Generated at 15:25 on Thursday 03/26/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
641 |
-20,015,665 |
| 0 |
33 |
-46,387 |
| 1 |
539 |
20,348,730 |
|
target_notional |
| target_notional |
286,678 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
546,458 |
286,678 |
3,679,106 |
44,260,515 |
910,260 |
0.012 |
0.006 |
0.083 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,981,837 |
| 0 |
-28,328 |
| 1 |
17,556,624 |
|
alpha_notional |
| alpha_notional |
3,679,106 |
|
alpha_notional |
| pos_sign |
|
| -1 |
824,733 |
| 0 |
8,597 |
| 1 |
2,845,776 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-650,549 |
2,708,280 |
222,308 |
-0.240 |
0.061 |
| CHN |
460 |
-432,781 |
9,966,714 |
435,192 |
-0.043 |
0.225 |
| HKG |
169 |
203,360 |
7,574,177 |
396,902 |
0.027 |
0.171 |
| IDN |
18 |
322,634 |
322,634 |
73,117 |
1.000 |
0.007 |
| JPN |
337 |
-1,006,084 |
16,705,251 |
447,219 |
-0.060 |
0.377 |
| KOR |
2 |
20,549 |
20,549 |
10,132 |
1.000 |
0.000 |
| MYS |
10 |
678,312 |
678,312 |
110,904 |
1.000 |
0.015 |
| NZL |
1 |
-160,421 |
160,421 |
41,650 |
-1.000 |
0.004 |
| PHL |
7 |
147,994 |
147,998 |
59,402 |
1.000 |
0.003 |
| SGP |
10 |
-638,192 |
638,192 |
127,734 |
-1.000 |
0.014 |
| THA |
28 |
1,696,683 |
1,776,640 |
309,874 |
0.955 |
0.040 |
| TWN |
84 |
105,172 |
3,561,346 |
229,794 |
0.030 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
63 |
-1,679,415 |
| 0 |
1 |
0 |
| 1 |
22 |
1,028,865 |
| CHN |
-1 |
259 |
-4,083,517 |
| 0 |
21 |
-54,083 |
| 1 |
180 |
3,704,819 |
| HKG |
-1 |
76 |
-2,830,385 |
| 0 |
2 |
0 |
| 1 |
91 |
3,033,746 |
| IDN |
1 |
18 |
322,634 |
| JPN |
-1 |
182 |
-8,855,667 |
| 0 |
7 |
0 |
| 1 |
148 |
7,849,583 |
| KOR |
0 |
1 |
7,695 |
| 1 |
1 |
12,854 |
| MYS |
1 |
10 |
678,312 |
| NZL |
-1 |
1 |
-160,421 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
147,996 |
| SGP |
-1 |
10 |
-638,192 |
| THA |
-1 |
1 |
-39,979 |
| 1 |
27 |
1,736,662 |
| TWN |
-1 |
47 |
-1,728,087 |
| 0 |
1 |
0 |
| 1 |
36 |
1,833,259 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
63 |
-1,679,415 |
-1,679,415 |
-1,200,026 |
0.73 |
-0.026 |
-0.022 |
63,418 |
| 0 |
1 |
0 |
0 |
0 |
0.23 |
0.038 |
0.038 |
0 |
| 1 |
22 |
1,028,865 |
1,028,865 |
526,028 |
0.51 |
0.057 |
0.059 |
101,441 |
| CHN |
-1 |
259 |
-4,083,517 |
-4,083,517 |
-4,497,177 |
1.41 |
-0.078 |
-0.076 |
319,331 |
| 0 |
21 |
-54,083 |
-54,083 |
-27,912 |
1.30 |
-0.102 |
-0.150 |
10,013 |
| 1 |
180 |
3,704,819 |
3,704,819 |
3,719,232 |
1.27 |
0.043 |
0.043 |
621,544 |
| HKG |
-1 |
76 |
-2,830,385 |
-2,830,385 |
-3,914,422 |
1.45 |
0.038 |
0.049 |
56,294 |
| 0 |
2 |
0 |
0 |
0 |
1.90 |
-0.013 |
-0.013 |
0 |
| 1 |
91 |
3,033,746 |
3,033,746 |
4,874,479 |
1.53 |
0.178 |
0.178 |
734,915 |
| IDN |
1 |
18 |
322,634 |
322,634 |
80,636 |
0.48 |
0.225 |
0.215 |
71,515 |
| JPN |
-1 |
182 |
-8,855,667 |
-8,855,667 |
-5,688,928 |
0.71 |
-0.031 |
-0.028 |
379,472 |
| 0 |
7 |
0 |
0 |
0 |
1.02 |
0.002 |
0.056 |
0 |
| 1 |
148 |
7,849,583 |
7,849,583 |
5,481,842 |
0.78 |
0.067 |
0.068 |
617,063 |
| KOR |
0 |
1 |
7,695 |
7,695 |
-416 |
-0.05 |
-0.184 |
-0.184 |
-1,416 |
| 1 |
1 |
12,854 |
12,854 |
6,963 |
0.54 |
0.070 |
0.070 |
897 |
| MYS |
1 |
10 |
678,312 |
678,312 |
294,314 |
0.41 |
0.167 |
0.154 |
149,162 |
| NZL |
-1 |
1 |
-160,421 |
-160,421 |
-69,403 |
0.43 |
-0.164 |
-0.164 |
26,237 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.096 |
0.096 |
-0 |
| 1 |
6 |
147,996 |
147,996 |
61,753 |
0.44 |
0.158 |
0.134 |
30,193 |
| SGP |
-1 |
10 |
-638,192 |
-638,192 |
-477,882 |
0.67 |
0.041 |
0.052 |
-25,827 |
| THA |
-1 |
1 |
-39,979 |
-39,979 |
-40,837 |
1.02 |
0.139 |
0.139 |
-5,540 |
| 1 |
27 |
1,736,662 |
1,736,662 |
731,584 |
0.50 |
0.171 |
0.163 |
344,160 |
| TWN |
-1 |
47 |
-1,728,087 |
-1,728,087 |
-1,093,163 |
0.73 |
-0.019 |
-0.003 |
11,348 |
| 0 |
1 |
0 |
0 |
0 |
0.90 |
-0.099 |
-0.099 |
0 |
| 1 |
36 |
1,833,259 |
1,833,259 |
1,779,793 |
0.97 |
0.104 |
0.095 |
174,884 |