Generated at 17:40 on Sunday 05/24/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
605 |
-20,698,007 |
| 0 |
27 |
0 |
| 1 |
548 |
20,880,712 |
|
target_notional |
| target_notional |
182,704 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
1,972,618 |
182,704 |
3,517,798 |
43,889,745 |
965,401 |
0.045 |
0.004 |
0.080 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,358,965 |
| 0 |
0 |
| 1 |
19,331,583 |
|
alpha_notional |
| alpha_notional |
3,517,798 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,207,642 |
| 0 |
0 |
| 1 |
2,310,156 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,048,791 |
3,147,267 |
279,539 |
-0.333 |
0.072 |
| CHN |
436 |
-230,492 |
10,286,777 |
636,524 |
-0.022 |
0.234 |
| HKG |
167 |
473,685 |
7,255,227 |
398,829 |
0.065 |
0.165 |
| IDN |
16 |
253,599 |
253,599 |
58,638 |
1.000 |
0.006 |
| JPN |
350 |
-999,222 |
16,352,353 |
447,175 |
-0.061 |
0.373 |
| KOR |
1 |
12,114 |
12,114 |
6,776 |
1.000 |
0.000 |
| MYS |
10 |
610,589 |
610,589 |
106,003 |
1.000 |
0.014 |
| NZL |
1 |
-162,483 |
162,483 |
57,077 |
-1.000 |
0.004 |
| PHL |
8 |
162,357 |
162,361 |
54,656 |
1.000 |
0.004 |
| SGP |
14 |
-746,463 |
746,463 |
145,579 |
-1.000 |
0.017 |
| THA |
17 |
1,049,449 |
1,049,449 |
204,499 |
1.000 |
0.024 |
| TWN |
80 |
808,363 |
3,851,065 |
374,050 |
0.210 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,098,029 |
| 0 |
3 |
0 |
| 1 |
27 |
1,049,238 |
| CHN |
-1 |
244 |
-4,709,093 |
| 1 |
192 |
4,478,601 |
| HKG |
-1 |
75 |
-2,784,799 |
| 1 |
92 |
3,258,484 |
| IDN |
1 |
16 |
253,599 |
| JPN |
-1 |
181 |
-8,675,787 |
| 0 |
19 |
0 |
| 1 |
150 |
7,676,565 |
| KOR |
1 |
1 |
12,114 |
| MYS |
1 |
10 |
610,589 |
| NZL |
-1 |
1 |
-162,483 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
162,359 |
| SGP |
-1 |
14 |
-746,463 |
| THA |
1 |
17 |
1,049,449 |
| TWN |
-1 |
40 |
-1,521,351 |
| 0 |
4 |
0 |
| 1 |
36 |
2,329,714 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,098,029 |
-2,098,029 |
-1,590,211 |
0.85 |
-0.091 |
-0.089 |
222,338 |
| 0 |
3 |
0 |
0 |
0 |
0.64 |
-0.046 |
-0.030 |
0 |
| 1 |
27 |
1,049,238 |
1,049,238 |
551,806 |
0.49 |
0.018 |
0.020 |
42,300 |
| CHN |
-1 |
244 |
-4,709,093 |
-4,709,093 |
-5,781,923 |
1.35 |
-0.076 |
-0.072 |
392,235 |
| 1 |
192 |
4,478,601 |
4,478,601 |
4,952,086 |
1.19 |
0.031 |
0.035 |
426,425 |
| HKG |
-1 |
75 |
-2,784,799 |
-2,784,799 |
-3,138,432 |
1.30 |
0.032 |
0.036 |
46,647 |
| 1 |
92 |
3,258,484 |
3,258,484 |
4,735,139 |
1.36 |
0.167 |
0.172 |
659,075 |
| IDN |
1 |
16 |
253,599 |
253,599 |
57,282 |
0.30 |
0.167 |
0.159 |
37,924 |
| JPN |
-1 |
181 |
-8,675,787 |
-8,675,787 |
-5,238,129 |
0.71 |
-0.055 |
-0.054 |
595,993 |
| 0 |
19 |
0 |
0 |
0 |
0.70 |
0.005 |
-0.000 |
0 |
| 1 |
150 |
7,676,565 |
7,676,565 |
5,834,215 |
0.83 |
0.049 |
0.048 |
442,426 |
| KOR |
1 |
1 |
12,114 |
12,114 |
10,230 |
0.84 |
0.092 |
0.092 |
1,118 |
| MYS |
1 |
10 |
610,589 |
610,589 |
275,334 |
0.33 |
0.095 |
0.082 |
80,501 |
| NZL |
-1 |
1 |
-162,483 |
-162,483 |
-69,588 |
0.43 |
-0.116 |
-0.116 |
18,893 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.037 |
0.037 |
-0 |
| 1 |
7 |
162,359 |
162,359 |
57,343 |
0.38 |
0.049 |
0.070 |
11,799 |
| SGP |
-1 |
14 |
-746,463 |
-746,463 |
-539,310 |
0.69 |
-0.033 |
-0.021 |
26,152 |
| THA |
1 |
17 |
1,049,449 |
1,049,449 |
413,507 |
0.50 |
0.185 |
0.187 |
239,459 |
| TWN |
-1 |
40 |
-1,521,351 |
-1,521,351 |
-1,001,373 |
0.76 |
0.037 |
0.043 |
-94,616 |
| 0 |
4 |
0 |
0 |
0 |
0.70 |
0.022 |
0.115 |
0 |
| 1 |
36 |
2,329,714 |
2,329,714 |
2,444,641 |
1.11 |
0.155 |
0.153 |
369,127 |