Generated at 15:25 on Tuesday 03/17/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
621 |
-19,699,092 |
| 0 |
70 |
241,232 |
| 1 |
546 |
20,122,929 |
|
target_notional |
| target_notional |
665,069 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,826,335 |
665,069 |
3,887,523 |
45,600,605 |
1,049,886 |
0.062 |
0.015 |
0.085 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,219,442 |
| 0 |
329,795 |
| 1 |
18,715,981 |
|
alpha_notional |
| alpha_notional |
3,887,523 |
|
alpha_notional |
| pos_sign |
|
| -1 |
936,388 |
| 0 |
-75 |
| 1 |
2,951,211 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
69 |
-478,377 |
2,391,528 |
185,503 |
-0.200 |
0.052 |
| CHN |
488 |
-854,607 |
11,816,093 |
493,457 |
-0.072 |
0.259 |
| HKG |
182 |
371,269 |
7,716,329 |
430,101 |
0.048 |
0.169 |
| IDN |
7 |
43,633 |
43,633 |
13,451 |
1.000 |
0.001 |
| JPN |
346 |
-461,960 |
17,444,883 |
624,682 |
-0.026 |
0.383 |
| KOR |
1 |
14,933 |
14,933 |
7,955 |
1.000 |
0.000 |
| MYS |
10 |
587,797 |
587,797 |
97,603 |
1.000 |
0.013 |
| NZL |
2 |
-160,404 |
160,404 |
39,473 |
-1.000 |
0.004 |
| PHL |
7 |
128,064 |
128,068 |
40,793 |
1.000 |
0.003 |
| SGP |
8 |
-474,308 |
474,308 |
105,538 |
-1.000 |
0.010 |
| THA |
32 |
1,297,022 |
1,345,894 |
244,629 |
0.964 |
0.030 |
| TWN |
84 |
652,007 |
3,476,733 |
269,397 |
0.188 |
0.076 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-1,409,375 |
| 0 |
1 |
0 |
| 1 |
19 |
930,998 |
| CHN |
-1 |
270 |
-5,501,383 |
| 0 |
33 |
226,300 |
| 1 |
185 |
4,420,475 |
| HKG |
-1 |
79 |
-2,868,898 |
| 0 |
6 |
0 |
| 1 |
97 |
3,240,167 |
| IDN |
1 |
7 |
43,633 |
| JPN |
-1 |
173 |
-7,893,574 |
| 0 |
20 |
0 |
| 1 |
153 |
7,431,615 |
| KOR |
1 |
1 |
14,933 |
| MYS |
1 |
10 |
587,797 |
| NZL |
-1 |
2 |
-160,404 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
128,066 |
| SGP |
-1 |
8 |
-474,308 |
| THA |
-1 |
2 |
-24,436 |
| 0 |
3 |
14,932 |
| 1 |
27 |
1,306,526 |
| TWN |
-1 |
36 |
-1,366,710 |
| 0 |
7 |
0 |
| 1 |
41 |
2,018,718 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-1,409,375 |
-1,409,375 |
-930,719 |
0.71 |
-0.016 |
-0.007 |
30,918 |
| 0 |
1 |
0 |
0 |
0 |
1.13 |
0.004 |
0.004 |
0 |
| 1 |
19 |
930,998 |
930,998 |
513,750 |
0.47 |
0.089 |
0.098 |
129,863 |
| CHN |
-1 |
270 |
-5,501,383 |
-5,501,383 |
-5,914,123 |
1.41 |
-0.099 |
-0.091 |
742,917 |
| 0 |
33 |
226,300 |
226,300 |
321,840 |
1.38 |
-0.096 |
-0.087 |
-1,562 |
| 1 |
185 |
4,420,475 |
4,420,475 |
4,823,890 |
1.26 |
0.032 |
0.032 |
530,773 |
| HKG |
-1 |
79 |
-2,868,898 |
-2,868,898 |
-3,854,489 |
1.43 |
0.017 |
0.037 |
109,336 |
| 0 |
6 |
0 |
0 |
0 |
1.67 |
0.044 |
0.063 |
0 |
| 1 |
97 |
3,240,167 |
3,240,167 |
5,379,197 |
1.51 |
0.153 |
0.150 |
756,132 |
| IDN |
1 |
7 |
43,633 |
43,633 |
26,090 |
0.56 |
0.218 |
0.213 |
9,457 |
| JPN |
-1 |
173 |
-7,893,574 |
-7,893,574 |
-4,221,236 |
0.74 |
0.003 |
0.012 |
130,900 |
| 0 |
20 |
0 |
0 |
0 |
0.99 |
0.075 |
0.089 |
0 |
| 1 |
153 |
7,431,615 |
7,431,615 |
5,172,254 |
0.80 |
0.100 |
0.099 |
859,913 |
| KOR |
1 |
1 |
14,933 |
14,933 |
8,089 |
0.54 |
-0.014 |
-0.014 |
-211 |
| MYS |
1 |
10 |
587,797 |
587,797 |
259,296 |
0.41 |
0.161 |
0.164 |
127,193 |
| NZL |
-1 |
2 |
-160,404 |
-160,404 |
-66,647 |
0.24 |
-0.101 |
-0.101 |
17,985 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.081 |
0.081 |
-0 |
| 1 |
6 |
128,066 |
128,066 |
49,210 |
0.44 |
0.182 |
0.192 |
27,768 |
| SGP |
-1 |
8 |
-474,308 |
-474,308 |
-395,192 |
0.72 |
0.059 |
0.072 |
-14,028 |
| THA |
-1 |
2 |
-24,436 |
-24,436 |
-24,948 |
0.74 |
0.155 |
0.155 |
-3,357 |
| 0 |
3 |
14,932 |
14,932 |
7,955 |
0.20 |
0.125 |
0.109 |
1,487 |
| 1 |
27 |
1,306,526 |
1,306,526 |
584,208 |
0.47 |
0.167 |
0.161 |
264,815 |
| TWN |
-1 |
36 |
-1,366,710 |
-1,366,710 |
-812,087 |
0.72 |
0.021 |
0.043 |
-78,282 |
| 0 |
7 |
0 |
0 |
0 |
1.23 |
-0.023 |
0.015 |
0 |
| 1 |
41 |
2,018,718 |
2,018,718 |
1,899,998 |
0.96 |
0.124 |
0.112 |
245,508 |