Generated at 15:22 on Sunday 05/03/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
599 |
-20,749,815 |
| 0 |
16 |
0 |
| 1 |
540 |
21,275,065 |
|
target_notional |
| target_notional |
525,250 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,390,568 |
525,250 |
3,275,470 |
42,024,881 |
834,598 |
0.057 |
0.012 |
0.078 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,764,247 |
| 0 |
0 |
| 1 |
19,154,815 |
|
alpha_notional |
| alpha_notional |
3,275,470 |
|
alpha_notional |
| pos_sign |
|
| -1 |
879,533 |
| 0 |
0 |
| 1 |
2,395,937 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
83 |
-1,048,548 |
3,049,926 |
269,289 |
-0.344 |
0.073 |
| CHN |
429 |
83,604 |
9,869,003 |
498,213 |
0.008 |
0.235 |
| HKG |
164 |
715,632 |
6,329,568 |
363,849 |
0.113 |
0.151 |
| IDN |
13 |
224,034 |
224,034 |
51,130 |
1.000 |
0.005 |
| JPN |
338 |
-716,293 |
16,394,791 |
449,828 |
-0.044 |
0.390 |
| KOR |
1 |
15,857 |
15,857 |
8,691 |
1.000 |
0.000 |
| MYS |
12 |
633,292 |
633,292 |
107,912 |
1.000 |
0.015 |
| NZL |
2 |
-162,474 |
162,474 |
41,845 |
-1.000 |
0.004 |
| PHL |
8 |
166,892 |
166,895 |
58,366 |
1.000 |
0.004 |
| SGP |
12 |
-651,209 |
651,209 |
127,991 |
-1.000 |
0.015 |
| THA |
14 |
1,055,231 |
1,055,231 |
212,730 |
1.000 |
0.025 |
| TWN |
79 |
209,232 |
3,472,598 |
258,387 |
0.060 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,049,237 |
| 0 |
5 |
0 |
| 1 |
24 |
1,000,689 |
| CHN |
-1 |
250 |
-4,892,699 |
| 1 |
179 |
4,976,303 |
| HKG |
-1 |
70 |
-2,806,968 |
| 0 |
5 |
0 |
| 1 |
89 |
3,522,600 |
| IDN |
0 |
1 |
0 |
| 1 |
12 |
224,034 |
| JPN |
-1 |
168 |
-8,555,542 |
| 1 |
170 |
7,839,249 |
| KOR |
1 |
1 |
15,857 |
| MYS |
1 |
12 |
633,292 |
| NZL |
-1 |
1 |
-162,474 |
| 0 |
1 |
0 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
166,894 |
| SGP |
-1 |
12 |
-651,209 |
| THA |
1 |
14 |
1,055,231 |
| TWN |
-1 |
43 |
-1,631,683 |
| 0 |
4 |
0 |
| 1 |
32 |
1,840,915 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,049,237 |
-2,049,237 |
-1,576,356 |
0.80 |
-0.065 |
-0.058 |
160,492 |
| 0 |
5 |
0 |
0 |
0 |
0.87 |
-0.030 |
0.002 |
0 |
| 1 |
24 |
1,000,689 |
1,000,689 |
515,773 |
0.44 |
0.033 |
0.037 |
53,599 |
| CHN |
-1 |
250 |
-4,892,699 |
-4,892,699 |
-5,131,958 |
1.33 |
-0.086 |
-0.083 |
421,717 |
| 1 |
179 |
4,976,303 |
4,976,303 |
5,037,406 |
1.19 |
0.026 |
0.028 |
469,112 |
| HKG |
-1 |
70 |
-2,806,968 |
-2,806,968 |
-3,274,598 |
1.39 |
0.019 |
0.030 |
60,666 |
| 0 |
5 |
0 |
0 |
0 |
1.00 |
0.166 |
0.160 |
0 |
| 1 |
89 |
3,522,600 |
3,522,600 |
4,874,067 |
1.34 |
0.133 |
0.137 |
553,311 |
| IDN |
0 |
1 |
0 |
0 |
0 |
1.07 |
0.113 |
0.113 |
0 |
| 1 |
12 |
224,034 |
224,034 |
42,528 |
0.29 |
0.119 |
0.114 |
24,226 |
| JPN |
-1 |
168 |
-8,555,542 |
-8,555,542 |
-5,193,957 |
0.68 |
-0.024 |
-0.019 |
298,267 |
| 1 |
170 |
7,839,249 |
7,839,249 |
6,060,555 |
0.87 |
0.085 |
0.084 |
748,366 |
| KOR |
1 |
1 |
15,857 |
15,857 |
13,391 |
0.84 |
0.076 |
0.076 |
1,198 |
| MYS |
1 |
12 |
633,292 |
633,292 |
280,649 |
0.36 |
0.070 |
0.074 |
78,606 |
| NZL |
-1 |
1 |
-162,474 |
-162,474 |
-69,584 |
0.43 |
-0.129 |
-0.129 |
20,882 |
| 0 |
1 |
0 |
0 |
0 |
0.13 |
-0.103 |
-0.103 |
0 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.057 |
0.057 |
-0 |
| 1 |
7 |
166,894 |
166,894 |
58,966 |
0.38 |
0.093 |
0.083 |
18,420 |
| SGP |
-1 |
12 |
-651,209 |
-651,209 |
-458,358 |
0.71 |
-0.021 |
-0.004 |
9,347 |
| THA |
1 |
14 |
1,055,231 |
1,055,231 |
394,002 |
0.50 |
0.138 |
0.135 |
194,304 |
| TWN |
-1 |
43 |
-1,631,683 |
-1,631,683 |
-1,059,436 |
0.72 |
0.022 |
0.036 |
-91,839 |
| 0 |
4 |
0 |
0 |
0 |
1.25 |
0.141 |
0.153 |
0 |
| 1 |
32 |
1,840,915 |
1,840,915 |
1,877,478 |
1.04 |
0.139 |
0.133 |
254,796 |