Generated at 15:22 on Tuesday 04/07/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
626 |
-20,632,881 |
| 0 |
33 |
0 |
| 1 |
536 |
21,523,604 |
|
target_notional |
| target_notional |
890,723 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,559,029 |
890,723 |
3,615,448 |
42,156,485 |
839,514 |
0.061 |
0.021 |
0.086 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,412,678 |
| 0 |
0 |
| 1 |
18,971,707 |
|
alpha_notional |
| alpha_notional |
3,615,448 |
|
alpha_notional |
| pos_sign |
|
| -1 |
940,848 |
| 0 |
0 |
| 1 |
2,674,600 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
91 |
-1,049,967 |
3,165,636 |
260,536 |
-0.332 |
0.075 |
| CHN |
446 |
801,055 |
8,936,501 |
386,878 |
0.090 |
0.212 |
| HKG |
170 |
502,135 |
6,782,938 |
378,127 |
0.074 |
0.161 |
| IDN |
18 |
308,372 |
308,372 |
69,652 |
1.000 |
0.007 |
| JPN |
342 |
-1,019,262 |
16,841,614 |
452,367 |
-0.061 |
0.400 |
| KOR |
1 |
13,167 |
13,167 |
7,400 |
1.000 |
0.000 |
| MYS |
13 |
679,463 |
679,463 |
112,528 |
1.000 |
0.016 |
| NZL |
1 |
-154,958 |
154,958 |
40,635 |
-1.000 |
0.004 |
| PHL |
8 |
189,821 |
189,825 |
78,379 |
1.000 |
0.005 |
| SGP |
11 |
-648,541 |
648,541 |
127,730 |
-1.000 |
0.015 |
| THA |
14 |
1,050,160 |
1,050,160 |
205,513 |
1.000 |
0.025 |
| TWN |
80 |
219,278 |
3,385,311 |
219,914 |
0.065 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
69 |
-2,107,801 |
| 0 |
3 |
0 |
| 1 |
19 |
1,057,834 |
| CHN |
-1 |
245 |
-4,067,723 |
| 0 |
19 |
0 |
| 1 |
182 |
4,868,778 |
| HKG |
-1 |
73 |
-3,140,401 |
| 0 |
9 |
0 |
| 1 |
88 |
3,642,536 |
| IDN |
1 |
18 |
308,372 |
| JPN |
-1 |
183 |
-8,930,438 |
| 0 |
2 |
0 |
| 1 |
157 |
7,911,176 |
| KOR |
1 |
1 |
13,167 |
| MYS |
1 |
13 |
679,463 |
| NZL |
-1 |
1 |
-154,958 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
189,823 |
| SGP |
-1 |
11 |
-648,541 |
| THA |
1 |
14 |
1,050,160 |
| TWN |
-1 |
43 |
-1,583,017 |
| 1 |
37 |
1,802,294 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
69 |
-2,107,801 |
-2,107,801 |
-1,473,193 |
0.71 |
-0.096 |
-0.085 |
223,327 |
| 0 |
3 |
0 |
0 |
0 |
1.02 |
-0.079 |
-0.038 |
0 |
| 1 |
19 |
1,057,834 |
1,057,834 |
553,403 |
0.50 |
0.013 |
0.005 |
32,240 |
| CHN |
-1 |
245 |
-4,067,723 |
-4,067,723 |
-3,764,042 |
1.36 |
-0.070 |
-0.065 |
199,198 |
| 0 |
19 |
0 |
0 |
0 |
1.33 |
-0.094 |
-0.076 |
0 |
| 1 |
182 |
4,868,778 |
4,868,778 |
4,834,126 |
1.22 |
0.043 |
0.046 |
545,968 |
| HKG |
-1 |
73 |
-3,140,401 |
-3,140,401 |
-3,995,432 |
1.40 |
0.007 |
0.018 |
173,956 |
| 0 |
9 |
0 |
0 |
0 |
1.48 |
0.022 |
0.064 |
0 |
| 1 |
88 |
3,642,536 |
3,642,536 |
5,281,031 |
1.44 |
0.128 |
0.129 |
600,388 |
| IDN |
1 |
18 |
308,372 |
308,372 |
65,185 |
0.45 |
0.140 |
0.128 |
43,362 |
| JPN |
-1 |
183 |
-8,930,438 |
-8,930,438 |
-5,673,945 |
0.73 |
-0.025 |
-0.016 |
344,674 |
| 0 |
2 |
0 |
0 |
0 |
0.96 |
0.029 |
0.029 |
0 |
| 1 |
157 |
7,911,176 |
7,911,176 |
5,783,930 |
0.82 |
0.077 |
0.076 |
743,667 |
| KOR |
1 |
1 |
13,167 |
13,167 |
11,310 |
0.86 |
0.042 |
0.042 |
557 |
| MYS |
1 |
13 |
679,463 |
679,463 |
295,529 |
0.39 |
0.149 |
0.141 |
150,297 |
| NZL |
-1 |
1 |
-154,958 |
-154,958 |
-58,959 |
0.38 |
-0.241 |
-0.241 |
37,334 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.162 |
0.162 |
-0 |
| 1 |
7 |
189,823 |
189,823 |
64,257 |
0.40 |
0.207 |
0.203 |
46,081 |
| SGP |
-1 |
11 |
-648,541 |
-648,541 |
-457,926 |
0.69 |
-0.038 |
-0.028 |
22,591 |
| THA |
1 |
14 |
1,050,160 |
1,050,160 |
428,663 |
0.53 |
0.256 |
0.247 |
307,729 |
| TWN |
-1 |
43 |
-1,583,017 |
-1,583,017 |
-989,182 |
0.73 |
0.019 |
0.024 |
-60,232 |
| 1 |
37 |
1,802,294 |
1,802,294 |
1,654,273 |
0.96 |
0.117 |
0.109 |
204,310 |