Generated at 15:23 on Thursday 03/19/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
623 |
-20,421,128 |
| 0 |
32 |
0 |
| 1 |
542 |
21,636,772 |
|
target_notional |
| target_notional |
1,215,644 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,818,930 |
1,215,644 |
3,671,472 |
42,057,900 |
854,224 |
0.067 |
0.029 |
0.087 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,594,453 |
| 0 |
0 |
| 1 |
20,413,383 |
|
alpha_notional |
| alpha_notional |
3,671,472 |
|
alpha_notional |
| pos_sign |
|
| -1 |
815,423 |
| 0 |
0 |
| 1 |
2,856,050 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-531,515 |
2,584,068 |
204,504 |
-0.206 |
0.061 |
| CHN |
480 |
-155,852 |
10,998,671 |
441,192 |
-0.014 |
0.262 |
| HKG |
177 |
747,262 |
6,709,952 |
384,053 |
0.111 |
0.160 |
| IDN |
7 |
43,659 |
43,659 |
13,480 |
1.000 |
0.001 |
| JPN |
318 |
-1,093,115 |
15,127,190 |
415,322 |
-0.072 |
0.360 |
| KOR |
1 |
14,026 |
14,026 |
7,414 |
1.000 |
0.000 |
| MYS |
10 |
640,847 |
640,847 |
104,947 |
1.000 |
0.015 |
| NZL |
1 |
-160,401 |
160,401 |
40,690 |
-1.000 |
0.004 |
| PHL |
7 |
131,074 |
131,078 |
43,652 |
1.000 |
0.003 |
| SGP |
9 |
-614,039 |
614,039 |
128,827 |
-1.000 |
0.015 |
| THA |
28 |
1,496,328 |
1,567,179 |
275,851 |
0.955 |
0.037 |
| TWN |
80 |
697,371 |
3,466,791 |
271,024 |
0.201 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-1,557,791 |
| 0 |
1 |
0 |
| 1 |
21 |
1,026,276 |
| CHN |
-1 |
265 |
-5,577,262 |
| 0 |
25 |
0 |
| 1 |
190 |
5,421,410 |
| HKG |
-1 |
79 |
-2,981,345 |
| 0 |
5 |
0 |
| 1 |
93 |
3,728,607 |
| IDN |
1 |
7 |
43,659 |
| JPN |
-1 |
171 |
-8,110,153 |
| 1 |
147 |
7,017,038 |
| KOR |
1 |
1 |
14,026 |
| MYS |
1 |
10 |
640,847 |
| NZL |
-1 |
1 |
-160,401 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
131,076 |
| SGP |
-1 |
9 |
-614,039 |
| THA |
-1 |
1 |
-35,425 |
| 0 |
1 |
0 |
| 1 |
26 |
1,531,753 |
| TWN |
-1 |
39 |
-1,384,710 |
| 1 |
41 |
2,082,081 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-1,557,791 |
-1,557,791 |
-1,072,274 |
0.72 |
-0.006 |
0.007 |
10,155 |
| 0 |
1 |
0 |
0 |
0 |
0.33 |
0.010 |
0.010 |
0 |
| 1 |
21 |
1,026,276 |
1,026,276 |
559,087 |
0.53 |
0.074 |
0.057 |
119,116 |
| CHN |
-1 |
265 |
-5,577,262 |
-5,577,262 |
-5,827,176 |
1.42 |
-0.100 |
-0.096 |
710,199 |
| 0 |
25 |
0 |
0 |
0 |
1.34 |
-0.115 |
-0.098 |
0 |
| 1 |
190 |
5,421,410 |
5,421,410 |
5,762,253 |
1.26 |
0.041 |
0.044 |
557,298 |
| HKG |
-1 |
79 |
-2,981,345 |
-2,981,345 |
-3,994,780 |
1.42 |
0.028 |
0.050 |
51,927 |
| 0 |
5 |
0 |
0 |
0 |
1.19 |
0.023 |
0.054 |
0 |
| 1 |
93 |
3,728,607 |
3,728,607 |
5,962,842 |
1.55 |
0.160 |
0.158 |
725,198 |
| IDN |
1 |
7 |
43,659 |
43,659 |
26,106 |
0.56 |
0.201 |
0.194 |
8,532 |
| JPN |
-1 |
171 |
-8,110,153 |
-8,110,153 |
-5,262,039 |
0.72 |
-0.002 |
0.003 |
118,775 |
| 1 |
147 |
7,017,038 |
7,017,038 |
5,177,304 |
0.80 |
0.092 |
0.091 |
719,337 |
| KOR |
1 |
1 |
14,026 |
14,026 |
7,597 |
0.54 |
0.050 |
0.050 |
703 |
| MYS |
1 |
10 |
640,847 |
640,847 |
275,187 |
0.41 |
0.136 |
0.149 |
117,008 |
| NZL |
-1 |
1 |
-160,401 |
-160,401 |
-69,394 |
0.43 |
-0.102 |
-0.102 |
16,398 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.071 |
0.071 |
-0 |
| 1 |
6 |
131,076 |
131,076 |
51,243 |
0.44 |
0.145 |
0.115 |
23,263 |
| SGP |
-1 |
9 |
-614,039 |
-614,039 |
-484,150 |
0.67 |
0.029 |
0.040 |
-12,887 |
| THA |
-1 |
1 |
-35,425 |
-35,425 |
-36,186 |
1.02 |
0.179 |
0.179 |
-6,346 |
| 0 |
1 |
0 |
0 |
0 |
0.75 |
0.081 |
0.081 |
0 |
| 1 |
26 |
1,531,753 |
1,531,753 |
649,199 |
0.45 |
0.189 |
0.182 |
323,631 |
| TWN |
-1 |
39 |
-1,384,710 |
-1,384,710 |
-848,454 |
0.74 |
0.014 |
0.033 |
-72,799 |
| 1 |
41 |
2,082,081 |
2,082,081 |
1,942,566 |
0.96 |
0.130 |
0.115 |
261,965 |