Generated at 15:22 on Sunday 04/26/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
609 |
-20,719,224 |
| 0 |
34 |
0 |
| 1 |
545 |
21,353,070 |
|
target_notional |
| target_notional |
633,845 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,629,354 |
633,845 |
3,438,886 |
42,072,294 |
836,139 |
0.062 |
0.015 |
0.082 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,815,502 |
| 0 |
0 |
| 1 |
19,444,856 |
|
alpha_notional |
| alpha_notional |
3,438,886 |
|
alpha_notional |
| pos_sign |
|
| -1 |
793,164 |
| 0 |
0 |
| 1 |
2,645,722 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
84 |
-1,049,226 |
3,163,254 |
271,198 |
-0.332 |
0.075 |
| CHN |
440 |
251,106 |
9,418,901 |
479,082 |
0.027 |
0.224 |
| HKG |
162 |
563,951 |
6,596,295 |
362,783 |
0.085 |
0.157 |
| IDN |
14 |
230,481 |
230,481 |
52,168 |
1.000 |
0.005 |
| JPN |
361 |
-606,043 |
16,472,042 |
439,349 |
-0.037 |
0.392 |
| KOR |
1 |
16,211 |
16,211 |
8,971 |
1.000 |
0.000 |
| MYS |
12 |
651,986 |
651,986 |
109,610 |
1.000 |
0.015 |
| NZL |
1 |
-152,280 |
152,280 |
39,541 |
-1.000 |
0.004 |
| PHL |
8 |
176,843 |
176,846 |
64,314 |
1.000 |
0.004 |
| SGP |
11 |
-648,168 |
648,168 |
125,995 |
-1.000 |
0.015 |
| THA |
14 |
1,049,871 |
1,049,871 |
213,218 |
1.000 |
0.025 |
| TWN |
80 |
149,114 |
3,495,959 |
247,173 |
0.043 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,106,240 |
| 0 |
2 |
0 |
| 1 |
25 |
1,057,014 |
| CHN |
-1 |
247 |
-4,583,897 |
| 0 |
13 |
0 |
| 1 |
180 |
4,835,003 |
| HKG |
-1 |
75 |
-3,016,172 |
| 0 |
1 |
0 |
| 1 |
86 |
3,580,123 |
| IDN |
1 |
14 |
230,481 |
| JPN |
-1 |
173 |
-8,539,043 |
| 0 |
14 |
0 |
| 1 |
174 |
7,932,999 |
| KOR |
1 |
1 |
16,211 |
| MYS |
1 |
12 |
651,986 |
| NZL |
-1 |
1 |
-152,280 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
176,844 |
| SGP |
-1 |
11 |
-648,168 |
| THA |
1 |
14 |
1,049,871 |
| TWN |
-1 |
44 |
-1,673,422 |
| 0 |
4 |
0 |
| 1 |
32 |
1,822,537 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-2,106,240 |
-2,106,240 |
-1,505,031 |
0.73 |
-0.063 |
-0.051 |
171,652 |
| 0 |
2 |
0 |
0 |
0 |
1.53 |
-0.086 |
-0.086 |
0 |
| 1 |
25 |
1,057,014 |
1,057,014 |
539,504 |
0.46 |
0.038 |
0.043 |
68,567 |
| CHN |
-1 |
247 |
-4,583,897 |
-4,583,897 |
-4,663,996 |
1.35 |
-0.073 |
-0.070 |
404,734 |
| 0 |
13 |
0 |
0 |
0 |
1.34 |
-0.077 |
-0.072 |
0 |
| 1 |
180 |
4,835,003 |
4,835,003 |
4,991,800 |
1.22 |
0.042 |
0.041 |
546,122 |
| HKG |
-1 |
75 |
-3,016,172 |
-3,016,172 |
-3,669,075 |
1.40 |
0.030 |
0.044 |
53,455 |
| 0 |
1 |
0 |
0 |
0 |
1.51 |
-0.105 |
-0.105 |
0 |
| 1 |
86 |
3,580,123 |
3,580,123 |
5,202,007 |
1.42 |
0.142 |
0.136 |
591,123 |
| IDN |
1 |
14 |
230,481 |
230,481 |
45,198 |
0.37 |
0.127 |
0.126 |
27,264 |
| JPN |
-1 |
173 |
-8,539,043 |
-8,539,043 |
-5,410,046 |
0.71 |
-0.006 |
-0.003 |
156,143 |
| 0 |
14 |
0 |
0 |
0 |
1.16 |
0.045 |
0.059 |
0 |
| 1 |
174 |
7,932,999 |
7,932,999 |
6,144,992 |
0.85 |
0.102 |
0.101 |
906,673 |
| KOR |
1 |
1 |
16,211 |
16,211 |
13,924 |
0.86 |
-0.028 |
-0.028 |
-449 |
| MYS |
1 |
12 |
651,986 |
651,986 |
277,925 |
0.38 |
0.087 |
0.104 |
88,667 |
| NZL |
-1 |
1 |
-152,280 |
-152,280 |
-57,940 |
0.38 |
-0.125 |
-0.125 |
19,064 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.123 |
0.123 |
-0 |
| 1 |
7 |
176,844 |
176,844 |
59,816 |
0.40 |
0.106 |
0.126 |
20,632 |
| SGP |
-1 |
11 |
-648,168 |
-648,168 |
-454,765 |
0.70 |
-0.025 |
-0.007 |
5,851 |
| THA |
1 |
14 |
1,049,871 |
1,049,871 |
470,429 |
0.54 |
0.177 |
0.173 |
228,818 |
| TWN |
-1 |
44 |
-1,673,422 |
-1,673,422 |
-1,054,649 |
0.72 |
-0.010 |
-0.002 |
-17,735 |
| 0 |
4 |
0 |
0 |
0 |
1.11 |
-0.057 |
-0.045 |
0 |
| 1 |
32 |
1,822,537 |
1,822,537 |
1,699,259 |
0.96 |
0.094 |
0.100 |
168,306 |