Generated at 16:20 on Monday 03/16/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
629 |
-20,579,853 |
| 0 |
39 |
0 |
| 1 |
542 |
21,453,512 |
|
target_notional |
| target_notional |
873,659 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,545,412 |
873,659 |
3,607,728 |
42,033,365 |
860,552 |
0.061 |
0.021 |
0.086 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-18,275,270 |
| 0 |
0 |
| 1 |
20,820,682 |
|
alpha_notional |
| alpha_notional |
3,607,728 |
|
alpha_notional |
| pos_sign |
|
| -1 |
766,518 |
| 0 |
0 |
| 1 |
2,841,210 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
66 |
-517,746 |
2,446,548 |
198,699 |
-0.212 |
0.058 |
| CHN |
483 |
-568,634 |
11,170,104 |
489,273 |
-0.051 |
0.266 |
| HKG |
179 |
933,816 |
6,752,284 |
410,350 |
0.138 |
0.161 |
| IDN |
7 |
42,587 |
42,587 |
13,150 |
1.000 |
0.001 |
| JPN |
337 |
-1,059,283 |
15,609,030 |
424,629 |
-0.068 |
0.371 |
| KOR |
1 |
15,138 |
15,138 |
8,046 |
1.000 |
0.000 |
| MYS |
10 |
499,474 |
499,474 |
82,572 |
1.000 |
0.012 |
| 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 |
0.011 |
| THA |
30 |
1,212,891 |
1,279,161 |
235,070 |
0.948 |
0.030 |
| TWN |
80 |
819,916 |
3,479,031 |
301,207 |
0.236 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-1,482,147 |
| 0 |
1 |
0 |
| 1 |
17 |
964,401 |
| CHN |
-1 |
281 |
-5,869,369 |
| 0 |
19 |
0 |
| 1 |
183 |
5,300,735 |
| HKG |
-1 |
80 |
-2,909,234 |
| 0 |
3 |
0 |
| 1 |
96 |
3,843,050 |
| IDN |
1 |
7 |
42,587 |
| JPN |
-1 |
172 |
-8,334,157 |
| 0 |
13 |
0 |
| 1 |
152 |
7,274,874 |
| 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 |
1,246,026 |
| TWN |
-1 |
34 |
-1,329,558 |
| 0 |
2 |
0 |
| 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 |
-1,482,147 |
-1,482,147 |
-996,322 |
0.72 |
-0.006 |
-0.002 |
-9,656 |
| 0 |
1 |
0 |
0 |
0 |
1.09 |
-0.201 |
-0.201 |
0 |
| 1 |
17 |
964,401 |
964,401 |
536,530 |
0.47 |
0.090 |
0.073 |
117,586 |
| CHN |
-1 |
281 |
-5,869,369 |
-5,869,369 |
-6,734,747 |
1.42 |
-0.104 |
-0.102 |
727,730 |
| 0 |
19 |
0 |
0 |
0 |
1.40 |
-0.133 |
-0.108 |
0 |
| 1 |
183 |
5,300,735 |
5,300,735 |
5,704,336 |
1.26 |
0.026 |
0.024 |
455,460 |
| HKG |
-1 |
80 |
-2,909,234 |
-2,909,234 |
-3,891,857 |
1.41 |
0.016 |
0.033 |
90,451 |
| 0 |
3 |
0 |
0 |
0 |
1.09 |
-0.045 |
-0.114 |
0 |
| 1 |
96 |
3,843,050 |
3,843,050 |
6,109,700 |
1.50 |
0.150 |
0.153 |
700,526 |
| IDN |
1 |
7 |
42,587 |
42,587 |
24,884 |
0.56 |
0.213 |
0.220 |
8,139 |
| JPN |
-1 |
172 |
-8,334,157 |
-8,334,157 |
-5,401,830 |
0.75 |
0.007 |
0.014 |
39,223 |
| 0 |
13 |
0 |
0 |
0 |
0.93 |
0.038 |
0.049 |
0 |
| 1 |
152 |
7,274,874 |
7,274,874 |
5,541,659 |
0.81 |
0.110 |
0.114 |
907,511 |
| 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 |
1,246,026 |
1,246,026 |
578,884 |
0.47 |
0.171 |
0.159 |
263,380 |
| TWN |
-1 |
34 |
-1,329,558 |
-1,329,558 |
-789,084 |
0.71 |
0.033 |
0.034 |
-73,241 |
| 0 |
2 |
0 |
0 |
0 |
0.59 |
0.075 |
0.075 |
0 |
| 1 |
44 |
2,149,473 |
2,149,473 |
2,050,600 |
1.00 |
0.140 |
0.146 |
287,592 |