Generated at 15:24 on Wednesday 04/01/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
637 |
-20,635,600 |
| 0 |
35 |
6,703 |
| 1 |
536 |
20,176,723 |
|
target_notional |
| target_notional |
-452,173 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,040,421 |
-452,173 |
3,747,123 |
44,189,978 |
899,051 |
0.024 |
-0.010 |
0.085 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,704,922 |
| 0 |
2,381 |
| 1 |
17,742,963 |
|
alpha_notional |
| alpha_notional |
3,747,123 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,048,408 |
| 0 |
-972 |
| 1 |
2,699,687 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
96 |
-1,050,409 |
3,163,127 |
263,519 |
-0.332 |
0.072 |
| CHN |
443 |
-88,696 |
10,049,232 |
397,549 |
-0.009 |
0.227 |
| HKG |
168 |
21,376 |
7,650,474 |
407,733 |
0.003 |
0.173 |
| IDN |
18 |
313,346 |
313,346 |
71,681 |
1.000 |
0.007 |
| JPN |
350 |
-964,135 |
16,875,264 |
444,063 |
-0.057 |
0.382 |
| KOR |
2 |
20,076 |
20,076 |
9,877 |
1.000 |
0.000 |
| MYS |
11 |
679,041 |
679,041 |
109,948 |
1.000 |
0.015 |
| NZL |
1 |
-154,882 |
154,882 |
41,156 |
-1.000 |
0.004 |
| PHL |
7 |
167,609 |
167,613 |
72,583 |
1.000 |
0.004 |
| SGP |
11 |
-649,368 |
649,368 |
127,716 |
-1.000 |
0.015 |
| THA |
15 |
1,050,275 |
1,050,275 |
202,590 |
1.000 |
0.024 |
| TWN |
86 |
203,594 |
3,417,279 |
222,454 |
0.060 |
0.077 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
71 |
-2,106,768 |
| 0 |
5 |
0 |
| 1 |
20 |
1,056,359 |
| CHN |
-1 |
252 |
-4,129,738 |
| 0 |
12 |
0 |
| 1 |
179 |
4,041,042 |
| HKG |
-1 |
73 |
-3,068,300 |
| 0 |
4 |
0 |
| 1 |
91 |
3,089,675 |
| IDN |
1 |
18 |
313,346 |
| JPN |
-1 |
183 |
-8,919,700 |
| 0 |
9 |
0 |
| 1 |
158 |
7,955,565 |
| KOR |
0 |
1 |
6,703 |
| 1 |
1 |
13,373 |
| MYS |
1 |
11 |
679,041 |
| NZL |
-1 |
1 |
-154,882 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
167,611 |
| SGP |
-1 |
11 |
-649,368 |
| THA |
1 |
15 |
1,050,275 |
| TWN |
-1 |
45 |
-1,606,842 |
| 0 |
4 |
0 |
| 1 |
37 |
1,810,436 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
71 |
-2,106,768 |
-2,106,768 |
-1,489,289 |
0.73 |
-0.095 |
-0.080 |
215,621 |
| 0 |
5 |
0 |
0 |
0 |
0.71 |
-0.049 |
-0.029 |
0 |
| 1 |
20 |
1,056,359 |
1,056,359 |
550,925 |
0.50 |
0.016 |
0.016 |
41,737 |
| CHN |
-1 |
252 |
-4,129,738 |
-4,129,738 |
-3,943,086 |
1.36 |
-0.072 |
-0.064 |
245,149 |
| 0 |
12 |
0 |
0 |
0 |
1.21 |
-0.084 |
-0.061 |
0 |
| 1 |
179 |
4,041,042 |
4,041,042 |
4,111,238 |
1.23 |
0.041 |
0.036 |
640,391 |
| HKG |
-1 |
73 |
-3,068,300 |
-3,068,300 |
-4,055,499 |
1.40 |
0.030 |
0.046 |
94,859 |
| 0 |
4 |
0 |
0 |
0 |
1.36 |
0.091 |
0.119 |
0 |
| 1 |
91 |
3,089,675 |
3,089,675 |
4,645,016 |
1.44 |
0.157 |
0.156 |
691,869 |
| IDN |
1 |
18 |
313,346 |
313,346 |
66,469 |
0.45 |
0.181 |
0.175 |
57,538 |
| JPN |
-1 |
183 |
-8,919,700 |
-8,919,700 |
-5,701,720 |
0.72 |
-0.042 |
-0.037 |
515,799 |
| 0 |
9 |
0 |
0 |
0 |
0.63 |
0.009 |
-0.013 |
0 |
| 1 |
158 |
7,955,565 |
7,955,565 |
5,930,829 |
0.84 |
0.060 |
0.058 |
571,364 |
| KOR |
0 |
1 |
6,703 |
6,703 |
2,381 |
0.36 |
-0.145 |
-0.145 |
-972 |
| 1 |
1 |
13,373 |
13,373 |
11,487 |
0.86 |
-0.057 |
-0.057 |
-761 |
| MYS |
1 |
11 |
679,041 |
679,041 |
297,781 |
0.38 |
0.116 |
0.109 |
116,689 |
| NZL |
-1 |
1 |
-154,882 |
-154,882 |
-58,929 |
0.38 |
-0.191 |
-0.191 |
29,609 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.187 |
0.187 |
-0 |
| 1 |
6 |
167,611 |
167,611 |
57,549 |
0.43 |
0.215 |
0.195 |
46,292 |
| SGP |
-1 |
11 |
-649,368 |
-649,368 |
-458,181 |
0.69 |
-0.041 |
-0.021 |
18,208 |
| THA |
1 |
15 |
1,050,275 |
1,050,275 |
412,234 |
0.53 |
0.221 |
0.201 |
281,591 |
| TWN |
-1 |
45 |
-1,606,842 |
-1,606,842 |
-998,218 |
0.73 |
0.031 |
0.044 |
-70,837 |
| 0 |
4 |
0 |
0 |
0 |
0.92 |
0.208 |
0.205 |
0 |
| 1 |
37 |
1,810,436 |
1,810,436 |
1,659,436 |
0.96 |
0.146 |
0.130 |
252,977 |