Generated at 15:22 on Tuesday 05/05/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-20,776,430 |
| 0 |
20 |
0 |
| 1 |
547 |
21,360,440 |
|
target_notional |
| target_notional |
584,010 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,459,874 |
584,010 |
3,313,016 |
42,136,871 |
822,524 |
0.058 |
0.014 |
0.079 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,879,074 |
| 0 |
0 |
| 1 |
19,338,948 |
|
alpha_notional |
| alpha_notional |
3,313,016 |
|
alpha_notional |
| pos_sign |
|
| -1 |
808,319 |
| 0 |
0 |
| 1 |
2,504,697 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
81 |
-1,050,472 |
3,040,379 |
267,335 |
-0.346 |
0.072 |
| CHN |
447 |
4,895 |
9,910,996 |
491,292 |
0.000 |
0.235 |
| HKG |
162 |
799,021 |
6,315,511 |
372,484 |
0.127 |
0.150 |
| IDN |
14 |
227,045 |
227,045 |
51,668 |
1.000 |
0.005 |
| JPN |
338 |
-716,293 |
16,394,791 |
447,442 |
-0.044 |
0.389 |
| KOR |
1 |
15,969 |
15,969 |
8,711 |
1.000 |
0.000 |
| MYS |
11 |
630,081 |
630,081 |
108,247 |
1.000 |
0.015 |
| NZL |
1 |
-162,505 |
162,505 |
41,874 |
-1.000 |
0.004 |
| PHL |
8 |
169,713 |
169,716 |
61,873 |
1.000 |
0.004 |
| SGP |
13 |
-719,173 |
719,173 |
141,373 |
-1.000 |
0.017 |
| THA |
17 |
1,049,950 |
1,049,950 |
208,509 |
1.000 |
0.025 |
| TWN |
80 |
335,779 |
3,500,753 |
277,172 |
0.096 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,045,425 |
| 0 |
1 |
0 |
| 1 |
25 |
994,953 |
| CHN |
-1 |
254 |
-4,953,050 |
| 0 |
12 |
0 |
| 1 |
181 |
4,957,946 |
| HKG |
-1 |
71 |
-2,758,245 |
| 0 |
3 |
0 |
| 1 |
88 |
3,557,266 |
| IDN |
1 |
14 |
227,045 |
| JPN |
-1 |
168 |
-8,555,542 |
| 1 |
170 |
7,839,249 |
| KOR |
1 |
1 |
15,969 |
| MYS |
1 |
11 |
630,081 |
| NZL |
-1 |
1 |
-162,505 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
169,714 |
| SGP |
-1 |
13 |
-719,173 |
| THA |
1 |
17 |
1,049,950 |
| TWN |
-1 |
43 |
-1,582,487 |
| 0 |
4 |
0 |
| 1 |
33 |
1,918,266 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,045,425 |
-2,045,425 |
-1,551,128 |
0.82 |
-0.061 |
-0.047 |
149,162 |
| 0 |
1 |
0 |
0 |
0 |
0.55 |
-0.109 |
-0.109 |
0 |
| 1 |
25 |
994,953 |
994,953 |
502,897 |
0.44 |
0.041 |
0.037 |
58,707 |
| CHN |
-1 |
254 |
-4,953,050 |
-4,953,050 |
-5,295,391 |
1.34 |
-0.086 |
-0.084 |
412,141 |
| 0 |
12 |
0 |
0 |
0 |
1.30 |
-0.098 |
-0.102 |
0 |
| 1 |
181 |
4,957,946 |
4,957,946 |
5,040,035 |
1.19 |
0.027 |
0.034 |
473,658 |
| HKG |
-1 |
71 |
-2,758,245 |
-2,758,245 |
-3,216,957 |
1.38 |
0.028 |
0.046 |
43,870 |
| 0 |
3 |
0 |
0 |
0 |
1.38 |
0.040 |
0.155 |
0 |
| 1 |
88 |
3,557,266 |
3,557,266 |
4,942,866 |
1.35 |
0.147 |
0.152 |
593,543 |
| IDN |
1 |
14 |
227,045 |
227,045 |
44,525 |
0.29 |
0.136 |
0.127 |
26,704 |
| JPN |
-1 |
168 |
-8,555,542 |
-8,555,542 |
-5,193,957 |
0.68 |
-0.019 |
-0.012 |
253,637 |
| 1 |
170 |
7,839,249 |
7,839,249 |
6,060,555 |
0.87 |
0.093 |
0.090 |
806,989 |
| KOR |
1 |
1 |
15,969 |
15,969 |
13,486 |
0.84 |
0.059 |
0.059 |
934 |
| MYS |
1 |
11 |
630,081 |
630,081 |
281,789 |
0.35 |
0.073 |
0.069 |
77,974 |
| NZL |
-1 |
1 |
-162,505 |
-162,505 |
-69,597 |
0.43 |
-0.129 |
-0.129 |
20,975 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.009 |
0.009 |
-0 |
| 1 |
7 |
169,714 |
169,714 |
59,856 |
0.38 |
0.064 |
0.067 |
14,032 |
| SGP |
-1 |
13 |
-719,173 |
-719,173 |
-513,140 |
0.69 |
-0.031 |
-0.020 |
16,136 |
| THA |
1 |
17 |
1,049,950 |
1,049,950 |
399,340 |
0.55 |
0.164 |
0.160 |
207,126 |
| TWN |
-1 |
43 |
-1,582,487 |
-1,582,487 |
-1,038,902 |
0.72 |
0.016 |
0.033 |
-87,602 |
| 0 |
4 |
0 |
0 |
0 |
1.39 |
0.152 |
0.154 |
0 |
| 1 |
33 |
1,918,266 |
1,918,266 |
1,993,598 |
1.06 |
0.129 |
0.125 |
245,028 |