Generated at 15:24 on Tuesday 05/26/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
615 |
-20,649,747 |
| 0 |
27 |
-40,532 |
| 1 |
548 |
21,018,221 |
|
target_notional |
| target_notional |
327,941 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,029,755 |
327,941 |
3,516,072 |
44,006,357 |
922,279 |
0.046 |
0.007 |
0.080 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,184,051 |
| 0 |
-4,818 |
| 1 |
19,218,623 |
|
alpha_notional |
| alpha_notional |
3,516,072 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,172,226 |
| 0 |
1,225 |
| 1 |
2,342,621 |
|
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 |
0.072 |
| CHN |
437 |
-264,486 |
9,896,674 |
548,574 |
-0.027 |
0.225 |
| HKG |
175 |
545,601 |
7,249,023 |
409,566 |
0.075 |
0.165 |
| IDN |
16 |
260,939 |
260,939 |
60,232 |
1.000 |
0.006 |
| JPN |
355 |
-958,095 |
16,765,916 |
456,879 |
-0.057 |
0.381 |
| 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 |
0.017 |
| THA |
18 |
1,049,829 |
1,049,829 |
205,250 |
1.000 |
0.024 |
| TWN |
78 |
869,235 |
3,945,519 |
394,364 |
0.220 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,101,873 |
| 0 |
2 |
0 |
| 1 |
25 |
1,051,847 |
| CHN |
-1 |
245 |
-4,493,458 |
| 0 |
5 |
-40,532 |
| 1 |
187 |
4,269,504 |
| HKG |
-1 |
76 |
-2,749,373 |
| 0 |
3 |
0 |
| 1 |
96 |
3,294,974 |
| 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 |
-4,493,458 |
-4,493,458 |
-5,439,426 |
1.34 |
-0.075 |
-0.071 |
363,188 |
| 0 |
5 |
-40,532 |
-40,532 |
-4,818 |
1.24 |
-0.033 |
-0.030 |
1,225 |
| 1 |
187 |
4,269,504 |
4,269,504 |
4,593,046 |
1.20 |
0.031 |
0.037 |
434,079 |
| HKG |
-1 |
76 |
-2,749,373 |
-2,749,373 |
-3,091,738 |
1.29 |
0.037 |
0.039 |
26,249 |
| 0 |
3 |
0 |
0 |
0 |
1.68 |
0.148 |
0.185 |
0 |
| 1 |
96 |
3,294,974 |
3,294,974 |
4,776,708 |
1.36 |
0.170 |
0.174 |
668,452 |
| 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 |