Generated at 15:20 on Thursday 04/09/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
612 |
-20,603,348 |
| 0 |
25 |
0 |
| 1 |
531 |
21,688,165 |
|
target_notional |
| target_notional |
1,084,818 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,655,716 |
1,084,818 |
3,431,913 |
42,291,513 |
847,799 |
0.063 |
0.026 |
0.081 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,616,861 |
| 0 |
0 |
| 1 |
19,272,577 |
|
alpha_notional |
| alpha_notional |
3,431,913 |
|
alpha_notional |
| pos_sign |
|
| -1 |
819,849 |
| 0 |
0 |
| 1 |
2,612,064 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,051,821 |
3,162,774 |
261,009 |
-0.333 |
0.075 |
| CHN |
433 |
921,607 |
9,025,844 |
402,094 |
0.102 |
0.213 |
| HKG |
164 |
508,848 |
6,750,439 |
371,654 |
0.075 |
0.160 |
| IDN |
18 |
306,037 |
306,037 |
69,188 |
1.000 |
0.007 |
| JPN |
337 |
-909,028 |
16,865,964 |
454,828 |
-0.054 |
0.399 |
| KOR |
1 |
13,791 |
13,791 |
7,721 |
1.000 |
0.000 |
| MYS |
13 |
679,896 |
679,896 |
111,403 |
1.000 |
0.016 |
| NZL |
1 |
-154,946 |
154,946 |
40,606 |
-1.000 |
0.004 |
| PHL |
8 |
189,921 |
189,925 |
74,705 |
1.000 |
0.004 |
| SGP |
11 |
-648,721 |
648,721 |
129,097 |
-1.000 |
0.015 |
| THA |
15 |
1,050,590 |
1,050,590 |
210,689 |
1.000 |
0.025 |
| TWN |
81 |
178,645 |
3,442,587 |
228,585 |
0.052 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
63 |
-2,107,298 |
| 0 |
2 |
0 |
| 1 |
21 |
1,055,477 |
| CHN |
-1 |
242 |
-4,052,119 |
| 0 |
12 |
0 |
| 1 |
179 |
4,973,725 |
| HKG |
-1 |
74 |
-3,120,795 |
| 0 |
3 |
0 |
| 1 |
87 |
3,629,643 |
| IDN |
1 |
18 |
306,037 |
| JPN |
-1 |
176 |
-8,887,496 |
| 0 |
6 |
0 |
| 1 |
155 |
7,978,468 |
| KOR |
1 |
1 |
13,791 |
| MYS |
1 |
13 |
679,896 |
| NZL |
-1 |
1 |
-154,946 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
189,923 |
| SGP |
-1 |
11 |
-648,721 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,050,590 |
| TWN |
-1 |
44 |
-1,631,971 |
| 0 |
1 |
0 |
| 1 |
36 |
1,810,616 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
63 |
-2,107,298 |
-2,107,298 |
-1,437,797 |
0.71 |
-0.100 |
-0.094 |
240,462 |
| 0 |
2 |
0 |
0 |
0 |
0.61 |
-0.074 |
-0.074 |
0 |
| 1 |
21 |
1,055,477 |
1,055,477 |
557,763 |
0.48 |
0.009 |
0.002 |
30,464 |
| CHN |
-1 |
242 |
-4,052,119 |
-4,052,119 |
-3,998,010 |
1.36 |
-0.063 |
-0.057 |
213,573 |
| 0 |
12 |
0 |
0 |
0 |
1.11 |
-0.044 |
-0.042 |
0 |
| 1 |
179 |
4,973,725 |
4,973,725 |
4,991,451 |
1.22 |
0.048 |
0.044 |
565,741 |
| HKG |
-1 |
74 |
-3,120,795 |
-3,120,795 |
-3,975,396 |
1.39 |
0.019 |
0.039 |
120,806 |
| 0 |
3 |
0 |
0 |
0 |
1.84 |
-0.053 |
-0.048 |
0 |
| 1 |
87 |
3,629,643 |
3,629,643 |
5,290,393 |
1.43 |
0.123 |
0.127 |
543,380 |
| IDN |
1 |
18 |
306,037 |
306,037 |
64,765 |
0.45 |
0.118 |
0.111 |
35,045 |
| JPN |
-1 |
176 |
-8,887,496 |
-8,887,496 |
-5,670,831 |
0.73 |
-0.013 |
-0.005 |
259,589 |
| 0 |
6 |
0 |
0 |
0 |
1.10 |
0.001 |
0.047 |
0 |
| 1 |
155 |
7,978,468 |
7,978,468 |
5,870,775 |
0.82 |
0.084 |
0.082 |
807,877 |
| KOR |
1 |
1 |
13,791 |
13,791 |
11,846 |
0.86 |
0.024 |
0.024 |
335 |
| MYS |
1 |
13 |
679,896 |
679,896 |
294,305 |
0.39 |
0.124 |
0.135 |
114,923 |
| NZL |
-1 |
1 |
-154,946 |
-154,946 |
-58,954 |
0.38 |
-0.239 |
-0.239 |
36,982 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.115 |
0.115 |
-0 |
| 1 |
7 |
189,923 |
189,923 |
64,302 |
0.40 |
0.171 |
0.176 |
33,513 |
| SGP |
-1 |
11 |
-648,721 |
-648,721 |
-460,433 |
0.69 |
-0.020 |
-0.009 |
4,551 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.96 |
0.181 |
0.181 |
0 |
| 1 |
14 |
1,050,590 |
1,050,590 |
435,270 |
0.51 |
0.238 |
0.215 |
287,419 |
| TWN |
-1 |
44 |
-1,631,971 |
-1,631,971 |
-1,015,440 |
0.71 |
0.018 |
0.034 |
-56,114 |
| 0 |
1 |
0 |
0 |
0 |
0.75 |
0.146 |
0.146 |
0 |
| 1 |
36 |
1,810,616 |
1,810,616 |
1,691,707 |
0.97 |
0.105 |
0.106 |
193,366 |