Generated at 15:20 on Sunday 04/12/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-20,456,610 |
| 0 |
42 |
0 |
| 1 |
532 |
21,747,362 |
|
target_notional |
| target_notional |
1,290,752 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,720,342 |
1,290,752 |
3,336,932 |
42,203,971 |
840,887 |
0.064 |
0.031 |
0.079 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,451,509 |
| 0 |
0 |
| 1 |
19,171,851 |
|
alpha_notional |
| alpha_notional |
3,336,932 |
|
alpha_notional |
| pos_sign |
|
| -1 |
707,378 |
| 0 |
0 |
| 1 |
2,629,554 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,051,311 |
3,162,847 |
263,506 |
-0.332 |
0.075 |
| CHN |
431 |
1,047,490 |
8,956,776 |
413,740 |
0.117 |
0.212 |
| HKG |
170 |
446,149 |
6,748,987 |
365,208 |
0.066 |
0.160 |
| IDN |
18 |
302,651 |
302,651 |
68,209 |
1.000 |
0.007 |
| JPN |
345 |
-778,259 |
16,816,539 |
448,495 |
-0.046 |
0.398 |
| KOR |
1 |
13,868 |
13,868 |
7,788 |
1.000 |
0.000 |
| MYS |
13 |
679,583 |
679,583 |
111,209 |
1.000 |
0.016 |
| NZL |
1 |
-154,925 |
154,925 |
40,584 |
-1.000 |
0.004 |
| PHL |
8 |
188,682 |
188,686 |
73,479 |
1.000 |
0.004 |
| SGP |
11 |
-648,255 |
648,255 |
127,890 |
-1.000 |
0.015 |
| THA |
14 |
1,054,895 |
1,054,895 |
211,349 |
1.000 |
0.025 |
| TWN |
82 |
190,184 |
3,475,959 |
232,807 |
0.055 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
63 |
-2,107,079 |
| 0 |
1 |
0 |
| 1 |
22 |
1,055,768 |
| CHN |
-1 |
242 |
-3,954,643 |
| 0 |
12 |
0 |
| 1 |
177 |
5,002,133 |
| HKG |
-1 |
74 |
-3,151,419 |
| 0 |
9 |
0 |
| 1 |
87 |
3,597,568 |
| IDN |
0 |
1 |
0 |
| 1 |
17 |
302,651 |
| JPN |
-1 |
170 |
-8,797,399 |
| 0 |
17 |
0 |
| 1 |
158 |
8,019,140 |
| KOR |
1 |
1 |
13,868 |
| MYS |
1 |
13 |
679,583 |
| NZL |
-1 |
1 |
-154,925 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
188,684 |
| SGP |
-1 |
10 |
-648,255 |
| 0 |
1 |
0 |
| THA |
1 |
14 |
1,054,895 |
| TWN |
-1 |
45 |
-1,642,887 |
| 0 |
1 |
0 |
| 1 |
36 |
1,833,072 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
63 |
-2,107,079 |
-2,107,079 |
-1,445,655 |
0.71 |
-0.100 |
-0.093 |
244,655 |
| 0 |
1 |
0 |
0 |
0 |
0.39 |
-0.052 |
-0.052 |
0 |
| 1 |
22 |
1,055,768 |
1,055,768 |
556,318 |
0.47 |
0.017 |
0.007 |
42,333 |
| CHN |
-1 |
242 |
-3,954,643 |
-3,954,643 |
-3,774,029 |
1.36 |
-0.060 |
-0.055 |
176,406 |
| 0 |
12 |
0 |
0 |
0 |
1.41 |
-0.108 |
-0.084 |
0 |
| 1 |
177 |
5,002,133 |
5,002,133 |
4,961,378 |
1.22 |
0.047 |
0.048 |
561,021 |
| HKG |
-1 |
74 |
-3,151,419 |
-3,151,419 |
-3,994,446 |
1.39 |
0.022 |
0.029 |
102,880 |
| 0 |
9 |
0 |
0 |
0 |
1.43 |
0.048 |
0.066 |
0 |
| 1 |
87 |
3,597,568 |
3,597,568 |
5,225,964 |
1.44 |
0.136 |
0.136 |
580,641 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.52 |
0.055 |
0.055 |
0 |
| 1 |
17 |
302,651 |
302,651 |
57,302 |
0.45 |
0.099 |
0.091 |
27,508 |
| JPN |
-1 |
170 |
-8,797,399 |
-8,797,399 |
-5,700,085 |
0.75 |
-0.010 |
-0.004 |
208,965 |
| 0 |
17 |
0 |
0 |
0 |
0.82 |
0.039 |
0.042 |
0 |
| 1 |
158 |
8,019,140 |
8,019,140 |
5,844,652 |
0.81 |
0.093 |
0.090 |
866,684 |
| KOR |
1 |
1 |
13,868 |
13,868 |
11,912 |
0.86 |
0.052 |
0.052 |
724 |
| MYS |
1 |
13 |
679,583 |
679,583 |
295,849 |
0.39 |
0.095 |
0.103 |
89,810 |
| NZL |
-1 |
1 |
-154,925 |
-154,925 |
-58,946 |
0.38 |
-0.208 |
-0.208 |
32,184 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.110 |
0.110 |
-0 |
| 1 |
7 |
188,684 |
188,684 |
63,924 |
0.40 |
0.144 |
0.149 |
29,764 |
| SGP |
-1 |
10 |
-648,255 |
-648,255 |
-454,921 |
0.69 |
-0.012 |
0.012 |
713 |
| 0 |
1 |
0 |
0 |
0 |
0.72 |
-0.054 |
-0.054 |
0 |
| THA |
1 |
14 |
1,054,895 |
1,054,895 |
438,563 |
0.51 |
0.203 |
0.188 |
256,712 |
| TWN |
-1 |
45 |
-1,642,887 |
-1,642,887 |
-1,023,426 |
0.71 |
0.015 |
0.036 |
-58,426 |
| 0 |
1 |
0 |
0 |
0 |
0.37 |
-0.082 |
-0.082 |
0 |
| 1 |
36 |
1,833,072 |
1,833,072 |
1,715,989 |
0.97 |
0.098 |
0.093 |
174,356 |