Generated at 15:25 on Thursday 03/19/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
623 |
-20,356,782 |
| 0 |
32 |
-33,315 |
| 1 |
542 |
20,725,891 |
|
target_notional |
| target_notional |
335,794 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,693,138 |
335,794 |
3,793,462 |
44,361,910 |
983,399 |
0.038 |
0.008 |
0.086 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,552,973 |
| 0 |
-17,194 |
| 1 |
19,263,305 |
|
alpha_notional |
| alpha_notional |
3,793,462 |
|
alpha_notional |
| pos_sign |
|
| -1 |
858,235 |
| 0 |
5,034 |
| 1 |
2,930,193 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-572,855 |
2,542,782 |
199,711 |
-0.225 |
0.057 |
| CHN |
480 |
-958,427 |
11,927,948 |
506,782 |
-0.080 |
0.269 |
| HKG |
177 |
203,286 |
7,527,489 |
407,364 |
0.027 |
0.170 |
| IDN |
7 |
43,659 |
43,659 |
13,480 |
1.000 |
0.001 |
| JPN |
318 |
-520,814 |
15,699,491 |
501,787 |
-0.033 |
0.354 |
| KOR |
1 |
14,026 |
14,026 |
7,414 |
1.000 |
0.000 |
| MYS |
10 |
640,847 |
640,847 |
104,947 |
1.000 |
0.014 |
| 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 |
0.014 |
| THA |
28 |
1,496,328 |
1,567,179 |
275,851 |
0.955 |
0.035 |
| TWN |
80 |
633,111 |
3,492,971 |
265,649 |
0.181 |
0.079 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-1,531,818 |
| 0 |
1 |
0 |
| 1 |
21 |
958,963 |
| CHN |
-1 |
265 |
-5,573,695 |
| 0 |
25 |
-33,315 |
| 1 |
190 |
4,648,583 |
| HKG |
-1 |
79 |
-2,946,538 |
| 0 |
5 |
0 |
| 1 |
93 |
3,149,825 |
| IDN |
1 |
7 |
43,659 |
| JPN |
-1 |
171 |
-8,110,153 |
| 1 |
147 |
7,589,338 |
| 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 |
2,017,821 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-1,531,818 |
-1,531,818 |
-1,025,201 |
0.72 |
-0.006 |
0.007 |
35,806 |
| 0 |
1 |
0 |
0 |
0 |
0.33 |
0.010 |
0.010 |
0 |
| 1 |
21 |
958,963 |
958,963 |
519,585 |
0.53 |
0.074 |
0.057 |
118,424 |
| CHN |
-1 |
265 |
-5,573,695 |
-5,573,695 |
-5,861,334 |
1.42 |
-0.100 |
-0.096 |
719,084 |
| 0 |
25 |
-33,315 |
-33,315 |
-17,194 |
1.34 |
-0.115 |
-0.098 |
5,034 |
| 1 |
190 |
4,648,583 |
4,648,583 |
4,998,240 |
1.26 |
0.041 |
0.044 |
595,722 |
| HKG |
-1 |
79 |
-2,946,538 |
-2,946,538 |
-3,966,215 |
1.42 |
0.028 |
0.050 |
60,203 |
| 0 |
5 |
0 |
0 |
0 |
1.19 |
0.023 |
0.054 |
0 |
| 1 |
93 |
3,149,825 |
3,149,825 |
5,265,867 |
1.55 |
0.160 |
0.158 |
721,835 |
| 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 |
7,589,338 |
7,589,338 |
5,567,629 |
0.80 |
0.092 |
0.091 |
761,173 |
| 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 |
2,017,821 |
2,017,821 |
1,902,651 |
0.96 |
0.130 |
0.115 |
259,903 |