Generated at 15:24 on Wednesday 04/15/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
599 |
-20,428,609 |
| 0 |
25 |
0 |
| 1 |
533 |
20,362,458 |
|
target_notional |
| target_notional |
-66,151 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,058,009 |
-66,151 |
3,461,108 |
43,969,993 |
909,672 |
0.024 |
-0.002 |
0.079 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,524,519 |
| 0 |
0 |
| 1 |
17,582,528 |
|
alpha_notional |
| alpha_notional |
3,461,108 |
|
alpha_notional |
| pos_sign |
|
| -1 |
782,563 |
| 0 |
0 |
| 1 |
2,678,545 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,050,172 |
3,165,310 |
265,051 |
-0.332 |
0.072 |
| CHN |
426 |
212,846 |
9,907,569 |
458,479 |
0.021 |
0.225 |
| HKG |
166 |
-41 |
7,554,783 |
399,100 |
-0.000 |
0.172 |
| IDN |
14 |
274,874 |
274,874 |
62,806 |
1.000 |
0.006 |
| JPN |
337 |
-744,463 |
16,825,119 |
447,371 |
-0.044 |
0.383 |
| KOR |
1 |
14,478 |
14,478 |
8,082 |
1.000 |
0.000 |
| MYS |
13 |
679,408 |
679,408 |
111,608 |
1.000 |
0.015 |
| NZL |
1 |
-154,949 |
154,949 |
40,503 |
-1.000 |
0.004 |
| PHL |
8 |
180,060 |
180,064 |
66,890 |
1.000 |
0.004 |
| SGP |
10 |
-648,095 |
648,095 |
126,060 |
-1.000 |
0.015 |
| THA |
14 |
1,050,990 |
1,050,990 |
209,483 |
1.000 |
0.024 |
| TWN |
80 |
118,912 |
3,514,356 |
235,886 |
0.034 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
61 |
-2,107,741 |
| 0 |
1 |
0 |
| 1 |
25 |
1,057,569 |
| CHN |
-1 |
238 |
-4,020,846 |
| 0 |
9 |
0 |
| 1 |
179 |
4,233,692 |
| HKG |
-1 |
74 |
-3,014,464 |
| 0 |
5 |
0 |
| 1 |
87 |
3,014,423 |
| IDN |
1 |
14 |
274,874 |
| JPN |
-1 |
169 |
-8,784,791 |
| 0 |
10 |
0 |
| 1 |
158 |
8,040,328 |
| KOR |
1 |
1 |
14,478 |
| MYS |
1 |
13 |
679,408 |
| NZL |
-1 |
1 |
-154,949 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
180,062 |
| SGP |
-1 |
10 |
-648,095 |
| THA |
1 |
14 |
1,050,990 |
| TWN |
-1 |
45 |
-1,697,722 |
| 1 |
35 |
1,816,634 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
61 |
-2,107,741 |
-2,107,741 |
-1,443,270 |
0.71 |
-0.081 |
-0.075 |
214,066 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
0.000 |
0.000 |
0 |
| 1 |
25 |
1,057,569 |
1,057,569 |
558,933 |
0.46 |
0.033 |
0.032 |
56,989 |
| CHN |
-1 |
238 |
-4,020,846 |
-4,020,846 |
-4,005,617 |
1.36 |
-0.058 |
-0.054 |
231,241 |
| 0 |
9 |
0 |
0 |
0 |
1.44 |
-0.103 |
-0.071 |
0 |
| 1 |
179 |
4,233,692 |
4,233,692 |
4,066,871 |
1.22 |
0.050 |
0.056 |
614,558 |
| HKG |
-1 |
74 |
-3,014,464 |
-3,014,464 |
-3,847,620 |
1.38 |
0.024 |
0.041 |
94,022 |
| 0 |
5 |
0 |
0 |
0 |
1.99 |
-0.012 |
-0.014 |
0 |
| 1 |
87 |
3,014,423 |
3,014,423 |
4,526,060 |
1.42 |
0.141 |
0.135 |
590,844 |
| IDN |
1 |
14 |
274,874 |
274,874 |
48,150 |
0.37 |
0.095 |
0.098 |
26,259 |
| JPN |
-1 |
169 |
-8,784,791 |
-8,784,791 |
-5,654,677 |
0.74 |
-0.016 |
-0.005 |
254,511 |
| 0 |
10 |
0 |
0 |
0 |
1.24 |
0.016 |
0.017 |
0 |
| 1 |
158 |
8,040,328 |
8,040,328 |
5,863,219 |
0.81 |
0.089 |
0.089 |
840,002 |
| KOR |
1 |
1 |
14,478 |
14,478 |
12,436 |
0.86 |
0.019 |
0.019 |
276 |
| MYS |
1 |
13 |
679,408 |
679,408 |
296,850 |
0.39 |
0.114 |
0.117 |
104,193 |
| NZL |
-1 |
1 |
-154,949 |
-154,949 |
-58,955 |
0.38 |
-0.193 |
-0.193 |
29,878 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.137 |
0.137 |
-0 |
| 1 |
7 |
180,062 |
180,062 |
61,030 |
0.40 |
0.164 |
0.147 |
37,274 |
| SGP |
-1 |
10 |
-648,095 |
-648,095 |
-451,068 |
0.69 |
-0.014 |
0.009 |
1,902 |
| THA |
1 |
14 |
1,050,990 |
1,050,990 |
440,339 |
0.51 |
0.206 |
0.191 |
247,798 |
| TWN |
-1 |
45 |
-1,697,722 |
-1,697,722 |
-1,063,311 |
0.71 |
0.008 |
0.013 |
-43,057 |
| 1 |
35 |
1,816,634 |
1,816,634 |
1,708,639 |
0.98 |
0.087 |
0.092 |
160,353 |