Generated at 15:22 on Sunday 03/15/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
637 |
-20,508,575 |
| 0 |
51 |
0 |
| 1 |
539 |
21,550,943 |
|
target_notional |
| target_notional |
1,042,368 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,850,016 |
1,042,368 |
3,710,074 |
42,059,518 |
852,419 |
0.068 |
0.025 |
0.088 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,004,593 |
| 0 |
0 |
| 1 |
20,854,609 |
|
alpha_notional |
| alpha_notional |
3,710,074 |
|
alpha_notional |
| pos_sign |
|
| -1 |
862,427 |
| 0 |
0 |
| 1 |
2,847,647 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
64 |
-474,990 |
2,409,392 |
196,482 |
-0.197 |
0.057 |
| CHN |
496 |
-472,067 |
11,157,818 |
459,543 |
-0.042 |
0.265 |
| HKG |
178 |
949,198 |
6,751,659 |
415,028 |
0.141 |
0.161 |
| IDN |
6 |
35,148 |
35,148 |
11,645 |
1.000 |
0.001 |
| JPN |
341 |
-999,798 |
15,683,375 |
425,401 |
-0.064 |
0.373 |
| KOR |
1 |
15,594 |
15,594 |
8,299 |
1.000 |
0.000 |
| MYS |
10 |
481,283 |
481,283 |
78,818 |
1.000 |
0.011 |
| NZL |
2 |
-160,369 |
160,369 |
38,633 |
-1.000 |
0.004 |
| PHL |
7 |
120,762 |
120,767 |
32,662 |
1.000 |
0.003 |
| SGP |
8 |
-462,261 |
462,261 |
103,143 |
-1.000 |
0.011 |
| THA |
31 |
1,177,765 |
1,315,604 |
229,796 |
0.895 |
0.031 |
| TWN |
83 |
832,103 |
3,466,248 |
297,848 |
0.240 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-1,442,191 |
| 1 |
17 |
967,201 |
| CHN |
-1 |
283 |
-5,814,943 |
| 0 |
28 |
0 |
| 1 |
185 |
5,342,876 |
| HKG |
-1 |
81 |
-2,901,231 |
| 0 |
2 |
0 |
| 1 |
95 |
3,850,428 |
| IDN |
1 |
6 |
35,148 |
| JPN |
-1 |
177 |
-8,341,586 |
| 0 |
16 |
0 |
| 1 |
148 |
7,341,788 |
| KOR |
1 |
1 |
15,594 |
| MYS |
1 |
10 |
481,283 |
| NZL |
-1 |
2 |
-160,369 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
120,765 |
| SGP |
-1 |
8 |
-462,261 |
| THA |
-1 |
4 |
-68,919 |
| 0 |
1 |
0 |
| 1 |
26 |
1,246,685 |
| TWN |
-1 |
34 |
-1,317,073 |
| 0 |
4 |
0 |
| 1 |
45 |
2,149,175 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
47 |
-1,442,191 |
-1,442,191 |
-1,006,158 |
0.75 |
-0.013 |
-0.003 |
-5,887 |
| 1 |
17 |
967,201 |
967,201 |
537,700 |
0.47 |
0.100 |
0.084 |
127,190 |
| CHN |
-1 |
283 |
-5,814,943 |
-5,814,943 |
-6,446,080 |
1.42 |
-0.106 |
-0.106 |
730,628 |
| 0 |
28 |
0 |
0 |
0 |
1.32 |
-0.148 |
-0.139 |
0 |
| 1 |
185 |
5,342,876 |
5,342,876 |
5,708,477 |
1.26 |
0.027 |
0.023 |
460,452 |
| HKG |
-1 |
81 |
-2,901,231 |
-2,901,231 |
-3,859,416 |
1.41 |
0.007 |
0.023 |
107,535 |
| 0 |
2 |
0 |
0 |
0 |
2.40 |
0.226 |
0.226 |
0 |
| 1 |
95 |
3,850,428 |
3,850,428 |
6,145,178 |
1.50 |
0.157 |
0.156 |
730,849 |
| IDN |
1 |
6 |
35,148 |
35,148 |
21,005 |
0.58 |
0.204 |
0.198 |
6,523 |
| JPN |
-1 |
177 |
-8,341,586 |
-8,341,586 |
-5,449,264 |
0.76 |
-0.004 |
0.003 |
122,876 |
| 0 |
16 |
0 |
0 |
0 |
0.73 |
0.068 |
0.049 |
0 |
| 1 |
148 |
7,341,788 |
7,341,788 |
5,566,313 |
0.80 |
0.105 |
0.105 |
875,787 |
| KOR |
1 |
1 |
15,594 |
15,594 |
8,447 |
0.54 |
0.027 |
0.027 |
416 |
| MYS |
1 |
10 |
481,283 |
481,283 |
213,018 |
0.41 |
0.134 |
0.132 |
84,833 |
| NZL |
-1 |
2 |
-160,369 |
-160,369 |
-64,656 |
0.24 |
-0.081 |
-0.081 |
13,812 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.122 |
0.122 |
-0 |
| 1 |
6 |
120,765 |
120,765 |
43,870 |
0.44 |
0.124 |
0.135 |
14,735 |
| SGP |
-1 |
8 |
-462,261 |
-462,261 |
-386,187 |
0.72 |
0.057 |
0.062 |
-15,294 |
| THA |
-1 |
4 |
-68,919 |
-68,919 |
-14,739 |
0.44 |
0.139 |
0.140 |
-8,358 |
| 0 |
1 |
0 |
0 |
0 |
0.45 |
0.078 |
0.078 |
0 |
| 1 |
26 |
1,246,685 |
1,246,685 |
568,885 |
0.47 |
0.175 |
0.172 |
261,509 |
| TWN |
-1 |
34 |
-1,317,073 |
-1,317,073 |
-778,093 |
0.71 |
0.036 |
0.046 |
-82,884 |
| 0 |
4 |
0 |
0 |
0 |
0.90 |
-0.007 |
-0.008 |
0 |
| 1 |
45 |
2,149,175 |
2,149,175 |
2,041,718 |
0.99 |
0.142 |
0.147 |
285,353 |