Generated at 17:08 on Wednesday 05/20/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
632 |
-20,910,280 |
| 0 |
25 |
-257,019 |
| 1 |
557 |
20,882,550 |
|
target_notional |
| target_notional |
-284,749 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,564,979 |
-284,749 |
3,515,523 |
44,383,898 |
976,948 |
0.035 |
-0.006 |
0.079 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,408,785 |
| 0 |
-183,718 |
| 1 |
19,157,483 |
|
alpha_notional |
| alpha_notional |
3,515,523 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,162,683 |
| 0 |
12,977 |
| 1 |
2,339,863 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,049,616 |
3,152,811 |
277,263 |
-0.333 |
0.071 |
| CHN |
444 |
-408,234 |
10,743,545 |
630,379 |
-0.038 |
0.242 |
| HKG |
171 |
366,158 |
7,096,210 |
376,993 |
0.052 |
0.160 |
| IDN |
15 |
229,219 |
229,219 |
51,475 |
1.000 |
0.005 |
| JPN |
368 |
-1,013,391 |
16,718,750 |
439,980 |
-0.061 |
0.377 |
| KOR |
1 |
11,572 |
11,572 |
6,487 |
1.000 |
0.000 |
| MYS |
10 |
618,836 |
618,836 |
106,515 |
1.000 |
0.014 |
| NZL |
2 |
-161,726 |
161,726 |
55,095 |
-1.000 |
0.004 |
| PHL |
8 |
161,137 |
161,141 |
55,475 |
1.000 |
0.004 |
| SGP |
14 |
-739,483 |
739,483 |
143,924 |
-1.000 |
0.017 |
| THA |
17 |
1,049,562 |
1,049,562 |
205,704 |
1.000 |
0.024 |
| TWN |
84 |
651,217 |
3,701,042 |
338,714 |
0.176 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,101,214 |
| 1 |
26 |
1,051,598 |
| CHN |
-1 |
249 |
-4,765,700 |
| 0 |
7 |
-257,019 |
| 1 |
188 |
4,614,485 |
| HKG |
-1 |
76 |
-2,751,172 |
| 0 |
4 |
0 |
| 1 |
91 |
3,117,330 |
| IDN |
1 |
15 |
229,219 |
| JPN |
-1 |
195 |
-8,866,071 |
| 0 |
8 |
0 |
| 1 |
165 |
7,852,679 |
| KOR |
1 |
1 |
11,572 |
| MYS |
1 |
10 |
618,836 |
| NZL |
-1 |
2 |
-161,726 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
161,139 |
| SGP |
-1 |
14 |
-739,483 |
| THA |
1 |
17 |
1,049,562 |
| TWN |
-1 |
41 |
-1,524,913 |
| 0 |
6 |
0 |
| 1 |
37 |
2,176,130 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,101,214 |
-2,101,214 |
-1,570,591 |
0.84 |
-0.065 |
-0.064 |
167,778 |
| 1 |
26 |
1,051,598 |
1,051,598 |
543,867 |
0.49 |
0.040 |
0.044 |
65,666 |
| CHN |
-1 |
249 |
-4,765,700 |
-4,765,700 |
-5,785,080 |
1.35 |
-0.089 |
-0.090 |
439,836 |
| 0 |
7 |
-257,019 |
-257,019 |
-183,718 |
1.20 |
-0.078 |
-0.059 |
12,977 |
| 1 |
188 |
4,614,485 |
4,614,485 |
5,089,496 |
1.20 |
0.023 |
0.029 |
420,986 |
| HKG |
-1 |
76 |
-2,751,172 |
-2,751,172 |
-3,088,329 |
1.31 |
0.022 |
0.027 |
75,864 |
| 0 |
4 |
0 |
0 |
0 |
1.94 |
0.115 |
0.136 |
0 |
| 1 |
91 |
3,117,330 |
3,117,330 |
4,504,623 |
1.36 |
0.154 |
0.160 |
597,934 |
| IDN |
1 |
15 |
229,219 |
229,219 |
49,744 |
0.31 |
0.151 |
0.142 |
28,303 |
| JPN |
-1 |
195 |
-8,866,071 |
-8,866,071 |
-5,362,398 |
0.72 |
-0.047 |
-0.043 |
535,147 |
| 0 |
8 |
0 |
0 |
0 |
1.03 |
0.050 |
0.045 |
0 |
| 1 |
165 |
7,852,679 |
7,852,679 |
5,963,389 |
0.83 |
0.059 |
0.055 |
532,483 |
| KOR |
1 |
1 |
11,572 |
11,572 |
9,773 |
0.84 |
0.120 |
0.120 |
1,384 |
| MYS |
1 |
10 |
618,836 |
618,836 |
277,556 |
0.33 |
0.097 |
0.076 |
82,111 |
| NZL |
-1 |
2 |
-161,726 |
-161,726 |
-68,253 |
0.35 |
-0.078 |
-0.078 |
14,438 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.028 |
0.028 |
-0 |
| 1 |
7 |
161,139 |
161,139 |
56,719 |
0.38 |
0.044 |
0.043 |
10,566 |
| SGP |
-1 |
14 |
-739,483 |
-739,483 |
-531,087 |
0.69 |
-0.029 |
-0.023 |
21,879 |
| THA |
1 |
17 |
1,049,562 |
1,049,562 |
408,003 |
0.50 |
0.169 |
0.164 |
220,318 |
| TWN |
-1 |
41 |
-1,524,913 |
-1,524,913 |
-1,003,047 |
0.73 |
0.029 |
0.035 |
-92,258 |
| 0 |
6 |
0 |
0 |
0 |
1.21 |
0.181 |
0.192 |
0 |
| 1 |
37 |
2,176,130 |
2,176,130 |
2,254,314 |
1.10 |
0.168 |
0.173 |
380,113 |