Generated at 15:24 on Tuesday 04/28/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
611 |
-20,727,122 |
| 0 |
22 |
-53,811 |
| 1 |
547 |
20,372,282 |
|
target_notional |
| target_notional |
-408,651 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,306,104 |
-408,651 |
3,455,550 |
43,874,445 |
894,442 |
0.030 |
-0.009 |
0.079 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,142,178 |
| 0 |
-66,026 |
| 1 |
18,514,308 |
|
alpha_notional |
| alpha_notional |
3,455,550 |
|
alpha_notional |
| pos_sign |
|
| -1 |
866,524 |
| 0 |
-2,160 |
| 1 |
2,591,186 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
86 |
-1,049,957 |
3,150,998 |
275,148 |
-0.333 |
0.072 |
| CHN |
440 |
-321,306 |
10,325,280 |
516,944 |
-0.031 |
0.235 |
| HKG |
170 |
166,302 |
7,308,282 |
382,969 |
0.023 |
0.167 |
| IDN |
14 |
227,316 |
227,316 |
51,858 |
1.000 |
0.005 |
| JPN |
345 |
-702,661 |
16,658,233 |
447,103 |
-0.042 |
0.380 |
| KOR |
1 |
16,270 |
16,270 |
8,990 |
1.000 |
0.000 |
| MYS |
12 |
648,384 |
648,384 |
109,645 |
1.000 |
0.015 |
| NZL |
1 |
-154,957 |
154,957 |
40,056 |
-1.000 |
0.004 |
| PHL |
8 |
168,762 |
168,766 |
58,826 |
1.000 |
0.004 |
| SGP |
12 |
-648,084 |
648,084 |
126,302 |
-1.000 |
0.015 |
| THA |
14 |
1,051,230 |
1,051,230 |
213,063 |
1.000 |
0.024 |
| TWN |
77 |
190,052 |
3,516,646 |
255,433 |
0.054 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
59 |
-2,100,478 |
| 0 |
2 |
0 |
| 1 |
25 |
1,050,520 |
| CHN |
-1 |
247 |
-4,560,469 |
| 0 |
13 |
-53,811 |
| 1 |
180 |
4,292,974 |
| HKG |
-1 |
74 |
-2,919,388 |
| 0 |
5 |
0 |
| 1 |
91 |
3,085,690 |
| IDN |
0 |
1 |
0 |
| 1 |
13 |
227,316 |
| JPN |
-1 |
173 |
-8,680,447 |
| 1 |
172 |
7,977,786 |
| KOR |
1 |
1 |
16,270 |
| MYS |
1 |
12 |
648,384 |
| NZL |
-1 |
1 |
-154,957 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
168,764 |
| SGP |
-1 |
12 |
-648,084 |
| THA |
1 |
14 |
1,051,230 |
| TWN |
-1 |
44 |
-1,663,297 |
| 0 |
1 |
0 |
| 1 |
32 |
1,853,349 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
59 |
-2,100,478 |
-2,100,478 |
-1,538,401 |
0.76 |
-0.061 |
-0.050 |
158,557 |
| 0 |
2 |
0 |
0 |
0 |
0.18 |
0.048 |
0.048 |
0 |
| 1 |
25 |
1,050,520 |
1,050,520 |
538,593 |
0.46 |
0.048 |
0.047 |
83,023 |
| CHN |
-1 |
247 |
-4,560,469 |
-4,560,469 |
-4,884,111 |
1.35 |
-0.074 |
-0.077 |
360,687 |
| 0 |
13 |
-53,811 |
-53,811 |
-66,026 |
0.93 |
-0.045 |
-0.053 |
-2,160 |
| 1 |
180 |
4,292,974 |
4,292,974 |
4,565,264 |
1.24 |
0.047 |
0.047 |
632,416 |
| HKG |
-1 |
74 |
-2,919,388 |
-2,919,388 |
-3,652,264 |
1.44 |
0.031 |
0.046 |
15,421 |
| 0 |
5 |
0 |
0 |
0 |
1.10 |
0.086 |
0.136 |
0 |
| 1 |
91 |
3,085,690 |
3,085,690 |
4,565,637 |
1.41 |
0.158 |
0.152 |
605,529 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.67 |
0.182 |
0.182 |
0 |
| 1 |
13 |
227,316 |
227,316 |
44,097 |
0.35 |
0.126 |
0.122 |
26,805 |
| JPN |
-1 |
173 |
-8,680,447 |
-8,680,447 |
-5,499,110 |
0.71 |
-0.028 |
-0.021 |
334,753 |
| 1 |
172 |
7,977,786 |
7,977,786 |
6,239,892 |
0.85 |
0.078 |
0.076 |
727,848 |
| KOR |
1 |
1 |
16,270 |
16,270 |
13,975 |
0.86 |
0.008 |
0.008 |
137 |
| MYS |
1 |
12 |
648,384 |
648,384 |
274,006 |
0.38 |
0.081 |
0.093 |
89,428 |
| NZL |
-1 |
1 |
-154,957 |
-154,957 |
-58,958 |
0.38 |
-0.127 |
-0.127 |
19,745 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.121 |
0.121 |
-0 |
| 1 |
7 |
168,764 |
168,764 |
57,110 |
0.40 |
0.134 |
0.156 |
26,882 |
| SGP |
-1 |
12 |
-648,084 |
-648,084 |
-459,121 |
0.70 |
-0.018 |
0.000 |
6,294 |
| THA |
1 |
14 |
1,051,230 |
1,051,230 |
476,769 |
0.54 |
0.164 |
0.155 |
219,473 |
| TWN |
-1 |
44 |
-1,663,297 |
-1,663,297 |
-1,050,212 |
0.72 |
-0.008 |
0.006 |
-28,932 |
| 0 |
1 |
0 |
0 |
0 |
1.30 |
-0.181 |
-0.181 |
0 |
| 1 |
32 |
1,853,349 |
1,853,349 |
1,738,965 |
0.96 |
0.103 |
0.099 |
179,646 |