Generated at 16:24 on Monday 03/16/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
629 |
-19,595,952 |
| 0 |
39 |
-106,902 |
| 1 |
542 |
19,977,928 |
|
target_notional |
| target_notional |
275,074 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,354,927 |
275,074 |
3,705,841 |
45,378,773 |
1,046,618 |
0.052 |
0.006 |
0.082 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,422,228 |
| 0 |
-74,981 |
| 1 |
18,852,137 |
|
alpha_notional |
| alpha_notional |
3,705,841 |
|
alpha_notional |
| pos_sign |
|
| -1 |
849,056 |
| 0 |
7,061 |
| 1 |
2,849,723 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
66 |
-477,364 |
2,320,513 |
177,765 |
-0.206 |
0.051 |
| CHN |
483 |
-1,161,634 |
12,250,694 |
569,682 |
-0.095 |
0.270 |
| HKG |
179 |
400,842 |
7,570,739 |
424,213 |
0.053 |
0.167 |
| IDN |
7 |
42,587 |
42,587 |
13,150 |
1.000 |
0.001 |
| JPN |
337 |
-521,855 |
17,102,633 |
621,999 |
-0.031 |
0.377 |
| KOR |
1 |
15,138 |
15,138 |
8,046 |
1.000 |
0.000 |
| MYS |
10 |
499,474 |
499,474 |
82,572 |
1.000 |
0.011 |
| NZL |
2 |
-160,402 |
160,402 |
38,782 |
-1.000 |
0.004 |
| PHL |
7 |
117,752 |
117,756 |
31,415 |
1.000 |
0.003 |
| SGP |
8 |
-461,850 |
461,850 |
102,993 |
-1.000 |
0.010 |
| THA |
30 |
1,227,078 |
1,293,348 |
237,568 |
0.949 |
0.029 |
| TWN |
80 |
755,307 |
3,543,639 |
295,609 |
0.213 |
0.078 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-1,374,896 |
| 0 |
1 |
0 |
| 1 |
17 |
897,532 |
| CHN |
-1 |
281 |
-5,633,646 |
| 0 |
19 |
-42,294 |
| 1 |
183 |
4,514,306 |
| HKG |
-1 |
80 |
-2,797,210 |
| 0 |
3 |
0 |
| 1 |
96 |
3,198,051 |
| IDN |
1 |
7 |
42,587 |
| JPN |
-1 |
172 |
-7,805,253 |
| 0 |
13 |
0 |
| 1 |
152 |
7,283,399 |
| KOR |
1 |
1 |
15,138 |
| MYS |
1 |
10 |
499,474 |
| NZL |
-1 |
2 |
-160,402 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
117,754 |
| SGP |
-1 |
8 |
-461,850 |
| THA |
-1 |
3 |
-33,135 |
| 0 |
1 |
0 |
| 1 |
26 |
1,260,213 |
| TWN |
-1 |
34 |
-1,329,558 |
| 0 |
2 |
-64,608 |
| 1 |
44 |
2,149,473 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-1,374,896 |
-1,374,896 |
-886,596 |
0.72 |
-0.006 |
-0.002 |
16,884 |
| 0 |
1 |
0 |
0 |
0 |
1.09 |
-0.201 |
-0.201 |
0 |
| 1 |
17 |
897,532 |
897,532 |
497,289 |
0.47 |
0.090 |
0.073 |
117,699 |
| CHN |
-1 |
281 |
-5,633,646 |
-5,633,646 |
-6,437,760 |
1.42 |
-0.104 |
-0.102 |
706,533 |
| 0 |
19 |
-42,294 |
-42,294 |
-34,851 |
1.40 |
-0.133 |
-0.108 |
4,406 |
| 1 |
183 |
4,514,306 |
4,514,306 |
4,913,217 |
1.26 |
0.026 |
0.024 |
495,428 |
| HKG |
-1 |
80 |
-2,797,210 |
-2,797,210 |
-3,716,442 |
1.41 |
0.016 |
0.033 |
108,746 |
| 0 |
3 |
0 |
0 |
0 |
1.09 |
-0.045 |
-0.114 |
0 |
| 1 |
96 |
3,198,051 |
3,198,051 |
5,285,579 |
1.50 |
0.150 |
0.153 |
693,485 |
| IDN |
1 |
7 |
42,587 |
42,587 |
24,884 |
0.56 |
0.213 |
0.220 |
8,139 |
| JPN |
-1 |
172 |
-7,805,253 |
-7,805,253 |
-4,130,917 |
0.75 |
0.007 |
0.014 |
98,123 |
| 0 |
13 |
0 |
0 |
0 |
0.93 |
0.038 |
0.049 |
0 |
| 1 |
152 |
7,283,399 |
7,283,399 |
5,220,037 |
0.81 |
0.110 |
0.114 |
880,644 |
| KOR |
1 |
1 |
15,138 |
15,138 |
8,199 |
0.54 |
-0.005 |
-0.005 |
-82 |
| MYS |
1 |
10 |
499,474 |
499,474 |
223,314 |
0.41 |
0.127 |
0.119 |
83,102 |
| NZL |
-1 |
2 |
-160,402 |
-160,402 |
-65,127 |
0.24 |
-0.086 |
-0.086 |
14,139 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.096 |
0.096 |
-0 |
| 1 |
6 |
117,754 |
117,754 |
42,575 |
0.44 |
0.142 |
0.147 |
17,995 |
| SGP |
-1 |
8 |
-461,850 |
-461,850 |
-385,238 |
0.72 |
0.058 |
0.068 |
-16,297 |
| THA |
-1 |
3 |
-33,135 |
-33,135 |
-11,064 |
0.52 |
0.175 |
0.164 |
-5,832 |
| 0 |
1 |
0 |
0 |
0 |
0.21 |
0.115 |
0.115 |
0 |
| 1 |
26 |
1,260,213 |
1,260,213 |
586,442 |
0.47 |
0.171 |
0.159 |
265,720 |
| TWN |
-1 |
34 |
-1,329,558 |
-1,329,558 |
-789,084 |
0.71 |
0.033 |
0.034 |
-73,241 |
| 0 |
2 |
-64,608 |
-64,608 |
-40,131 |
0.59 |
0.075 |
0.075 |
2,655 |
| 1 |
44 |
2,149,473 |
2,149,473 |
2,050,600 |
1.00 |
0.140 |
0.146 |
287,592 |