Generated at 15:22 on Tuesday 03/24/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
642 |
-20,090,218 |
| 0 |
51 |
0 |
| 1 |
542 |
21,893,821 |
|
target_notional |
| target_notional |
1,803,603 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,905,428 |
1,803,603 |
3,571,971 |
41,984,039 |
817,623 |
0.069 |
0.043 |
0.085 |
0.019 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,054,720 |
| 0 |
0 |
| 1 |
19,960,149 |
|
alpha_notional |
| alpha_notional |
3,571,971 |
|
alpha_notional |
| pos_sign |
|
| -1 |
692,365 |
| 0 |
0 |
| 1 |
2,879,606 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
84 |
-592,594 |
2,685,871 |
207,391 |
-0.221 |
0.064 |
| CHN |
467 |
494,485 |
9,048,631 |
367,293 |
0.055 |
0.216 |
| HKG |
175 |
942,641 |
6,702,630 |
399,681 |
0.141 |
0.160 |
| IDN |
17 |
242,540 |
242,540 |
56,015 |
1.000 |
0.006 |
| JPN |
346 |
-1,070,763 |
16,421,824 |
446,539 |
-0.065 |
0.391 |
| KOR |
3 |
13,603 |
13,603 |
7,134 |
1.000 |
0.000 |
| MYS |
10 |
637,705 |
637,705 |
104,709 |
1.000 |
0.015 |
| NZL |
1 |
-160,417 |
160,417 |
40,804 |
-1.000 |
0.004 |
| PHL |
7 |
134,531 |
134,535 |
46,840 |
1.000 |
0.003 |
| SGP |
10 |
-648,733 |
648,733 |
130,670 |
-1.000 |
0.015 |
| THA |
30 |
1,697,997 |
1,773,800 |
312,826 |
0.957 |
0.042 |
| TWN |
85 |
112,608 |
3,513,751 |
227,009 |
0.032 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
62 |
-1,639,232 |
| 1 |
22 |
1,046,639 |
| CHN |
-1 |
261 |
-4,277,073 |
| 0 |
21 |
0 |
| 1 |
185 |
4,771,558 |
| HKG |
-1 |
77 |
-2,879,994 |
| 0 |
7 |
0 |
| 1 |
91 |
3,822,636 |
| IDN |
1 |
17 |
242,540 |
| JPN |
-1 |
182 |
-8,746,294 |
| 0 |
18 |
0 |
| 1 |
146 |
7,675,531 |
| KOR |
0 |
2 |
0 |
| 1 |
1 |
13,603 |
| MYS |
1 |
10 |
637,705 |
| NZL |
-1 |
1 |
-160,417 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
134,533 |
| SGP |
-1 |
10 |
-648,733 |
| THA |
-1 |
1 |
-37,901 |
| 0 |
2 |
0 |
| 1 |
27 |
1,735,898 |
| TWN |
-1 |
47 |
-1,700,572 |
| 0 |
1 |
0 |
| 1 |
37 |
1,813,180 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
62 |
-1,639,232 |
-1,639,232 |
-1,142,629 |
0.73 |
-0.015 |
-0.018 |
41,591 |
| 1 |
22 |
1,046,639 |
1,046,639 |
539,376 |
0.50 |
0.066 |
0.053 |
107,651 |
| CHN |
-1 |
261 |
-4,277,073 |
-4,277,073 |
-4,858,632 |
1.43 |
-0.088 |
-0.081 |
386,583 |
| 0 |
21 |
0 |
0 |
0 |
1.44 |
-0.141 |
-0.195 |
0 |
| 1 |
185 |
4,771,558 |
4,771,558 |
5,139,535 |
1.27 |
0.040 |
0.033 |
471,487 |
| HKG |
-1 |
77 |
-2,879,994 |
-2,879,994 |
-3,770,092 |
1.46 |
0.026 |
0.029 |
57,249 |
| 0 |
7 |
0 |
0 |
0 |
1.73 |
0.091 |
0.071 |
0 |
| 1 |
91 |
3,822,636 |
3,822,636 |
5,924,088 |
1.52 |
0.164 |
0.159 |
735,878 |
| IDN |
1 |
17 |
242,540 |
242,540 |
63,279 |
0.48 |
0.240 |
0.237 |
59,717 |
| JPN |
-1 |
182 |
-8,746,294 |
-8,746,294 |
-5,611,215 |
0.73 |
-0.013 |
-0.007 |
224,022 |
| 0 |
18 |
0 |
0 |
0 |
0.83 |
0.028 |
0.014 |
0 |
| 1 |
146 |
7,675,531 |
7,675,531 |
5,450,485 |
0.79 |
0.086 |
0.086 |
756,734 |
| KOR |
0 |
2 |
0 |
0 |
0 |
0.48 |
-0.202 |
-0.202 |
0 |
| 1 |
1 |
13,603 |
13,603 |
7,368 |
0.54 |
0.005 |
0.005 |
67 |
| MYS |
1 |
10 |
637,705 |
637,705 |
273,145 |
0.41 |
0.145 |
0.131 |
128,322 |
| NZL |
-1 |
1 |
-160,417 |
-160,417 |
-69,401 |
0.43 |
-0.132 |
-0.132 |
21,158 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.175 |
0.175 |
-0 |
| 1 |
6 |
134,533 |
134,533 |
53,419 |
0.44 |
0.160 |
0.149 |
24,895 |
| SGP |
-1 |
10 |
-648,733 |
-648,733 |
-490,300 |
0.67 |
0.028 |
0.042 |
-17,576 |
| THA |
-1 |
1 |
-37,901 |
-37,901 |
-38,715 |
1.02 |
0.171 |
0.171 |
-6,482 |
| 0 |
2 |
0 |
0 |
0 |
0.36 |
0.044 |
0.044 |
0 |
| 1 |
27 |
1,735,898 |
1,735,898 |
751,690 |
0.47 |
0.190 |
0.181 |
383,290 |
| TWN |
-1 |
47 |
-1,700,572 |
-1,700,572 |
-1,073,736 |
0.73 |
-0.009 |
0.009 |
-14,179 |
| 0 |
1 |
0 |
0 |
0 |
1.30 |
-0.127 |
-0.127 |
0 |
| 1 |
37 |
1,813,180 |
1,813,180 |
1,757,764 |
0.96 |
0.125 |
0.119 |
211,564 |