Generated at 15:20 on Monday 04/20/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
607 |
-20,647,862 |
| 0 |
30 |
0 |
| 1 |
535 |
21,535,968 |
|
target_notional |
| target_notional |
888,107 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,593,751 |
888,107 |
3,279,388 |
42,183,830 |
858,251 |
0.061 |
0.021 |
0.078 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,542,067 |
| 0 |
0 |
| 1 |
19,135,818 |
|
alpha_notional |
| alpha_notional |
3,279,388 |
|
alpha_notional |
| pos_sign |
|
| -1 |
709,022 |
| 0 |
0 |
| 1 |
2,570,365 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,049,928 |
3,165,275 |
270,967 |
-0.332 |
0.075 |
| CHN |
427 |
769,441 |
8,975,365 |
462,030 |
0.086 |
0.213 |
| HKG |
159 |
481,759 |
6,680,208 |
371,362 |
0.072 |
0.158 |
| IDN |
14 |
270,569 |
270,569 |
61,130 |
1.000 |
0.006 |
| JPN |
353 |
-916,918 |
16,719,335 |
450,286 |
-0.055 |
0.396 |
| KOR |
1 |
15,053 |
15,053 |
8,350 |
1.000 |
0.000 |
| MYS |
13 |
679,384 |
679,384 |
111,800 |
1.000 |
0.016 |
| NZL |
1 |
-154,949 |
154,949 |
40,094 |
-1.000 |
0.004 |
| PHL |
8 |
182,224 |
182,228 |
67,472 |
1.000 |
0.004 |
| SGP |
10 |
-647,096 |
647,096 |
126,219 |
-1.000 |
0.015 |
| THA |
16 |
1,049,757 |
1,049,757 |
212,600 |
1.000 |
0.025 |
| TWN |
83 |
208,812 |
3,644,611 |
261,190 |
0.057 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
61 |
-2,107,601 |
| 0 |
1 |
0 |
| 1 |
25 |
1,057,673 |
| CHN |
-1 |
240 |
-4,102,962 |
| 0 |
7 |
0 |
| 1 |
180 |
4,872,403 |
| HKG |
-1 |
74 |
-3,099,225 |
| 0 |
1 |
0 |
| 1 |
84 |
3,580,983 |
| IDN |
1 |
14 |
270,569 |
| JPN |
-1 |
174 |
-8,818,126 |
| 0 |
18 |
0 |
| 1 |
161 |
7,901,208 |
| KOR |
1 |
1 |
15,053 |
| MYS |
1 |
13 |
679,384 |
| NZL |
-1 |
1 |
-154,949 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
182,226 |
| SGP |
-1 |
10 |
-647,096 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,757 |
| TWN |
-1 |
46 |
-1,717,900 |
| 0 |
2 |
0 |
| 1 |
35 |
1,926,711 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
61 |
-2,107,601 |
-2,107,601 |
-1,490,040 |
0.71 |
-0.080 |
-0.064 |
206,574 |
| 0 |
1 |
0 |
0 |
0 |
0.68 |
0.023 |
0.023 |
0 |
| 1 |
25 |
1,057,673 |
1,057,673 |
549,068 |
0.46 |
0.030 |
0.015 |
54,836 |
| CHN |
-1 |
240 |
-4,102,962 |
-4,102,962 |
-3,962,762 |
1.37 |
-0.058 |
-0.054 |
245,678 |
| 0 |
7 |
0 |
0 |
0 |
1.50 |
-0.070 |
-0.083 |
0 |
| 1 |
180 |
4,872,403 |
4,872,403 |
4,724,873 |
1.22 |
0.049 |
0.054 |
552,524 |
| HKG |
-1 |
74 |
-3,099,225 |
-3,099,225 |
-3,866,847 |
1.40 |
0.031 |
0.051 |
77,629 |
| 0 |
1 |
0 |
0 |
0 |
1.09 |
-0.080 |
-0.080 |
0 |
| 1 |
84 |
3,580,983 |
3,580,983 |
5,235,372 |
1.44 |
0.143 |
0.137 |
596,074 |
| IDN |
1 |
14 |
270,569 |
270,569 |
47,407 |
0.37 |
0.092 |
0.084 |
23,045 |
| JPN |
-1 |
174 |
-8,818,126 |
-8,818,126 |
-5,633,652 |
0.73 |
-0.011 |
0.002 |
213,410 |
| 0 |
18 |
0 |
0 |
0 |
1.26 |
0.085 |
0.094 |
0 |
| 1 |
161 |
7,901,208 |
7,901,208 |
5,928,554 |
0.84 |
0.093 |
0.094 |
817,130 |
| KOR |
1 |
1 |
15,053 |
15,053 |
12,930 |
0.86 |
0.011 |
0.011 |
158 |
| MYS |
1 |
13 |
679,384 |
679,384 |
294,659 |
0.39 |
0.088 |
0.097 |
80,744 |
| NZL |
-1 |
1 |
-154,949 |
-154,949 |
-58,955 |
0.38 |
-0.171 |
-0.171 |
26,484 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.088 |
0.088 |
-0 |
| 1 |
7 |
182,226 |
182,226 |
61,690 |
0.40 |
0.153 |
0.122 |
31,023 |
| SGP |
-1 |
10 |
-647,096 |
-647,096 |
-450,438 |
0.69 |
-0.013 |
0.008 |
-5,860 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.54 |
0.257 |
0.257 |
0 |
| 1 |
15 |
1,049,757 |
1,049,757 |
448,873 |
0.55 |
0.185 |
0.189 |
255,083 |
| TWN |
-1 |
46 |
-1,717,900 |
-1,717,900 |
-1,079,371 |
0.70 |
0.012 |
0.020 |
-54,893 |
| 0 |
2 |
0 |
0 |
0 |
1.12 |
-0.046 |
-0.046 |
0 |
| 1 |
35 |
1,926,711 |
1,926,711 |
1,832,391 |
0.98 |
0.086 |
0.088 |
159,748 |