Generated at 15:22 on Thursday 05/14/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
612 |
-20,899,922 |
| 0 |
33 |
0 |
| 1 |
548 |
21,052,894 |
|
target_notional |
| target_notional |
152,973 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,151,859 |
152,973 |
3,539,368 |
41,952,816 |
822,131 |
0.051 |
0.004 |
0.084 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,476,014 |
| 0 |
0 |
| 1 |
19,627,873 |
|
alpha_notional |
| alpha_notional |
3,539,368 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,146,995 |
| 0 |
0 |
| 1 |
2,392,372 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,050,000 |
3,075,385 |
274,932 |
-0.341 |
0.073 |
| CHN |
449 |
-351,388 |
9,742,414 |
532,316 |
-0.036 |
0.232 |
| HKG |
164 |
827,826 |
6,259,200 |
379,215 |
0.132 |
0.149 |
| IDN |
13 |
220,548 |
220,548 |
50,325 |
1.000 |
0.005 |
| JPN |
352 |
-1,025,326 |
16,093,057 |
432,490 |
-0.064 |
0.384 |
| KOR |
1 |
12,957 |
12,957 |
7,199 |
1.000 |
0.000 |
| MYS |
10 |
632,813 |
632,813 |
107,642 |
1.000 |
0.015 |
| NZL |
2 |
-162,563 |
162,563 |
56,377 |
-1.000 |
0.004 |
| PHL |
8 |
158,678 |
158,682 |
50,953 |
1.000 |
0.004 |
| SGP |
14 |
-744,788 |
744,788 |
145,757 |
-1.000 |
0.018 |
| THA |
17 |
1,050,088 |
1,050,088 |
207,315 |
1.000 |
0.025 |
| TWN |
85 |
584,127 |
3,800,319 |
344,689 |
0.154 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,062,693 |
| 1 |
25 |
1,012,692 |
| CHN |
-1 |
250 |
-5,046,901 |
| 0 |
12 |
0 |
| 1 |
187 |
4,695,513 |
| HKG |
-1 |
69 |
-2,715,687 |
| 0 |
3 |
0 |
| 1 |
92 |
3,543,513 |
| IDN |
1 |
13 |
220,548 |
| JPN |
-1 |
181 |
-8,559,192 |
| 0 |
10 |
0 |
| 1 |
161 |
7,533,866 |
| KOR |
1 |
1 |
12,957 |
| MYS |
1 |
10 |
632,813 |
| NZL |
-1 |
2 |
-162,563 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
158,680 |
| SGP |
-1 |
14 |
-744,788 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,050,088 |
| TWN |
-1 |
42 |
-1,608,096 |
| 0 |
7 |
0 |
| 1 |
36 |
2,192,223 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,062,693 |
-2,062,693 |
-1,614,312 |
0.85 |
-0.070 |
-0.054 |
165,438 |
| 1 |
25 |
1,012,692 |
1,012,692 |
551,267 |
0.49 |
0.040 |
0.047 |
55,857 |
| CHN |
-1 |
250 |
-5,046,901 |
-5,046,901 |
-5,840,874 |
1.35 |
-0.084 |
-0.080 |
405,430 |
| 0 |
12 |
0 |
0 |
0 |
1.25 |
-0.104 |
-0.088 |
0 |
| 1 |
187 |
4,695,513 |
4,695,513 |
4,858,020 |
1.20 |
0.029 |
0.032 |
492,336 |
| HKG |
-1 |
69 |
-2,715,687 |
-2,715,687 |
-3,021,478 |
1.34 |
0.028 |
0.034 |
58,866 |
| 0 |
3 |
0 |
0 |
0 |
2.02 |
0.174 |
0.138 |
0 |
| 1 |
92 |
3,543,513 |
3,543,513 |
5,014,629 |
1.35 |
0.157 |
0.161 |
646,997 |
| IDN |
1 |
13 |
220,548 |
220,548 |
45,614 |
0.29 |
0.152 |
0.132 |
28,125 |
| JPN |
-1 |
181 |
-8,559,192 |
-8,559,192 |
-5,337,954 |
0.73 |
-0.054 |
-0.048 |
575,817 |
| 0 |
10 |
0 |
0 |
0 |
0.54 |
0.020 |
0.026 |
0 |
| 1 |
161 |
7,533,866 |
7,533,866 |
6,062,655 |
0.89 |
0.056 |
0.054 |
490,911 |
| KOR |
1 |
1 |
12,957 |
12,957 |
10,943 |
0.84 |
0.133 |
0.133 |
1,721 |
| MYS |
1 |
10 |
632,813 |
632,813 |
283,545 |
0.33 |
0.079 |
0.072 |
65,682 |
| NZL |
-1 |
2 |
-162,563 |
-162,563 |
-68,843 |
0.35 |
-0.113 |
-0.113 |
19,812 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.010 |
0.010 |
-0 |
| 1 |
7 |
158,680 |
158,680 |
55,973 |
0.38 |
0.083 |
0.088 |
16,727 |
| SGP |
-1 |
14 |
-744,788 |
-744,788 |
-534,979 |
0.69 |
-0.044 |
-0.036 |
28,598 |
| THA |
0 |
1 |
0 |
0 |
0 |
1.08 |
0.139 |
0.139 |
0 |
| 1 |
16 |
1,050,088 |
1,050,088 |
415,325 |
0.52 |
0.172 |
0.173 |
221,810 |
| TWN |
-1 |
42 |
-1,608,096 |
-1,608,096 |
-1,057,573 |
0.72 |
0.036 |
0.038 |
-106,966 |
| 0 |
7 |
0 |
0 |
0 |
1.27 |
0.182 |
0.177 |
0 |
| 1 |
36 |
2,192,223 |
2,192,223 |
2,329,902 |
1.11 |
0.169 |
0.171 |
372,205 |