Generated at 15:24 on Monday 04/27/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-20,665,943 |
| 0 |
18 |
-54,709 |
| 1 |
546 |
20,184,172 |
|
target_notional |
| target_notional |
-536,480 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,141,728 |
-536,480 |
3,498,571 |
43,838,938 |
913,681 |
0.026 |
-0.012 |
0.080 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,075,696 |
| 0 |
-67,129 |
| 1 |
18,284,552 |
|
alpha_notional |
| alpha_notional |
3,498,571 |
|
alpha_notional |
| pos_sign |
|
| -1 |
851,654 |
| 0 |
-2,371 |
| 1 |
2,649,289 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
83 |
-1,049,766 |
3,164,208 |
271,660 |
-0.332 |
0.072 |
| CHN |
439 |
-401,327 |
10,548,532 |
548,602 |
-0.038 |
0.241 |
| HKG |
161 |
3,003 |
7,408,453 |
386,589 |
0.000 |
0.169 |
| IDN |
14 |
229,014 |
229,014 |
51,891 |
1.000 |
0.005 |
| JPN |
351 |
-715,327 |
16,424,236 |
442,367 |
-0.044 |
0.375 |
| KOR |
1 |
16,538 |
16,538 |
9,151 |
1.000 |
0.000 |
| MYS |
12 |
647,723 |
647,723 |
108,726 |
1.000 |
0.015 |
| NZL |
1 |
-154,945 |
154,945 |
40,195 |
-1.000 |
0.004 |
| PHL |
8 |
173,682 |
173,685 |
61,808 |
1.000 |
0.004 |
| SGP |
10 |
-521,082 |
521,082 |
100,805 |
-1.000 |
0.012 |
| THA |
14 |
1,049,586 |
1,049,586 |
213,387 |
1.000 |
0.024 |
| TWN |
76 |
186,422 |
3,500,936 |
254,355 |
0.053 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,106,987 |
| 0 |
1 |
0 |
| 1 |
25 |
1,057,221 |
| CHN |
-1 |
247 |
-4,706,502 |
| 0 |
9 |
-54,709 |
| 1 |
183 |
4,359,885 |
| HKG |
-1 |
74 |
-2,949,386 |
| 0 |
1 |
0 |
| 1 |
86 |
2,952,389 |
| IDN |
1 |
14 |
229,014 |
| JPN |
-1 |
173 |
-8,569,782 |
| 0 |
6 |
0 |
| 1 |
172 |
7,854,454 |
| KOR |
1 |
1 |
16,538 |
| MYS |
1 |
12 |
647,723 |
| NZL |
-1 |
1 |
-154,945 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
173,683 |
| SGP |
-1 |
10 |
-521,082 |
| THA |
1 |
14 |
1,049,586 |
| TWN |
-1 |
43 |
-1,657,257 |
| 0 |
1 |
0 |
| 1 |
32 |
1,843,679 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-2,106,987 |
-2,106,987 |
-1,509,801 |
0.72 |
-0.067 |
-0.059 |
176,364 |
| 0 |
1 |
0 |
0 |
0 |
0.30 |
-0.009 |
-0.009 |
0 |
| 1 |
25 |
1,057,221 |
1,057,221 |
540,382 |
0.46 |
0.037 |
0.034 |
70,109 |
| CHN |
-1 |
247 |
-4,706,502 |
-4,706,502 |
-4,957,935 |
1.35 |
-0.072 |
-0.069 |
418,646 |
| 0 |
9 |
-54,709 |
-54,709 |
-67,129 |
1.34 |
-0.084 |
-0.086 |
-2,371 |
| 1 |
183 |
4,359,885 |
4,359,885 |
4,583,914 |
1.22 |
0.048 |
0.049 |
637,801 |
| HKG |
-1 |
74 |
-2,949,386 |
-2,949,386 |
-3,730,959 |
1.41 |
0.029 |
0.052 |
54,603 |
| 0 |
1 |
0 |
0 |
0 |
2.10 |
0.137 |
0.137 |
0 |
| 1 |
86 |
2,952,389 |
2,952,389 |
4,428,782 |
1.42 |
0.146 |
0.135 |
566,030 |
| IDN |
1 |
14 |
229,014 |
229,014 |
45,107 |
0.37 |
0.126 |
0.127 |
27,037 |
| JPN |
-1 |
173 |
-8,569,782 |
-8,569,782 |
-5,417,965 |
0.71 |
-0.012 |
-0.004 |
205,243 |
| 0 |
6 |
0 |
0 |
0 |
0.99 |
0.032 |
0.028 |
0 |
| 1 |
172 |
7,854,454 |
7,854,454 |
6,138,896 |
0.85 |
0.094 |
0.093 |
847,477 |
| KOR |
1 |
1 |
16,538 |
16,538 |
14,206 |
0.86 |
-0.015 |
-0.015 |
-251 |
| MYS |
1 |
12 |
647,723 |
647,723 |
274,174 |
0.38 |
0.085 |
0.099 |
85,806 |
| NZL |
-1 |
1 |
-154,945 |
-154,945 |
-58,954 |
0.38 |
-0.132 |
-0.132 |
20,515 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.129 |
0.129 |
-0 |
| 1 |
7 |
173,683 |
173,683 |
58,733 |
0.40 |
0.123 |
0.139 |
23,580 |
| SGP |
-1 |
10 |
-521,082 |
-521,082 |
-355,279 |
0.70 |
-0.020 |
0.002 |
4,959 |
| THA |
1 |
14 |
1,049,586 |
1,049,586 |
472,467 |
0.54 |
0.158 |
0.153 |
211,305 |
| TWN |
-1 |
43 |
-1,657,257 |
-1,657,257 |
-1,044,803 |
0.72 |
-0.006 |
0.006 |
-28,676 |
| 0 |
1 |
0 |
0 |
0 |
0.58 |
0.091 |
0.091 |
0 |
| 1 |
32 |
1,843,679 |
1,843,679 |
1,727,890 |
0.96 |
0.104 |
0.105 |
180,395 |