Generated at 15:20 on Sunday 03/29/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
625 |
-20,174,693 |
| 0 |
35 |
0 |
| 1 |
536 |
22,154,763 |
|
target_notional |
| target_notional |
1,980,070 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,516,366 |
1,980,070 |
3,714,972 |
42,329,455 |
847,775 |
0.059 |
0.047 |
0.088 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,184,962 |
| 0 |
0 |
| 1 |
19,701,328 |
|
alpha_notional |
| alpha_notional |
3,714,972 |
|
alpha_notional |
| pos_sign |
|
| -1 |
789,716 |
| 0 |
0 |
| 1 |
2,925,256 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
85 |
-664,106 |
2,657,250 |
221,761 |
-0.250 |
0.063 |
| CHN |
446 |
653,345 |
8,782,782 |
378,221 |
0.074 |
0.207 |
| HKG |
169 |
651,768 |
6,653,415 |
372,691 |
0.098 |
0.157 |
| IDN |
18 |
312,637 |
312,637 |
70,930 |
1.000 |
0.007 |
| JPN |
334 |
-1,073,957 |
16,845,692 |
456,103 |
-0.064 |
0.398 |
| KOR |
2 |
12,450 |
12,450 |
6,670 |
1.000 |
0.000 |
| MYS |
10 |
678,210 |
678,210 |
109,965 |
1.000 |
0.016 |
| NZL |
1 |
-160,386 |
160,386 |
42,760 |
-1.000 |
0.004 |
| PHL |
7 |
159,311 |
159,315 |
71,168 |
1.000 |
0.004 |
| SGP |
10 |
-645,650 |
645,650 |
128,943 |
-1.000 |
0.015 |
| THA |
31 |
1,921,545 |
2,004,213 |
349,358 |
0.959 |
0.047 |
| TWN |
83 |
134,902 |
3,417,455 |
221,719 |
0.039 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
61 |
-1,660,678 |
| 0 |
3 |
0 |
| 1 |
21 |
996,572 |
| CHN |
-1 |
258 |
-4,064,718 |
| 0 |
7 |
0 |
| 1 |
181 |
4,718,064 |
| HKG |
-1 |
76 |
-3,000,823 |
| 0 |
2 |
0 |
| 1 |
91 |
3,652,592 |
| IDN |
1 |
18 |
312,637 |
| JPN |
-1 |
171 |
-8,959,825 |
| 0 |
20 |
0 |
| 1 |
143 |
7,885,867 |
| KOR |
0 |
1 |
0 |
| 1 |
1 |
12,450 |
| MYS |
1 |
10 |
678,210 |
| NZL |
-1 |
1 |
-160,386 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
159,313 |
| SGP |
-1 |
10 |
-645,650 |
| THA |
-1 |
1 |
-41,334 |
| 1 |
30 |
1,962,879 |
| TWN |
-1 |
46 |
-1,641,276 |
| 0 |
2 |
0 |
| 1 |
35 |
1,776,179 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
61 |
-1,660,678 |
-1,660,678 |
-1,187,370 |
0.73 |
-0.026 |
-0.028 |
57,181 |
| 0 |
3 |
0 |
0 |
0 |
0.68 |
0.014 |
0.005 |
0 |
| 1 |
21 |
996,572 |
996,572 |
507,723 |
0.52 |
0.064 |
0.071 |
90,645 |
| CHN |
-1 |
258 |
-4,064,718 |
-4,064,718 |
-4,462,807 |
1.41 |
-0.077 |
-0.074 |
336,271 |
| 0 |
7 |
0 |
0 |
0 |
1.09 |
-0.083 |
-0.092 |
0 |
| 1 |
181 |
4,718,064 |
4,718,064 |
5,014,077 |
1.27 |
0.048 |
0.050 |
547,122 |
| HKG |
-1 |
76 |
-3,000,823 |
-3,000,823 |
-4,030,631 |
1.45 |
0.021 |
0.039 |
110,711 |
| 0 |
2 |
0 |
0 |
0 |
1.76 |
0.092 |
0.092 |
0 |
| 1 |
91 |
3,652,592 |
3,652,592 |
5,684,521 |
1.53 |
0.150 |
0.148 |
669,099 |
| IDN |
1 |
18 |
312,637 |
312,637 |
77,428 |
0.48 |
0.201 |
0.186 |
61,525 |
| JPN |
-1 |
171 |
-8,959,825 |
-8,959,825 |
-5,872,483 |
0.69 |
-0.021 |
-0.016 |
283,967 |
| 0 |
20 |
0 |
0 |
0 |
1.01 |
0.030 |
0.050 |
0 |
| 1 |
143 |
7,885,867 |
7,885,867 |
5,529,321 |
0.78 |
0.081 |
0.080 |
730,526 |
| KOR |
0 |
1 |
0 |
0 |
0 |
-0.05 |
-0.271 |
-0.271 |
0 |
| 1 |
1 |
12,450 |
12,450 |
6,744 |
0.54 |
0.042 |
0.042 |
527 |
| MYS |
1 |
10 |
678,210 |
678,210 |
295,092 |
0.41 |
0.149 |
0.146 |
129,860 |
| NZL |
-1 |
1 |
-160,386 |
-160,386 |
-69,387 |
0.43 |
-0.205 |
-0.205 |
32,872 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.181 |
0.181 |
-0 |
| 1 |
6 |
159,313 |
159,313 |
69,044 |
0.44 |
0.218 |
0.191 |
45,568 |
| SGP |
-1 |
10 |
-645,650 |
-645,650 |
-484,665 |
0.67 |
-0.013 |
-0.002 |
8,709 |
| THA |
-1 |
1 |
-41,334 |
-41,334 |
-42,222 |
1.02 |
0.163 |
0.163 |
-6,728 |
| 1 |
30 |
1,962,879 |
1,962,879 |
808,902 |
0.47 |
0.201 |
0.197 |
455,893 |
| TWN |
-1 |
46 |
-1,641,276 |
-1,641,276 |
-1,035,397 |
0.73 |
0.008 |
0.012 |
-33,267 |
| 0 |
2 |
0 |
0 |
0 |
1.07 |
-0.093 |
-0.093 |
0 |
| 1 |
35 |
1,776,179 |
1,776,179 |
1,708,478 |
0.96 |
0.119 |
0.110 |
194,492 |