Generated at 15:22 on Tuesday 05/26/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
614 |
-20,463,419 |
| 0 |
27 |
0 |
| 1 |
548 |
21,562,030 |
|
target_notional |
| target_notional |
1,098,611 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,898,940 |
1,098,611 |
3,549,866 |
42,025,449 |
853,621 |
0.069 |
0.026 |
0.084 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,896,224 |
| 0 |
0 |
| 1 |
19,795,164 |
|
alpha_notional |
| alpha_notional |
3,549,866 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,190,373 |
| 0 |
0 |
| 1 |
2,359,494 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
76 |
-1,050,026 |
3,153,720 |
282,247 |
-0.333 |
0.075 |
| CHN |
437 |
-6,948 |
8,683,363 |
500,630 |
-0.001 |
0.207 |
| HKG |
175 |
1,058,733 |
6,481,426 |
433,446 |
0.163 |
0.154 |
| IDN |
16 |
260,939 |
260,939 |
60,232 |
1.000 |
0.006 |
| JPN |
355 |
-958,095 |
16,765,916 |
456,879 |
-0.057 |
0.399 |
| KOR |
1 |
12,177 |
12,177 |
6,832 |
1.000 |
0.000 |
| MYS |
10 |
609,317 |
609,317 |
105,693 |
1.000 |
0.014 |
| NZL |
1 |
-162,507 |
162,507 |
57,017 |
-1.000 |
0.004 |
| PHL |
8 |
158,346 |
158,350 |
51,545 |
1.000 |
0.004 |
| SGP |
14 |
-742,387 |
742,387 |
144,352 |
-1.000 |
0.018 |
| THA |
18 |
1,049,829 |
1,049,829 |
205,250 |
1.000 |
0.025 |
| TWN |
78 |
869,235 |
3,945,519 |
394,364 |
0.220 |
0.094 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,101,873 |
| 0 |
2 |
0 |
| 1 |
25 |
1,051,847 |
| CHN |
-1 |
245 |
-4,345,156 |
| 0 |
5 |
0 |
| 1 |
187 |
4,338,207 |
| HKG |
-1 |
76 |
-2,711,347 |
| 0 |
3 |
0 |
| 1 |
96 |
3,770,079 |
| IDN |
1 |
16 |
260,939 |
| JPN |
-1 |
188 |
-8,862,005 |
| 0 |
15 |
0 |
| 1 |
152 |
7,903,910 |
| KOR |
1 |
1 |
12,177 |
| MYS |
1 |
10 |
609,317 |
| NZL |
-1 |
1 |
-162,507 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
158,348 |
| SGP |
-1 |
14 |
-742,387 |
| THA |
1 |
18 |
1,049,829 |
| TWN |
-1 |
40 |
-1,538,142 |
| 0 |
2 |
0 |
| 1 |
36 |
2,407,377 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,101,873 |
-2,101,873 |
-1,612,541 |
0.85 |
-0.088 |
-0.080 |
217,362 |
| 0 |
2 |
0 |
0 |
0 |
0.37 |
-0.052 |
-0.052 |
0 |
| 1 |
25 |
1,051,847 |
1,051,847 |
560,995 |
0.49 |
0.023 |
0.018 |
44,557 |
| CHN |
-1 |
245 |
-4,345,156 |
-4,345,156 |
-5,278,006 |
1.34 |
-0.075 |
-0.071 |
366,461 |
| 0 |
5 |
0 |
0 |
0 |
1.24 |
-0.033 |
-0.030 |
0 |
| 1 |
187 |
4,338,207 |
4,338,207 |
4,527,955 |
1.20 |
0.031 |
0.037 |
393,258 |
| HKG |
-1 |
76 |
-2,711,347 |
-2,711,347 |
-2,965,332 |
1.29 |
0.037 |
0.039 |
41,123 |
| 0 |
3 |
0 |
0 |
0 |
1.68 |
0.148 |
0.185 |
0 |
| 1 |
96 |
3,770,079 |
3,770,079 |
5,418,340 |
1.36 |
0.170 |
0.174 |
726,146 |
| IDN |
1 |
16 |
260,939 |
260,939 |
59,482 |
0.30 |
0.173 |
0.168 |
40,144 |
| JPN |
-1 |
188 |
-8,862,005 |
-8,862,005 |
-5,421,237 |
0.71 |
-0.056 |
-0.053 |
615,640 |
| 0 |
15 |
0 |
0 |
0 |
0.86 |
-0.038 |
-0.056 |
0 |
| 1 |
152 |
7,903,910 |
7,903,910 |
5,937,531 |
0.81 |
0.047 |
0.046 |
451,681 |
| KOR |
1 |
1 |
12,177 |
12,177 |
10,283 |
0.84 |
0.098 |
0.098 |
1,190 |
| MYS |
1 |
10 |
609,317 |
609,317 |
274,639 |
0.33 |
0.107 |
0.097 |
88,035 |
| NZL |
-1 |
1 |
-162,507 |
-162,507 |
-69,598 |
0.43 |
-0.129 |
-0.129 |
20,895 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.030 |
0.030 |
-0 |
| 1 |
7 |
158,348 |
158,348 |
55,878 |
0.38 |
0.057 |
0.063 |
13,983 |
| SGP |
-1 |
14 |
-742,387 |
-742,387 |
-535,946 |
0.69 |
-0.027 |
-0.008 |
21,473 |
| THA |
1 |
18 |
1,049,829 |
1,049,829 |
411,914 |
0.50 |
0.175 |
0.166 |
235,521 |
| TWN |
-1 |
40 |
-1,538,142 |
-1,538,142 |
-1,013,564 |
0.76 |
0.037 |
0.045 |
-92,582 |
| 0 |
2 |
0 |
0 |
0 |
0.98 |
0.179 |
0.179 |
0 |
| 1 |
36 |
2,407,377 |
2,407,377 |
2,538,146 |
1.11 |
0.147 |
0.142 |
364,979 |