Generated at 15:20 on Thursday 05/07/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
603 |
-20,852,777 |
| 0 |
37 |
0 |
| 1 |
548 |
21,313,344 |
|
target_notional |
| target_notional |
460,567 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,379,826 |
460,567 |
3,296,559 |
42,166,120 |
823,701 |
0.056 |
0.011 |
0.078 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,220,322 |
| 0 |
0 |
| 1 |
19,600,148 |
|
alpha_notional |
| alpha_notional |
3,296,559 |
|
alpha_notional |
| pos_sign |
|
| -1 |
848,150 |
| 0 |
0 |
| 1 |
2,448,409 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,048,289 |
3,096,822 |
275,385 |
-0.339 |
0.073 |
| CHN |
453 |
-136,489 |
9,779,041 |
497,329 |
-0.014 |
0.232 |
| HKG |
163 |
849,554 |
6,421,059 |
387,030 |
0.132 |
0.152 |
| IDN |
14 |
230,939 |
230,939 |
52,469 |
1.000 |
0.005 |
| JPN |
344 |
-799,786 |
16,211,126 |
443,605 |
-0.049 |
0.384 |
| KOR |
1 |
15,556 |
15,556 |
8,463 |
1.000 |
0.000 |
| MYS |
11 |
618,276 |
618,276 |
106,820 |
1.000 |
0.015 |
| NZL |
1 |
-162,513 |
162,513 |
47,933 |
-1.000 |
0.004 |
| PHL |
8 |
171,271 |
171,275 |
60,069 |
1.000 |
0.004 |
| SGP |
13 |
-746,533 |
746,533 |
146,174 |
-1.000 |
0.018 |
| THA |
17 |
1,049,447 |
1,049,447 |
209,303 |
1.000 |
0.025 |
| TWN |
84 |
419,132 |
3,663,533 |
304,712 |
0.114 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-2,072,555 |
| 0 |
2 |
0 |
| 1 |
25 |
1,024,267 |
| CHN |
-1 |
256 |
-4,957,765 |
| 0 |
13 |
0 |
| 1 |
184 |
4,821,276 |
| HKG |
-1 |
72 |
-2,785,753 |
| 0 |
2 |
0 |
| 1 |
89 |
3,635,307 |
| IDN |
1 |
14 |
230,939 |
| JPN |
-1 |
165 |
-8,505,456 |
| 0 |
12 |
0 |
| 1 |
167 |
7,705,670 |
| KOR |
1 |
1 |
15,556 |
| MYS |
0 |
1 |
0 |
| 1 |
10 |
618,276 |
| NZL |
-1 |
1 |
-162,513 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
171,273 |
| SGP |
-1 |
13 |
-746,533 |
| THA |
1 |
17 |
1,049,447 |
| TWN |
-1 |
43 |
-1,622,201 |
| 0 |
7 |
0 |
| 1 |
34 |
2,041,333 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-2,072,555 |
-2,072,555 |
-1,623,715 |
0.81 |
-0.072 |
-0.066 |
179,182 |
| 0 |
2 |
0 |
0 |
0 |
0.58 |
0.000 |
0.000 |
0 |
| 1 |
25 |
1,024,267 |
1,024,267 |
530,497 |
0.44 |
0.025 |
0.032 |
43,964 |
| CHN |
-1 |
256 |
-4,957,765 |
-4,957,765 |
-5,577,537 |
1.35 |
-0.083 |
-0.083 |
338,557 |
| 0 |
13 |
0 |
0 |
0 |
1.48 |
-0.091 |
-0.031 |
0 |
| 1 |
184 |
4,821,276 |
4,821,276 |
4,920,956 |
1.19 |
0.030 |
0.034 |
469,646 |
| HKG |
-1 |
72 |
-2,785,753 |
-2,785,753 |
-3,166,102 |
1.38 |
0.033 |
0.041 |
33,087 |
| 0 |
2 |
0 |
0 |
0 |
1.89 |
0.132 |
0.132 |
0 |
| 1 |
89 |
3,635,307 |
3,635,307 |
5,056,416 |
1.34 |
0.154 |
0.161 |
639,863 |
| IDN |
1 |
14 |
230,939 |
230,939 |
46,542 |
0.29 |
0.108 |
0.105 |
20,509 |
| JPN |
-1 |
165 |
-8,505,456 |
-8,505,456 |
-5,184,090 |
0.69 |
-0.029 |
-0.024 |
353,254 |
| 0 |
12 |
0 |
0 |
0 |
0.94 |
0.024 |
0.024 |
0 |
| 1 |
167 |
7,705,670 |
7,705,670 |
6,142,097 |
0.90 |
0.082 |
0.081 |
700,394 |
| KOR |
1 |
1 |
15,556 |
15,556 |
13,137 |
0.84 |
0.102 |
0.102 |
1,583 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.58 |
-0.062 |
-0.062 |
0 |
| 1 |
10 |
618,276 |
618,276 |
275,377 |
0.33 |
0.083 |
0.087 |
74,337 |
| NZL |
-1 |
1 |
-162,513 |
-162,513 |
-69,600 |
0.43 |
-0.151 |
-0.151 |
24,609 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.019 |
0.019 |
-0 |
| 1 |
7 |
171,273 |
171,273 |
60,500 |
0.38 |
0.084 |
0.086 |
19,670 |
| SGP |
-1 |
13 |
-746,533 |
-746,533 |
-536,392 |
0.69 |
-0.027 |
-0.016 |
9,658 |
| THA |
1 |
17 |
1,049,447 |
1,049,447 |
407,489 |
0.55 |
0.155 |
0.151 |
204,527 |
| TWN |
-1 |
43 |
-1,622,201 |
-1,622,201 |
-1,062,885 |
0.72 |
0.025 |
0.027 |
-90,197 |
| 0 |
7 |
0 |
0 |
0 |
1.50 |
0.167 |
0.168 |
0 |
| 1 |
34 |
2,041,333 |
2,041,333 |
2,147,136 |
1.07 |
0.140 |
0.133 |
273,916 |