Generated at 15:24 on Monday 04/06/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
634 |
-20,552,934 |
| 0 |
15 |
0 |
| 1 |
536 |
20,158,250 |
|
target_notional |
| target_notional |
-394,685 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
902,586 |
-394,685 |
3,677,950 |
43,772,411 |
891,769 |
0.021 |
-0.009 |
0.084 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,586,939 |
| 0 |
0 |
| 1 |
17,489,526 |
|
alpha_notional |
| alpha_notional |
3,677,950 |
|
alpha_notional |
| pos_sign |
|
| -1 |
988,545 |
| 0 |
0 |
| 1 |
2,689,404 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
91 |
-1,049,506 |
3,140,461 |
259,378 |
-0.334 |
0.072 |
| CHN |
430 |
24,740 |
9,798,364 |
389,797 |
0.003 |
0.224 |
| HKG |
165 |
-2,785 |
7,649,703 |
410,034 |
-0.000 |
0.175 |
| IDN |
18 |
308,372 |
308,372 |
69,869 |
1.000 |
0.007 |
| JPN |
346 |
-1,002,160 |
16,792,339 |
448,114 |
-0.060 |
0.384 |
| KOR |
1 |
13,764 |
13,764 |
7,728 |
1.000 |
0.000 |
| MYS |
13 |
679,393 |
679,393 |
113,007 |
1.000 |
0.016 |
| NZL |
1 |
-154,959 |
154,959 |
40,667 |
-1.000 |
0.004 |
| PHL |
8 |
185,196 |
185,200 |
74,968 |
1.000 |
0.004 |
| SGP |
11 |
-648,541 |
648,541 |
127,927 |
-1.000 |
0.015 |
| THA |
15 |
1,050,376 |
1,050,376 |
205,332 |
1.000 |
0.024 |
| TWN |
86 |
201,425 |
3,350,941 |
216,432 |
0.060 |
0.077 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
70 |
-2,094,983 |
| 0 |
2 |
0 |
| 1 |
19 |
1,045,478 |
| CHN |
-1 |
252 |
-4,091,312 |
| 1 |
178 |
4,116,052 |
| HKG |
-1 |
74 |
-3,091,130 |
| 1 |
91 |
3,088,345 |
| IDN |
1 |
18 |
308,372 |
| JPN |
-1 |
182 |
-8,897,250 |
| 0 |
6 |
0 |
| 1 |
158 |
7,895,090 |
| KOR |
1 |
1 |
13,764 |
| MYS |
1 |
13 |
679,393 |
| NZL |
-1 |
1 |
-154,959 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
185,198 |
| SGP |
-1 |
11 |
-648,541 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,050,376 |
| TWN |
-1 |
43 |
-1,574,758 |
| 0 |
6 |
0 |
| 1 |
37 |
1,776,183 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
70 |
-2,094,983 |
-2,094,983 |
-1,465,514 |
0.73 |
-0.079 |
-0.070 |
190,627 |
| 0 |
2 |
0 |
0 |
0 |
0.53 |
-0.051 |
-0.051 |
0 |
| 1 |
19 |
1,045,478 |
1,045,478 |
541,337 |
0.50 |
0.028 |
0.023 |
49,597 |
| CHN |
-1 |
252 |
-4,091,312 |
-4,091,312 |
-3,881,744 |
1.36 |
-0.075 |
-0.069 |
261,943 |
| 1 |
178 |
4,116,052 |
4,116,052 |
4,114,301 |
1.23 |
0.039 |
0.037 |
551,194 |
| HKG |
-1 |
74 |
-3,091,130 |
-3,091,130 |
-4,063,172 |
1.40 |
-0.002 |
0.005 |
202,674 |
| 1 |
91 |
3,088,345 |
3,088,345 |
4,559,169 |
1.43 |
0.121 |
0.122 |
561,386 |
| IDN |
1 |
18 |
308,372 |
308,372 |
65,185 |
0.45 |
0.140 |
0.119 |
43,794 |
| JPN |
-1 |
182 |
-8,897,250 |
-8,897,250 |
-5,678,184 |
0.74 |
-0.027 |
-0.017 |
355,028 |
| 0 |
6 |
0 |
0 |
0 |
0.80 |
-0.011 |
-0.044 |
0 |
| 1 |
158 |
7,895,090 |
7,895,090 |
5,780,580 |
0.82 |
0.072 |
0.070 |
715,348 |
| KOR |
1 |
1 |
13,764 |
13,764 |
11,822 |
0.86 |
-0.031 |
-0.031 |
-432 |
| MYS |
1 |
13 |
679,393 |
679,393 |
297,746 |
0.39 |
0.156 |
0.135 |
161,426 |
| NZL |
-1 |
1 |
-154,959 |
-154,959 |
-58,959 |
0.38 |
-0.231 |
-0.231 |
35,733 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.187 |
0.187 |
-0 |
| 1 |
7 |
185,198 |
185,198 |
62,726 |
0.40 |
0.229 |
0.199 |
50,601 |
| SGP |
-1 |
11 |
-648,541 |
-648,541 |
-457,926 |
0.69 |
-0.039 |
-0.027 |
21,776 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.28 |
0.197 |
0.197 |
0 |
| 1 |
14 |
1,050,376 |
1,050,376 |
431,541 |
0.53 |
0.262 |
0.258 |
314,440 |
| TWN |
-1 |
43 |
-1,574,758 |
-1,574,758 |
-981,440 |
0.73 |
0.028 |
0.044 |
-79,235 |
| 0 |
6 |
0 |
0 |
0 |
0.83 |
0.117 |
0.176 |
0 |
| 1 |
37 |
1,776,183 |
1,776,183 |
1,625,119 |
0.96 |
0.139 |
0.131 |
242,051 |