Generated at 16:29 on Thursday 04/30/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
605 |
-20,648,746 |
| 0 |
13 |
0 |
| 1 |
544 |
21,234,167 |
|
target_notional |
| target_notional |
585,420 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,425,785 |
585,420 |
3,341,809 |
41,882,913 |
834,297 |
0.058 |
0.014 |
0.080 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,707,914 |
| 0 |
0 |
| 1 |
19,133,698 |
|
alpha_notional |
| alpha_notional |
3,341,809 |
|
alpha_notional |
| pos_sign |
|
| -1 |
899,565 |
| 0 |
0 |
| 1 |
2,442,243 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
82 |
-1,049,739 |
3,062,784 |
271,244 |
-0.343 |
0.073 |
| CHN |
429 |
83,481 |
9,854,426 |
495,577 |
0.008 |
0.235 |
| HKG |
163 |
754,398 |
6,445,323 |
370,689 |
0.117 |
0.154 |
| IDN |
13 |
226,962 |
226,962 |
51,872 |
1.000 |
0.005 |
| JPN |
350 |
-694,935 |
16,131,345 |
441,978 |
-0.043 |
0.385 |
| KOR |
1 |
15,702 |
15,702 |
8,643 |
1.000 |
0.000 |
| MYS |
12 |
647,312 |
647,312 |
109,702 |
1.000 |
0.015 |
| NZL |
2 |
-162,500 |
162,500 |
41,359 |
-1.000 |
0.004 |
| PHL |
8 |
166,050 |
166,053 |
58,254 |
1.000 |
0.004 |
| SGP |
12 |
-635,702 |
635,702 |
123,676 |
-1.000 |
0.015 |
| THA |
14 |
1,047,175 |
1,047,175 |
210,634 |
1.000 |
0.025 |
| TWN |
76 |
187,218 |
3,487,629 |
256,941 |
0.054 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,056,261 |
| 0 |
1 |
0 |
| 1 |
25 |
1,006,522 |
| CHN |
-1 |
250 |
-4,885,473 |
| 1 |
179 |
4,968,953 |
| HKG |
-1 |
72 |
-2,845,463 |
| 1 |
91 |
3,599,860 |
| IDN |
1 |
13 |
226,962 |
| JPN |
-1 |
168 |
-8,413,140 |
| 0 |
12 |
0 |
| 1 |
170 |
7,718,205 |
| KOR |
1 |
1 |
15,702 |
| MYS |
1 |
12 |
647,312 |
| NZL |
-1 |
2 |
-162,500 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
166,052 |
| SGP |
-1 |
12 |
-635,702 |
| THA |
1 |
14 |
1,047,175 |
| TWN |
-1 |
44 |
-1,650,206 |
| 1 |
32 |
1,837,423 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,056,261 |
-2,056,261 |
-1,581,325 |
0.82 |
-0.070 |
-0.065 |
172,047 |
| 0 |
1 |
0 |
0 |
0 |
0.13 |
-0.117 |
-0.117 |
0 |
| 1 |
25 |
1,006,522 |
1,006,522 |
514,287 |
0.46 |
0.030 |
0.026 |
53,870 |
| CHN |
-1 |
250 |
-4,885,473 |
-4,885,473 |
-5,124,404 |
1.33 |
-0.080 |
-0.081 |
407,647 |
| 1 |
179 |
4,968,953 |
4,968,953 |
5,029,965 |
1.19 |
0.037 |
0.034 |
519,411 |
| HKG |
-1 |
72 |
-2,845,463 |
-2,845,463 |
-3,307,610 |
1.37 |
0.037 |
0.041 |
22,555 |
| 1 |
91 |
3,599,860 |
3,599,860 |
4,957,904 |
1.33 |
0.149 |
0.152 |
610,885 |
| IDN |
1 |
13 |
226,962 |
226,962 |
45,322 |
0.35 |
0.123 |
0.120 |
25,998 |
| JPN |
-1 |
168 |
-8,413,140 |
-8,413,140 |
-5,108,620 |
0.68 |
-0.028 |
-0.020 |
323,082 |
| 0 |
12 |
0 |
0 |
0 |
0.83 |
0.017 |
0.015 |
0 |
| 1 |
170 |
7,718,205 |
7,718,205 |
5,962,920 |
0.87 |
0.084 |
0.082 |
725,284 |
| KOR |
1 |
1 |
15,702 |
15,702 |
13,261 |
0.84 |
0.049 |
0.049 |
764 |
| MYS |
1 |
12 |
647,312 |
647,312 |
286,455 |
0.36 |
0.073 |
0.073 |
80,445 |
| NZL |
-1 |
2 |
-162,500 |
-162,500 |
-68,700 |
0.28 |
-0.134 |
-0.134 |
23,816 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.062 |
0.062 |
-0 |
| 1 |
7 |
166,052 |
166,052 |
58,668 |
0.38 |
0.099 |
0.088 |
19,403 |
| SGP |
-1 |
12 |
-635,702 |
-635,702 |
-442,304 |
0.71 |
-0.025 |
-0.013 |
11,335 |
| THA |
1 |
14 |
1,047,175 |
1,047,175 |
390,998 |
0.50 |
0.131 |
0.127 |
184,096 |
| TWN |
-1 |
44 |
-1,650,206 |
-1,650,206 |
-1,074,951 |
0.74 |
0.009 |
0.021 |
-60,917 |
| 1 |
32 |
1,837,423 |
1,837,423 |
1,873,919 |
1.04 |
0.123 |
0.120 |
222,088 |