Generated at 15:21 on Tuesday 03/17/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-7,934 |
| True |
-1 |
620 |
-20,438,190 |
| 0 |
70 |
0 |
| 1 |
546 |
21,667,312 |
|
target_notional |
| target_notional |
1,229,121 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-13,231 |
-7,934 |
-347 |
7,934 |
4,698 |
-1.668 |
-1.000 |
-0.044 |
0.592 |
| True |
3,015,827 |
1,229,121 |
3,705,242 |
42,105,502 |
853,655 |
0.072 |
0.029 |
0.088 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,707,996 |
| 0 |
0 |
| 1 |
20,723,823 |
|
alpha_notional |
| alpha_notional |
3,705,242 |
|
alpha_notional |
| pos_sign |
|
| -1 |
820,680 |
| 0 |
0 |
| 1 |
2,884,563 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
69 |
-519,815 |
2,516,827 |
204,577 |
-0.207 |
0.060 |
| CHN |
488 |
-316,623 |
10,690,389 |
422,273 |
-0.030 |
0.254 |
| HKG |
182 |
920,686 |
6,882,121 |
411,314 |
0.134 |
0.163 |
| IDN |
7 |
43,633 |
43,633 |
13,451 |
1.000 |
0.001 |
| JPN |
346 |
-993,814 |
15,825,755 |
427,487 |
-0.063 |
0.376 |
| KOR |
1 |
14,933 |
14,933 |
7,955 |
1.000 |
0.000 |
| MYS |
10 |
587,797 |
587,797 |
97,603 |
1.000 |
0.014 |
| 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 |
0.011 |
| THA |
32 |
1,282,090 |
1,330,963 |
242,088 |
0.963 |
0.032 |
| TWN |
84 |
716,882 |
3,450,303 |
274,823 |
0.208 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-1,518,321 |
| 0 |
1 |
0 |
| 1 |
19 |
998,506 |
| CHN |
-1 |
270 |
-5,503,506 |
| 0 |
33 |
0 |
| 1 |
185 |
5,186,883 |
| HKG |
-1 |
79 |
-2,980,718 |
| 0 |
6 |
0 |
| 1 |
97 |
3,901,404 |
| IDN |
1 |
7 |
43,633 |
| JPN |
-1 |
173 |
-8,409,785 |
| 0 |
20 |
0 |
| 1 |
153 |
7,415,971 |
| 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 |
0 |
| 1 |
27 |
1,306,526 |
| TWN |
-1 |
36 |
-1,366,710 |
| 0 |
7 |
0 |
| 1 |
41 |
2,083,593 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-1,518,321 |
-1,518,321 |
-1,041,011 |
0.71 |
-0.016 |
-0.007 |
10,881 |
| 0 |
1 |
0 |
0 |
0 |
1.13 |
0.004 |
0.004 |
0 |
| 1 |
19 |
998,506 |
998,506 |
553,365 |
0.47 |
0.089 |
0.098 |
131,750 |
| CHN |
-1 |
270 |
-5,503,506 |
-5,503,506 |
-5,878,066 |
1.41 |
-0.099 |
-0.091 |
733,853 |
| 0 |
33 |
0 |
0 |
0 |
1.38 |
-0.096 |
-0.087 |
0 |
| 1 |
185 |
5,186,883 |
5,186,883 |
5,586,471 |
1.26 |
0.032 |
0.032 |
492,560 |
| HKG |
-1 |
79 |
-2,980,718 |
-2,980,718 |
-4,028,396 |
1.43 |
0.017 |
0.037 |
89,030 |
| 0 |
6 |
0 |
0 |
0 |
1.67 |
0.044 |
0.063 |
0 |
| 1 |
97 |
3,901,404 |
3,901,404 |
6,224,513 |
1.51 |
0.153 |
0.150 |
743,229 |
| IDN |
1 |
7 |
43,633 |
43,633 |
26,090 |
0.56 |
0.218 |
0.213 |
9,457 |
| JPN |
-1 |
173 |
-8,409,785 |
-8,409,785 |
-5,461,649 |
0.74 |
0.003 |
0.012 |
64,599 |
| 0 |
20 |
0 |
0 |
0 |
0.99 |
0.075 |
0.089 |
0 |
| 1 |
153 |
7,415,971 |
7,415,971 |
5,492,287 |
0.80 |
0.100 |
0.099 |
840,735 |
| 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 |
0 |
0 |
0 |
0.20 |
0.125 |
0.109 |
0 |
| 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 |
2,083,593 |
2,083,593 |
1,940,294 |
0.96 |
0.124 |
0.112 |
247,267 |