Generated at 15:24 on Wednesday 04/29/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
597 |
-20,770,564 |
| 0 |
47 |
-165,396 |
| 1 |
538 |
20,331,392 |
|
target_notional |
| target_notional |
-604,568 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,183,807 |
-604,568 |
3,481,699 |
44,008,540 |
904,369 |
0.027 |
-0.014 |
0.079 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,233,965 |
| 0 |
-147,562 |
| 1 |
18,565,334 |
|
alpha_notional |
| alpha_notional |
3,481,699 |
|
alpha_notional |
| pos_sign |
|
| -1 |
856,799 |
| 0 |
4,562 |
| 1 |
2,620,337 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
85 |
-1,044,974 |
3,149,902 |
275,532 |
-0.332 |
0.072 |
| CHN |
439 |
-599,720 |
10,740,982 |
514,950 |
-0.056 |
0.244 |
| HKG |
164 |
202,179 |
7,339,750 |
385,512 |
0.028 |
0.167 |
| IDN |
13 |
228,732 |
228,732 |
52,197 |
1.000 |
0.005 |
| JPN |
355 |
-681,599 |
16,326,522 |
442,287 |
-0.042 |
0.371 |
| KOR |
1 |
16,007 |
16,007 |
8,857 |
1.000 |
0.000 |
| MYS |
12 |
650,666 |
650,666 |
110,222 |
1.000 |
0.015 |
| NZL |
1 |
-154,958 |
154,958 |
39,888 |
-1.000 |
0.004 |
| PHL |
8 |
168,536 |
168,540 |
59,142 |
1.000 |
0.004 |
| SGP |
12 |
-643,916 |
643,916 |
125,703 |
-1.000 |
0.015 |
| THA |
14 |
1,049,658 |
1,049,658 |
212,650 |
1.000 |
0.024 |
| TWN |
77 |
204,822 |
3,538,906 |
258,141 |
0.058 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,097,438 |
| 0 |
5 |
0 |
| 1 |
25 |
1,052,464 |
| CHN |
-1 |
250 |
-4,785,668 |
| 0 |
11 |
-165,396 |
| 1 |
178 |
4,351,343 |
| HKG |
-1 |
72 |
-2,917,479 |
| 0 |
1 |
0 |
| 1 |
91 |
3,119,658 |
| IDN |
1 |
13 |
228,732 |
| JPN |
-1 |
162 |
-8,504,061 |
| 0 |
28 |
0 |
| 1 |
165 |
7,822,462 |
| KOR |
1 |
1 |
16,007 |
| MYS |
1 |
12 |
650,666 |
| NZL |
-1 |
1 |
-154,958 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
168,538 |
| SGP |
-1 |
12 |
-643,916 |
| THA |
1 |
14 |
1,049,658 |
| TWN |
-1 |
44 |
-1,667,042 |
| 0 |
1 |
0 |
| 1 |
32 |
1,871,864 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,097,438 |
-2,097,438 |
-1,557,670 |
0.79 |
-0.056 |
-0.040 |
144,731 |
| 0 |
5 |
0 |
0 |
0 |
0.37 |
0.003 |
-0.017 |
0 |
| 1 |
25 |
1,052,464 |
1,052,464 |
540,702 |
0.47 |
0.058 |
0.054 |
89,978 |
| CHN |
-1 |
250 |
-4,785,668 |
-4,785,668 |
-5,038,191 |
1.35 |
-0.079 |
-0.074 |
396,755 |
| 0 |
11 |
-165,396 |
-165,396 |
-147,562 |
1.37 |
-0.065 |
-0.056 |
4,562 |
| 1 |
178 |
4,351,343 |
4,351,343 |
4,690,166 |
1.24 |
0.041 |
0.040 |
612,048 |
| HKG |
-1 |
72 |
-2,917,479 |
-2,917,479 |
-3,671,581 |
1.45 |
0.030 |
0.053 |
22,247 |
| 0 |
1 |
0 |
0 |
0 |
1.28 |
0.223 |
0.223 |
0 |
| 1 |
91 |
3,119,658 |
3,119,658 |
4,617,469 |
1.41 |
0.149 |
0.149 |
577,539 |
| IDN |
1 |
13 |
228,732 |
228,732 |
43,934 |
0.35 |
0.121 |
0.117 |
25,651 |
| JPN |
-1 |
162 |
-8,504,061 |
-8,504,061 |
-5,398,881 |
0.71 |
-0.026 |
-0.021 |
305,844 |
| 0 |
28 |
0 |
0 |
0 |
0.80 |
0.042 |
0.044 |
0 |
| 1 |
165 |
7,822,462 |
7,822,462 |
6,093,117 |
0.86 |
0.089 |
0.086 |
785,411 |
| KOR |
1 |
1 |
16,007 |
16,007 |
13,749 |
0.86 |
0.046 |
0.046 |
744 |
| MYS |
1 |
12 |
650,666 |
650,666 |
276,477 |
0.38 |
0.100 |
0.104 |
96,758 |
| NZL |
-1 |
1 |
-154,958 |
-154,958 |
-58,959 |
0.38 |
-0.137 |
-0.137 |
21,263 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.19 |
0.075 |
0.075 |
-0 |
| 1 |
7 |
168,538 |
168,538 |
57,068 |
0.40 |
0.136 |
0.145 |
26,813 |
| SGP |
-1 |
12 |
-643,916 |
-643,916 |
-457,365 |
0.70 |
-0.009 |
0.005 |
118 |
| THA |
1 |
14 |
1,049,658 |
1,049,658 |
472,318 |
0.54 |
0.152 |
0.152 |
216,107 |
| TWN |
-1 |
44 |
-1,667,042 |
-1,667,042 |
-1,051,318 |
0.72 |
-0.007 |
0.007 |
-34,159 |
| 0 |
1 |
0 |
0 |
0 |
0.93 |
0.138 |
0.138 |
0 |
| 1 |
32 |
1,871,864 |
1,871,864 |
1,760,333 |
0.96 |
0.107 |
0.103 |
189,288 |