Generated at 15:59 on Thursday 03/12/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
635 |
-20,604,351 |
| 0 |
38 |
0 |
| 1 |
540 |
21,583,866 |
|
target_notional |
| target_notional |
979,515 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,882,970 |
979,515 |
3,708,083 |
42,188,217 |
869,949 |
0.068 |
0.023 |
0.088 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,128,363 |
| 0 |
0 |
| 1 |
21,011,334 |
|
alpha_notional |
| alpha_notional |
3,708,083 |
|
alpha_notional |
| pos_sign |
|
| -1 |
859,360 |
| 0 |
0 |
| 1 |
2,848,723 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
59 |
-386,088 |
2,327,344 |
186,515 |
-0.166 |
0.055 |
| CHN |
501 |
-518,060 |
11,352,448 |
485,206 |
-0.046 |
0.269 |
| HKG |
173 |
902,413 |
6,769,161 |
412,364 |
0.133 |
0.160 |
| IDN |
3 |
29,081 |
29,081 |
10,692 |
1.000 |
0.001 |
| JPN |
334 |
-1,002,847 |
15,675,064 |
427,648 |
-0.064 |
0.372 |
| KOR |
1 |
15,025 |
15,025 |
7,840 |
1.000 |
0.000 |
| MYS |
10 |
434,258 |
434,258 |
69,105 |
1.000 |
0.010 |
| NZL |
2 |
-160,376 |
160,376 |
38,511 |
-1.000 |
0.004 |
| PHL |
7 |
123,807 |
123,812 |
33,873 |
1.000 |
0.003 |
| SGP |
8 |
-470,189 |
470,189 |
104,978 |
-1.000 |
0.011 |
| THA |
30 |
1,037,120 |
1,194,122 |
208,942 |
0.869 |
0.028 |
| TWN |
85 |
975,370 |
3,637,338 |
328,814 |
0.268 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-1,356,716 |
| 0 |
1 |
0 |
| 1 |
17 |
970,628 |
| CHN |
-1 |
291 |
-5,935,254 |
| 0 |
25 |
0 |
| 1 |
185 |
5,417,194 |
| HKG |
-1 |
79 |
-2,933,374 |
| 0 |
1 |
0 |
| 1 |
93 |
3,835,787 |
| IDN |
1 |
3 |
29,081 |
| JPN |
-1 |
176 |
-8,338,955 |
| 0 |
7 |
0 |
| 1 |
151 |
7,336,108 |
| KOR |
1 |
1 |
15,025 |
| MYS |
1 |
10 |
434,258 |
| NZL |
-1 |
2 |
-160,376 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
123,809 |
| SGP |
-1 |
8 |
-470,189 |
| THA |
-1 |
4 |
-78,501 |
| 0 |
1 |
0 |
| 1 |
25 |
1,115,621 |
| TWN |
-1 |
33 |
-1,330,984 |
| 0 |
3 |
0 |
| 1 |
49 |
2,306,354 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-1,356,716 |
-1,356,716 |
-961,522 |
0.74 |
0.009 |
0.006 |
-17,188 |
| 0 |
1 |
0 |
0 |
0 |
0.92 |
-0.018 |
-0.018 |
0 |
| 1 |
17 |
970,628 |
970,628 |
541,586 |
0.47 |
0.098 |
0.093 |
124,899 |
| CHN |
-1 |
291 |
-5,935,254 |
-5,935,254 |
-6,530,851 |
1.42 |
-0.110 |
-0.108 |
766,600 |
| 0 |
25 |
0 |
0 |
0 |
1.36 |
-0.131 |
-0.126 |
0 |
| 1 |
185 |
5,417,194 |
5,417,194 |
5,763,630 |
1.27 |
0.027 |
0.025 |
481,180 |
| HKG |
-1 |
79 |
-2,933,374 |
-2,933,374 |
-3,898,402 |
1.43 |
0.005 |
0.014 |
116,482 |
| 0 |
1 |
0 |
0 |
0 |
3.54 |
0.253 |
0.253 |
0 |
| 1 |
93 |
3,835,787 |
3,835,787 |
6,140,378 |
1.52 |
0.147 |
0.153 |
696,461 |
| IDN |
1 |
3 |
29,081 |
29,081 |
19,717 |
0.77 |
0.170 |
0.174 |
4,799 |
| JPN |
-1 |
176 |
-8,338,955 |
-8,338,955 |
-5,477,779 |
0.75 |
0.003 |
0.011 |
97,076 |
| 0 |
7 |
0 |
0 |
0 |
0.67 |
0.062 |
0.120 |
0 |
| 1 |
151 |
7,336,108 |
7,336,108 |
5,590,257 |
0.81 |
0.112 |
0.111 |
919,624 |
| KOR |
1 |
1 |
15,025 |
15,025 |
8,138 |
0.54 |
-0.012 |
-0.012 |
-187 |
| MYS |
1 |
10 |
434,258 |
434,258 |
193,657 |
0.41 |
0.132 |
0.131 |
65,607 |
| NZL |
-1 |
2 |
-160,376 |
-160,376 |
-64,502 |
0.24 |
-0.077 |
-0.077 |
14,112 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.098 |
0.098 |
-0 |
| 1 |
6 |
123,809 |
123,809 |
45,221 |
0.44 |
0.101 |
0.121 |
14,603 |
| SGP |
-1 |
8 |
-470,189 |
-470,189 |
-394,018 |
0.72 |
0.057 |
0.056 |
-10,695 |
| THA |
-1 |
4 |
-78,501 |
-78,501 |
-16,788 |
0.44 |
0.130 |
0.131 |
-7,513 |
| 0 |
1 |
0 |
0 |
0 |
0.39 |
0.028 |
0.028 |
0 |
| 1 |
25 |
1,115,621 |
1,115,621 |
542,913 |
0.48 |
0.158 |
0.146 |
218,946 |
| TWN |
-1 |
33 |
-1,330,984 |
-1,330,984 |
-784,501 |
0.71 |
0.053 |
0.063 |
-99,514 |
| 0 |
3 |
0 |
0 |
0 |
1.17 |
0.126 |
0.097 |
0 |
| 1 |
49 |
2,306,354 |
2,306,354 |
2,165,837 |
0.98 |
0.144 |
0.153 |
322,791 |