Generated at 15:22 on Tuesday 04/14/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
600 |
-20,458,739 |
| 0 |
39 |
0 |
| 1 |
532 |
21,707,120 |
|
target_notional |
| target_notional |
1,248,381 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,755,616 |
1,248,381 |
3,272,836 |
42,165,859 |
835,395 |
0.065 |
0.030 |
0.078 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,418,392 |
| 0 |
0 |
| 1 |
19,174,008 |
|
alpha_notional |
| alpha_notional |
3,272,836 |
|
alpha_notional |
| pos_sign |
|
| -1 |
711,638 |
| 0 |
0 |
| 1 |
2,561,198 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,048,781 |
3,163,807 |
265,254 |
-0.331 |
0.075 |
| CHN |
433 |
890,548 |
8,850,692 |
419,031 |
0.101 |
0.210 |
| HKG |
170 |
509,680 |
6,786,637 |
369,963 |
0.075 |
0.161 |
| IDN |
17 |
278,115 |
278,115 |
63,537 |
1.000 |
0.007 |
| JPN |
335 |
-625,876 |
16,843,777 |
439,955 |
-0.037 |
0.399 |
| KOR |
1 |
14,439 |
14,439 |
8,064 |
1.000 |
0.000 |
| MYS |
13 |
675,297 |
675,297 |
110,783 |
1.000 |
0.016 |
| NZL |
1 |
-154,957 |
154,957 |
40,597 |
-1.000 |
0.004 |
| PHL |
8 |
183,187 |
183,191 |
69,467 |
1.000 |
0.004 |
| SGP |
10 |
-648,315 |
648,315 |
126,699 |
-1.000 |
0.015 |
| THA |
14 |
1,054,895 |
1,054,895 |
210,797 |
1.000 |
0.025 |
| TWN |
82 |
120,148 |
3,511,735 |
236,004 |
0.034 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
61 |
-2,106,294 |
| 0 |
2 |
0 |
| 1 |
24 |
1,057,513 |
| CHN |
-1 |
236 |
-3,980,072 |
| 0 |
18 |
0 |
| 1 |
179 |
4,870,620 |
| HKG |
-1 |
76 |
-3,138,479 |
| 0 |
6 |
0 |
| 1 |
88 |
3,648,159 |
| IDN |
0 |
3 |
0 |
| 1 |
14 |
278,115 |
| JPN |
-1 |
170 |
-8,734,827 |
| 0 |
8 |
0 |
| 1 |
157 |
8,108,951 |
| KOR |
1 |
1 |
14,439 |
| MYS |
1 |
13 |
675,297 |
| NZL |
-1 |
1 |
-154,957 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
183,189 |
| SGP |
-1 |
10 |
-648,315 |
| THA |
1 |
14 |
1,054,895 |
| TWN |
-1 |
45 |
-1,695,793 |
| 0 |
2 |
0 |
| 1 |
35 |
1,815,941 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
61 |
-2,106,294 |
-2,106,294 |
-1,439,215 |
0.71 |
-0.082 |
-0.079 |
214,687 |
| 0 |
2 |
0 |
0 |
0 |
0.67 |
-0.038 |
-0.038 |
0 |
| 1 |
24 |
1,057,513 |
1,057,513 |
557,172 |
0.47 |
0.017 |
0.024 |
42,778 |
| CHN |
-1 |
236 |
-3,980,072 |
-3,980,072 |
-3,795,149 |
1.36 |
-0.065 |
-0.063 |
243,663 |
| 0 |
18 |
0 |
0 |
0 |
1.54 |
-0.110 |
-0.090 |
0 |
| 1 |
179 |
4,870,620 |
4,870,620 |
4,782,863 |
1.23 |
0.045 |
0.048 |
499,092 |
| HKG |
-1 |
76 |
-3,138,479 |
-3,138,479 |
-3,941,861 |
1.40 |
0.030 |
0.041 |
72,603 |
| 0 |
6 |
0 |
0 |
0 |
1.43 |
0.001 |
-0.035 |
0 |
| 1 |
88 |
3,648,159 |
3,648,159 |
5,343,232 |
1.43 |
0.139 |
0.139 |
599,725 |
| IDN |
0 |
3 |
0 |
0 |
0 |
0.80 |
0.077 |
0.082 |
0 |
| 1 |
14 |
278,115 |
278,115 |
48,350 |
0.37 |
0.079 |
0.075 |
20,226 |
| JPN |
-1 |
170 |
-8,734,827 |
-8,734,827 |
-5,668,584 |
0.76 |
-0.011 |
0.002 |
196,718 |
| 0 |
8 |
0 |
0 |
0 |
1.05 |
0.032 |
0.021 |
0 |
| 1 |
157 |
8,108,951 |
8,108,951 |
5,922,042 |
0.81 |
0.091 |
0.090 |
864,890 |
| KOR |
1 |
1 |
14,439 |
14,439 |
12,403 |
0.86 |
-0.008 |
-0.008 |
-110 |
| MYS |
1 |
13 |
675,297 |
675,297 |
295,670 |
0.39 |
0.096 |
0.083 |
91,018 |
| NZL |
-1 |
1 |
-154,957 |
-154,957 |
-58,958 |
0.38 |
-0.169 |
-0.169 |
26,194 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.147 |
0.147 |
-0 |
| 1 |
7 |
183,189 |
183,189 |
62,056 |
0.40 |
0.163 |
0.144 |
34,545 |
| SGP |
-1 |
10 |
-648,315 |
-648,315 |
-451,718 |
0.69 |
-0.009 |
0.017 |
-1,963 |
| THA |
1 |
14 |
1,054,895 |
1,054,895 |
438,563 |
0.51 |
0.195 |
0.186 |
247,311 |
| TWN |
-1 |
45 |
-1,695,793 |
-1,695,793 |
-1,062,907 |
0.71 |
0.010 |
0.021 |
-40,263 |
| 0 |
2 |
0 |
0 |
0 |
0.78 |
-0.066 |
-0.066 |
0 |
| 1 |
35 |
1,815,941 |
1,815,941 |
1,711,657 |
0.98 |
0.094 |
0.099 |
161,723 |