Generated at 15:24 on Tuesday 03/10/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
620 |
-19,256,959 |
| 0 |
42 |
-284,064 |
| 1 |
547 |
19,253,116 |
|
target_notional |
| target_notional |
-287,907 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,705,606 |
-287,907 |
3,775,822 |
45,451,599 |
1,044,868 |
0.060 |
-0.006 |
0.083 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,554,383 |
| 0 |
-286,283 |
| 1 |
18,546,272 |
|
alpha_notional |
| alpha_notional |
3,775,822 |
|
alpha_notional |
| pos_sign |
|
| -1 |
968,242 |
| 0 |
-10,938 |
| 1 |
2,818,518 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-298,393 |
2,166,200 |
149,245 |
-0.138 |
0.048 |
| CHN |
477 |
-777,375 |
12,542,590 |
557,182 |
-0.062 |
0.276 |
| HKG |
178 |
452,832 |
7,764,652 |
447,446 |
0.058 |
0.171 |
| IDN |
3 |
23,220 |
23,220 |
9,082 |
1.000 |
0.001 |
| JPN |
340 |
-1,293,000 |
16,901,292 |
584,811 |
-0.077 |
0.372 |
| KOR |
1 |
13,812 |
13,812 |
7,242 |
1.000 |
0.000 |
| MYS |
10 |
361,219 |
361,219 |
55,806 |
1.000 |
0.008 |
| NZL |
3 |
-160,375 |
160,375 |
37,516 |
-1.000 |
0.004 |
| PHL |
7 |
121,020 |
121,024 |
31,903 |
1.000 |
0.003 |
| SGP |
8 |
-463,358 |
463,358 |
102,864 |
-1.000 |
0.010 |
| THA |
34 |
1,045,911 |
1,235,847 |
213,075 |
0.846 |
0.027 |
| TWN |
85 |
686,579 |
3,698,010 |
288,768 |
0.186 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-1,056,826 |
| 0 |
1 |
-58,971 |
| 1 |
21 |
817,404 |
| CHN |
-1 |
276 |
-5,497,762 |
| 0 |
16 |
0 |
| 1 |
185 |
4,720,387 |
| HKG |
-1 |
79 |
-2,837,795 |
| 0 |
6 |
0 |
| 1 |
93 |
3,290,627 |
| IDN |
1 |
3 |
23,220 |
| JPN |
-1 |
174 |
-7,816,851 |
| 0 |
15 |
-208,625 |
| 1 |
151 |
6,732,476 |
| KOR |
1 |
1 |
13,812 |
| MYS |
1 |
10 |
361,219 |
| NZL |
-1 |
3 |
-160,375 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
121,022 |
| SGP |
-1 |
8 |
-463,358 |
| THA |
-1 |
4 |
-78,500 |
| 0 |
3 |
-16,468 |
| 1 |
27 |
1,140,879 |
| TWN |
-1 |
34 |
-1,345,490 |
| 0 |
1 |
0 |
| 1 |
50 |
2,032,069 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-1,056,826 |
-1,056,826 |
-744,675 |
0.75 |
0.009 |
0.003 |
1,239 |
| 0 |
1 |
-58,971 |
-58,971 |
-50,677 |
0.86 |
-0.022 |
-0.022 |
1,290 |
| 1 |
21 |
817,404 |
817,404 |
462,655 |
0.49 |
0.071 |
0.058 |
132,820 |
| CHN |
-1 |
276 |
-5,497,762 |
-5,497,762 |
-5,602,021 |
1.41 |
-0.110 |
-0.108 |
711,271 |
| 0 |
16 |
0 |
0 |
0 |
1.44 |
-0.157 |
-0.138 |
0 |
| 1 |
185 |
4,720,387 |
4,720,387 |
5,093,184 |
1.28 |
0.027 |
0.032 |
491,609 |
| HKG |
-1 |
79 |
-2,837,795 |
-2,837,795 |
-3,752,827 |
1.43 |
0.001 |
-0.005 |
144,687 |
| 0 |
6 |
0 |
0 |
0 |
1.07 |
0.112 |
0.094 |
0 |
| 1 |
93 |
3,290,627 |
3,290,627 |
5,486,515 |
1.52 |
0.151 |
0.152 |
705,065 |
| IDN |
1 |
3 |
23,220 |
23,220 |
18,131 |
0.77 |
0.152 |
0.161 |
3,390 |
| JPN |
-1 |
174 |
-7,816,851 |
-7,816,851 |
-4,191,630 |
0.73 |
-0.007 |
-0.004 |
235,088 |
| 0 |
15 |
-208,625 |
-208,625 |
-230,880 |
0.92 |
0.081 |
0.100 |
-10,916 |
| 1 |
151 |
6,732,476 |
6,732,476 |
4,805,220 |
0.80 |
0.109 |
0.116 |
839,871 |
| KOR |
1 |
1 |
13,812 |
13,812 |
7,481 |
0.54 |
0.072 |
0.072 |
995 |
| MYS |
1 |
10 |
361,219 |
361,219 |
159,526 |
0.41 |
0.149 |
0.150 |
60,398 |
| NZL |
-1 |
3 |
-160,375 |
-160,375 |
-63,945 |
0.32 |
-0.055 |
-0.066 |
10,797 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.091 |
0.091 |
-0 |
| 1 |
6 |
121,022 |
121,022 |
43,598 |
0.44 |
0.116 |
0.143 |
16,586 |
| SGP |
-1 |
8 |
-463,358 |
-463,358 |
-383,839 |
0.72 |
0.073 |
0.071 |
-17,838 |
| THA |
-1 |
4 |
-78,500 |
-78,500 |
-16,932 |
0.44 |
0.132 |
0.143 |
-7,652 |
| 0 |
3 |
-16,468 |
-16,468 |
-4,726 |
0.22 |
0.110 |
0.091 |
-1,312 |
| 1 |
27 |
1,140,879 |
1,140,879 |
549,380 |
0.48 |
0.168 |
0.166 |
236,573 |
| TWN |
-1 |
34 |
-1,345,490 |
-1,345,490 |
-798,513 |
0.71 |
0.059 |
0.078 |
-109,350 |
| 0 |
1 |
0 |
0 |
0 |
1.54 |
0.085 |
0.085 |
0 |
| 1 |
50 |
2,032,069 |
2,032,069 |
1,920,580 |
0.98 |
0.152 |
0.165 |
331,211 |