Generated at 15:20 on Monday 05/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
617 |
-20,818,002 |
| 0 |
25 |
0 |
| 1 |
550 |
21,247,853 |
|
target_notional |
| target_notional |
429,850 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,168,731 |
429,850 |
3,369,129 |
42,065,855 |
828,462 |
0.052 |
0.010 |
0.080 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,449,212 |
| 0 |
0 |
| 1 |
19,617,942 |
|
alpha_notional |
| alpha_notional |
3,369,129 |
|
alpha_notional |
| pos_sign |
|
| -1 |
965,457 |
| 0 |
0 |
| 1 |
2,403,672 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,009,992 |
3,049,102 |
269,771 |
-0.331 |
0.072 |
| CHN |
452 |
-176,544 |
9,723,408 |
500,208 |
-0.018 |
0.231 |
| HKG |
162 |
892,144 |
6,321,275 |
387,401 |
0.141 |
0.150 |
| IDN |
14 |
221,726 |
221,726 |
50,123 |
1.000 |
0.005 |
| JPN |
353 |
-970,918 |
16,198,452 |
434,363 |
-0.060 |
0.385 |
| KOR |
1 |
14,418 |
14,418 |
7,871 |
1.000 |
0.000 |
| MYS |
10 |
629,650 |
629,650 |
108,171 |
1.000 |
0.015 |
| NZL |
1 |
-162,518 |
162,518 |
55,090 |
-1.000 |
0.004 |
| PHL |
8 |
167,870 |
167,874 |
56,685 |
1.000 |
0.004 |
| SGP |
13 |
-739,612 |
739,612 |
145,923 |
-1.000 |
0.018 |
| THA |
17 |
1,049,704 |
1,049,704 |
207,532 |
1.000 |
0.025 |
| TWN |
82 |
513,923 |
3,788,114 |
330,671 |
0.136 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,029,547 |
| 1 |
26 |
1,019,555 |
| CHN |
-1 |
262 |
-4,949,976 |
| 0 |
6 |
0 |
| 1 |
184 |
4,773,432 |
| HKG |
-1 |
69 |
-2,714,566 |
| 0 |
3 |
0 |
| 1 |
90 |
3,606,709 |
| IDN |
1 |
14 |
221,726 |
| JPN |
-1 |
175 |
-8,584,685 |
| 0 |
12 |
0 |
| 1 |
166 |
7,613,767 |
| KOR |
1 |
1 |
14,418 |
| MYS |
1 |
10 |
629,650 |
| NZL |
-1 |
1 |
-162,518 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
167,872 |
| SGP |
-1 |
13 |
-739,612 |
| THA |
1 |
17 |
1,049,704 |
| TWN |
-1 |
43 |
-1,637,096 |
| 0 |
4 |
0 |
| 1 |
35 |
2,151,018 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,029,547 |
-2,029,547 |
-1,605,028 |
0.84 |
-0.053 |
-0.041 |
128,779 |
| 1 |
26 |
1,019,555 |
1,019,555 |
532,955 |
0.48 |
0.049 |
0.058 |
68,855 |
| CHN |
-1 |
262 |
-4,949,976 |
-4,949,976 |
-5,718,568 |
1.33 |
-0.090 |
-0.092 |
418,774 |
| 0 |
6 |
0 |
0 |
0 |
1.14 |
-0.070 |
-0.038 |
0 |
| 1 |
184 |
4,773,432 |
4,773,432 |
4,877,392 |
1.20 |
0.025 |
0.027 |
466,908 |
| HKG |
-1 |
69 |
-2,714,566 |
-2,714,566 |
-3,053,669 |
1.35 |
0.031 |
0.044 |
17,433 |
| 0 |
3 |
0 |
0 |
0 |
1.97 |
0.022 |
-0.003 |
0 |
| 1 |
90 |
3,606,709 |
3,606,709 |
5,045,619 |
1.34 |
0.150 |
0.156 |
626,556 |
| IDN |
1 |
14 |
221,726 |
221,726 |
45,708 |
0.29 |
0.136 |
0.126 |
23,255 |
| JPN |
-1 |
175 |
-8,584,685 |
-8,584,685 |
-5,396,799 |
0.72 |
-0.041 |
-0.031 |
444,240 |
| 0 |
12 |
0 |
0 |
0 |
1.11 |
-0.018 |
-0.012 |
0 |
| 1 |
166 |
7,613,767 |
7,613,767 |
6,080,963 |
0.89 |
0.067 |
0.063 |
586,811 |
| KOR |
1 |
1 |
14,418 |
14,418 |
12,177 |
0.84 |
0.140 |
0.140 |
2,025 |
| MYS |
1 |
10 |
629,650 |
629,650 |
283,846 |
0.33 |
0.083 |
0.073 |
68,429 |
| NZL |
-1 |
1 |
-162,518 |
-162,518 |
-69,603 |
0.43 |
-0.143 |
-0.143 |
23,216 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.000 |
0.000 |
-0 |
| 1 |
7 |
167,872 |
167,872 |
59,223 |
0.38 |
0.107 |
0.112 |
23,766 |
| SGP |
-1 |
13 |
-739,612 |
-739,612 |
-530,504 |
0.69 |
-0.029 |
-0.010 |
13,056 |
| THA |
1 |
17 |
1,049,704 |
1,049,704 |
406,299 |
0.55 |
0.183 |
0.187 |
229,124 |
| TWN |
-1 |
43 |
-1,637,096 |
-1,637,096 |
-1,075,040 |
0.72 |
0.020 |
0.018 |
-80,040 |
| 0 |
4 |
0 |
0 |
0 |
1.38 |
0.173 |
0.172 |
0 |
| 1 |
35 |
2,151,018 |
2,151,018 |
2,273,761 |
1.08 |
0.149 |
0.142 |
307,943 |