Generated at 15:20 on Sunday 04/19/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
604 |
-20,518,321 |
| 0 |
30 |
0 |
| 1 |
533 |
21,537,052 |
|
target_notional |
| target_notional |
1,018,731 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,496,093 |
1,018,731 |
3,305,509 |
42,055,373 |
847,923 |
0.059 |
0.024 |
0.079 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,495,904 |
| 0 |
0 |
| 1 |
18,991,997 |
|
alpha_notional |
| alpha_notional |
3,305,509 |
|
alpha_notional |
| pos_sign |
|
| -1 |
759,119 |
| 0 |
0 |
| 1 |
2,546,390 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,049,830 |
3,164,938 |
270,215 |
-0.332 |
0.075 |
| CHN |
425 |
943,353 |
8,878,902 |
452,563 |
0.106 |
0.211 |
| HKG |
162 |
469,823 |
6,648,970 |
369,600 |
0.071 |
0.158 |
| IDN |
14 |
271,859 |
271,859 |
62,107 |
1.000 |
0.006 |
| JPN |
350 |
-901,468 |
16,755,997 |
448,105 |
-0.054 |
0.398 |
| KOR |
1 |
14,861 |
14,861 |
8,272 |
1.000 |
0.000 |
| MYS |
13 |
679,364 |
679,364 |
111,785 |
1.000 |
0.016 |
| NZL |
1 |
-154,933 |
154,933 |
40,134 |
-1.000 |
0.004 |
| PHL |
8 |
180,847 |
180,851 |
67,041 |
1.000 |
0.004 |
| SGP |
10 |
-646,313 |
646,313 |
125,891 |
-1.000 |
0.015 |
| THA |
15 |
1,048,969 |
1,048,969 |
210,774 |
1.000 |
0.025 |
| TWN |
81 |
162,199 |
3,609,417 |
250,135 |
0.045 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
62 |
-2,107,384 |
| 1 |
25 |
1,057,554 |
| CHN |
-1 |
237 |
-3,967,774 |
| 0 |
8 |
0 |
| 1 |
180 |
4,911,128 |
| HKG |
-1 |
74 |
-3,089,574 |
| 0 |
4 |
0 |
| 1 |
84 |
3,559,396 |
| IDN |
1 |
14 |
271,859 |
| JPN |
-1 |
174 |
-8,828,733 |
| 0 |
17 |
0 |
| 1 |
159 |
7,927,264 |
| KOR |
1 |
1 |
14,861 |
| MYS |
1 |
13 |
679,364 |
| NZL |
-1 |
1 |
-154,933 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
180,849 |
| SGP |
-1 |
10 |
-646,313 |
| THA |
1 |
15 |
1,048,969 |
| TWN |
-1 |
45 |
-1,723,609 |
| 0 |
1 |
0 |
| 1 |
35 |
1,885,808 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
62 |
-2,107,384 |
-2,107,384 |
-1,485,478 |
0.71 |
-0.078 |
-0.069 |
206,856 |
| 1 |
25 |
1,057,554 |
1,057,554 |
553,689 |
0.46 |
0.027 |
0.020 |
55,296 |
| CHN |
-1 |
237 |
-3,967,774 |
-3,967,774 |
-3,949,754 |
1.37 |
-0.056 |
-0.047 |
211,594 |
| 0 |
8 |
0 |
0 |
0 |
1.00 |
-0.079 |
-0.071 |
0 |
| 1 |
180 |
4,911,128 |
4,911,128 |
4,748,467 |
1.22 |
0.054 |
0.054 |
564,171 |
| HKG |
-1 |
74 |
-3,089,574 |
-3,089,574 |
-3,819,775 |
1.40 |
0.030 |
0.044 |
83,235 |
| 0 |
4 |
0 |
0 |
0 |
1.75 |
0.055 |
0.063 |
0 |
| 1 |
84 |
3,559,396 |
3,559,396 |
5,194,079 |
1.43 |
0.141 |
0.136 |
605,598 |
| IDN |
1 |
14 |
271,859 |
271,859 |
47,612 |
0.37 |
0.094 |
0.099 |
24,755 |
| JPN |
-1 |
174 |
-8,828,733 |
-8,828,733 |
-5,648,684 |
0.73 |
-0.018 |
-0.004 |
265,621 |
| 0 |
17 |
0 |
0 |
0 |
1.23 |
0.087 |
0.083 |
0 |
| 1 |
159 |
7,927,264 |
7,927,264 |
5,847,656 |
0.84 |
0.086 |
0.086 |
768,110 |
| KOR |
1 |
1 |
14,861 |
14,861 |
12,765 |
0.86 |
0.024 |
0.024 |
356 |
| MYS |
1 |
13 |
679,364 |
679,364 |
295,990 |
0.39 |
0.086 |
0.089 |
83,114 |
| NZL |
-1 |
1 |
-154,933 |
-154,933 |
-58,949 |
0.38 |
-0.175 |
-0.175 |
27,110 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.092 |
0.092 |
-0 |
| 1 |
7 |
180,849 |
180,849 |
61,216 |
0.40 |
0.163 |
0.135 |
33,187 |
| SGP |
-1 |
10 |
-646,313 |
-646,313 |
-451,277 |
0.69 |
-0.025 |
0.001 |
5,726 |
| THA |
1 |
15 |
1,048,969 |
1,048,969 |
447,140 |
0.54 |
0.187 |
0.177 |
242,240 |
| TWN |
-1 |
45 |
-1,723,609 |
-1,723,609 |
-1,081,987 |
0.71 |
0.008 |
0.022 |
-41,023 |
| 0 |
1 |
0 |
0 |
0 |
1.09 |
0.187 |
0.187 |
0 |
| 1 |
35 |
1,885,808 |
1,885,808 |
1,783,384 |
0.98 |
0.089 |
0.093 |
169,563 |