Generated at 15:24 on Wednesday 03/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
625 |
-19,481,315 |
| 0 |
37 |
304,287 |
| 1 |
541 |
19,500,581 |
|
target_notional |
| target_notional |
323,554 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,176,323 |
323,554 |
3,772,654 |
45,553,310 |
1,059,881 |
0.070 |
0.007 |
0.083 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,278,193 |
| 0 |
742,982 |
| 1 |
18,711,534 |
|
alpha_notional |
| alpha_notional |
3,772,654 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,017,999 |
| 0 |
-73,752 |
| 1 |
2,828,408 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
62 |
-310,629 |
2,157,633 |
152,728 |
-0.144 |
0.047 |
| CHN |
481 |
-375,445 |
12,705,238 |
543,073 |
-0.030 |
0.279 |
| HKG |
175 |
339,549 |
7,671,848 |
432,081 |
0.044 |
0.168 |
| IDN |
3 |
28,144 |
28,144 |
10,386 |
1.000 |
0.001 |
| JPN |
336 |
-1,092,377 |
16,779,094 |
574,408 |
-0.065 |
0.368 |
| KOR |
1 |
14,606 |
14,606 |
7,648 |
1.000 |
0.000 |
| MYS |
10 |
403,533 |
403,533 |
62,689 |
1.000 |
0.009 |
| 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 |
0.010 |
| THA |
31 |
1,051,808 |
1,209,464 |
213,665 |
0.870 |
0.027 |
| TWN |
86 |
773,114 |
3,828,766 |
311,722 |
0.202 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-1,095,429 |
| 0 |
4 |
-68,179 |
| 1 |
18 |
852,979 |
| CHN |
-1 |
283 |
-5,615,604 |
| 0 |
12 |
500,553 |
| 1 |
186 |
4,739,606 |
| HKG |
-1 |
79 |
-2,840,475 |
| 0 |
3 |
0 |
| 1 |
93 |
3,180,024 |
| IDN |
1 |
3 |
28,144 |
| JPN |
-1 |
173 |
-7,864,879 |
| 0 |
14 |
0 |
| 1 |
149 |
6,772,502 |
| 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 |
1,130,636 |
| TWN |
-1 |
35 |
-1,354,235 |
| 0 |
2 |
-128,086 |
| 1 |
49 |
2,255,434 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-1,095,429 |
-1,095,429 |
-780,618 |
0.76 |
0.010 |
0.001 |
-968 |
| 0 |
4 |
-68,179 |
-68,179 |
-18,440 |
0.43 |
0.012 |
-0.001 |
3,577 |
| 1 |
18 |
852,979 |
852,979 |
457,660 |
0.49 |
0.083 |
0.065 |
123,435 |
| CHN |
-1 |
283 |
-5,615,604 |
-5,615,604 |
-6,251,058 |
1.42 |
-0.111 |
-0.107 |
761,322 |
| 0 |
12 |
500,553 |
500,553 |
877,086 |
1.35 |
-0.163 |
-0.162 |
-73,695 |
| 1 |
186 |
4,739,606 |
4,739,606 |
5,117,124 |
1.28 |
0.027 |
0.029 |
469,511 |
| HKG |
-1 |
79 |
-2,840,475 |
-2,840,475 |
-3,750,441 |
1.43 |
0.001 |
-0.005 |
140,384 |
| 0 |
3 |
0 |
0 |
0 |
1.79 |
0.269 |
0.283 |
0 |
| 1 |
93 |
3,180,024 |
3,180,024 |
5,309,792 |
1.52 |
0.144 |
0.147 |
686,732 |
| IDN |
1 |
3 |
28,144 |
28,144 |
19,552 |
0.77 |
0.172 |
0.184 |
4,619 |
| JPN |
-1 |
173 |
-7,864,879 |
-7,864,879 |
-4,208,221 |
0.74 |
-0.006 |
-0.003 |
235,865 |
| 0 |
14 |
0 |
0 |
0 |
0.84 |
0.117 |
0.107 |
0 |
| 1 |
149 |
6,772,502 |
6,772,502 |
4,879,222 |
0.81 |
0.110 |
0.115 |
856,235 |
| 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 |
1,130,636 |
1,130,636 |
549,462 |
0.47 |
0.168 |
0.159 |
237,792 |
| TWN |
-1 |
35 |
-1,354,235 |
-1,354,235 |
-813,153 |
0.73 |
0.063 |
0.077 |
-114,457 |
| 0 |
2 |
-128,086 |
-128,086 |
-115,664 |
1.07 |
0.118 |
0.118 |
-3,634 |
| 1 |
49 |
2,255,434 |
2,255,434 |
2,146,661 |
0.98 |
0.159 |
0.164 |
366,526 |