Generated at 15:25 on Wednesday 03/25/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
636 |
-20,216,099 |
| 0 |
33 |
-48,986 |
| 1 |
536 |
20,202,124 |
|
target_notional |
| target_notional |
-62,961 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
267,471 |
-62,961 |
3,649,036 |
44,515,489 |
923,074 |
0.006 |
-0.001 |
0.082 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,418,360 |
| 0 |
-28,707 |
| 1 |
17,714,539 |
|
alpha_notional |
| alpha_notional |
3,649,036 |
|
alpha_notional |
| pos_sign |
|
| -1 |
746,484 |
| 0 |
629 |
| 1 |
2,901,923 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
85 |
-646,443 |
2,709,645 |
220,667 |
-0.239 |
0.061 |
| CHN |
457 |
-764,807 |
10,369,540 |
486,422 |
-0.074 |
0.233 |
| HKG |
171 |
314,153 |
7,652,343 |
394,908 |
0.041 |
0.172 |
| IDN |
17 |
258,710 |
258,710 |
59,278 |
1.000 |
0.006 |
| JPN |
329 |
-1,048,437 |
16,479,253 |
448,113 |
-0.064 |
0.370 |
| KOR |
3 |
7,316 |
33,061 |
10,260 |
0.221 |
0.001 |
| MYS |
10 |
678,330 |
678,330 |
111,811 |
1.000 |
0.015 |
| NZL |
1 |
-160,417 |
160,417 |
41,202 |
-1.000 |
0.004 |
| PHL |
7 |
145,530 |
145,534 |
54,886 |
1.000 |
0.003 |
| SGP |
10 |
-646,395 |
646,395 |
129,597 |
-1.000 |
0.015 |
| THA |
30 |
1,645,554 |
1,811,286 |
302,987 |
0.909 |
0.041 |
| TWN |
85 |
153,946 |
3,570,975 |
236,586 |
0.043 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
62 |
-1,678,044 |
| 0 |
2 |
0 |
| 1 |
21 |
1,031,601 |
| CHN |
-1 |
262 |
-4,385,237 |
| 0 |
11 |
0 |
| 1 |
184 |
3,620,430 |
| HKG |
-1 |
76 |
-2,833,882 |
| 0 |
4 |
0 |
| 1 |
91 |
3,148,035 |
| IDN |
1 |
17 |
258,710 |
| JPN |
-1 |
177 |
-8,763,845 |
| 0 |
8 |
0 |
| 1 |
144 |
7,715,408 |
| KOR |
0 |
2 |
-5,882 |
| 1 |
1 |
13,198 |
| MYS |
1 |
10 |
678,330 |
| NZL |
-1 |
1 |
-160,417 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
145,532 |
| SGP |
-1 |
10 |
-646,395 |
| THA |
-1 |
1 |
-39,762 |
| 0 |
3 |
-43,104 |
| 1 |
26 |
1,728,420 |
| TWN |
-1 |
46 |
-1,708,514 |
| 0 |
3 |
0 |
| 1 |
36 |
1,862,460 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
62 |
-1,678,044 |
-1,678,044 |
-1,197,513 |
0.73 |
-0.021 |
-0.014 |
51,205 |
| 0 |
2 |
0 |
0 |
0 |
0.54 |
-0.019 |
-0.019 |
0 |
| 1 |
21 |
1,031,601 |
1,031,601 |
530,105 |
0.51 |
0.061 |
0.064 |
102,317 |
| CHN |
-1 |
262 |
-4,385,237 |
-4,385,237 |
-5,008,373 |
1.42 |
-0.084 |
-0.080 |
388,839 |
| 0 |
11 |
0 |
0 |
0 |
1.59 |
-0.135 |
-0.148 |
0 |
| 1 |
184 |
3,620,430 |
3,620,430 |
3,677,849 |
1.27 |
0.041 |
0.043 |
629,988 |
| HKG |
-1 |
76 |
-2,833,882 |
-2,833,882 |
-3,887,438 |
1.45 |
0.034 |
0.029 |
53,389 |
| 0 |
4 |
0 |
0 |
0 |
1.51 |
0.069 |
0.108 |
0 |
| 1 |
91 |
3,148,035 |
3,148,035 |
5,072,894 |
1.53 |
0.169 |
0.169 |
694,766 |
| IDN |
1 |
17 |
258,710 |
258,710 |
67,028 |
0.48 |
0.216 |
0.203 |
52,965 |
| JPN |
-1 |
177 |
-8,763,845 |
-8,763,845 |
-5,652,314 |
0.73 |
-0.019 |
-0.012 |
267,629 |
| 0 |
8 |
0 |
0 |
0 |
0.80 |
0.027 |
0.029 |
0 |
| 1 |
144 |
7,715,408 |
7,715,408 |
5,445,733 |
0.79 |
0.078 |
0.079 |
685,696 |
| KOR |
0 |
2 |
-5,882 |
-5,882 |
-13,535 |
0.48 |
-0.191 |
-0.191 |
2,170 |
| 1 |
1 |
13,198 |
13,198 |
7,148 |
0.54 |
0.050 |
0.050 |
659 |
| MYS |
1 |
10 |
678,330 |
678,330 |
294,420 |
0.41 |
0.176 |
0.163 |
157,368 |
| NZL |
-1 |
1 |
-160,417 |
-160,417 |
-69,401 |
0.43 |
-0.156 |
-0.156 |
24,984 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.115 |
0.115 |
-0 |
| 1 |
6 |
145,532 |
145,532 |
59,429 |
0.44 |
0.152 |
0.127 |
26,708 |
| SGP |
-1 |
10 |
-646,395 |
-646,395 |
-485,400 |
0.67 |
0.043 |
0.054 |
-26,601 |
| THA |
-1 |
1 |
-39,762 |
-39,762 |
-40,616 |
1.02 |
0.152 |
0.152 |
-6,056 |
| 0 |
3 |
-43,104 |
-43,104 |
-15,172 |
0.26 |
0.078 |
0.047 |
-1,541 |
| 1 |
26 |
1,728,420 |
1,728,420 |
739,727 |
0.48 |
0.171 |
0.158 |
352,522 |
| TWN |
-1 |
46 |
-1,708,514 |
-1,708,514 |
-1,077,305 |
0.72 |
-0.008 |
0.013 |
-6,905 |
| 0 |
3 |
0 |
0 |
0 |
0.93 |
-0.134 |
-0.148 |
0 |
| 1 |
36 |
1,862,460 |
1,862,460 |
1,820,207 |
0.97 |
0.114 |
0.103 |
198,935 |