Generated at 15:22 on Wednesday 03/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
625 |
-20,687,922 |
| 0 |
37 |
0 |
| 1 |
541 |
21,625,793 |
|
target_notional |
| target_notional |
937,871 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,762,470 |
937,871 |
3,810,066 |
42,313,716 |
892,818 |
0.065 |
0.022 |
0.090 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,341,493 |
| 0 |
0 |
| 1 |
21,103,963 |
|
alpha_notional |
| alpha_notional |
3,810,066 |
|
alpha_notional |
| pos_sign |
|
| -1 |
954,652 |
| 0 |
0 |
| 1 |
2,855,414 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-365,727 |
2,362,325 |
183,935 |
-0.155 |
0.056 |
| CHN |
481 |
-459,951 |
11,257,053 |
474,783 |
-0.041 |
0.266 |
| HKG |
175 |
889,932 |
6,815,170 |
413,685 |
0.131 |
0.161 |
| IDN |
3 |
28,144 |
28,144 |
10,386 |
1.000 |
0.001 |
| JPN |
336 |
-1,067,002 |
15,808,691 |
441,288 |
-0.067 |
0.374 |
| KOR |
1 |
14,606 |
14,606 |
7,648 |
1.000 |
0.000 |
| MYS |
10 |
403,533 |
403,533 |
62,689 |
1.000 |
0.010 |
| NZL |
3 |
-160,374 |
160,374 |
38,399 |
-1.000 |
0.004 |
| PHL |
7 |
123,114 |
123,118 |
33,185 |
1.000 |
0.003 |
| SGP |
8 |
-471,490 |
471,490 |
104,937 |
-1.000 |
0.011 |
| THA |
31 |
1,037,221 |
1,194,877 |
210,971 |
0.868 |
0.028 |
| TWN |
86 |
965,866 |
3,674,335 |
327,865 |
0.263 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-1,364,026 |
| 0 |
4 |
0 |
| 1 |
18 |
998,299 |
| CHN |
-1 |
283 |
-5,858,502 |
| 0 |
12 |
0 |
| 1 |
186 |
5,398,551 |
| HKG |
-1 |
79 |
-2,962,619 |
| 0 |
3 |
0 |
| 1 |
93 |
3,852,551 |
| IDN |
1 |
3 |
28,144 |
| JPN |
-1 |
173 |
-8,437,847 |
| 0 |
14 |
0 |
| 1 |
149 |
7,370,845 |
| KOR |
1 |
1 |
14,606 |
| MYS |
1 |
10 |
403,533 |
| NZL |
-1 |
2 |
-160,374 |
| 0 |
1 |
0 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
123,116 |
| SGP |
-1 |
8 |
-471,490 |
| THA |
-1 |
4 |
-78,828 |
| 0 |
1 |
0 |
| 1 |
26 |
1,116,049 |
| TWN |
-1 |
35 |
-1,354,235 |
| 0 |
2 |
0 |
| 1 |
49 |
2,320,100 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-1,364,026 |
-1,364,026 |
-965,142 |
0.76 |
0.010 |
0.001 |
-14,213 |
| 0 |
4 |
0 |
0 |
0 |
0.43 |
0.012 |
-0.001 |
0 |
| 1 |
18 |
998,299 |
998,299 |
567,372 |
0.49 |
0.083 |
0.065 |
122,360 |
| CHN |
-1 |
283 |
-5,858,502 |
-5,858,502 |
-6,560,906 |
1.42 |
-0.111 |
-0.107 |
778,341 |
| 0 |
12 |
0 |
0 |
0 |
1.35 |
-0.163 |
-0.162 |
0 |
| 1 |
186 |
5,398,551 |
5,398,551 |
5,753,650 |
1.28 |
0.027 |
0.029 |
444,175 |
| HKG |
-1 |
79 |
-2,962,619 |
-2,962,619 |
-3,942,571 |
1.43 |
0.001 |
-0.005 |
125,306 |
| 0 |
3 |
0 |
0 |
0 |
1.79 |
0.269 |
0.283 |
0 |
| 1 |
93 |
3,852,551 |
3,852,551 |
6,169,109 |
1.52 |
0.144 |
0.147 |
686,717 |
| IDN |
1 |
3 |
28,144 |
28,144 |
19,552 |
0.77 |
0.172 |
0.184 |
4,619 |
| JPN |
-1 |
173 |
-8,437,847 |
-8,437,847 |
-5,585,018 |
0.74 |
-0.006 |
-0.003 |
183,821 |
| 0 |
14 |
0 |
0 |
0 |
0.84 |
0.117 |
0.107 |
0 |
| 1 |
149 |
7,370,845 |
7,370,845 |
5,633,700 |
0.81 |
0.110 |
0.115 |
915,473 |
| KOR |
1 |
1 |
14,606 |
14,606 |
7,911 |
0.54 |
0.016 |
0.016 |
239 |
| MYS |
1 |
10 |
403,533 |
403,533 |
179,370 |
0.41 |
0.149 |
0.140 |
69,047 |
| NZL |
-1 |
2 |
-160,374 |
-160,374 |
-64,511 |
0.24 |
-0.073 |
-0.073 |
13,622 |
| 0 |
1 |
0 |
0 |
0 |
0.47 |
-0.019 |
-0.019 |
0 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.130 |
0.130 |
-0 |
| 1 |
6 |
123,116 |
123,116 |
44,781 |
0.44 |
0.102 |
0.121 |
14,272 |
| SGP |
-1 |
8 |
-471,490 |
-471,490 |
-393,530 |
0.72 |
0.066 |
0.071 |
-11,668 |
| THA |
-1 |
4 |
-78,828 |
-78,828 |
-16,662 |
0.44 |
0.130 |
0.135 |
-6,100 |
| 0 |
1 |
0 |
0 |
0 |
0.66 |
0.117 |
0.117 |
0 |
| 1 |
26 |
1,116,049 |
1,116,049 |
541,691 |
0.47 |
0.168 |
0.159 |
234,600 |
| TWN |
-1 |
35 |
-1,354,235 |
-1,354,235 |
-813,153 |
0.73 |
0.063 |
0.077 |
-114,457 |
| 0 |
2 |
0 |
0 |
0 |
1.07 |
0.118 |
0.118 |
0 |
| 1 |
49 |
2,320,100 |
2,320,100 |
2,186,827 |
0.98 |
0.159 |
0.164 |
363,911 |