Generated at 15:22 on Monday 04/13/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-20,453,603 |
| 0 |
35 |
0 |
| 1 |
536 |
21,699,019 |
|
target_notional |
| target_notional |
1,245,416 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,600,074 |
1,245,416 |
3,254,633 |
42,152,623 |
834,620 |
0.062 |
0.030 |
0.077 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,541,192 |
| 0 |
0 |
| 1 |
19,141,266 |
|
alpha_notional |
| alpha_notional |
3,254,633 |
|
alpha_notional |
| pos_sign |
|
| -1 |
697,697 |
| 0 |
0 |
| 1 |
2,556,936 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,050,948 |
3,163,248 |
262,807 |
-0.332 |
0.075 |
| CHN |
433 |
890,815 |
8,904,987 |
402,436 |
0.100 |
0.211 |
| HKG |
168 |
481,443 |
6,775,612 |
366,385 |
0.071 |
0.161 |
| IDN |
17 |
293,456 |
293,456 |
66,254 |
1.000 |
0.007 |
| JPN |
342 |
-638,553 |
16,814,436 |
440,089 |
-0.038 |
0.399 |
| KOR |
1 |
14,248 |
14,248 |
7,971 |
1.000 |
0.000 |
| MYS |
13 |
671,583 |
671,583 |
109,867 |
1.000 |
0.016 |
| NZL |
1 |
-154,955 |
154,955 |
40,595 |
-1.000 |
0.004 |
| PHL |
8 |
186,798 |
186,802 |
72,917 |
1.000 |
0.004 |
| SGP |
10 |
-647,886 |
647,886 |
126,483 |
-1.000 |
0.015 |
| THA |
14 |
1,054,895 |
1,054,895 |
211,212 |
1.000 |
0.025 |
| TWN |
83 |
144,519 |
3,470,514 |
232,377 |
0.042 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
63 |
-2,107,098 |
| 1 |
24 |
1,056,150 |
| CHN |
-1 |
243 |
-4,007,086 |
| 0 |
14 |
0 |
| 1 |
176 |
4,897,901 |
| HKG |
-1 |
74 |
-3,147,084 |
| 0 |
5 |
0 |
| 1 |
89 |
3,628,527 |
| IDN |
1 |
17 |
293,456 |
| JPN |
-1 |
169 |
-8,726,495 |
| 0 |
13 |
0 |
| 1 |
160 |
8,087,941 |
| KOR |
1 |
1 |
14,248 |
| MYS |
1 |
13 |
671,583 |
| NZL |
-1 |
1 |
-154,955 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
186,800 |
| SGP |
-1 |
10 |
-647,886 |
| THA |
1 |
14 |
1,054,895 |
| TWN |
-1 |
45 |
-1,662,997 |
| 0 |
3 |
0 |
| 1 |
35 |
1,807,516 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
63 |
-2,107,098 |
-2,107,098 |
-1,435,076 |
0.71 |
-0.087 |
-0.082 |
222,062 |
| 1 |
24 |
1,056,150 |
1,056,150 |
555,752 |
0.47 |
0.017 |
0.018 |
43,298 |
| CHN |
-1 |
243 |
-4,007,086 |
-4,007,086 |
-3,927,300 |
1.37 |
-0.065 |
-0.058 |
226,556 |
| 0 |
14 |
0 |
0 |
0 |
1.13 |
-0.037 |
-0.038 |
0 |
| 1 |
176 |
4,897,901 |
4,897,901 |
4,829,503 |
1.23 |
0.044 |
0.042 |
514,518 |
| HKG |
-1 |
74 |
-3,147,084 |
-3,147,084 |
-3,956,799 |
1.39 |
0.026 |
0.031 |
79,952 |
| 0 |
5 |
0 |
0 |
0 |
1.35 |
0.004 |
-0.004 |
0 |
| 1 |
89 |
3,628,527 |
3,628,527 |
5,296,126 |
1.44 |
0.138 |
0.137 |
579,037 |
| IDN |
1 |
17 |
293,456 |
293,456 |
53,721 |
0.45 |
0.086 |
0.079 |
23,958 |
| JPN |
-1 |
169 |
-8,726,495 |
-8,726,495 |
-5,673,676 |
0.75 |
-0.009 |
-0.000 |
190,784 |
| 0 |
13 |
0 |
0 |
0 |
0.89 |
0.041 |
0.047 |
0 |
| 1 |
160 |
8,087,941 |
8,087,941 |
5,898,564 |
0.81 |
0.094 |
0.093 |
865,323 |
| KOR |
1 |
1 |
14,248 |
14,248 |
12,239 |
0.86 |
0.012 |
0.012 |
167 |
| MYS |
1 |
13 |
671,583 |
671,583 |
291,527 |
0.39 |
0.097 |
0.089 |
96,248 |
| NZL |
-1 |
1 |
-154,955 |
-154,955 |
-58,958 |
0.38 |
-0.185 |
-0.185 |
28,708 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.163 |
0.163 |
-0 |
| 1 |
7 |
186,800 |
186,800 |
63,324 |
0.40 |
0.140 |
0.130 |
29,539 |
| SGP |
-1 |
10 |
-647,886 |
-647,886 |
-449,830 |
0.69 |
-0.010 |
0.017 |
-148 |
| THA |
1 |
14 |
1,054,895 |
1,054,895 |
438,563 |
0.51 |
0.193 |
0.180 |
246,390 |
| TWN |
-1 |
45 |
-1,662,997 |
-1,662,997 |
-1,039,552 |
0.71 |
0.012 |
0.029 |
-50,218 |
| 0 |
3 |
0 |
0 |
0 |
0.61 |
-0.035 |
-0.054 |
0 |
| 1 |
35 |
1,807,516 |
1,807,516 |
1,701,947 |
0.98 |
0.095 |
0.098 |
158,458 |