Generated at 15:20 on Monday 03/09/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-20,584,005 |
| 0 |
31 |
0 |
| 1 |
549 |
21,509,366 |
|
target_notional |
| target_notional |
925,361 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,702,592 |
925,361 |
3,789,674 |
42,093,371 |
886,777 |
0.064 |
0.022 |
0.090 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,332,431 |
| 0 |
0 |
| 1 |
21,035,023 |
|
alpha_notional |
| alpha_notional |
3,789,674 |
|
alpha_notional |
| pos_sign |
|
| -1 |
954,065 |
| 0 |
0 |
| 1 |
2,835,608 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-196,885 |
2,337,727 |
163,064 |
-0.084 |
0.056 |
| CHN |
473 |
-679,414 |
11,540,531 |
510,136 |
-0.059 |
0.274 |
| HKG |
178 |
1,095,334 |
6,941,781 |
456,138 |
0.158 |
0.165 |
| IDN |
2 |
20,941 |
20,941 |
8,621 |
1.000 |
0.000 |
| JPN |
340 |
-1,067,008 |
15,360,197 |
427,028 |
-0.069 |
0.365 |
| 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 |
0.011 |
| THA |
34 |
1,064,405 |
1,211,698 |
213,739 |
0.878 |
0.029 |
| TWN |
85 |
825,337 |
3,590,803 |
292,262 |
0.230 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-1,267,306 |
| 0 |
1 |
0 |
| 1 |
22 |
1,070,421 |
| CHN |
-1 |
276 |
-6,109,972 |
| 0 |
11 |
0 |
| 1 |
186 |
5,430,559 |
| HKG |
-1 |
82 |
-2,923,224 |
| 0 |
3 |
0 |
| 1 |
93 |
4,018,557 |
| IDN |
1 |
2 |
20,941 |
| JPN |
-1 |
175 |
-8,213,603 |
| 0 |
14 |
0 |
| 1 |
151 |
7,146,594 |
| 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 |
0 |
| 1 |
29 |
1,138,052 |
| TWN |
-1 |
35 |
-1,382,733 |
| 0 |
1 |
0 |
| 1 |
49 |
2,208,070 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-1,267,306 |
-1,267,306 |
-874,014 |
0.74 |
0.016 |
0.012 |
-15,839 |
| 0 |
1 |
0 |
0 |
0 |
0.44 |
-0.021 |
-0.021 |
0 |
| 1 |
22 |
1,070,421 |
1,070,421 |
608,644 |
0.50 |
0.070 |
0.044 |
124,477 |
| CHN |
-1 |
276 |
-6,109,972 |
-6,109,972 |
-6,824,163 |
1.43 |
-0.109 |
-0.111 |
807,099 |
| 0 |
11 |
0 |
0 |
0 |
1.32 |
-0.184 |
-0.203 |
0 |
| 1 |
186 |
5,430,559 |
5,430,559 |
5,738,175 |
1.28 |
0.028 |
0.029 |
460,892 |
| HKG |
-1 |
82 |
-2,923,224 |
-2,923,224 |
-3,880,296 |
1.41 |
0.004 |
0.017 |
132,938 |
| 0 |
3 |
0 |
0 |
0 |
0.94 |
0.083 |
0.104 |
0 |
| 1 |
93 |
4,018,557 |
4,018,557 |
6,475,097 |
1.51 |
0.151 |
0.156 |
749,445 |
| IDN |
1 |
2 |
20,941 |
20,941 |
16,281 |
0.87 |
0.147 |
0.147 |
3,016 |
| JPN |
-1 |
175 |
-8,213,603 |
-8,213,603 |
-5,448,782 |
0.74 |
-0.002 |
0.006 |
146,449 |
| 0 |
14 |
0 |
0 |
0 |
0.99 |
0.065 |
0.096 |
0 |
| 1 |
151 |
7,146,594 |
7,146,594 |
5,406,142 |
0.79 |
0.112 |
0.119 |
869,590 |
| 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 |
0 |
0 |
0 |
0.29 |
0.084 |
0.084 |
0 |
| 1 |
29 |
1,138,052 |
1,138,052 |
540,416 |
0.46 |
0.159 |
0.145 |
229,683 |
| 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 |
2,208,070 |
2,208,070 |
2,049,532 |
0.97 |
0.147 |
0.163 |
323,518 |