Generated at 15:24 on Wednesday 04/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
616 |
-20,531,136 |
| 0 |
27 |
0 |
| 1 |
534 |
20,380,946 |
|
target_notional |
| target_notional |
-150,190 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,041,741 |
-150,190 |
3,578,220 |
44,113,590 |
923,244 |
0.024 |
-0.003 |
0.081 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,742,556 |
| 0 |
0 |
| 1 |
17,784,297 |
|
alpha_notional |
| alpha_notional |
3,578,220 |
|
alpha_notional |
| pos_sign |
|
| -1 |
851,264 |
| 0 |
0 |
| 1 |
2,726,956 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
88 |
-1,049,522 |
3,163,498 |
260,072 |
-0.332 |
0.072 |
| CHN |
435 |
197,581 |
9,831,539 |
412,709 |
0.020 |
0.223 |
| HKG |
166 |
14,546 |
7,712,628 |
414,951 |
0.002 |
0.175 |
| IDN |
18 |
308,145 |
308,145 |
69,908 |
1.000 |
0.007 |
| JPN |
341 |
-985,653 |
16,901,630 |
458,007 |
-0.058 |
0.383 |
| KOR |
1 |
13,813 |
13,813 |
7,738 |
1.000 |
0.000 |
| MYS |
13 |
679,826 |
679,826 |
111,841 |
1.000 |
0.015 |
| NZL |
1 |
-154,957 |
154,957 |
40,653 |
-1.000 |
0.004 |
| PHL |
8 |
196,897 |
196,901 |
82,799 |
1.000 |
0.004 |
| SGP |
11 |
-648,527 |
648,527 |
128,421 |
-1.000 |
0.015 |
| THA |
15 |
1,051,654 |
1,051,654 |
209,209 |
1.000 |
0.024 |
| TWN |
80 |
226,007 |
3,450,471 |
230,523 |
0.066 |
0.078 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
64 |
-2,106,510 |
| 0 |
5 |
0 |
| 1 |
19 |
1,056,988 |
| CHN |
-1 |
245 |
-3,984,218 |
| 0 |
9 |
0 |
| 1 |
181 |
4,181,798 |
| HKG |
-1 |
74 |
-3,081,049 |
| 0 |
4 |
0 |
| 1 |
88 |
3,095,594 |
| IDN |
1 |
18 |
308,145 |
| JPN |
-1 |
178 |
-8,943,641 |
| 0 |
8 |
0 |
| 1 |
155 |
7,957,988 |
| KOR |
1 |
1 |
13,813 |
| MYS |
1 |
13 |
679,826 |
| NZL |
-1 |
1 |
-154,957 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
196,899 |
| SGP |
-1 |
11 |
-648,527 |
| THA |
1 |
15 |
1,051,654 |
| TWN |
-1 |
42 |
-1,612,232 |
| 0 |
1 |
0 |
| 1 |
37 |
1,838,239 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
64 |
-2,106,510 |
-2,106,510 |
-1,456,225 |
0.71 |
-0.094 |
-0.085 |
224,144 |
| 0 |
5 |
0 |
0 |
0 |
0.73 |
-0.097 |
-0.101 |
0 |
| 1 |
19 |
1,056,988 |
1,056,988 |
559,974 |
0.50 |
0.015 |
0.002 |
35,557 |
| CHN |
-1 |
245 |
-3,984,218 |
-3,984,218 |
-3,973,851 |
1.35 |
-0.067 |
-0.062 |
229,653 |
| 0 |
9 |
0 |
0 |
0 |
1.59 |
-0.169 |
-0.184 |
0 |
| 1 |
181 |
4,181,798 |
4,181,798 |
4,140,409 |
1.22 |
0.042 |
0.042 |
643,567 |
| HKG |
-1 |
74 |
-3,081,049 |
-3,081,049 |
-4,092,470 |
1.39 |
0.019 |
0.031 |
123,500 |
| 0 |
4 |
0 |
0 |
0 |
1.41 |
-0.008 |
-0.016 |
0 |
| 1 |
88 |
3,095,594 |
3,095,594 |
4,636,650 |
1.44 |
0.124 |
0.133 |
567,365 |
| IDN |
1 |
18 |
308,145 |
308,145 |
66,438 |
0.45 |
0.120 |
0.111 |
36,229 |
| JPN |
-1 |
178 |
-8,943,641 |
-8,943,641 |
-5,694,528 |
0.74 |
-0.021 |
-0.014 |
308,206 |
| 0 |
8 |
0 |
0 |
0 |
0.62 |
0.018 |
0.017 |
0 |
| 1 |
155 |
7,957,988 |
7,957,988 |
5,860,799 |
0.82 |
0.080 |
0.076 |
778,411 |
| KOR |
1 |
1 |
13,813 |
13,813 |
11,865 |
0.86 |
0.021 |
0.021 |
296 |
| MYS |
1 |
13 |
679,826 |
679,826 |
294,013 |
0.39 |
0.128 |
0.141 |
124,152 |
| NZL |
-1 |
1 |
-154,957 |
-154,957 |
-58,958 |
0.38 |
-0.228 |
-0.228 |
35,268 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.123 |
0.123 |
-0 |
| 1 |
7 |
196,899 |
196,899 |
66,577 |
0.40 |
0.185 |
0.190 |
36,202 |
| SGP |
-1 |
11 |
-648,527 |
-648,527 |
-458,820 |
0.69 |
-0.018 |
-0.013 |
2,835 |
| THA |
1 |
15 |
1,051,654 |
1,051,654 |
438,065 |
0.54 |
0.236 |
0.233 |
291,749 |
| TWN |
-1 |
42 |
-1,612,232 |
-1,612,232 |
-1,007,704 |
0.73 |
0.029 |
0.038 |
-72,342 |
| 0 |
1 |
0 |
0 |
0 |
0.78 |
-0.042 |
-0.042 |
0 |
| 1 |
37 |
1,838,239 |
1,838,239 |
1,709,508 |
0.96 |
0.117 |
0.117 |
213,430 |