Generated at 15:24 on Sunday 03/15/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
637 |
-19,558,275 |
| 0 |
51 |
-63,683 |
| 1 |
539 |
20,063,696 |
|
target_notional |
| target_notional |
441,738 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,660,028 |
441,738 |
3,811,997 |
45,473,447 |
1,042,214 |
0.058 |
0.010 |
0.084 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,183,549 |
| 0 |
-39,556 |
| 1 |
18,883,133 |
|
alpha_notional |
| alpha_notional |
3,811,997 |
|
alpha_notional |
| pos_sign |
|
| -1 |
945,816 |
| 0 |
2,149 |
| 1 |
2,864,033 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
64 |
-423,670 |
2,270,861 |
173,806 |
-0.187 |
0.050 |
| CHN |
496 |
-1,068,058 |
12,316,040 |
542,188 |
-0.087 |
0.271 |
| HKG |
178 |
419,355 |
7,576,839 |
426,603 |
0.055 |
0.167 |
| IDN |
6 |
35,148 |
35,148 |
11,645 |
1.000 |
0.001 |
| JPN |
341 |
-476,517 |
17,174,466 |
622,174 |
-0.028 |
0.378 |
| 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 |
0.010 |
| THA |
31 |
1,192,050 |
1,329,889 |
232,298 |
0.896 |
0.029 |
| TWN |
83 |
768,420 |
3,529,931 |
292,229 |
0.218 |
0.078 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
47 |
-1,322,210 |
| 1 |
17 |
898,540 |
| CHN |
-1 |
283 |
-5,625,296 |
| 0 |
28 |
0 |
| 1 |
185 |
4,557,238 |
| HKG |
-1 |
81 |
-2,784,646 |
| 0 |
2 |
0 |
| 1 |
95 |
3,204,000 |
| IDN |
1 |
6 |
35,148 |
| JPN |
-1 |
177 |
-7,817,500 |
| 0 |
16 |
0 |
| 1 |
148 |
7,340,983 |
| 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 |
1,260,970 |
| TWN |
-1 |
34 |
-1,317,073 |
| 0 |
4 |
-63,683 |
| 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 |
-1,322,210 |
-1,322,210 |
-887,159 |
0.75 |
-0.013 |
-0.003 |
19,784 |
| 1 |
17 |
898,540 |
898,540 |
497,407 |
0.47 |
0.100 |
0.084 |
127,499 |
| CHN |
-1 |
283 |
-5,625,296 |
-5,625,296 |
-6,187,457 |
1.42 |
-0.106 |
-0.106 |
723,425 |
| 0 |
28 |
0 |
0 |
0 |
1.32 |
-0.148 |
-0.139 |
0 |
| 1 |
185 |
4,557,238 |
4,557,238 |
4,927,726 |
1.26 |
0.027 |
0.023 |
503,343 |
| HKG |
-1 |
81 |
-2,784,646 |
-2,784,646 |
-3,675,333 |
1.41 |
0.007 |
0.023 |
126,566 |
| 0 |
2 |
0 |
0 |
0 |
2.40 |
0.226 |
0.226 |
0 |
| 1 |
95 |
3,204,000 |
3,204,000 |
5,319,368 |
1.50 |
0.157 |
0.156 |
714,691 |
| IDN |
1 |
6 |
35,148 |
35,148 |
21,005 |
0.58 |
0.204 |
0.198 |
6,523 |
| JPN |
-1 |
177 |
-7,817,500 |
-7,817,500 |
-4,189,924 |
0.76 |
-0.004 |
0.003 |
168,765 |
| 0 |
16 |
0 |
0 |
0 |
0.73 |
0.068 |
0.049 |
0 |
| 1 |
148 |
7,340,983 |
7,340,983 |
5,234,079 |
0.80 |
0.105 |
0.105 |
863,196 |
| 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 |
1,260,970 |
1,260,970 |
576,495 |
0.47 |
0.175 |
0.172 |
263,446 |
| TWN |
-1 |
34 |
-1,317,073 |
-1,317,073 |
-778,093 |
0.71 |
0.036 |
0.046 |
-82,884 |
| 0 |
4 |
-63,683 |
-63,683 |
-39,556 |
0.90 |
-0.007 |
-0.008 |
2,149 |
| 1 |
45 |
2,149,175 |
2,149,175 |
2,041,718 |
0.99 |
0.142 |
0.147 |
285,353 |