Generated at 15:24 on Wednesday 03/18/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
616 |
-20,202,361 |
| 0 |
54 |
-52,392 |
| 1 |
533 |
20,755,018 |
|
target_notional |
| target_notional |
500,265 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,244,442 |
500,265 |
3,888,695 |
45,537,266 |
1,052,136 |
0.049 |
0.011 |
0.085 |
0.023 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,699,183 |
| 0 |
555,778 |
| 1 |
19,387,847 |
|
alpha_notional |
| alpha_notional |
3,888,695 |
|
alpha_notional |
| pos_sign |
|
| -1 |
922,486 |
| 0 |
35,437 |
| 1 |
2,930,771 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
69 |
-495,390 |
2,356,280 |
187,749 |
-0.210 |
0.052 |
| CHN |
470 |
-881,254 |
11,724,014 |
525,922 |
-0.075 |
0.257 |
| HKG |
178 |
290,175 |
7,697,837 |
424,325 |
0.038 |
0.169 |
| IDN |
7 |
43,633 |
43,633 |
13,503 |
1.000 |
0.001 |
| JPN |
342 |
-579,611 |
17,412,829 |
637,642 |
-0.033 |
0.382 |
| KOR |
1 |
14,651 |
14,651 |
7,795 |
1.000 |
0.000 |
| MYS |
10 |
639,511 |
639,511 |
105,890 |
1.000 |
0.014 |
| NZL |
2 |
-159,828 |
159,828 |
40,663 |
-1.000 |
0.004 |
| PHL |
7 |
132,800 |
132,804 |
43,618 |
1.000 |
0.003 |
| SGP |
8 |
-492,419 |
492,419 |
108,696 |
-1.000 |
0.011 |
| THA |
29 |
1,305,240 |
1,354,512 |
244,251 |
0.964 |
0.030 |
| TWN |
79 |
682,756 |
3,508,947 |
274,626 |
0.195 |
0.077 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-1,395,990 |
| 1 |
20 |
900,601 |
| CHN |
-1 |
266 |
-5,471,323 |
| 0 |
22 |
0 |
| 1 |
182 |
4,590,069 |
| HKG |
-1 |
80 |
-2,889,037 |
| 0 |
5 |
0 |
| 1 |
93 |
3,179,211 |
| IDN |
1 |
7 |
43,633 |
| JPN |
-1 |
171 |
-8,402,541 |
| 0 |
24 |
-52,392 |
| 1 |
147 |
7,875,322 |
| KOR |
1 |
1 |
14,651 |
| MYS |
1 |
10 |
639,511 |
| NZL |
-1 |
1 |
-159,828 |
| 0 |
1 |
0 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
132,802 |
| SGP |
-1 |
8 |
-492,419 |
| THA |
-1 |
2 |
-24,636 |
| 0 |
1 |
0 |
| 1 |
26 |
1,329,876 |
| TWN |
-1 |
37 |
-1,366,585 |
| 0 |
1 |
0 |
| 1 |
41 |
2,049,341 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-1,395,990 |
-1,395,990 |
-932,287 |
0.71 |
-0.014 |
-0.002 |
36,568 |
| 1 |
20 |
900,601 |
900,601 |
499,904 |
0.53 |
0.075 |
0.074 |
116,592 |
| CHN |
-1 |
266 |
-5,471,323 |
-5,471,323 |
-6,093,173 |
1.43 |
-0.093 |
-0.086 |
697,504 |
| 0 |
22 |
0 |
0 |
0 |
1.42 |
-0.136 |
-0.100 |
0 |
| 1 |
182 |
4,590,069 |
4,590,069 |
4,948,006 |
1.26 |
0.043 |
0.046 |
611,412 |
| HKG |
-1 |
80 |
-2,889,037 |
-2,889,037 |
-3,881,375 |
1.42 |
0.026 |
0.056 |
93,176 |
| 0 |
5 |
0 |
0 |
0 |
1.58 |
0.119 |
0.099 |
0 |
| 1 |
93 |
3,179,211 |
3,179,211 |
5,270,430 |
1.52 |
0.152 |
0.156 |
716,200 |
| IDN |
1 |
7 |
43,633 |
43,633 |
26,090 |
0.56 |
0.211 |
0.216 |
8,907 |
| JPN |
-1 |
171 |
-8,402,541 |
-8,402,541 |
-5,473,747 |
0.72 |
-0.013 |
-0.008 |
188,402 |
| 0 |
24 |
-52,392 |
-52,392 |
555,778 |
1.11 |
0.049 |
0.042 |
35,437 |
| 1 |
147 |
7,875,322 |
7,875,322 |
5,797,850 |
0.80 |
0.085 |
0.082 |
756,081 |
| KOR |
1 |
1 |
14,651 |
14,651 |
7,935 |
0.54 |
0.031 |
0.031 |
459 |
| MYS |
1 |
10 |
639,511 |
639,511 |
274,813 |
0.41 |
0.161 |
0.172 |
142,135 |
| NZL |
-1 |
1 |
-159,828 |
-159,828 |
-69,146 |
0.43 |
-0.123 |
-0.123 |
19,589 |
| 0 |
1 |
0 |
0 |
0 |
0.05 |
-0.085 |
-0.085 |
0 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.132 |
0.132 |
-0 |
| 1 |
6 |
132,802 |
132,802 |
51,664 |
0.44 |
0.168 |
0.151 |
25,801 |
| SGP |
-1 |
8 |
-492,419 |
-492,419 |
-407,636 |
0.72 |
0.053 |
0.057 |
-14,427 |
| THA |
-1 |
2 |
-24,636 |
-24,636 |
-25,152 |
0.74 |
0.162 |
0.162 |
-4,048 |
| 0 |
1 |
0 |
0 |
0 |
0.73 |
0.189 |
0.189 |
0 |
| 1 |
26 |
1,329,876 |
1,329,876 |
578,803 |
0.46 |
0.168 |
0.159 |
273,964 |
| TWN |
-1 |
37 |
-1,366,585 |
-1,366,585 |
-816,667 |
0.72 |
0.034 |
0.040 |
-94,278 |
| 0 |
1 |
0 |
0 |
0 |
1.30 |
-0.241 |
-0.241 |
0 |
| 1 |
41 |
2,049,341 |
2,049,341 |
1,932,352 |
0.96 |
0.140 |
0.125 |
279,220 |