Generated at 15:22 on Tuesday 05/19/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
622 |
-20,902,495 |
| 0 |
37 |
0 |
| 1 |
551 |
21,109,127 |
|
target_notional |
| target_notional |
206,632 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,273,792 |
206,632 |
3,509,069 |
42,011,622 |
827,853 |
0.054 |
0.005 |
0.084 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,049,355 |
| 0 |
0 |
| 1 |
19,323,147 |
|
alpha_notional |
| alpha_notional |
3,509,069 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,190,247 |
| 0 |
0 |
| 1 |
2,318,822 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,048,926 |
3,152,500 |
276,926 |
-0.333 |
0.075 |
| CHN |
446 |
-385,748 |
9,363,362 |
511,335 |
-0.041 |
0.223 |
| HKG |
166 |
862,436 |
6,247,373 |
387,663 |
0.138 |
0.149 |
| IDN |
15 |
223,214 |
223,214 |
50,300 |
1.000 |
0.005 |
| JPN |
369 |
-1,050,513 |
16,539,910 |
438,793 |
-0.064 |
0.394 |
| KOR |
1 |
12,392 |
12,392 |
6,939 |
1.000 |
0.000 |
| MYS |
10 |
622,858 |
622,858 |
106,279 |
1.000 |
0.015 |
| NZL |
2 |
-162,514 |
162,514 |
55,470 |
-1.000 |
0.004 |
| PHL |
8 |
161,954 |
161,958 |
55,652 |
1.000 |
0.004 |
| SGP |
14 |
-744,953 |
744,953 |
144,880 |
-1.000 |
0.018 |
| THA |
17 |
1,049,642 |
1,049,642 |
205,558 |
1.000 |
0.025 |
| TWN |
84 |
666,790 |
3,730,946 |
342,618 |
0.179 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-2,100,713 |
| 0 |
1 |
0 |
| 1 |
25 |
1,051,787 |
| CHN |
-1 |
249 |
-4,874,555 |
| 0 |
9 |
0 |
| 1 |
188 |
4,488,807 |
| HKG |
-1 |
72 |
-2,692,468 |
| 0 |
3 |
0 |
| 1 |
91 |
3,554,904 |
| IDN |
1 |
15 |
223,214 |
| JPN |
-1 |
191 |
-8,795,211 |
| 0 |
18 |
0 |
| 1 |
160 |
7,744,699 |
| KOR |
1 |
1 |
12,392 |
| MYS |
1 |
10 |
622,858 |
| NZL |
-1 |
2 |
-162,514 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
161,956 |
| SGP |
-1 |
14 |
-744,953 |
| THA |
1 |
17 |
1,049,642 |
| TWN |
-1 |
41 |
-1,532,078 |
| 0 |
6 |
0 |
| 1 |
37 |
2,198,868 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-2,100,713 |
-2,100,713 |
-1,594,869 |
0.85 |
-0.071 |
-0.067 |
178,384 |
| 0 |
1 |
0 |
0 |
0 |
1.51 |
-0.125 |
-0.125 |
0 |
| 1 |
25 |
1,051,787 |
1,051,787 |
546,575 |
0.49 |
0.033 |
0.039 |
58,590 |
| CHN |
-1 |
249 |
-4,874,555 |
-4,874,555 |
-5,565,922 |
1.35 |
-0.089 |
-0.089 |
401,051 |
| 0 |
9 |
0 |
0 |
0 |
1.63 |
-0.097 |
-0.067 |
0 |
| 1 |
188 |
4,488,807 |
4,488,807 |
4,673,556 |
1.20 |
0.026 |
0.029 |
424,750 |
| HKG |
-1 |
72 |
-2,692,468 |
-2,692,468 |
-2,942,955 |
1.34 |
0.027 |
0.034 |
79,327 |
| 0 |
3 |
0 |
0 |
0 |
1.08 |
0.132 |
0.149 |
0 |
| 1 |
91 |
3,554,904 |
3,554,904 |
5,069,999 |
1.36 |
0.158 |
0.162 |
646,017 |
| IDN |
1 |
15 |
223,214 |
223,214 |
48,219 |
0.31 |
0.152 |
0.143 |
28,400 |
| JPN |
-1 |
191 |
-8,795,211 |
-8,795,211 |
-5,335,589 |
0.73 |
-0.054 |
-0.049 |
584,397 |
| 0 |
18 |
0 |
0 |
0 |
1.05 |
0.005 |
0.020 |
0 |
| 1 |
160 |
7,744,699 |
7,744,699 |
5,950,022 |
0.84 |
0.051 |
0.046 |
463,151 |
| KOR |
1 |
1 |
12,392 |
12,392 |
10,465 |
0.84 |
0.114 |
0.114 |
1,415 |
| MYS |
1 |
10 |
622,858 |
622,858 |
279,255 |
0.33 |
0.102 |
0.083 |
84,730 |
| NZL |
-1 |
2 |
-162,514 |
-162,514 |
-68,582 |
0.35 |
-0.083 |
-0.083 |
15,134 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.036 |
0.036 |
-0 |
| 1 |
7 |
161,956 |
161,956 |
57,008 |
0.38 |
0.054 |
0.055 |
11,230 |
| SGP |
-1 |
14 |
-744,953 |
-744,953 |
-535,048 |
0.69 |
-0.024 |
-0.012 |
18,314 |
| THA |
1 |
17 |
1,049,642 |
1,049,642 |
406,683 |
0.50 |
0.173 |
0.170 |
226,176 |
| TWN |
-1 |
41 |
-1,532,078 |
-1,532,078 |
-1,006,389 |
0.73 |
0.026 |
0.035 |
-86,361 |
| 0 |
6 |
0 |
0 |
0 |
1.09 |
0.181 |
0.196 |
0 |
| 1 |
37 |
2,198,868 |
2,198,868 |
2,281,363 |
1.10 |
0.164 |
0.162 |
374,362 |