Generated at 15:24 on Thursday 04/23/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
615 |
-20,692,971 |
| 0 |
29 |
-55,278 |
| 1 |
539 |
19,991,663 |
|
target_notional |
| target_notional |
-756,585 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
822,940 |
-756,585 |
3,503,222 |
43,956,787 |
932,772 |
0.019 |
-0.017 |
0.080 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,774,733 |
| 0 |
-67,826 |
| 1 |
17,665,499 |
|
alpha_notional |
| alpha_notional |
3,503,222 |
|
alpha_notional |
| pos_sign |
|
| -1 |
801,445 |
| 0 |
-1,546 |
| 1 |
2,703,323 |
|
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 |
0.072 |
| CHN |
442 |
-507,489 |
10,305,549 |
530,538 |
-0.049 |
0.234 |
| HKG |
162 |
-18,180 |
7,477,495 |
392,197 |
-0.002 |
0.170 |
| IDN |
14 |
236,568 |
236,568 |
53,578 |
1.000 |
0.005 |
| JPN |
352 |
-731,386 |
16,521,786 |
442,845 |
-0.044 |
0.376 |
| KOR |
1 |
15,643 |
15,643 |
8,662 |
1.000 |
0.000 |
| MYS |
13 |
678,437 |
678,437 |
112,887 |
1.000 |
0.015 |
| 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 |
0.024 |
| TWN |
80 |
192,532 |
3,525,379 |
255,802 |
0.055 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
58 |
-2,106,713 |
| 0 |
3 |
0 |
| 1 |
24 |
1,057,533 |
| CHN |
-1 |
249 |
-4,511,125 |
| 0 |
12 |
-55,278 |
| 1 |
181 |
4,058,913 |
| HKG |
-1 |
74 |
-2,979,516 |
| 0 |
2 |
0 |
| 1 |
86 |
2,961,336 |
| 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 |
-4,511,125 |
-4,511,125 |
-4,492,189 |
1.35 |
-0.072 |
-0.074 |
407,426 |
| 0 |
12 |
-55,278 |
-55,278 |
-67,826 |
1.38 |
-0.081 |
-0.061 |
-1,546 |
| 1 |
181 |
4,058,913 |
4,058,913 |
4,014,532 |
1.22 |
0.044 |
0.046 |
620,154 |
| HKG |
-1 |
74 |
-2,979,516 |
-2,979,516 |
-3,754,098 |
1.41 |
0.037 |
0.051 |
45,002 |
| 0 |
2 |
0 |
0 |
0 |
1.38 |
0.161 |
0.161 |
0 |
| 1 |
86 |
2,961,336 |
2,961,336 |
4,422,175 |
1.42 |
0.146 |
0.139 |
601,409 |
| 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 |