Generated at 15:22 on Tuesday 05/12/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
612 |
-20,828,878 |
| 0 |
42 |
0 |
| 1 |
546 |
21,113,062 |
|
target_notional |
| target_notional |
284,184 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,062,945 |
284,184 |
3,380,848 |
41,941,940 |
822,463 |
0.049 |
0.007 |
0.081 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,534,473 |
| 0 |
0 |
| 1 |
19,597,418 |
|
alpha_notional |
| alpha_notional |
3,380,848 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,044,972 |
| 0 |
0 |
| 1 |
2,335,876 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,018,650 |
3,029,274 |
270,291 |
-0.336 |
0.072 |
| CHN |
458 |
-290,770 |
9,784,582 |
534,313 |
-0.030 |
0.233 |
| HKG |
161 |
914,260 |
6,333,032 |
393,229 |
0.144 |
0.151 |
| IDN |
14 |
223,464 |
223,464 |
50,602 |
1.000 |
0.005 |
| JPN |
353 |
-1,058,627 |
16,009,601 |
435,251 |
-0.066 |
0.382 |
| KOR |
1 |
13,640 |
13,640 |
7,470 |
1.000 |
0.000 |
| MYS |
10 |
626,901 |
626,901 |
107,520 |
1.000 |
0.015 |
| NZL |
2 |
-161,720 |
161,720 |
57,440 |
-1.000 |
0.004 |
| PHL |
8 |
161,481 |
161,485 |
52,930 |
1.000 |
0.004 |
| SGP |
13 |
-745,596 |
745,596 |
147,148 |
-1.000 |
0.018 |
| THA |
17 |
1,049,860 |
1,049,860 |
207,800 |
1.000 |
0.025 |
| TWN |
84 |
569,941 |
3,802,786 |
339,904 |
0.150 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,023,962 |
| 0 |
1 |
0 |
| 1 |
25 |
1,005,312 |
| CHN |
-1 |
255 |
-5,037,676 |
| 0 |
18 |
0 |
| 1 |
185 |
4,746,906 |
| HKG |
-1 |
69 |
-2,709,386 |
| 0 |
3 |
0 |
| 1 |
89 |
3,623,646 |
| IDN |
0 |
1 |
0 |
| 1 |
13 |
223,464 |
| JPN |
-1 |
176 |
-8,534,114 |
| 0 |
14 |
0 |
| 1 |
163 |
7,475,487 |
| KOR |
1 |
1 |
13,640 |
| MYS |
1 |
10 |
626,901 |
| NZL |
-1 |
2 |
-161,720 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
161,483 |
| SGP |
-1 |
13 |
-745,596 |
| THA |
1 |
17 |
1,049,860 |
| TWN |
-1 |
43 |
-1,616,423 |
| 0 |
5 |
0 |
| 1 |
36 |
2,186,364 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,023,962 |
-2,023,962 |
-1,603,385 |
0.84 |
-0.063 |
-0.051 |
143,176 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
-0.027 |
-0.027 |
0 |
| 1 |
25 |
1,005,312 |
1,005,312 |
533,159 |
0.49 |
0.042 |
0.054 |
57,345 |
| CHN |
-1 |
255 |
-5,037,676 |
-5,037,676 |
-5,881,082 |
1.34 |
-0.090 |
-0.088 |
430,390 |
| 0 |
18 |
0 |
0 |
0 |
1.18 |
-0.150 |
-0.138 |
0 |
| 1 |
185 |
4,746,906 |
4,746,906 |
4,870,722 |
1.20 |
0.025 |
0.030 |
458,804 |
| HKG |
-1 |
69 |
-2,709,386 |
-2,709,386 |
-3,039,024 |
1.35 |
0.031 |
0.043 |
33,955 |
| 0 |
3 |
0 |
0 |
0 |
1.61 |
0.154 |
0.170 |
0 |
| 1 |
89 |
3,623,646 |
3,623,646 |
5,093,558 |
1.34 |
0.151 |
0.160 |
635,656 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.26 |
0.108 |
0.108 |
0 |
| 1 |
13 |
223,464 |
223,464 |
46,102 |
0.29 |
0.126 |
0.114 |
22,444 |
| JPN |
-1 |
176 |
-8,534,114 |
-8,534,114 |
-5,342,693 |
0.71 |
-0.047 |
-0.040 |
500,586 |
| 0 |
14 |
0 |
0 |
0 |
1.26 |
0.020 |
0.025 |
0 |
| 1 |
163 |
7,475,487 |
7,475,487 |
5,966,259 |
0.89 |
0.059 |
0.056 |
503,816 |
| KOR |
1 |
1 |
13,640 |
13,640 |
11,519 |
0.84 |
0.141 |
0.141 |
1,926 |
| MYS |
1 |
10 |
626,901 |
626,901 |
281,883 |
0.33 |
0.079 |
0.076 |
66,906 |
| NZL |
-1 |
2 |
-161,720 |
-161,720 |
-68,992 |
0.35 |
-0.112 |
-0.112 |
20,694 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
-0.016 |
-0.016 |
0 |
| 1 |
7 |
161,483 |
161,483 |
57,031 |
0.38 |
0.115 |
0.097 |
21,049 |
| SGP |
-1 |
13 |
-745,596 |
-745,596 |
-536,416 |
0.69 |
-0.028 |
-0.011 |
14,292 |
| THA |
1 |
17 |
1,049,860 |
1,049,860 |
412,844 |
0.55 |
0.190 |
0.192 |
236,581 |
| TWN |
-1 |
43 |
-1,616,423 |
-1,616,423 |
-1,062,881 |
0.72 |
0.030 |
0.029 |
-98,120 |
| 0 |
5 |
0 |
0 |
0 |
1.37 |
0.175 |
0.166 |
0 |
| 1 |
36 |
2,186,364 |
2,186,364 |
2,324,341 |
1.11 |
0.153 |
0.151 |
331,348 |