Generated at 15:20 on Tuesday 04/21/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
607 |
-20,674,436 |
| 0 |
31 |
0 |
| 1 |
534 |
21,542,277 |
|
target_notional |
| target_notional |
867,841 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,600,462 |
867,841 |
3,279,471 |
42,216,713 |
851,842 |
0.062 |
0.021 |
0.078 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,578,259 |
| 0 |
0 |
| 1 |
19,178,721 |
|
alpha_notional |
| alpha_notional |
3,279,471 |
|
alpha_notional |
| pos_sign |
|
| -1 |
696,387 |
| 0 |
0 |
| 1 |
2,583,084 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
87 |
-1,049,209 |
3,164,850 |
271,422 |
-0.332 |
0.075 |
| CHN |
430 |
661,042 |
8,985,416 |
446,641 |
0.074 |
0.213 |
| HKG |
162 |
466,138 |
6,699,131 |
368,995 |
0.070 |
0.159 |
| IDN |
14 |
272,366 |
272,366 |
61,466 |
1.000 |
0.006 |
| JPN |
350 |
-833,594 |
16,750,488 |
449,326 |
-0.050 |
0.397 |
| KOR |
1 |
15,412 |
15,412 |
8,527 |
1.000 |
0.000 |
| MYS |
13 |
679,643 |
679,643 |
112,362 |
1.000 |
0.016 |
| NZL |
1 |
-154,962 |
154,962 |
40,052 |
-1.000 |
0.004 |
| PHL |
8 |
181,800 |
181,804 |
67,144 |
1.000 |
0.004 |
| SGP |
10 |
-648,401 |
648,401 |
126,340 |
-1.000 |
0.015 |
| THA |
15 |
1,050,993 |
1,050,993 |
215,949 |
1.000 |
0.025 |
| TWN |
81 |
226,615 |
3,613,246 |
265,037 |
0.063 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
61 |
-2,107,030 |
| 0 |
2 |
0 |
| 1 |
24 |
1,057,820 |
| CHN |
-1 |
243 |
-4,162,187 |
| 0 |
9 |
0 |
| 1 |
178 |
4,823,229 |
| HKG |
-1 |
74 |
-3,116,497 |
| 0 |
3 |
0 |
| 1 |
85 |
3,582,635 |
| IDN |
1 |
14 |
272,366 |
| JPN |
-1 |
172 |
-8,792,041 |
| 0 |
14 |
0 |
| 1 |
164 |
7,958,447 |
| KOR |
1 |
1 |
15,412 |
| MYS |
1 |
13 |
679,643 |
| NZL |
-1 |
1 |
-154,962 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
181,802 |
| SGP |
-1 |
10 |
-648,401 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,050,993 |
| TWN |
-1 |
45 |
-1,693,316 |
| 0 |
2 |
0 |
| 1 |
34 |
1,919,930 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
61 |
-2,107,030 |
-2,107,030 |
-1,477,279 |
0.71 |
-0.079 |
-0.062 |
206,651 |
| 0 |
2 |
0 |
0 |
0 |
0.62 |
-0.081 |
-0.081 |
0 |
| 1 |
24 |
1,057,820 |
1,057,820 |
538,069 |
0.47 |
0.035 |
0.020 |
58,066 |
| CHN |
-1 |
243 |
-4,162,187 |
-4,162,187 |
-4,006,849 |
1.36 |
-0.061 |
-0.056 |
255,814 |
| 0 |
9 |
0 |
0 |
0 |
1.36 |
-0.090 |
-0.067 |
0 |
| 1 |
178 |
4,823,229 |
4,823,229 |
4,701,698 |
1.22 |
0.044 |
0.043 |
501,913 |
| HKG |
-1 |
74 |
-3,116,497 |
-3,116,497 |
-3,888,817 |
1.40 |
0.028 |
0.033 |
92,824 |
| 0 |
3 |
0 |
0 |
0 |
1.63 |
-0.046 |
-0.074 |
0 |
| 1 |
85 |
3,582,635 |
3,582,635 |
5,198,550 |
1.41 |
0.138 |
0.140 |
576,204 |
| IDN |
1 |
14 |
272,366 |
272,366 |
47,393 |
0.37 |
0.094 |
0.093 |
22,798 |
| JPN |
-1 |
172 |
-8,792,041 |
-8,792,041 |
-5,626,593 |
0.72 |
-0.006 |
0.002 |
175,937 |
| 0 |
14 |
0 |
0 |
0 |
1.19 |
0.061 |
0.076 |
0 |
| 1 |
164 |
7,958,447 |
7,958,447 |
6,035,733 |
0.84 |
0.099 |
0.102 |
879,645 |
| KOR |
1 |
1 |
15,412 |
15,412 |
13,239 |
0.86 |
-0.031 |
-0.031 |
-476 |
| MYS |
1 |
13 |
679,643 |
679,643 |
295,511 |
0.39 |
0.093 |
0.098 |
93,515 |
| NZL |
-1 |
1 |
-154,962 |
-154,962 |
-58,960 |
0.38 |
-0.180 |
-0.180 |
27,892 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.064 |
0.064 |
-0 |
| 1 |
7 |
181,802 |
181,802 |
61,536 |
0.40 |
0.157 |
0.133 |
31,218 |
| SGP |
-1 |
10 |
-648,401 |
-648,401 |
-452,260 |
0.69 |
-0.021 |
0.000 |
-1,105 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.76 |
0.124 |
0.124 |
0 |
| 1 |
14 |
1,050,993 |
1,050,993 |
460,813 |
0.54 |
0.188 |
0.180 |
254,492 |
| TWN |
-1 |
45 |
-1,693,316 |
-1,693,316 |
-1,067,501 |
0.71 |
0.011 |
0.020 |
-61,626 |
| 0 |
2 |
0 |
0 |
0 |
0.75 |
0.026 |
0.026 |
0 |
| 1 |
34 |
1,919,930 |
1,919,930 |
1,826,179 |
0.98 |
0.088 |
0.081 |
165,709 |