Generated at 15:24 on Monday 03/09/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-19,149,359 |
| 0 |
31 |
442,162 |
| 1 |
549 |
18,962,746 |
|
target_notional |
| target_notional |
255,549 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,139,915 |
255,549 |
3,621,039 |
45,467,132 |
1,059,791 |
0.069 |
0.006 |
0.080 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,793,004 |
| 0 |
655,262 |
| 1 |
18,277,657 |
|
alpha_notional |
| alpha_notional |
3,621,039 |
|
alpha_notional |
| pos_sign |
|
| -1 |
955,460 |
| 0 |
-135,724 |
| 1 |
2,801,302 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-266,237 |
2,150,773 |
141,250 |
-0.124 |
0.047 |
| CHN |
473 |
-311,928 |
13,065,693 |
574,642 |
-0.024 |
0.287 |
| HKG |
178 |
549,205 |
7,779,569 |
457,858 |
0.071 |
0.171 |
| IDN |
2 |
20,941 |
20,941 |
8,621 |
1.000 |
0.000 |
| JPN |
340 |
-1,292,967 |
16,455,478 |
566,381 |
-0.079 |
0.362 |
| KOR |
1 |
14,194 |
14,194 |
7,427 |
1.000 |
0.000 |
| MYS |
10 |
342,880 |
342,880 |
52,944 |
1.000 |
0.008 |
| NZL |
3 |
-160,380 |
160,380 |
37,166 |
-1.000 |
0.004 |
| PHL |
7 |
119,096 |
119,100 |
30,861 |
1.000 |
0.003 |
| SGP |
8 |
-453,139 |
453,139 |
100,824 |
-1.000 |
0.010 |
| THA |
34 |
1,062,043 |
1,242,638 |
214,106 |
0.855 |
0.027 |
| TWN |
85 |
631,841 |
3,662,346 |
276,236 |
0.173 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-1,008,473 |
| 0 |
1 |
-59,868 |
| 1 |
22 |
802,104 |
| CHN |
-1 |
276 |
-5,599,870 |
| 0 |
11 |
518,681 |
| 1 |
186 |
4,769,262 |
| HKG |
-1 |
82 |
-2,808,423 |
| 0 |
3 |
0 |
| 1 |
93 |
3,357,628 |
| IDN |
1 |
2 |
20,941 |
| JPN |
-1 |
175 |
-7,662,692 |
| 0 |
14 |
0 |
| 1 |
151 |
6,369,726 |
| KOR |
1 |
1 |
14,194 |
| MYS |
1 |
10 |
342,880 |
| NZL |
-1 |
3 |
-160,380 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
119,098 |
| SGP |
-1 |
8 |
-453,139 |
| THA |
-1 |
4 |
-73,646 |
| 0 |
1 |
-16,651 |
| 1 |
29 |
1,152,340 |
| TWN |
-1 |
35 |
-1,382,733 |
| 0 |
1 |
0 |
| 1 |
49 |
2,014,574 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-1,008,473 |
-1,008,473 |
-696,467 |
0.74 |
0.016 |
0.012 |
426 |
| 0 |
1 |
-59,868 |
-59,868 |
-26,489 |
0.44 |
-0.021 |
-0.021 |
1,262 |
| 1 |
22 |
802,104 |
802,104 |
430,384 |
0.50 |
0.070 |
0.044 |
129,867 |
| CHN |
-1 |
276 |
-5,599,870 |
-5,599,870 |
-5,964,036 |
1.43 |
-0.109 |
-0.111 |
728,709 |
| 0 |
11 |
518,681 |
518,681 |
686,530 |
1.32 |
-0.184 |
-0.203 |
-135,588 |
| 1 |
186 |
4,769,262 |
4,769,262 |
5,098,874 |
1.28 |
0.028 |
0.029 |
494,077 |
| HKG |
-1 |
82 |
-2,808,423 |
-2,808,423 |
-3,702,337 |
1.41 |
0.004 |
0.017 |
147,421 |
| 0 |
3 |
0 |
0 |
0 |
0.94 |
0.083 |
0.104 |
0 |
| 1 |
93 |
3,357,628 |
3,357,628 |
5,630,620 |
1.51 |
0.151 |
0.156 |
738,121 |
| IDN |
1 |
2 |
20,941 |
20,941 |
16,281 |
0.87 |
0.147 |
0.147 |
3,016 |
| JPN |
-1 |
175 |
-7,662,692 |
-7,662,692 |
-4,124,988 |
0.74 |
-0.002 |
0.006 |
195,485 |
| 0 |
14 |
0 |
0 |
0 |
0.99 |
0.065 |
0.096 |
0 |
| 1 |
151 |
6,369,726 |
6,369,726 |
4,460,022 |
0.79 |
0.112 |
0.119 |
811,782 |
| KOR |
1 |
1 |
14,194 |
14,194 |
7,688 |
0.54 |
0.082 |
0.082 |
1,165 |
| MYS |
1 |
10 |
342,880 |
342,880 |
150,344 |
0.41 |
0.148 |
0.135 |
58,759 |
| NZL |
-1 |
3 |
-160,380 |
-160,380 |
-64,004 |
0.32 |
-0.049 |
-0.060 |
9,537 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.114 |
0.114 |
-0 |
| 1 |
6 |
119,098 |
119,098 |
42,703 |
0.44 |
0.107 |
0.118 |
15,063 |
| SGP |
-1 |
8 |
-453,139 |
-453,139 |
-374,662 |
0.72 |
0.072 |
0.069 |
-18,933 |
| THA |
-1 |
4 |
-73,646 |
-73,646 |
-12,898 |
0.44 |
0.140 |
0.138 |
-7,288 |
| 0 |
1 |
-16,651 |
-16,651 |
-4,779 |
0.29 |
0.084 |
0.084 |
-1,399 |
| 1 |
29 |
1,152,340 |
1,152,340 |
548,028 |
0.46 |
0.159 |
0.145 |
231,834 |
| TWN |
-1 |
35 |
-1,382,733 |
-1,382,733 |
-853,613 |
0.73 |
0.055 |
0.062 |
-99,898 |
| 0 |
1 |
0 |
0 |
0 |
1.33 |
0.278 |
0.278 |
0 |
| 1 |
49 |
2,014,574 |
2,014,574 |
1,892,712 |
0.97 |
0.147 |
0.163 |
317,619 |