Generated at 15:24 on Wednesday 04/22/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
610 |
-20,650,659 |
| 0 |
26 |
-56,434 |
| 1 |
535 |
20,028,364 |
|
target_notional |
| target_notional |
-678,729 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
738,276 |
-678,729 |
3,391,662 |
44,001,816 |
934,454 |
0.017 |
-0.015 |
0.077 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,854,348 |
| 0 |
-69,244 |
| 1 |
17,661,868 |
|
alpha_notional |
| alpha_notional |
3,391,662 |
|
alpha_notional |
| pos_sign |
|
| -1 |
728,539 |
| 0 |
-1,428 |
| 1 |
2,664,551 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,049,240 |
3,164,260 |
270,179 |
-0.332 |
0.072 |
| CHN |
434 |
-351,421 |
10,177,197 |
508,513 |
-0.035 |
0.231 |
| HKG |
161 |
-89,093 |
7,547,591 |
404,997 |
-0.012 |
0.172 |
| IDN |
14 |
242,755 |
242,755 |
54,826 |
1.000 |
0.006 |
| JPN |
349 |
-779,303 |
16,533,044 |
442,459 |
-0.047 |
0.376 |
| KOR |
1 |
15,673 |
15,673 |
8,669 |
1.000 |
0.000 |
| MYS |
13 |
679,675 |
679,675 |
112,402 |
1.000 |
0.015 |
| NZL |
1 |
-154,947 |
154,947 |
40,140 |
-1.000 |
0.004 |
| PHL |
8 |
180,101 |
180,105 |
65,975 |
1.000 |
0.004 |
| SGP |
10 |
-648,054 |
648,054 |
126,101 |
-1.000 |
0.015 |
| THA |
14 |
1,049,770 |
1,049,770 |
214,521 |
1.000 |
0.024 |
| TWN |
80 |
225,356 |
3,608,745 |
263,617 |
0.062 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
60 |
-2,106,750 |
| 0 |
2 |
0 |
| 1 |
24 |
1,057,510 |
| CHN |
-1 |
246 |
-4,355,770 |
| 0 |
7 |
-56,434 |
| 1 |
181 |
4,060,782 |
| HKG |
-1 |
74 |
-3,037,269 |
| 0 |
3 |
0 |
| 1 |
84 |
2,948,175 |
| IDN |
1 |
14 |
242,755 |
| JPN |
-1 |
173 |
-8,656,174 |
| 0 |
13 |
0 |
| 1 |
163 |
7,876,871 |
| KOR |
1 |
1 |
15,673 |
| MYS |
1 |
13 |
679,675 |
| NZL |
-1 |
1 |
-154,947 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
180,103 |
| SGP |
-1 |
10 |
-648,054 |
| THA |
1 |
14 |
1,049,770 |
| TWN |
-1 |
45 |
-1,691,695 |
| 0 |
1 |
0 |
| 1 |
34 |
1,917,051 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
60 |
-2,106,750 |
-2,106,750 |
-1,494,017 |
0.73 |
-0.062 |
-0.052 |
179,734 |
| 0 |
2 |
0 |
0 |
0 |
0.29 |
0.015 |
0.015 |
0 |
| 1 |
24 |
1,057,510 |
1,057,510 |
540,432 |
0.47 |
0.042 |
0.040 |
67,085 |
| CHN |
-1 |
246 |
-4,355,770 |
-4,355,770 |
-4,378,695 |
1.36 |
-0.069 |
-0.069 |
329,056 |
| 0 |
7 |
-56,434 |
-56,434 |
-69,244 |
1.43 |
-0.065 |
-0.045 |
-1,428 |
| 1 |
181 |
4,060,782 |
4,060,782 |
3,997,648 |
1.22 |
0.042 |
0.040 |
601,101 |
| HKG |
-1 |
74 |
-3,037,269 |
-3,037,269 |
-3,903,758 |
1.40 |
0.039 |
0.042 |
50,463 |
| 0 |
3 |
0 |
0 |
0 |
1.14 |
0.025 |
0.075 |
0 |
| 1 |
84 |
2,948,175 |
2,948,175 |
4,419,352 |
1.42 |
0.147 |
0.145 |
598,364 |
| IDN |
1 |
14 |
242,755 |
242,755 |
47,344 |
0.37 |
0.081 |
0.078 |
16,090 |
| JPN |
-1 |
173 |
-8,656,174 |
-8,656,174 |
-5,496,802 |
0.71 |
-0.006 |
0.002 |
172,573 |
| 0 |
13 |
0 |
0 |
0 |
1.01 |
0.055 |
0.057 |
0 |
| 1 |
163 |
7,876,871 |
7,876,871 |
6,002,145 |
0.85 |
0.098 |
0.102 |
861,890 |
| KOR |
1 |
1 |
15,673 |
15,673 |
13,462 |
0.86 |
-0.038 |
-0.038 |
-599 |
| MYS |
1 |
13 |
679,675 |
679,675 |
294,858 |
0.39 |
0.085 |
0.109 |
96,376 |
| NZL |
-1 |
1 |
-154,947 |
-154,947 |
-58,954 |
0.38 |
-0.177 |
-0.177 |
27,395 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.078 |
0.078 |
-0 |
| 1 |
7 |
180,103 |
180,103 |
60,960 |
0.40 |
0.127 |
0.115 |
23,177 |
| SGP |
-1 |
10 |
-648,054 |
-648,054 |
-452,710 |
0.69 |
-0.032 |
-0.006 |
8,876 |
| THA |
1 |
14 |
1,049,770 |
1,049,770 |
463,177 |
0.54 |
0.172 |
0.173 |
234,471 |
| TWN |
-1 |
45 |
-1,691,695 |
-1,691,695 |
-1,069,411 |
0.71 |
0.000 |
-0.001 |
-39,558 |
| 0 |
1 |
0 |
0 |
0 |
1.30 |
-0.265 |
-0.265 |
0 |
| 1 |
34 |
1,917,051 |
1,917,051 |
1,822,490 |
0.98 |
0.086 |
0.075 |
166,597 |