Generated at 15:20 on Wednesday 05/13/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
614 |
-20,883,333 |
| 0 |
30 |
0 |
| 1 |
547 |
21,078,351 |
|
target_notional |
| target_notional |
195,018 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,031,215 |
195,018 |
3,466,048 |
41,961,684 |
826,302 |
0.048 |
0.005 |
0.083 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,618,478 |
| 0 |
0 |
| 1 |
19,649,693 |
|
alpha_notional |
| alpha_notional |
3,466,048 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,130,169 |
| 0 |
0 |
| 1 |
2,335,879 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
81 |
-1,049,002 |
3,031,695 |
272,041 |
-0.346 |
0.072 |
| CHN |
451 |
-319,529 |
9,846,053 |
522,108 |
-0.032 |
0.235 |
| HKG |
162 |
877,592 |
6,253,156 |
383,612 |
0.140 |
0.149 |
| IDN |
13 |
220,176 |
220,176 |
50,042 |
1.000 |
0.005 |
| JPN |
347 |
-1,028,248 |
16,080,064 |
433,847 |
-0.064 |
0.383 |
| KOR |
1 |
13,330 |
13,330 |
7,287 |
1.000 |
0.000 |
| MYS |
10 |
630,423 |
630,423 |
107,567 |
1.000 |
0.015 |
| NZL |
2 |
-162,300 |
162,300 |
56,454 |
-1.000 |
0.004 |
| PHL |
8 |
156,230 |
156,234 |
49,359 |
1.000 |
0.004 |
| SGP |
14 |
-745,497 |
745,497 |
146,696 |
-1.000 |
0.018 |
| THA |
17 |
1,049,781 |
1,049,781 |
207,124 |
1.000 |
0.025 |
| TWN |
85 |
552,062 |
3,772,973 |
337,435 |
0.146 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,040,348 |
| 0 |
3 |
0 |
| 1 |
25 |
991,347 |
| CHN |
-1 |
255 |
-5,082,791 |
| 0 |
9 |
0 |
| 1 |
187 |
4,763,262 |
| HKG |
-1 |
69 |
-2,687,782 |
| 0 |
3 |
0 |
| 1 |
90 |
3,565,374 |
| IDN |
1 |
13 |
220,176 |
| JPN |
-1 |
178 |
-8,554,156 |
| 0 |
8 |
0 |
| 1 |
161 |
7,525,908 |
| KOR |
1 |
1 |
13,330 |
| MYS |
1 |
10 |
630,423 |
| NZL |
-1 |
2 |
-162,300 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
156,232 |
| SGP |
-1 |
14 |
-745,497 |
| THA |
1 |
17 |
1,049,781 |
| TWN |
-1 |
42 |
-1,610,456 |
| 0 |
7 |
0 |
| 1 |
36 |
2,162,517 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,040,348 |
-2,040,348 |
-1,597,767 |
0.85 |
-0.066 |
-0.051 |
149,691 |
| 0 |
3 |
0 |
0 |
0 |
0.94 |
-0.133 |
-0.133 |
0 |
| 1 |
25 |
991,347 |
991,347 |
539,325 |
0.49 |
0.042 |
0.052 |
55,508 |
| CHN |
-1 |
255 |
-5,082,791 |
-5,082,791 |
-6,002,443 |
1.34 |
-0.089 |
-0.094 |
449,285 |
| 0 |
9 |
0 |
0 |
0 |
1.20 |
-0.133 |
-0.147 |
0 |
| 1 |
187 |
4,763,262 |
4,763,262 |
4,943,407 |
1.20 |
0.027 |
0.024 |
468,200 |
| HKG |
-1 |
69 |
-2,687,782 |
-2,687,782 |
-3,009,921 |
1.35 |
0.029 |
0.037 |
40,205 |
| 0 |
3 |
0 |
0 |
0 |
1.52 |
0.148 |
0.128 |
0 |
| 1 |
90 |
3,565,374 |
3,565,374 |
5,017,693 |
1.34 |
0.151 |
0.154 |
624,084 |
| IDN |
1 |
13 |
220,176 |
220,176 |
45,538 |
0.29 |
0.138 |
0.115 |
24,538 |
| JPN |
-1 |
178 |
-8,554,156 |
-8,554,156 |
-5,345,787 |
0.71 |
-0.052 |
-0.049 |
555,833 |
| 0 |
8 |
0 |
0 |
0 |
1.36 |
0.007 |
0.032 |
0 |
| 1 |
161 |
7,525,908 |
7,525,908 |
6,045,715 |
0.88 |
0.056 |
0.051 |
490,735 |
| KOR |
1 |
1 |
13,330 |
13,330 |
11,258 |
0.84 |
0.125 |
0.125 |
1,664 |
| MYS |
1 |
10 |
630,423 |
630,423 |
282,960 |
0.33 |
0.078 |
0.076 |
64,497 |
| NZL |
-1 |
2 |
-162,300 |
-162,300 |
-68,711 |
0.35 |
-0.105 |
-0.105 |
18,363 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
-0.037 |
-0.037 |
0 |
| 1 |
7 |
156,232 |
156,232 |
55,202 |
0.38 |
0.101 |
0.090 |
16,940 |
| SGP |
-1 |
14 |
-745,497 |
-745,497 |
-535,552 |
0.69 |
-0.040 |
-0.031 |
24,153 |
| THA |
1 |
17 |
1,049,781 |
1,049,781 |
415,314 |
0.55 |
0.179 |
0.178 |
223,877 |
| TWN |
-1 |
42 |
-1,610,456 |
-1,610,456 |
-1,058,296 |
0.72 |
0.035 |
0.034 |
-107,361 |
| 0 |
7 |
0 |
0 |
0 |
1.31 |
0.166 |
0.173 |
0 |
| 1 |
36 |
2,162,517 |
2,162,517 |
2,293,281 |
1.11 |
0.169 |
0.175 |
365,836 |