Generated at 15:22 on Thursday 05/21/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
616 |
-20,672,149 |
| 0 |
44 |
0 |
| 1 |
554 |
21,346,153 |
|
target_notional |
| target_notional |
674,004 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,564,563 |
674,004 |
3,632,329 |
42,018,301 |
842,602 |
0.061 |
0.016 |
0.086 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,007,593 |
| 0 |
0 |
| 1 |
19,572,156 |
|
alpha_notional |
| alpha_notional |
3,632,329 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,266,848 |
| 0 |
0 |
| 1 |
2,365,481 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,050,236 |
3,153,751 |
278,873 |
-0.333 |
0.075 |
| CHN |
448 |
-95,139 |
8,827,518 |
532,721 |
-0.011 |
0.210 |
| HKG |
172 |
947,044 |
6,409,168 |
407,063 |
0.148 |
0.153 |
| IDN |
16 |
255,988 |
255,988 |
57,899 |
1.000 |
0.006 |
| JPN |
364 |
-1,048,611 |
16,811,301 |
451,471 |
-0.062 |
0.400 |
| KOR |
1 |
11,866 |
11,866 |
6,654 |
1.000 |
0.000 |
| MYS |
10 |
618,346 |
618,346 |
107,454 |
1.000 |
0.015 |
| NZL |
2 |
-162,547 |
162,547 |
57,275 |
-1.000 |
0.004 |
| PHL |
8 |
160,474 |
160,477 |
54,728 |
1.000 |
0.004 |
| SGP |
14 |
-745,283 |
745,283 |
144,655 |
-1.000 |
0.018 |
| THA |
17 |
1,049,410 |
1,049,410 |
205,550 |
1.000 |
0.025 |
| TWN |
83 |
732,691 |
3,812,645 |
357,250 |
0.192 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-2,101,993 |
| 0 |
1 |
0 |
| 1 |
26 |
1,051,758 |
| CHN |
-1 |
242 |
-4,461,329 |
| 0 |
17 |
0 |
| 1 |
189 |
4,366,189 |
| HKG |
-1 |
75 |
-2,731,062 |
| 0 |
4 |
0 |
| 1 |
93 |
3,678,106 |
| IDN |
1 |
16 |
255,988 |
| JPN |
-1 |
190 |
-8,929,956 |
| 0 |
16 |
0 |
| 1 |
158 |
7,881,345 |
| KOR |
1 |
1 |
11,866 |
| MYS |
1 |
10 |
618,346 |
| NZL |
-1 |
1 |
-162,547 |
| 0 |
1 |
0 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
160,475 |
| SGP |
-1 |
14 |
-745,283 |
| THA |
1 |
17 |
1,049,410 |
| TWN |
-1 |
41 |
-1,539,977 |
| 0 |
5 |
0 |
| 1 |
37 |
2,272,668 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-2,101,993 |
-2,101,993 |
-1,582,390 |
0.84 |
-0.087 |
-0.088 |
214,214 |
| 0 |
1 |
0 |
0 |
0 |
0.71 |
-0.018 |
-0.018 |
0 |
| 1 |
26 |
1,051,758 |
1,051,758 |
551,957 |
0.49 |
0.023 |
0.028 |
48,158 |
| CHN |
-1 |
242 |
-4,461,329 |
-4,461,329 |
-5,445,800 |
1.34 |
-0.079 |
-0.075 |
403,454 |
| 0 |
17 |
0 |
0 |
0 |
1.24 |
-0.103 |
-0.097 |
0 |
| 1 |
189 |
4,366,189 |
4,366,189 |
4,568,409 |
1.20 |
0.029 |
0.032 |
405,810 |
| HKG |
-1 |
75 |
-2,731,062 |
-2,731,062 |
-2,983,103 |
1.30 |
0.035 |
0.045 |
53,768 |
| 0 |
4 |
0 |
0 |
0 |
1.51 |
0.191 |
0.195 |
0 |
| 1 |
93 |
3,678,106 |
3,678,106 |
5,292,358 |
1.36 |
0.171 |
0.174 |
718,143 |
| IDN |
1 |
16 |
255,988 |
255,988 |
57,873 |
0.30 |
0.168 |
0.155 |
37,399 |
| JPN |
-1 |
190 |
-8,929,956 |
-8,929,956 |
-5,377,033 |
0.71 |
-0.056 |
-0.053 |
636,462 |
| 0 |
16 |
0 |
0 |
0 |
1.06 |
-0.007 |
0.035 |
0 |
| 1 |
158 |
7,881,345 |
7,881,345 |
5,978,300 |
0.83 |
0.049 |
0.046 |
461,030 |
| KOR |
1 |
1 |
11,866 |
11,866 |
10,021 |
0.84 |
0.092 |
0.092 |
1,093 |
| MYS |
1 |
10 |
618,346 |
618,346 |
278,668 |
0.33 |
0.099 |
0.077 |
82,847 |
| NZL |
-1 |
1 |
-162,547 |
-162,547 |
-69,615 |
0.43 |
-0.108 |
-0.108 |
17,500 |
| 0 |
1 |
0 |
0 |
0 |
0.27 |
-0.087 |
-0.087 |
0 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.028 |
0.028 |
-0 |
| 1 |
7 |
160,475 |
160,475 |
56,523 |
0.38 |
0.037 |
0.035 |
11,032 |
| SGP |
-1 |
14 |
-745,283 |
-745,283 |
-535,336 |
0.69 |
-0.032 |
-0.025 |
23,390 |
| THA |
1 |
17 |
1,049,410 |
1,049,410 |
408,482 |
0.50 |
0.184 |
0.177 |
239,635 |
| TWN |
-1 |
41 |
-1,539,977 |
-1,539,977 |
-1,014,315 |
0.73 |
0.018 |
0.028 |
-81,940 |
| 0 |
5 |
0 |
0 |
0 |
1.27 |
0.165 |
0.169 |
0 |
| 1 |
37 |
2,272,668 |
2,272,668 |
2,369,566 |
1.10 |
0.151 |
0.149 |
360,335 |