Generated at 15:24 on Monday 05/04/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
602 |
-20,763,487 |
| 0 |
10 |
0 |
| 1 |
537 |
20,161,747 |
|
target_notional |
| target_notional |
-601,740 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
997,178 |
-601,740 |
3,293,912 |
43,637,191 |
894,603 |
0.023 |
-0.014 |
0.075 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,927,615 |
| 0 |
0 |
| 1 |
17,924,793 |
|
alpha_notional |
| alpha_notional |
3,293,912 |
|
alpha_notional |
| pos_sign |
|
| -1 |
777,802 |
| 0 |
0 |
| 1 |
2,516,110 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
80 |
-1,050,056 |
3,022,231 |
268,127 |
-0.347 |
0.069 |
| CHN |
429 |
-553,319 |
10,607,798 |
550,376 |
-0.052 |
0.243 |
| HKG |
162 |
185,391 |
7,195,222 |
379,917 |
0.026 |
0.165 |
| IDN |
12 |
224,469 |
224,469 |
51,253 |
1.000 |
0.005 |
| JPN |
338 |
-716,293 |
16,394,791 |
447,981 |
-0.044 |
0.376 |
| KOR |
1 |
16,023 |
16,023 |
8,768 |
1.000 |
0.000 |
| MYS |
12 |
628,382 |
628,382 |
107,956 |
1.000 |
0.014 |
| NZL |
1 |
-162,508 |
162,508 |
41,901 |
-1.000 |
0.004 |
| PHL |
8 |
172,381 |
172,385 |
62,719 |
1.000 |
0.004 |
| SGP |
13 |
-676,747 |
676,747 |
132,370 |
-1.000 |
0.016 |
| THA |
15 |
1,049,499 |
1,049,499 |
209,488 |
1.000 |
0.024 |
| TWN |
78 |
281,036 |
3,487,135 |
268,933 |
0.081 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,036,143 |
| 0 |
3 |
0 |
| 1 |
22 |
986,088 |
| CHN |
-1 |
250 |
-4,866,056 |
| 1 |
179 |
4,312,737 |
| HKG |
-1 |
71 |
-2,863,440 |
| 0 |
3 |
0 |
| 1 |
88 |
3,048,831 |
| IDN |
1 |
12 |
224,469 |
| JPN |
-1 |
168 |
-8,555,542 |
| 1 |
170 |
7,839,249 |
| KOR |
1 |
1 |
16,023 |
| MYS |
0 |
1 |
0 |
| 1 |
11 |
628,382 |
| NZL |
-1 |
1 |
-162,508 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
172,383 |
| SGP |
-1 |
13 |
-676,747 |
| THA |
1 |
15 |
1,049,499 |
| TWN |
-1 |
43 |
-1,603,049 |
| 0 |
3 |
0 |
| 1 |
32 |
1,884,086 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,036,143 |
-2,036,143 |
-1,569,941 |
0.83 |
-0.067 |
-0.053 |
159,303 |
| 0 |
3 |
0 |
0 |
0 |
0.88 |
0.009 |
0.035 |
0 |
| 1 |
22 |
986,088 |
986,088 |
500,395 |
0.41 |
0.037 |
0.039 |
54,249 |
| CHN |
-1 |
250 |
-4,866,056 |
-4,866,056 |
-5,142,829 |
1.33 |
-0.085 |
-0.082 |
408,421 |
| 1 |
179 |
4,312,737 |
4,312,737 |
4,396,556 |
1.19 |
0.027 |
0.028 |
533,785 |
| HKG |
-1 |
71 |
-2,863,440 |
-2,863,440 |
-3,427,763 |
1.38 |
0.022 |
0.038 |
40,812 |
| 0 |
3 |
0 |
0 |
0 |
1.38 |
0.159 |
0.176 |
0 |
| 1 |
88 |
3,048,831 |
3,048,831 |
4,245,914 |
1.34 |
0.136 |
0.139 |
531,973 |
| IDN |
1 |
12 |
224,469 |
224,469 |
43,406 |
0.29 |
0.127 |
0.116 |
25,870 |
| JPN |
-1 |
168 |
-8,555,542 |
-8,555,542 |
-5,193,957 |
0.68 |
-0.016 |
-0.009 |
230,735 |
| 1 |
170 |
7,839,249 |
7,839,249 |
6,060,555 |
0.87 |
0.094 |
0.094 |
819,606 |
| KOR |
1 |
1 |
16,023 |
16,023 |
13,532 |
0.84 |
0.065 |
0.065 |
1,036 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.48 |
-0.035 |
-0.035 |
0 |
| 1 |
11 |
628,382 |
628,382 |
279,170 |
0.35 |
0.077 |
0.074 |
76,752 |
| NZL |
-1 |
1 |
-162,508 |
-162,508 |
-69,598 |
0.43 |
-0.141 |
-0.141 |
22,968 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.051 |
0.051 |
-0 |
| 1 |
7 |
172,383 |
172,383 |
60,890 |
0.38 |
0.069 |
0.098 |
15,035 |
| SGP |
-1 |
13 |
-676,747 |
-676,747 |
-478,203 |
0.69 |
-0.029 |
-0.022 |
11,358 |
| THA |
1 |
15 |
1,049,499 |
1,049,499 |
390,754 |
0.49 |
0.161 |
0.159 |
212,951 |
| TWN |
-1 |
43 |
-1,603,049 |
-1,603,049 |
-1,045,323 |
0.72 |
0.021 |
0.034 |
-95,795 |
| 0 |
3 |
0 |
0 |
0 |
1.37 |
0.141 |
0.138 |
0 |
| 1 |
32 |
1,884,086 |
1,884,086 |
1,933,621 |
1.04 |
0.131 |
0.123 |
244,852 |