Generated at 18:55 on Sunday 03/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
595 |
-18,785,398 |
| 0 |
118 |
620,699 |
| 1 |
537 |
19,668,526 |
|
target_notional |
| target_notional |
1,503,828 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
5,212,484 |
1,503,828 |
3,841,289 |
48,073,881 |
1,280,480 |
0.108 |
0.031 |
0.080 |
0.027 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,194,929 |
| 0 |
1,053,134 |
| 1 |
19,354,280 |
|
alpha_notional |
| alpha_notional |
3,841,289 |
|
alpha_notional |
| pos_sign |
|
| -1 |
918,009 |
| 0 |
33,877 |
| 1 |
2,889,402 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
68 |
-262,526 |
2,331,531 |
152,442 |
-0.113 |
0.048 |
| CHN |
492 |
-570,176 |
14,246,242 |
692,210 |
-0.040 |
0.296 |
| HKG |
177 |
1,112,431 |
7,084,033 |
461,872 |
0.157 |
0.147 |
| IDN |
2 |
14,428 |
14,428 |
6,541 |
1.000 |
0.000 |
| JPN |
346 |
-395,837 |
17,449,345 |
668,311 |
-0.023 |
0.363 |
| KOR |
17 |
-79,794 |
682,105 |
139,091 |
-0.117 |
0.014 |
| MYS |
9 |
302,980 |
302,980 |
46,858 |
1.000 |
0.006 |
| NZL |
3 |
-160,236 |
160,236 |
37,028 |
-1.000 |
0.003 |
| PHL |
7 |
126,254 |
126,258 |
32,429 |
1.000 |
0.003 |
| SGP |
8 |
-462,985 |
462,985 |
102,564 |
-1.000 |
0.010 |
| THA |
36 |
1,151,687 |
1,356,021 |
228,356 |
0.849 |
0.028 |
| TWN |
85 |
727,604 |
3,857,718 |
302,138 |
0.189 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
35 |
-976,223 |
| 0 |
11 |
-36,260 |
| 1 |
22 |
749,958 |
| CHN |
-1 |
263 |
-5,062,482 |
| 0 |
43 |
-147,823 |
| 1 |
186 |
4,640,129 |
| HKG |
-1 |
80 |
-2,985,801 |
| 0 |
7 |
0 |
| 1 |
90 |
4,098,232 |
| IDN |
1 |
2 |
14,428 |
| JPN |
-1 |
168 |
-7,623,594 |
| 0 |
35 |
853,657 |
| 1 |
143 |
6,374,100 |
| KOR |
0 |
16 |
-93,282 |
| 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 |
44,407 |
| 1 |
29 |
1,178,673 |
| TWN |
-1 |
34 |
-1,442,680 |
| 0 |
2 |
0 |
| 1 |
49 |
2,170,284 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
35 |
-976,223 |
-976,223 |
-696,821 |
0.78 |
-0.007 |
-0.004 |
16,907 |
| 0 |
11 |
-36,260 |
-36,260 |
-54,373 |
0.60 |
0.029 |
0.062 |
23,448 |
| 1 |
22 |
749,958 |
749,958 |
405,625 |
0.51 |
0.065 |
0.042 |
127,034 |
| CHN |
-1 |
263 |
-5,062,482 |
-5,062,482 |
-5,070,313 |
1.42 |
-0.108 |
-0.104 |
663,579 |
| 0 |
43 |
-147,823 |
-147,823 |
784,101 |
1.39 |
-0.079 |
-0.072 |
-36,870 |
| 1 |
186 |
4,640,129 |
4,640,129 |
4,999,771 |
1.28 |
0.031 |
0.029 |
528,675 |
| HKG |
-1 |
80 |
-2,985,801 |
-2,985,801 |
-3,949,615 |
1.41 |
-0.005 |
0.014 |
167,575 |
| 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 |
-7,623,594 |
-7,623,594 |
-4,101,352 |
0.76 |
-0.005 |
0.000 |
213,647 |
| 0 |
35 |
853,657 |
853,657 |
487,378 |
0.67 |
0.057 |
0.080 |
14,576 |
| 1 |
143 |
6,374,100 |
6,374,100 |
4,506,642 |
0.79 |
0.113 |
0.118 |
805,745 |
| KOR |
0 |
16 |
-93,282 |
-93,282 |
-168,567 |
0.64 |
-0.057 |
-0.046 |
30,645 |
| 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 |
44,407 |
44,407 |
4,595 |
0.34 |
0.081 |
0.084 |
2,079 |
| 1 |
29 |
1,178,673 |
1,178,673 |
549,519 |
0.46 |
0.174 |
0.166 |
247,130 |
| 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 |
2,170,284 |
2,170,284 |
2,084,248 |
0.97 |
0.149 |
0.164 |
338,797 |