Generated at 16:11 on Thursday 04/02/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-7,404 |
| True |
-1 |
634 |
-20,491,824 |
| 0 |
12 |
0 |
| 1 |
533 |
21,552,130 |
|
target_notional |
| target_notional |
1,060,306 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-12,946 |
-7,404 |
-442 |
7,404 |
4,420 |
-1.748 |
-1.000 |
-0.060 |
0.597 |
| True |
2,891,947 |
1,060,306 |
3,673,399 |
42,043,954 |
845,420 |
0.069 |
0.025 |
0.087 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,436,756 |
| 0 |
0 |
| 1 |
19,328,703 |
|
alpha_notional |
| alpha_notional |
3,673,399 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,005,792 |
| 0 |
0 |
| 1 |
2,667,607 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
91 |
-1,014,703 |
3,104,366 |
255,357 |
-0.327 |
0.074 |
| CHN |
431 |
934,964 |
9,224,464 |
416,836 |
0.101 |
0.219 |
| HKG |
164 |
525,332 |
6,802,750 |
379,536 |
0.077 |
0.162 |
| IDN |
18 |
311,210 |
311,210 |
70,474 |
1.000 |
0.007 |
| JPN |
347 |
-978,788 |
16,529,595 |
440,356 |
-0.059 |
0.393 |
| KOR |
1 |
12,625 |
12,625 |
6,815 |
1.000 |
0.000 |
| MYS |
11 |
670,906 |
670,906 |
111,094 |
1.000 |
0.016 |
| NZL |
1 |
-157,485 |
157,485 |
41,584 |
-1.000 |
0.004 |
| PHL |
7 |
168,721 |
168,725 |
72,874 |
1.000 |
0.004 |
| SGP |
11 |
-642,935 |
642,935 |
126,627 |
-1.000 |
0.015 |
| THA |
15 |
1,050,609 |
1,050,609 |
203,701 |
1.000 |
0.025 |
| TWN |
82 |
179,850 |
3,368,284 |
216,089 |
0.053 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
71 |
-2,059,535 |
| 1 |
20 |
1,044,831 |
| CHN |
-1 |
252 |
-4,144,750 |
| 1 |
179 |
5,079,714 |
| HKG |
-1 |
73 |
-3,138,709 |
| 1 |
91 |
3,664,041 |
| IDN |
1 |
18 |
311,210 |
| JPN |
-1 |
180 |
-8,754,191 |
| 0 |
11 |
0 |
| 1 |
156 |
7,775,404 |
| KOR |
1 |
1 |
12,625 |
| MYS |
1 |
11 |
670,906 |
| NZL |
-1 |
1 |
-157,485 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
168,723 |
| SGP |
-1 |
11 |
-642,935 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,050,609 |
| TWN |
-1 |
45 |
-1,594,217 |
| 1 |
37 |
1,774,067 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
71 |
-2,059,535 |
-2,059,535 |
-1,444,252 |
0.73 |
-0.079 |
-0.076 |
185,980 |
| 1 |
20 |
1,044,831 |
1,044,831 |
541,558 |
0.50 |
0.028 |
0.023 |
51,724 |
| CHN |
-1 |
252 |
-4,144,750 |
-4,144,750 |
-3,877,989 |
1.36 |
-0.077 |
-0.068 |
268,207 |
| 1 |
179 |
5,079,714 |
5,079,714 |
5,289,859 |
1.24 |
0.035 |
0.035 |
488,404 |
| HKG |
-1 |
73 |
-3,138,709 |
-3,138,709 |
-3,992,822 |
1.40 |
0.016 |
0.032 |
158,282 |
| 1 |
91 |
3,664,041 |
3,664,041 |
5,350,428 |
1.44 |
0.142 |
0.144 |
667,390 |
| IDN |
1 |
18 |
311,210 |
311,210 |
65,450 |
0.45 |
0.188 |
0.168 |
58,735 |
| JPN |
-1 |
180 |
-8,754,191 |
-8,754,191 |
-5,618,781 |
0.74 |
-0.030 |
-0.030 |
412,286 |
| 0 |
11 |
0 |
0 |
0 |
1.05 |
0.009 |
0.009 |
0 |
| 1 |
156 |
7,775,404 |
7,775,404 |
5,680,124 |
0.81 |
0.074 |
0.070 |
690,002 |
| KOR |
1 |
1 |
12,625 |
12,625 |
10,845 |
0.86 |
0.004 |
0.004 |
56 |
| MYS |
1 |
11 |
670,906 |
670,906 |
294,605 |
0.38 |
0.142 |
0.122 |
146,482 |
| NZL |
-1 |
1 |
-157,485 |
-157,485 |
-59,919 |
0.38 |
-0.203 |
-0.203 |
31,935 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.158 |
0.158 |
-0 |
| 1 |
6 |
168,723 |
168,723 |
57,930 |
0.43 |
0.204 |
0.190 |
44,776 |
| SGP |
-1 |
11 |
-642,935 |
-642,935 |
-453,194 |
0.69 |
-0.028 |
-0.013 |
10,914 |
| THA |
0 |
1 |
0 |
0 |
0 |
1.08 |
0.198 |
0.198 |
0 |
| 1 |
14 |
1,050,609 |
1,050,609 |
415,939 |
0.49 |
0.225 |
0.215 |
288,643 |
| TWN |
-1 |
45 |
-1,594,217 |
-1,594,217 |
-989,798 |
0.73 |
0.018 |
0.035 |
-61,811 |
| 1 |
37 |
1,774,067 |
1,774,067 |
1,621,965 |
0.96 |
0.130 |
0.127 |
231,395 |