Generated at 15:21 on Monday 03/30/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-18,129 |
| True |
-1 |
638 |
-20,058,657 |
| 0 |
47 |
0 |
| 1 |
545 |
21,390,825 |
|
target_notional |
| target_notional |
1,332,168 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-30,233 |
-18,129 |
-841 |
18,129 |
10,758 |
-1.668 |
-1.000 |
-0.046 |
0.593 |
| True |
2,556,173 |
1,332,168 |
3,461,412 |
41,449,482 |
819,616 |
0.062 |
0.032 |
0.084 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,943,176 |
| 0 |
0 |
| 1 |
19,499,348 |
|
alpha_notional |
| alpha_notional |
3,461,412 |
|
alpha_notional |
| pos_sign |
|
| -1 |
717,173 |
| 0 |
0 |
| 1 |
2,744,239 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-587,398 |
2,835,642 |
216,418 |
-0.207 |
0.068 |
| CHN |
447 |
524,892 |
8,986,509 |
403,385 |
0.058 |
0.217 |
| HKG |
172 |
637,252 |
6,785,492 |
375,907 |
0.094 |
0.164 |
| IDN |
18 |
313,889 |
313,889 |
70,983 |
1.000 |
0.008 |
| JPN |
361 |
-786,860 |
16,433,917 |
430,038 |
-0.048 |
0.396 |
| KOR |
2 |
11,622 |
11,622 |
6,325 |
1.000 |
0.000 |
| MYS |
11 |
677,035 |
677,035 |
109,828 |
1.000 |
0.016 |
| NZL |
1 |
-160,434 |
160,434 |
43,007 |
-1.000 |
0.004 |
| PHL |
7 |
163,834 |
163,838 |
74,234 |
1.000 |
0.004 |
| SGP |
10 |
-647,507 |
647,507 |
128,293 |
-1.000 |
0.016 |
| THA |
31 |
1,052,279 |
1,052,279 |
200,222 |
1.000 |
0.025 |
| TWN |
84 |
133,565 |
3,381,317 |
218,012 |
0.040 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
62 |
-1,711,520 |
| 1 |
24 |
1,124,122 |
| CHN |
-1 |
253 |
-4,230,809 |
| 0 |
13 |
0 |
| 1 |
181 |
4,755,700 |
| HKG |
-1 |
76 |
-3,074,120 |
| 0 |
5 |
0 |
| 1 |
91 |
3,711,372 |
| IDN |
1 |
18 |
313,889 |
| JPN |
-1 |
189 |
-8,610,388 |
| 0 |
10 |
0 |
| 1 |
162 |
7,823,528 |
| KOR |
0 |
1 |
0 |
| 1 |
1 |
11,622 |
| MYS |
1 |
11 |
677,035 |
| NZL |
-1 |
1 |
-160,434 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
163,836 |
| SGP |
-1 |
10 |
-647,507 |
| THA |
0 |
16 |
0 |
| 1 |
15 |
1,052,279 |
| TWN |
-1 |
46 |
-1,623,876 |
| 0 |
2 |
0 |
| 1 |
36 |
1,757,441 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
62 |
-1,711,520 |
-1,711,520 |
-1,206,414 |
0.72 |
-0.019 |
-0.014 |
55,989 |
| 1 |
24 |
1,124,122 |
1,124,122 |
598,422 |
0.55 |
0.074 |
0.081 |
107,825 |
| CHN |
-1 |
253 |
-4,230,809 |
-4,230,809 |
-4,770,294 |
1.41 |
-0.084 |
-0.081 |
378,755 |
| 0 |
13 |
0 |
0 |
0 |
1.27 |
-0.140 |
-0.131 |
0 |
| 1 |
181 |
4,755,700 |
4,755,700 |
5,028,674 |
1.26 |
0.032 |
0.034 |
457,991 |
| HKG |
-1 |
76 |
-3,074,120 |
-3,074,120 |
-4,103,812 |
1.45 |
0.013 |
0.032 |
136,602 |
| 0 |
5 |
0 |
0 |
0 |
1.66 |
0.060 |
0.115 |
0 |
| 1 |
91 |
3,711,372 |
3,711,372 |
5,795,808 |
1.53 |
0.135 |
0.139 |
605,194 |
| IDN |
1 |
18 |
313,889 |
313,889 |
77,264 |
0.48 |
0.160 |
0.149 |
49,161 |
| JPN |
-1 |
189 |
-8,610,388 |
-8,610,388 |
-5,285,561 |
0.69 |
-0.004 |
-0.001 |
160,398 |
| 0 |
10 |
0 |
0 |
0 |
0.95 |
0.048 |
0.030 |
0 |
| 1 |
162 |
7,823,528 |
7,823,528 |
5,513,851 |
0.81 |
0.103 |
0.102 |
881,399 |
| KOR |
0 |
1 |
0 |
0 |
0 |
-0.05 |
-0.197 |
-0.197 |
0 |
| 1 |
1 |
11,622 |
11,622 |
6,295 |
0.54 |
0.078 |
0.078 |
910 |
| MYS |
1 |
11 |
677,035 |
677,035 |
291,951 |
0.39 |
0.142 |
0.140 |
129,382 |
| NZL |
-1 |
1 |
-160,434 |
-160,434 |
-69,409 |
0.43 |
-0.176 |
-0.176 |
28,183 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.02 |
0.225 |
0.225 |
-0 |
| 1 |
6 |
163,836 |
163,836 |
71,420 |
0.44 |
0.198 |
0.168 |
43,516 |
| SGP |
-1 |
10 |
-647,507 |
-647,507 |
-483,880 |
0.67 |
-0.020 |
-0.019 |
14,452 |
| THA |
0 |
16 |
0 |
0 |
0 |
0.45 |
0.154 |
0.145 |
0 |
| 1 |
15 |
1,052,279 |
1,052,279 |
426,848 |
0.52 |
0.191 |
0.171 |
248,722 |
| TWN |
-1 |
46 |
-1,623,876 |
-1,623,876 |
-1,023,806 |
0.73 |
0.023 |
0.028 |
-57,206 |
| 0 |
2 |
0 |
0 |
0 |
1.06 |
0.224 |
0.224 |
0 |
| 1 |
36 |
1,757,441 |
1,757,441 |
1,688,816 |
0.95 |
0.132 |
0.120 |
220,139 |