Generated at 15:22 on Thursday 04/23/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
615 |
-20,764,745 |
| 0 |
29 |
0 |
| 1 |
539 |
21,350,191 |
|
target_notional |
| target_notional |
585,446 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,519,168 |
585,446 |
3,422,834 |
42,114,936 |
843,524 |
0.060 |
0.014 |
0.081 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,684,805 |
| 0 |
0 |
| 1 |
19,203,973 |
|
alpha_notional |
| alpha_notional |
3,422,834 |
|
alpha_notional |
| pos_sign |
|
| -1 |
796,198 |
| 0 |
0 |
| 1 |
2,626,636 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
85 |
-1,049,180 |
3,164,246 |
272,049 |
-0.332 |
0.075 |
| CHN |
442 |
270,145 |
9,329,218 |
475,437 |
0.029 |
0.222 |
| HKG |
162 |
546,217 |
6,611,974 |
362,037 |
0.083 |
0.157 |
| IDN |
14 |
236,568 |
236,568 |
53,578 |
1.000 |
0.006 |
| JPN |
352 |
-731,386 |
16,521,786 |
442,845 |
-0.044 |
0.392 |
| KOR |
1 |
15,643 |
15,643 |
8,662 |
1.000 |
0.000 |
| MYS |
13 |
678,437 |
678,437 |
112,887 |
1.000 |
0.016 |
| NZL |
1 |
-154,948 |
154,948 |
40,215 |
-1.000 |
0.004 |
| PHL |
8 |
179,014 |
179,018 |
65,439 |
1.000 |
0.004 |
| SGP |
11 |
-647,657 |
647,657 |
126,092 |
-1.000 |
0.015 |
| THA |
14 |
1,050,060 |
1,050,060 |
214,083 |
1.000 |
0.025 |
| TWN |
80 |
192,532 |
3,525,379 |
255,802 |
0.055 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
58 |
-2,106,713 |
| 0 |
3 |
0 |
| 1 |
24 |
1,057,533 |
| CHN |
-1 |
249 |
-4,529,537 |
| 0 |
12 |
0 |
| 1 |
181 |
4,799,682 |
| HKG |
-1 |
74 |
-3,032,878 |
| 0 |
2 |
0 |
| 1 |
86 |
3,579,096 |
| IDN |
1 |
14 |
236,568 |
| JPN |
-1 |
177 |
-8,626,586 |
| 0 |
8 |
0 |
| 1 |
167 |
7,895,200 |
| KOR |
1 |
1 |
15,643 |
| MYS |
0 |
1 |
0 |
| 1 |
12 |
678,437 |
| NZL |
-1 |
1 |
-154,948 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
179,016 |
| SGP |
-1 |
11 |
-647,657 |
| THA |
1 |
14 |
1,050,060 |
| TWN |
-1 |
44 |
-1,666,423 |
| 0 |
3 |
0 |
| 1 |
33 |
1,858,956 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
58 |
-2,106,713 |
-2,106,713 |
-1,506,251 |
0.75 |
-0.068 |
-0.049 |
178,468 |
| 0 |
3 |
0 |
0 |
0 |
0.51 |
-0.020 |
-0.005 |
0 |
| 1 |
24 |
1,057,533 |
1,057,533 |
539,889 |
0.47 |
0.040 |
0.047 |
63,831 |
| CHN |
-1 |
249 |
-4,529,537 |
-4,529,537 |
-4,475,069 |
1.35 |
-0.072 |
-0.074 |
402,522 |
| 0 |
12 |
0 |
0 |
0 |
1.38 |
-0.081 |
-0.061 |
0 |
| 1 |
181 |
4,799,682 |
4,799,682 |
4,781,193 |
1.22 |
0.044 |
0.046 |
534,321 |
| HKG |
-1 |
74 |
-3,032,878 |
-3,032,878 |
-3,681,290 |
1.41 |
0.037 |
0.051 |
44,659 |
| 0 |
2 |
0 |
0 |
0 |
1.38 |
0.161 |
0.161 |
0 |
| 1 |
86 |
3,579,096 |
3,579,096 |
5,193,986 |
1.42 |
0.146 |
0.139 |
610,555 |
| IDN |
1 |
14 |
236,568 |
236,568 |
46,264 |
0.37 |
0.094 |
0.096 |
19,121 |
| JPN |
-1 |
177 |
-8,626,586 |
-8,626,586 |
-5,460,074 |
0.72 |
-0.008 |
0.002 |
183,581 |
| 0 |
8 |
0 |
0 |
0 |
1.01 |
0.056 |
0.045 |
0 |
| 1 |
167 |
7,895,200 |
7,895,200 |
6,039,741 |
0.85 |
0.100 |
0.100 |
877,082 |
| KOR |
1 |
1 |
15,643 |
15,643 |
13,437 |
0.86 |
-0.033 |
-0.033 |
-512 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.50 |
-0.076 |
-0.076 |
0 |
| 1 |
12 |
678,437 |
678,437 |
293,768 |
0.38 |
0.089 |
0.108 |
94,254 |
| NZL |
-1 |
1 |
-154,948 |
-154,948 |
-58,955 |
0.38 |
-0.146 |
-0.146 |
22,572 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.087 |
0.087 |
-0 |
| 1 |
7 |
179,016 |
179,016 |
60,594 |
0.40 |
0.102 |
0.096 |
20,286 |
| SGP |
-1 |
11 |
-647,657 |
-647,657 |
-453,469 |
0.70 |
-0.023 |
-0.004 |
1,777 |
| THA |
1 |
14 |
1,050,060 |
1,050,060 |
469,590 |
0.54 |
0.172 |
0.180 |
225,262 |
| TWN |
-1 |
44 |
-1,666,423 |
-1,666,423 |
-1,049,697 |
0.72 |
-0.001 |
0.001 |
-37,381 |
| 0 |
3 |
0 |
0 |
0 |
0.78 |
0.043 |
0.007 |
0 |
| 1 |
33 |
1,858,956 |
1,858,956 |
1,765,511 |
0.98 |
0.101 |
0.103 |
182,435 |