Generated at 15:21 on Wednesday 03/18/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-8,600 |
| True |
-1 |
615 |
-20,415,573 |
| 0 |
54 |
0 |
| 1 |
533 |
21,745,923 |
|
target_notional |
| target_notional |
1,330,350 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-14,342 |
-8,600 |
18 |
8,600 |
5,081 |
-1.668 |
-1.000 |
0.002 |
0.591 |
| True |
2,751,594 |
1,330,350 |
3,707,193 |
42,161,496 |
859,261 |
0.065 |
0.032 |
0.088 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,940,665 |
| 0 |
0 |
| 1 |
20,692,259 |
|
alpha_notional |
| alpha_notional |
3,707,193 |
|
alpha_notional |
| pos_sign |
|
| -1 |
861,699 |
| 0 |
0 |
| 1 |
2,845,495 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
69 |
-528,148 |
2,466,468 |
204,539 |
-0.214 |
0.059 |
| CHN |
470 |
-117,423 |
10,825,770 |
455,372 |
-0.011 |
0.257 |
| HKG |
178 |
851,024 |
6,852,339 |
401,099 |
0.124 |
0.163 |
| IDN |
7 |
43,633 |
43,633 |
13,503 |
1.000 |
0.001 |
| JPN |
342 |
-1,107,540 |
15,697,541 |
433,474 |
-0.071 |
0.372 |
| KOR |
1 |
14,651 |
14,651 |
7,795 |
1.000 |
0.000 |
| MYS |
10 |
639,511 |
639,511 |
105,890 |
1.000 |
0.015 |
| 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 |
0.012 |
| THA |
29 |
1,305,240 |
1,354,512 |
244,251 |
0.964 |
0.032 |
| TWN |
79 |
748,850 |
3,482,020 |
280,355 |
0.215 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-1,497,308 |
| 1 |
20 |
969,160 |
| CHN |
-1 |
266 |
-5,471,597 |
| 0 |
22 |
0 |
| 1 |
182 |
5,354,173 |
| HKG |
-1 |
80 |
-3,000,657 |
| 0 |
5 |
0 |
| 1 |
93 |
3,851,681 |
| IDN |
1 |
7 |
43,633 |
| JPN |
-1 |
171 |
-8,402,541 |
| 0 |
24 |
0 |
| 1 |
147 |
7,295,001 |
| 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 |
2,115,435 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-1,497,308 |
-1,497,308 |
-1,038,970 |
0.71 |
-0.014 |
-0.002 |
11,082 |
| 1 |
20 |
969,160 |
969,160 |
540,137 |
0.53 |
0.075 |
0.074 |
118,153 |
| CHN |
-1 |
266 |
-5,471,597 |
-5,471,597 |
-6,054,972 |
1.43 |
-0.093 |
-0.086 |
686,771 |
| 0 |
22 |
0 |
0 |
0 |
1.42 |
-0.136 |
-0.100 |
0 |
| 1 |
182 |
5,354,173 |
5,354,173 |
5,707,046 |
1.26 |
0.043 |
0.046 |
574,001 |
| HKG |
-1 |
80 |
-3,000,657 |
-3,000,657 |
-4,054,373 |
1.42 |
0.026 |
0.056 |
68,608 |
| 0 |
5 |
0 |
0 |
0 |
1.58 |
0.119 |
0.099 |
0 |
| 1 |
93 |
3,851,681 |
3,851,681 |
6,130,311 |
1.52 |
0.152 |
0.156 |
720,330 |
| 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 |
0 |
0 |
0 |
1.11 |
0.049 |
0.042 |
0 |
| 1 |
147 |
7,295,001 |
7,295,001 |
5,402,054 |
0.80 |
0.085 |
0.082 |
700,540 |
| 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 |
2,115,435 |
2,115,435 |
1,973,406 |
0.96 |
0.140 |
0.125 |
281,205 |