Generated at 15:20 on Sunday 05/10/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
609 |
-20,870,865 |
| 0 |
33 |
0 |
| 1 |
551 |
21,168,706 |
|
target_notional |
| target_notional |
297,840 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,244,072 |
297,840 |
3,289,181 |
42,039,571 |
818,405 |
0.053 |
0.007 |
0.078 |
0.019 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,200,991 |
| 0 |
0 |
| 1 |
19,445,063 |
|
alpha_notional |
| alpha_notional |
3,289,181 |
|
alpha_notional |
| pos_sign |
|
| -1 |
879,138 |
| 0 |
0 |
| 1 |
2,410,043 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
81 |
-1,049,131 |
3,073,319 |
276,061 |
-0.341 |
0.073 |
| CHN |
453 |
-188,019 |
9,724,561 |
493,295 |
-0.019 |
0.231 |
| HKG |
163 |
871,869 |
6,332,358 |
385,205 |
0.138 |
0.151 |
| IDN |
14 |
230,057 |
230,057 |
52,097 |
1.000 |
0.005 |
| JPN |
346 |
-981,227 |
16,198,586 |
438,467 |
-0.061 |
0.385 |
| KOR |
1 |
14,942 |
14,942 |
8,138 |
1.000 |
0.000 |
| MYS |
10 |
631,935 |
631,935 |
108,733 |
1.000 |
0.015 |
| NZL |
1 |
-162,479 |
162,479 |
51,026 |
-1.000 |
0.004 |
| PHL |
8 |
169,096 |
169,100 |
59,093 |
1.000 |
0.004 |
| SGP |
13 |
-740,320 |
740,320 |
145,559 |
-1.000 |
0.018 |
| THA |
17 |
1,049,538 |
1,049,538 |
208,651 |
1.000 |
0.025 |
| TWN |
86 |
451,580 |
3,712,378 |
312,444 |
0.122 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,061,225 |
| 0 |
2 |
0 |
| 1 |
26 |
1,012,094 |
| CHN |
-1 |
254 |
-4,956,290 |
| 0 |
14 |
0 |
| 1 |
185 |
4,768,271 |
| HKG |
-1 |
71 |
-2,730,244 |
| 0 |
3 |
0 |
| 1 |
89 |
3,602,113 |
| IDN |
1 |
14 |
230,057 |
| JPN |
-1 |
173 |
-8,589,907 |
| 0 |
6 |
0 |
| 1 |
167 |
7,608,679 |
| KOR |
1 |
1 |
14,942 |
| MYS |
1 |
10 |
631,935 |
| NZL |
-1 |
1 |
-162,479 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
169,098 |
| SGP |
-1 |
13 |
-740,320 |
| THA |
1 |
17 |
1,049,538 |
| TWN |
-1 |
43 |
-1,630,399 |
| 0 |
8 |
0 |
| 1 |
35 |
2,081,979 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,061,225 |
-2,061,225 |
-1,625,305 |
0.84 |
-0.065 |
-0.044 |
152,593 |
| 0 |
2 |
0 |
0 |
0 |
0.32 |
-0.036 |
-0.036 |
0 |
| 1 |
26 |
1,012,094 |
1,012,094 |
524,124 |
0.48 |
0.036 |
0.043 |
54,882 |
| CHN |
-1 |
254 |
-4,956,290 |
-4,956,290 |
-5,455,582 |
1.33 |
-0.081 |
-0.076 |
349,788 |
| 0 |
14 |
0 |
0 |
0 |
1.55 |
-0.082 |
-0.081 |
0 |
| 1 |
185 |
4,768,271 |
4,768,271 |
4,830,781 |
1.20 |
0.033 |
0.037 |
495,521 |
| HKG |
-1 |
71 |
-2,730,244 |
-2,730,244 |
-3,073,578 |
1.38 |
0.029 |
0.032 |
19,358 |
| 0 |
3 |
0 |
0 |
0 |
1.68 |
0.107 |
0.109 |
0 |
| 1 |
89 |
3,602,113 |
3,602,113 |
5,025,881 |
1.34 |
0.151 |
0.155 |
625,488 |
| IDN |
1 |
14 |
230,057 |
230,057 |
46,821 |
0.29 |
0.125 |
0.117 |
21,604 |
| JPN |
-1 |
173 |
-8,589,907 |
-8,589,907 |
-5,379,529 |
0.71 |
-0.037 |
-0.029 |
414,013 |
| 0 |
6 |
0 |
0 |
0 |
1.17 |
0.024 |
0.014 |
0 |
| 1 |
167 |
7,608,679 |
7,608,679 |
6,067,672 |
0.90 |
0.069 |
0.069 |
606,981 |
| KOR |
1 |
1 |
14,942 |
14,942 |
12,619 |
0.84 |
0.118 |
0.118 |
1,761 |
| MYS |
1 |
10 |
631,935 |
631,935 |
284,755 |
0.33 |
0.076 |
0.063 |
63,200 |
| NZL |
-1 |
1 |
-162,479 |
-162,479 |
-69,586 |
0.43 |
-0.151 |
-0.151 |
24,468 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.002 |
0.002 |
-0 |
| 1 |
7 |
169,098 |
169,098 |
59,701 |
0.38 |
0.109 |
0.135 |
24,584 |
| SGP |
-1 |
13 |
-740,320 |
-740,320 |
-530,592 |
0.69 |
-0.024 |
-0.006 |
8,518 |
| THA |
1 |
17 |
1,049,538 |
1,049,538 |
407,616 |
0.55 |
0.172 |
0.173 |
220,763 |
| TWN |
-1 |
43 |
-1,630,399 |
-1,630,399 |
-1,066,818 |
0.72 |
0.028 |
0.032 |
-89,599 |
| 0 |
8 |
0 |
0 |
0 |
1.51 |
0.191 |
0.193 |
0 |
| 1 |
35 |
2,081,979 |
2,081,979 |
2,185,092 |
1.08 |
0.149 |
0.142 |
295,258 |