Generated at 15:20 on Thursday 04/16/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
598 |
-20,546,553 |
| 0 |
21 |
0 |
| 1 |
530 |
21,679,763 |
|
target_notional |
| target_notional |
1,133,210 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,712,333 |
1,133,210 |
3,379,743 |
42,226,316 |
843,392 |
0.064 |
0.027 |
0.080 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,409,446 |
| 0 |
0 |
| 1 |
19,121,779 |
|
alpha_notional |
| alpha_notional |
3,379,743 |
|
alpha_notional |
| pos_sign |
|
| -1 |
773,340 |
| 0 |
0 |
| 1 |
2,606,402 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,049,905 |
3,165,339 |
268,721 |
-0.332 |
0.075 |
| CHN |
421 |
950,126 |
8,998,103 |
447,653 |
0.106 |
0.213 |
| HKG |
162 |
533,074 |
6,696,430 |
372,201 |
0.080 |
0.159 |
| IDN |
14 |
273,258 |
273,258 |
62,500 |
1.000 |
0.006 |
| JPN |
335 |
-842,158 |
16,797,342 |
446,588 |
-0.050 |
0.398 |
| KOR |
1 |
14,452 |
14,452 |
8,056 |
1.000 |
0.000 |
| MYS |
13 |
679,889 |
679,889 |
112,016 |
1.000 |
0.016 |
| NZL |
1 |
-154,949 |
154,949 |
40,314 |
-1.000 |
0.004 |
| PHL |
8 |
181,341 |
181,345 |
66,674 |
1.000 |
0.004 |
| SGP |
10 |
-647,896 |
647,896 |
126,160 |
-1.000 |
0.015 |
| THA |
15 |
1,050,139 |
1,050,139 |
210,705 |
1.000 |
0.025 |
| TWN |
82 |
145,839 |
3,567,174 |
243,574 |
0.041 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
62 |
-2,107,622 |
| 1 |
25 |
1,057,717 |
| CHN |
-1 |
236 |
-4,023,988 |
| 0 |
6 |
0 |
| 1 |
179 |
4,974,114 |
| HKG |
-1 |
73 |
-3,081,678 |
| 0 |
5 |
0 |
| 1 |
84 |
3,614,752 |
| IDN |
1 |
14 |
273,258 |
| JPN |
-1 |
170 |
-8,819,750 |
| 0 |
8 |
0 |
| 1 |
157 |
7,977,592 |
| KOR |
1 |
1 |
14,452 |
| MYS |
1 |
13 |
679,889 |
| NZL |
-1 |
1 |
-154,949 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
181,343 |
| SGP |
-1 |
10 |
-647,896 |
| THA |
1 |
15 |
1,050,139 |
| TWN |
-1 |
45 |
-1,710,668 |
| 0 |
2 |
0 |
| 1 |
35 |
1,856,506 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
62 |
-2,107,622 |
-2,107,622 |
-1,469,141 |
0.71 |
-0.079 |
-0.067 |
203,330 |
| 1 |
25 |
1,057,717 |
1,057,717 |
556,077 |
0.46 |
0.031 |
0.028 |
62,137 |
| CHN |
-1 |
236 |
-4,023,988 |
-4,023,988 |
-3,852,566 |
1.36 |
-0.056 |
-0.048 |
222,585 |
| 0 |
6 |
0 |
0 |
0 |
1.58 |
-0.080 |
-0.087 |
0 |
| 1 |
179 |
4,974,114 |
4,974,114 |
4,822,554 |
1.22 |
0.055 |
0.057 |
570,107 |
| HKG |
-1 |
73 |
-3,081,678 |
-3,081,678 |
-3,798,065 |
1.39 |
0.025 |
0.036 |
95,408 |
| 0 |
5 |
0 |
0 |
0 |
1.20 |
0.035 |
0.075 |
0 |
| 1 |
84 |
3,614,752 |
3,614,752 |
5,279,859 |
1.43 |
0.140 |
0.134 |
604,287 |
| IDN |
1 |
14 |
273,258 |
273,258 |
48,161 |
0.37 |
0.104 |
0.101 |
27,125 |
| JPN |
-1 |
170 |
-8,819,750 |
-8,819,750 |
-5,703,404 |
0.74 |
-0.018 |
-0.003 |
272,662 |
| 0 |
8 |
0 |
0 |
0 |
1.34 |
0.079 |
0.073 |
0 |
| 1 |
157 |
7,977,592 |
7,977,592 |
5,849,080 |
0.81 |
0.085 |
0.082 |
798,708 |
| KOR |
1 |
1 |
14,452 |
14,452 |
12,413 |
0.86 |
0.025 |
0.025 |
368 |
| MYS |
1 |
13 |
679,889 |
679,889 |
296,733 |
0.39 |
0.102 |
0.125 |
89,514 |
| NZL |
-1 |
1 |
-154,949 |
-154,949 |
-58,955 |
0.38 |
-0.204 |
-0.204 |
31,683 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.102 |
0.102 |
-0 |
| 1 |
7 |
181,343 |
181,343 |
61,413 |
0.40 |
0.153 |
0.127 |
30,695 |
| SGP |
-1 |
10 |
-647,896 |
-647,896 |
-452,614 |
0.69 |
-0.007 |
0.017 |
-3,514 |
| THA |
1 |
15 |
1,050,139 |
1,050,139 |
442,653 |
0.54 |
0.204 |
0.186 |
259,553 |
| TWN |
-1 |
45 |
-1,710,668 |
-1,710,668 |
-1,074,701 |
0.71 |
0.005 |
0.008 |
-48,813 |
| 0 |
2 |
0 |
0 |
0 |
1.13 |
0.187 |
0.187 |
0 |
| 1 |
35 |
1,856,506 |
1,856,506 |
1,752,838 |
0.98 |
0.086 |
0.082 |
163,907 |