Generated at 15:20 on Tuesday 03/10/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
620 |
-20,728,951 |
| 0 |
42 |
0 |
| 1 |
547 |
21,566,969 |
|
target_notional |
| target_notional |
838,018 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,897,007 |
838,018 |
3,812,793 |
42,295,920 |
896,806 |
0.068 |
0.020 |
0.090 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,168,878 |
| 0 |
0 |
| 1 |
21,065,886 |
|
alpha_notional |
| alpha_notional |
3,812,793 |
|
alpha_notional |
| pos_sign |
|
| -1 |
967,879 |
| 0 |
0 |
| 1 |
2,844,914 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
63 |
-293,558 |
2,352,415 |
173,366 |
-0.125 |
0.056 |
| CHN |
477 |
-629,849 |
11,390,244 |
489,629 |
-0.055 |
0.269 |
| HKG |
178 |
1,012,773 |
6,914,974 |
438,591 |
0.146 |
0.163 |
| IDN |
3 |
23,220 |
23,220 |
9,082 |
1.000 |
0.001 |
| JPN |
340 |
-1,073,683 |
15,720,503 |
439,227 |
-0.068 |
0.372 |
| KOR |
1 |
13,812 |
13,812 |
7,242 |
1.000 |
0.000 |
| MYS |
10 |
361,219 |
361,219 |
55,806 |
1.000 |
0.009 |
| 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 |
0.011 |
| THA |
34 |
1,048,549 |
1,205,549 |
212,704 |
0.870 |
0.029 |
| TWN |
85 |
878,248 |
3,569,228 |
304,514 |
0.246 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-1,322,987 |
| 0 |
1 |
0 |
| 1 |
21 |
1,029,429 |
| CHN |
-1 |
276 |
-6,010,046 |
| 0 |
16 |
0 |
| 1 |
185 |
5,380,198 |
| HKG |
-1 |
79 |
-2,951,101 |
| 0 |
6 |
0 |
| 1 |
93 |
3,963,873 |
| IDN |
1 |
3 |
23,220 |
| JPN |
-1 |
174 |
-8,397,093 |
| 0 |
15 |
0 |
| 1 |
151 |
7,323,410 |
| 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 |
0 |
| 1 |
27 |
1,127,049 |
| TWN |
-1 |
34 |
-1,345,490 |
| 0 |
1 |
0 |
| 1 |
50 |
2,223,738 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-1,322,987 |
-1,322,987 |
-926,879 |
0.75 |
0.009 |
0.003 |
-12,878 |
| 0 |
1 |
0 |
0 |
0 |
0.86 |
-0.022 |
-0.022 |
0 |
| 1 |
21 |
1,029,429 |
1,029,429 |
589,604 |
0.49 |
0.071 |
0.058 |
127,796 |
| CHN |
-1 |
276 |
-6,010,046 |
-6,010,046 |
-6,465,270 |
1.41 |
-0.110 |
-0.108 |
782,578 |
| 0 |
16 |
0 |
0 |
0 |
1.44 |
-0.157 |
-0.138 |
0 |
| 1 |
185 |
5,380,198 |
5,380,198 |
5,733,014 |
1.28 |
0.027 |
0.032 |
458,672 |
| HKG |
-1 |
79 |
-2,951,101 |
-2,951,101 |
-3,927,593 |
1.43 |
0.001 |
-0.005 |
129,507 |
| 0 |
6 |
0 |
0 |
0 |
1.07 |
0.112 |
0.094 |
0 |
| 1 |
93 |
3,963,873 |
3,963,873 |
6,346,975 |
1.52 |
0.151 |
0.152 |
718,737 |
| IDN |
1 |
3 |
23,220 |
23,220 |
18,131 |
0.77 |
0.152 |
0.161 |
3,390 |
| JPN |
-1 |
174 |
-8,397,093 |
-8,397,093 |
-5,585,907 |
0.73 |
-0.007 |
-0.004 |
192,714 |
| 0 |
15 |
0 |
0 |
0 |
0.92 |
0.081 |
0.100 |
0 |
| 1 |
151 |
7,323,410 |
7,323,410 |
5,550,130 |
0.80 |
0.109 |
0.116 |
891,836 |
| 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 |
0 |
0 |
0 |
0.22 |
0.110 |
0.091 |
0 |
| 1 |
27 |
1,127,049 |
1,127,049 |
542,013 |
0.48 |
0.168 |
0.166 |
233,940 |
| 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 |
2,223,738 |
2,223,738 |
2,075,413 |
0.98 |
0.152 |
0.165 |
332,564 |