Generated at 15:24 on Sunday 04/05/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
636 |
-20,494,839 |
| 0 |
8 |
0 |
| 1 |
535 |
20,098,106 |
|
target_notional |
| target_notional |
-396,733 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
887,393 |
-396,733 |
3,672,734 |
43,654,172 |
890,951 |
0.020 |
-0.009 |
0.084 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,564,657 |
| 0 |
0 |
| 1 |
17,452,050 |
|
alpha_notional |
| alpha_notional |
3,672,734 |
|
alpha_notional |
| pos_sign |
|
| -1 |
982,222 |
| 0 |
0 |
| 1 |
2,690,512 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
91 |
-1,012,144 |
3,096,536 |
254,417 |
-0.327 |
0.071 |
| CHN |
430 |
24,740 |
9,798,364 |
390,022 |
0.003 |
0.224 |
| HKG |
164 |
-28,056 |
7,624,431 |
410,078 |
-0.004 |
0.175 |
| IDN |
18 |
310,944 |
310,944 |
70,020 |
1.000 |
0.007 |
| JPN |
346 |
-979,966 |
16,734,659 |
447,597 |
-0.059 |
0.383 |
| KOR |
1 |
13,790 |
13,790 |
7,568 |
1.000 |
0.000 |
| MYS |
12 |
678,975 |
678,975 |
112,428 |
1.000 |
0.016 |
| NZL |
1 |
-156,468 |
156,468 |
41,125 |
-1.000 |
0.004 |
| PHL |
8 |
175,526 |
175,530 |
73,768 |
1.000 |
0.004 |
| SGP |
11 |
-646,416 |
646,416 |
127,323 |
-1.000 |
0.015 |
| THA |
14 |
1,042,081 |
1,042,081 |
201,851 |
1.000 |
0.024 |
| TWN |
82 |
180,261 |
3,375,979 |
216,867 |
0.053 |
0.077 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
71 |
-2,054,340 |
| 1 |
20 |
1,042,196 |
| CHN |
-1 |
252 |
-4,091,312 |
| 1 |
178 |
4,116,052 |
| HKG |
-1 |
74 |
-3,091,130 |
| 1 |
90 |
3,063,074 |
| IDN |
1 |
18 |
310,944 |
| JPN |
-1 |
181 |
-8,857,313 |
| 0 |
7 |
0 |
| 1 |
158 |
7,877,346 |
| KOR |
1 |
1 |
13,790 |
| MYS |
1 |
12 |
678,975 |
| NZL |
-1 |
1 |
-156,468 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
175,528 |
| SGP |
-1 |
11 |
-646,416 |
| THA |
1 |
14 |
1,042,081 |
| TWN |
-1 |
45 |
-1,597,859 |
| 1 |
37 |
1,778,120 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
71 |
-2,054,340 |
-2,054,340 |
-1,440,617 |
0.73 |
-0.083 |
-0.074 |
193,827 |
| 1 |
20 |
1,042,196 |
1,042,196 |
540,194 |
0.50 |
0.020 |
0.013 |
43,724 |
| CHN |
-1 |
252 |
-4,091,312 |
-4,091,312 |
-3,881,744 |
1.36 |
-0.080 |
-0.070 |
275,320 |
| 1 |
178 |
4,116,052 |
4,116,052 |
4,114,301 |
1.23 |
0.034 |
0.028 |
517,430 |
| HKG |
-1 |
74 |
-3,091,130 |
-3,091,130 |
-4,063,172 |
1.40 |
0.001 |
0.008 |
199,192 |
| 1 |
90 |
3,063,074 |
3,063,074 |
4,559,169 |
1.43 |
0.125 |
0.121 |
576,956 |
| IDN |
1 |
18 |
310,944 |
310,944 |
65,394 |
0.45 |
0.140 |
0.126 |
43,511 |
| JPN |
-1 |
181 |
-8,857,313 |
-8,857,313 |
-5,672,021 |
0.74 |
-0.025 |
-0.017 |
347,114 |
| 0 |
7 |
0 |
0 |
0 |
0.75 |
-0.023 |
-0.048 |
0 |
| 1 |
158 |
7,877,346 |
7,877,346 |
5,764,737 |
0.82 |
0.075 |
0.077 |
732,963 |
| KOR |
1 |
1 |
13,790 |
13,790 |
11,845 |
0.86 |
-0.034 |
-0.034 |
-468 |
| MYS |
1 |
12 |
678,975 |
678,975 |
298,249 |
0.40 |
0.154 |
0.133 |
155,877 |
| NZL |
-1 |
1 |
-156,468 |
-156,468 |
-59,533 |
0.38 |
-0.234 |
-0.234 |
36,629 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.176 |
0.176 |
-0 |
| 1 |
7 |
175,528 |
175,528 |
59,704 |
0.40 |
0.212 |
0.198 |
46,249 |
| SGP |
-1 |
11 |
-646,416 |
-646,416 |
-455,510 |
0.69 |
-0.032 |
-0.009 |
15,054 |
| THA |
1 |
14 |
1,042,081 |
1,042,081 |
412,788 |
0.49 |
0.266 |
0.256 |
325,176 |
| TWN |
-1 |
45 |
-1,597,859 |
-1,597,859 |
-992,060 |
0.73 |
0.029 |
0.048 |
-84,913 |
| 1 |
37 |
1,778,120 |
1,778,120 |
1,625,670 |
0.96 |
0.141 |
0.134 |
249,094 |