Generated at 15:21 on Monday 03/23/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
633 |
-20,461,586 |
| 0 |
52 |
0 |
| 1 |
539 |
21,535,975 |
|
target_notional |
| target_notional |
1,074,388 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,564,284 |
1,074,388 |
3,719,512 |
41,997,561 |
829,430 |
0.061 |
0.026 |
0.089 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,298,652 |
| 0 |
0 |
| 1 |
19,862,936 |
|
alpha_notional |
| alpha_notional |
3,719,512 |
|
alpha_notional |
| pos_sign |
|
| -1 |
886,287 |
| 0 |
0 |
| 1 |
2,833,224 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
82 |
-488,960 |
2,589,825 |
195,494 |
-0.189 |
0.062 |
| CHN |
463 |
-159,722 |
10,411,932 |
400,273 |
-0.015 |
0.248 |
| HKG |
176 |
983,044 |
6,588,642 |
396,837 |
0.149 |
0.157 |
| IDN |
7 |
43,659 |
43,659 |
13,512 |
1.000 |
0.001 |
| JPN |
347 |
-1,000,207 |
15,616,202 |
422,685 |
-0.064 |
0.372 |
| KOR |
4 |
13,732 |
13,732 |
7,202 |
1.000 |
0.000 |
| MYS |
10 |
636,490 |
636,490 |
103,673 |
1.000 |
0.015 |
| NZL |
1 |
-160,407 |
160,407 |
40,452 |
-1.000 |
0.004 |
| PHL |
7 |
127,714 |
127,718 |
41,837 |
1.000 |
0.003 |
| SGP |
10 |
-645,564 |
645,564 |
130,874 |
-1.000 |
0.015 |
| THA |
29 |
1,597,045 |
1,671,274 |
293,929 |
0.956 |
0.040 |
| TWN |
87 |
127,565 |
3,492,116 |
227,173 |
0.037 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
61 |
-1,539,392 |
| 1 |
21 |
1,050,432 |
| CHN |
-1 |
254 |
-5,285,827 |
| 0 |
21 |
0 |
| 1 |
188 |
5,126,105 |
| HKG |
-1 |
77 |
-2,802,799 |
| 0 |
5 |
0 |
| 1 |
94 |
3,785,843 |
| IDN |
1 |
7 |
43,659 |
| JPN |
-1 |
180 |
-8,308,205 |
| 0 |
18 |
0 |
| 1 |
149 |
7,307,998 |
| KOR |
0 |
3 |
0 |
| 1 |
1 |
13,732 |
| MYS |
1 |
10 |
636,490 |
| NZL |
-1 |
1 |
-160,407 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
127,716 |
| SGP |
-1 |
10 |
-645,564 |
| THA |
-1 |
1 |
-37,115 |
| 0 |
2 |
0 |
| 1 |
26 |
1,634,160 |
| TWN |
-1 |
48 |
-1,682,276 |
| 0 |
2 |
0 |
| 1 |
37 |
1,809,841 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
61 |
-1,539,392 |
-1,539,392 |
-1,066,778 |
0.71 |
-0.024 |
-0.022 |
48,371 |
| 1 |
21 |
1,050,432 |
1,050,432 |
537,417 |
0.52 |
0.050 |
0.027 |
101,946 |
| CHN |
-1 |
254 |
-5,285,827 |
-5,285,827 |
-5,497,896 |
1.45 |
-0.095 |
-0.090 |
617,602 |
| 0 |
21 |
0 |
0 |
0 |
1.46 |
-0.120 |
-0.115 |
0 |
| 1 |
188 |
5,126,105 |
5,126,105 |
5,443,962 |
1.26 |
0.043 |
0.043 |
486,224 |
| HKG |
-1 |
77 |
-2,802,799 |
-2,802,799 |
-3,776,307 |
1.44 |
0.037 |
0.051 |
32,377 |
| 0 |
5 |
0 |
0 |
0 |
1.17 |
0.105 |
0.126 |
0 |
| 1 |
94 |
3,785,843 |
3,785,843 |
5,854,087 |
1.53 |
0.175 |
0.178 |
779,575 |
| IDN |
1 |
7 |
43,659 |
43,659 |
26,106 |
0.56 |
0.234 |
0.229 |
10,389 |
| JPN |
-1 |
180 |
-8,308,205 |
-8,308,205 |
-5,288,232 |
0.72 |
-0.002 |
0.003 |
160,864 |
| 0 |
18 |
0 |
0 |
0 |
1.01 |
0.070 |
0.099 |
0 |
| 1 |
149 |
7,307,998 |
7,307,998 |
5,208,759 |
0.79 |
0.096 |
0.094 |
799,888 |
| KOR |
0 |
3 |
0 |
0 |
0 |
0.71 |
-0.308 |
-0.251 |
0 |
| 1 |
1 |
13,732 |
13,732 |
7,438 |
0.54 |
0.003 |
0.003 |
47 |
| MYS |
1 |
10 |
636,490 |
636,490 |
273,305 |
0.41 |
0.109 |
0.119 |
99,271 |
| NZL |
-1 |
1 |
-160,407 |
-160,407 |
-69,397 |
0.43 |
-0.142 |
-0.142 |
22,784 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.140 |
0.140 |
-0 |
| 1 |
6 |
127,716 |
127,716 |
49,714 |
0.44 |
0.134 |
0.127 |
21,184 |
| SGP |
-1 |
10 |
-645,564 |
-645,564 |
-490,080 |
0.67 |
0.016 |
0.031 |
-8,591 |
| THA |
-1 |
1 |
-37,115 |
-37,115 |
-37,911 |
1.02 |
0.163 |
0.163 |
-6,038 |
| 0 |
2 |
0 |
0 |
0 |
0.36 |
0.037 |
0.037 |
0 |
| 1 |
26 |
1,634,160 |
1,634,160 |
700,459 |
0.45 |
0.186 |
0.181 |
350,228 |
| TWN |
-1 |
48 |
-1,682,276 |
-1,682,276 |
-1,072,051 |
0.74 |
-0.034 |
-0.007 |
18,919 |
| 0 |
2 |
0 |
0 |
0 |
0.73 |
-0.047 |
-0.047 |
0 |
| 1 |
37 |
1,809,841 |
1,809,841 |
1,761,690 |
0.96 |
0.109 |
0.097 |
184,472 |