Generated at 15:21 on Monday 05/25/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-15,530 |
| True |
-1 |
608 |
-20,658,139 |
| 0 |
31 |
0 |
| 1 |
550 |
21,408,946 |
|
target_notional |
| target_notional |
750,807 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-24,368 |
-15,530 |
663 |
15,530 |
9,441 |
-1.569 |
-1.000 |
0.043 |
0.608 |
| True |
2,616,343 |
750,807 |
3,566,960 |
42,067,085 |
852,532 |
0.062 |
0.018 |
0.085 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,125,381 |
| 0 |
0 |
| 1 |
19,741,724 |
|
alpha_notional |
| alpha_notional |
3,566,960 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,235,776 |
| 0 |
0 |
| 1 |
2,331,184 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
76 |
-1,049,751 |
3,153,827 |
280,255 |
-0.333 |
0.075 |
| CHN |
441 |
-244,499 |
8,832,854 |
546,422 |
-0.028 |
0.210 |
| HKG |
173 |
997,994 |
6,460,122 |
420,409 |
0.154 |
0.154 |
| IDN |
16 |
263,974 |
263,974 |
61,104 |
1.000 |
0.006 |
| JPN |
352 |
-991,401 |
16,681,814 |
460,890 |
-0.059 |
0.397 |
| KOR |
1 |
12,114 |
12,114 |
6,768 |
1.000 |
0.000 |
| MYS |
10 |
609,079 |
609,079 |
105,749 |
1.000 |
0.014 |
| NZL |
1 |
-162,515 |
162,515 |
56,893 |
-1.000 |
0.004 |
| PHL |
8 |
159,742 |
159,746 |
52,468 |
1.000 |
0.004 |
| SGP |
14 |
-747,750 |
747,750 |
145,573 |
-1.000 |
0.018 |
| THA |
18 |
1,049,019 |
1,049,019 |
204,814 |
1.000 |
0.025 |
| TWN |
79 |
854,802 |
3,934,271 |
389,738 |
0.217 |
0.094 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,101,789 |
| 1 |
27 |
1,052,038 |
| CHN |
-1 |
242 |
-4,538,677 |
| 0 |
11 |
0 |
| 1 |
188 |
4,294,177 |
| HKG |
-1 |
75 |
-2,731,064 |
| 0 |
3 |
0 |
| 1 |
95 |
3,729,058 |
| IDN |
1 |
16 |
263,974 |
| JPN |
-1 |
186 |
-8,836,607 |
| 0 |
14 |
0 |
| 1 |
152 |
7,845,207 |
| KOR |
1 |
1 |
12,114 |
| MYS |
1 |
10 |
609,079 |
| NZL |
-1 |
1 |
-162,515 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
159,744 |
| SGP |
-1 |
14 |
-747,750 |
| THA |
1 |
18 |
1,049,019 |
| TWN |
-1 |
40 |
-1,539,735 |
| 0 |
3 |
0 |
| 1 |
36 |
2,394,536 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,101,789 |
-2,101,789 |
-1,598,698 |
0.85 |
-0.094 |
-0.087 |
226,417 |
| 1 |
27 |
1,052,038 |
1,052,038 |
561,821 |
0.49 |
0.014 |
0.017 |
38,800 |
| CHN |
-1 |
242 |
-4,538,677 |
-4,538,677 |
-5,536,250 |
1.34 |
-0.074 |
-0.070 |
395,841 |
| 0 |
11 |
0 |
0 |
0 |
1.27 |
-0.053 |
-0.076 |
0 |
| 1 |
188 |
4,294,177 |
4,294,177 |
4,522,249 |
1.20 |
0.033 |
0.037 |
405,647 |
| HKG |
-1 |
75 |
-2,731,064 |
-2,731,064 |
-2,989,170 |
1.30 |
0.035 |
0.043 |
57,468 |
| 0 |
3 |
0 |
0 |
0 |
1.48 |
0.210 |
0.210 |
0 |
| 1 |
95 |
3,729,058 |
3,729,058 |
5,355,975 |
1.37 |
0.170 |
0.177 |
723,058 |
| IDN |
1 |
16 |
263,974 |
263,974 |
60,011 |
0.30 |
0.161 |
0.154 |
37,417 |
| JPN |
-1 |
186 |
-8,836,607 |
-8,836,607 |
-5,375,384 |
0.71 |
-0.056 |
-0.054 |
606,388 |
| 0 |
14 |
0 |
0 |
0 |
0.83 |
-0.030 |
-0.049 |
0 |
| 1 |
152 |
7,845,207 |
7,845,207 |
5,966,439 |
0.83 |
0.046 |
0.045 |
436,176 |
| KOR |
1 |
1 |
12,114 |
12,114 |
10,230 |
0.84 |
0.090 |
0.090 |
1,088 |
| MYS |
1 |
10 |
609,079 |
609,079 |
274,587 |
0.33 |
0.097 |
0.085 |
80,829 |
| NZL |
-1 |
1 |
-162,515 |
-162,515 |
-69,601 |
0.43 |
-0.116 |
-0.116 |
18,813 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.024 |
0.024 |
-0 |
| 1 |
7 |
159,744 |
159,744 |
56,375 |
0.38 |
0.046 |
0.057 |
12,181 |
| SGP |
-1 |
14 |
-747,750 |
-747,750 |
-540,493 |
0.69 |
-0.029 |
-0.014 |
22,807 |
| THA |
1 |
18 |
1,049,019 |
1,049,019 |
412,482 |
0.50 |
0.176 |
0.170 |
232,692 |
| TWN |
-1 |
40 |
-1,539,735 |
-1,539,735 |
-1,015,783 |
0.76 |
0.037 |
0.047 |
-91,956 |
| 0 |
3 |
0 |
0 |
0 |
1.03 |
0.177 |
0.167 |
0 |
| 1 |
36 |
2,394,536 |
2,394,536 |
2,521,555 |
1.11 |
0.149 |
0.146 |
363,295 |