Generated at 15:24 on Monday 05/18/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
619 |
-21,012,297 |
| 0 |
30 |
-313,577 |
| 1 |
562 |
20,751,704 |
|
target_notional |
| target_notional |
-574,170 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,427,984 |
-574,170 |
3,549,134 |
44,407,264 |
965,746 |
0.032 |
-0.013 |
0.080 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,607,161 |
| 0 |
-252,059 |
| 1 |
19,287,204 |
|
alpha_notional |
| alpha_notional |
3,549,134 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,180,203 |
| 0 |
14,642 |
| 1 |
2,354,289 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,049,766 |
3,143,769 |
276,848 |
-0.334 |
0.071 |
| CHN |
445 |
-633,348 |
11,136,641 |
636,548 |
-0.057 |
0.251 |
| HKG |
166 |
312,323 |
7,058,376 |
376,918 |
0.044 |
0.159 |
| IDN |
15 |
229,836 |
229,836 |
51,665 |
1.000 |
0.005 |
| JPN |
370 |
-1,032,682 |
16,303,722 |
435,448 |
-0.063 |
0.367 |
| KOR |
1 |
11,461 |
11,461 |
6,482 |
1.000 |
0.000 |
| MYS |
10 |
620,765 |
620,765 |
105,608 |
1.000 |
0.014 |
| NZL |
2 |
-161,749 |
161,749 |
55,522 |
-1.000 |
0.004 |
| PHL |
8 |
163,458 |
163,461 |
55,340 |
1.000 |
0.004 |
| SGP |
14 |
-743,836 |
743,836 |
144,606 |
-1.000 |
0.017 |
| THA |
18 |
1,049,162 |
1,049,162 |
205,577 |
1.000 |
0.024 |
| TWN |
83 |
660,206 |
3,784,484 |
349,825 |
0.174 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,096,767 |
| 1 |
25 |
1,047,002 |
| CHN |
-1 |
246 |
-5,038,033 |
| 0 |
9 |
-313,577 |
| 1 |
190 |
4,718,262 |
| HKG |
-1 |
72 |
-2,741,568 |
| 0 |
2 |
0 |
| 1 |
92 |
3,053,891 |
| IDN |
1 |
15 |
229,836 |
| JPN |
-1 |
188 |
-8,668,202 |
| 0 |
14 |
0 |
| 1 |
168 |
7,635,520 |
| KOR |
1 |
1 |
11,461 |
| MYS |
1 |
10 |
620,765 |
| NZL |
-1 |
2 |
-161,749 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
163,459 |
| SGP |
-1 |
14 |
-743,836 |
| THA |
0 |
1 |
0 |
| 1 |
17 |
1,049,162 |
| TWN |
-1 |
42 |
-1,562,139 |
| 0 |
4 |
0 |
| 1 |
37 |
2,222,345 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,096,767 |
-2,096,767 |
-1,601,911 |
0.86 |
-0.075 |
-0.067 |
182,685 |
| 1 |
25 |
1,047,002 |
1,047,002 |
545,143 |
0.49 |
0.031 |
0.037 |
53,766 |
| CHN |
-1 |
246 |
-5,038,033 |
-5,038,033 |
-5,976,750 |
1.35 |
-0.084 |
-0.084 |
418,907 |
| 0 |
9 |
-313,577 |
-313,577 |
-252,059 |
1.19 |
-0.083 |
-0.100 |
14,642 |
| 1 |
190 |
4,718,262 |
4,718,262 |
5,154,845 |
1.20 |
0.030 |
0.035 |
496,260 |
| HKG |
-1 |
72 |
-2,741,568 |
-2,741,568 |
-3,096,983 |
1.34 |
0.032 |
0.039 |
52,802 |
| 0 |
2 |
0 |
0 |
0 |
1.48 |
0.140 |
0.140 |
0 |
| 1 |
92 |
3,053,891 |
3,053,891 |
4,411,874 |
1.35 |
0.163 |
0.164 |
635,778 |
| IDN |
1 |
15 |
229,836 |
229,836 |
48,839 |
0.31 |
0.139 |
0.120 |
26,819 |
| JPN |
-1 |
188 |
-8,668,202 |
-8,668,202 |
-5,314,922 |
0.72 |
-0.057 |
-0.052 |
581,803 |
| 0 |
14 |
0 |
0 |
0 |
1.15 |
0.023 |
0.017 |
0 |
| 1 |
168 |
7,635,520 |
7,635,520 |
6,045,575 |
0.85 |
0.050 |
0.045 |
450,334 |
| KOR |
1 |
1 |
11,461 |
11,461 |
9,679 |
0.84 |
0.148 |
0.148 |
1,699 |
| MYS |
1 |
10 |
620,765 |
620,765 |
277,928 |
0.33 |
0.093 |
0.072 |
81,355 |
| NZL |
-1 |
2 |
-161,749 |
-161,749 |
-68,295 |
0.35 |
-0.076 |
-0.076 |
14,595 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.035 |
0.035 |
-0 |
| 1 |
7 |
163,459 |
163,459 |
57,588 |
0.38 |
0.047 |
0.045 |
10,696 |
| SGP |
-1 |
14 |
-743,836 |
-743,836 |
-533,903 |
0.69 |
-0.026 |
-0.012 |
19,206 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.168 |
0.168 |
0 |
| 1 |
17 |
1,049,162 |
1,049,162 |
407,258 |
0.50 |
0.167 |
0.165 |
220,981 |
| TWN |
-1 |
42 |
-1,562,139 |
-1,562,139 |
-1,014,397 |
0.72 |
0.027 |
0.030 |
-89,794 |
| 0 |
4 |
0 |
0 |
0 |
1.35 |
0.197 |
0.197 |
0 |
| 1 |
37 |
2,222,345 |
2,222,345 |
2,328,475 |
1.10 |
0.162 |
0.164 |
376,603 |