Generated at 15:24 on Tuesday 03/31/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
644 |
-20,434,432 |
| 0 |
40 |
-36,143 |
| 1 |
539 |
20,248,386 |
|
target_notional |
| target_notional |
-222,189 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,094,130 |
-222,189 |
3,590,305 |
43,798,267 |
883,121 |
0.025 |
-0.005 |
0.082 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,598,092 |
| 0 |
3,566 |
| 1 |
17,688,655 |
|
alpha_notional |
| alpha_notional |
3,590,305 |
|
alpha_notional |
| pos_sign |
|
| -1 |
722,900 |
| 0 |
1,495 |
| 1 |
2,865,911 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
98 |
-1,046,005 |
3,159,342 |
261,729 |
-0.331 |
0.072 |
| CHN |
444 |
-193,434 |
10,154,126 |
418,564 |
-0.019 |
0.232 |
| HKG |
170 |
-5,531 |
7,452,133 |
387,205 |
-0.001 |
0.170 |
| IDN |
18 |
313,183 |
313,183 |
70,540 |
1.000 |
0.007 |
| JPN |
359 |
-552,168 |
16,698,843 |
428,715 |
-0.033 |
0.381 |
| KOR |
2 |
18,844 |
18,844 |
9,358 |
1.000 |
0.000 |
| MYS |
11 |
678,069 |
678,069 |
110,271 |
1.000 |
0.015 |
| NZL |
1 |
-154,884 |
154,884 |
41,324 |
-1.000 |
0.004 |
| PHL |
7 |
169,255 |
169,258 |
73,879 |
1.000 |
0.004 |
| SGP |
11 |
-646,722 |
646,722 |
126,186 |
-1.000 |
0.015 |
| THA |
15 |
1,050,529 |
1,050,529 |
200,851 |
1.000 |
0.024 |
| TWN |
86 |
146,676 |
3,302,331 |
209,891 |
0.044 |
0.075 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
74 |
-2,102,673 |
| 0 |
2 |
0 |
| 1 |
22 |
1,056,669 |
| CHN |
-1 |
248 |
-4,319,481 |
| 0 |
16 |
-42,693 |
| 1 |
180 |
4,168,741 |
| HKG |
-1 |
76 |
-3,007,335 |
| 0 |
5 |
0 |
| 1 |
89 |
3,001,804 |
| IDN |
1 |
18 |
313,183 |
| JPN |
-1 |
187 |
-8,625,506 |
| 0 |
10 |
0 |
| 1 |
162 |
8,073,337 |
| KOR |
0 |
1 |
6,550 |
| 1 |
1 |
12,295 |
| MYS |
1 |
11 |
678,069 |
| NZL |
-1 |
1 |
-154,884 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
169,257 |
| SGP |
-1 |
11 |
-646,722 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,050,529 |
| TWN |
-1 |
45 |
-1,577,828 |
| 0 |
5 |
0 |
| 1 |
36 |
1,724,504 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
74 |
-2,102,673 |
-2,102,673 |
-1,466,658 |
0.74 |
-0.065 |
-0.053 |
155,524 |
| 0 |
2 |
0 |
0 |
0 |
0.41 |
-0.028 |
-0.028 |
0 |
| 1 |
22 |
1,056,669 |
1,056,669 |
546,577 |
0.50 |
0.041 |
0.027 |
68,701 |
| CHN |
-1 |
248 |
-4,319,481 |
-4,319,481 |
-4,219,587 |
1.34 |
-0.080 |
-0.073 |
314,856 |
| 0 |
16 |
-42,693 |
-42,693 |
1,252 |
1.39 |
-0.116 |
-0.090 |
2,423 |
| 1 |
180 |
4,168,741 |
4,168,741 |
4,206,657 |
1.23 |
0.031 |
0.030 |
584,958 |
| HKG |
-1 |
76 |
-3,007,335 |
-3,007,335 |
-3,937,280 |
1.38 |
0.002 |
0.014 |
163,520 |
| 0 |
5 |
0 |
0 |
0 |
1.79 |
-0.014 |
-0.037 |
0 |
| 1 |
89 |
3,001,804 |
3,001,804 |
4,563,849 |
1.46 |
0.121 |
0.125 |
569,936 |
| IDN |
1 |
18 |
313,183 |
313,183 |
65,198 |
0.45 |
0.164 |
0.152 |
49,405 |
| JPN |
-1 |
187 |
-8,625,506 |
-8,625,506 |
-5,481,847 |
0.72 |
0.003 |
0.008 |
106,333 |
| 0 |
10 |
0 |
0 |
0 |
1.22 |
0.073 |
0.059 |
0 |
| 1 |
162 |
8,073,337 |
8,073,337 |
5,965,718 |
0.84 |
0.109 |
0.108 |
953,143 |
| KOR |
0 |
1 |
6,550 |
6,550 |
2,314 |
0.35 |
-0.142 |
-0.142 |
-928 |
| 1 |
1 |
12,295 |
12,295 |
10,549 |
0.86 |
0.050 |
0.050 |
616 |
| MYS |
1 |
11 |
678,069 |
678,069 |
295,502 |
0.38 |
0.105 |
0.064 |
111,363 |
| NZL |
-1 |
1 |
-154,884 |
-154,884 |
-59,108 |
0.38 |
-0.195 |
-0.195 |
30,167 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.228 |
0.228 |
-0 |
| 1 |
6 |
169,257 |
169,257 |
57,982 |
0.43 |
0.159 |
0.140 |
33,452 |
| SGP |
-1 |
11 |
-646,722 |
-646,722 |
-451,929 |
0.69 |
-0.031 |
-0.014 |
13,310 |
| THA |
0 |
1 |
0 |
0 |
0 |
1.01 |
0.141 |
0.141 |
0 |
| 1 |
14 |
1,050,529 |
1,050,529 |
409,756 |
0.51 |
0.211 |
0.191 |
258,465 |
| TWN |
-1 |
45 |
-1,577,828 |
-1,577,828 |
-981,682 |
0.73 |
0.023 |
0.038 |
-60,810 |
| 0 |
5 |
0 |
0 |
0 |
0.87 |
0.224 |
0.213 |
0 |
| 1 |
36 |
1,724,504 |
1,724,504 |
1,566,867 |
0.96 |
0.144 |
0.138 |
235,873 |