Generated at 15:22 on Sunday 05/17/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
609 |
-20,852,799 |
| 0 |
38 |
0 |
| 1 |
561 |
21,056,239 |
|
target_notional |
| target_notional |
203,439 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,232,828 |
203,439 |
3,545,536 |
41,909,038 |
818,691 |
0.053 |
0.005 |
0.085 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,321,231 |
| 0 |
0 |
| 1 |
19,554,059 |
|
alpha_notional |
| alpha_notional |
3,545,536 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,213,135 |
| 0 |
0 |
| 1 |
2,332,401 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,048,198 |
3,131,673 |
276,624 |
-0.335 |
0.075 |
| CHN |
446 |
-359,753 |
9,624,271 |
527,199 |
-0.037 |
0.230 |
| HKG |
166 |
826,227 |
6,283,083 |
382,574 |
0.132 |
0.150 |
| IDN |
15 |
228,422 |
228,422 |
51,858 |
1.000 |
0.005 |
| JPN |
366 |
-1,010,901 |
16,099,868 |
429,306 |
-0.063 |
0.384 |
| KOR |
1 |
12,026 |
12,026 |
6,752 |
1.000 |
0.000 |
| MYS |
10 |
622,534 |
622,534 |
105,971 |
1.000 |
0.015 |
| NZL |
2 |
-162,447 |
162,447 |
56,062 |
-1.000 |
0.004 |
| PHL |
8 |
162,526 |
162,530 |
54,651 |
1.000 |
0.004 |
| SGP |
14 |
-744,938 |
744,938 |
145,306 |
-1.000 |
0.018 |
| THA |
18 |
1,047,705 |
1,047,705 |
205,668 |
1.000 |
0.025 |
| TWN |
84 |
630,237 |
3,789,541 |
346,033 |
0.166 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-2,089,935 |
| 0 |
1 |
0 |
| 1 |
25 |
1,041,737 |
| CHN |
-1 |
247 |
-4,992,012 |
| 0 |
9 |
0 |
| 1 |
190 |
4,632,259 |
| HKG |
-1 |
71 |
-2,728,428 |
| 0 |
3 |
0 |
| 1 |
92 |
3,554,655 |
| IDN |
1 |
15 |
228,422 |
| JPN |
-1 |
180 |
-8,555,384 |
| 0 |
20 |
0 |
| 1 |
166 |
7,544,483 |
| KOR |
1 |
1 |
12,026 |
| MYS |
1 |
10 |
622,534 |
| NZL |
-1 |
2 |
-162,447 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
162,528 |
| SGP |
-1 |
14 |
-744,938 |
| THA |
1 |
18 |
1,047,705 |
| TWN |
-1 |
42 |
-1,579,652 |
| 0 |
5 |
0 |
| 1 |
37 |
2,209,889 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-2,089,935 |
-2,089,935 |
-1,614,327 |
0.87 |
-0.083 |
-0.075 |
199,625 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.011 |
-0.011 |
0 |
| 1 |
25 |
1,041,737 |
1,041,737 |
552,636 |
0.49 |
0.023 |
0.034 |
44,426 |
| CHN |
-1 |
247 |
-4,992,012 |
-4,992,012 |
-5,769,570 |
1.35 |
-0.081 |
-0.078 |
391,170 |
| 0 |
9 |
0 |
0 |
0 |
1.40 |
-0.108 |
-0.084 |
0 |
| 1 |
190 |
4,632,259 |
4,632,259 |
4,808,731 |
1.20 |
0.031 |
0.036 |
484,004 |
| HKG |
-1 |
71 |
-2,728,428 |
-2,728,428 |
-3,032,686 |
1.34 |
0.027 |
0.033 |
76,249 |
| 0 |
3 |
0 |
0 |
0 |
1.31 |
0.106 |
0.163 |
0 |
| 1 |
92 |
3,554,655 |
3,554,655 |
5,050,751 |
1.35 |
0.161 |
0.160 |
655,214 |
| IDN |
1 |
15 |
228,422 |
228,422 |
48,358 |
0.31 |
0.152 |
0.146 |
29,406 |
| JPN |
-1 |
180 |
-8,555,384 |
-8,555,384 |
-5,272,259 |
0.73 |
-0.063 |
-0.059 |
606,664 |
| 0 |
20 |
0 |
0 |
0 |
1.06 |
0.010 |
0.019 |
0 |
| 1 |
166 |
7,544,483 |
7,544,483 |
6,014,221 |
0.88 |
0.046 |
0.041 |
417,636 |
| KOR |
1 |
1 |
12,026 |
12,026 |
10,156 |
0.84 |
0.150 |
0.150 |
1,806 |
| MYS |
1 |
10 |
622,534 |
622,534 |
279,254 |
0.33 |
0.093 |
0.081 |
79,137 |
| NZL |
-1 |
2 |
-162,447 |
-162,447 |
-68,696 |
0.35 |
-0.094 |
-0.094 |
17,200 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.030 |
0.030 |
-0 |
| 1 |
7 |
162,528 |
162,528 |
57,337 |
0.38 |
0.049 |
0.049 |
12,217 |
| SGP |
-1 |
14 |
-744,938 |
-744,938 |
-534,914 |
0.69 |
-0.029 |
-0.021 |
18,155 |
| THA |
1 |
18 |
1,047,705 |
1,047,705 |
407,405 |
0.49 |
0.178 |
0.181 |
233,858 |
| TWN |
-1 |
42 |
-1,579,652 |
-1,579,652 |
-1,028,779 |
0.72 |
0.031 |
0.034 |
-95,929 |
| 0 |
5 |
0 |
0 |
0 |
1.21 |
0.199 |
0.188 |
0 |
| 1 |
37 |
2,209,889 |
2,209,889 |
2,325,210 |
1.10 |
0.165 |
0.165 |
374,696 |