |
302,980 |
302,980 |
46,858 |
1.000 |
0.007 |
| NZL |
3 |
-160,236 |
160,236 |
37,028 |
-1.000 |
0.004 |
| PHL |
7 |
126,254 |
126,258 |
32,429 |
1.000 |
0.003 |
| SGP |
8 |
-462,985 |
462,985 |
102,564 |
-1.000 |
0.011 |
| THA |
36 |
1,092,391 |
1,235,178 |
216,017 |
0.884 |
0.029 |
| TWN |
85 |
917,942 |
3,803,302 |
318,910 |
0.241 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-1,247,992 |
| 0 |
11 |
0 |
| 1 |
22 |
1,080,242 |
| CHN |
-1 |
263 |
-6,093,557 |
| 0 |
43 |
0 |
| 1 |
186 |
5,305,715 |
| HKG |
-1 |
80 |
-2,949,201 |
| 0 |
7 |
0 |
| 1 |
90 |
4,098,232 |
| IDN |
1 |
2 |
14,428 |
| JPN |
-1 |
168 |
-8,243,953 |
| 0 |
35 |
0 |
| 1 |
143 |
7,197,055 |
| KOR |
0 |
16 |
0 |
| 1 |
1 |
13,487 |
| MYS |
1 |
9 |
302,980 |
| NZL |
-1 |
3 |
-160,236 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
126,256 |
| SGP |
-1 |
8 |
-462,985 |
| THA |
-1 |
3 |
-71,393 |
| 0 |
4 |
0 |
| 1 |
29 |
1,163,785 |
| TWN |
-1 |
34 |
-1,442,680 |
| 0 |
2 |
0 |
| 1 |
49 |
2,360,622 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-1,247,992 |
-1,247,992 |
-882,953 |
0.78 |
-0.007 |
-0.004 |
2,661 |
| 0 |
11 |
0 |
0 |
0 |
0.60 |
0.029 |
0.062 |
0 |
| 1 |
22 |
1,080,242 |
1,080,242 |
609,289 |
0.51 |
0.065 |
0.042 |
121,852 |
| CHN |
-1 |
263 |
-6,093,557 |
-6,093,557 |
-6,626,201 |
1.42 |
-0.108 |
-0.104 |
871,464 |
| 0 |
43 |
0 |
0 |
0 |
1.39 |
-0.079 |
-0.072 |
0 |
| 1 |
186 |
5,305,715 |
5,305,715 |
5,646,054 |
1.28 |
0.031 |
0.029 |
497,820 |
| HKG |
-1 |
80 |
-2,949,201 |
-2,949,201 |
-3,924,113 |
1.41 |
-0.005 |
0.014 |
166,860 |
| 0 |
7 |
0 |
0 |
0 |
1.46 |
0.037 |
0.001 |
0 |
| 1 |
90 |
4,098,232 |
4,098,232 |
6,607,719 |
1.53 |
0.152 |
0.148 |
776,778 |
| IDN |
1 |
2 |
14,428 |
14,428 |
16,216 |
0.87 |
0.166 |
0.166 |
2,475 |
| JPN |
-1 |
168 |
-8,243,953 |
-8,243,953 |
-5,592,026 |
0.76 |
-0.005 |
0.000 |
179,760 |
| 0 |
35 |
0 |
0 |
0 |
0.67 |
0.057 |
0.080 |
0 |
| 1 |
143 |
7,197,055 |
7,197,055 |
5,511,394 |
0.79 |
0.113 |
0.118 |
872,363 |
| KOR |
0 |
16 |
0 |
0 |
0 |
0.64 |
-0.057 |
-0.046 |
0 |
| 1 |
1 |
13,487 |
13,487 |
7,305 |
0.54 |
0.170 |
0.170 |
2,290 |
| MYS |
1 |
9 |
302,980 |
302,980 |
131,933 |
0.44 |
0.145 |
0.090 |
48,146 |
| NZL |
-1 |
3 |
-160,236 |
-160,236 |
-63,823 |
0.32 |
-0.055 |
-0.059 |
9,444 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.144 |
0.144 |
-0 |
| 1 |
6 |
126,256 |
126,256 |
45,302 |
0.44 |
0.089 |
0.099 |
12,333 |
| SGP |
-1 |
8 |
-462,985 |
-462,985 |
-383,535 |
0.72 |
0.072 |
0.067 |
-19,584 |
| THA |
-1 |
3 |
-71,393 |
-71,393 |
-9,778 |
0.25 |
0.125 |
0.136 |
-8,096 |
| 0 |
4 |
0 |
0 |
0 |
0.34 |
0.081 |
0.084 |
0 |
| 1 |
29 |
1,163,785 |
1,163,785 |
541,588 |
0.46 |
0.174 |
0.166 |
245,528 |
| TWN |
-1 |
34 |
-1,442,680 |
-1,442,680 |
-919,692 |
0.73 |
0.066 |
0.084 |
-125,463 |
| 0 |
2 |
0 |
0 |
0 |
0.80 |
0.178 |
0.178 |
0 |
| 1 |
49 |
2,360,622 |
2,360,622 |
2,237,978 |
0.97 |
0.149 |
0.164 |
354,029 |