Generated at 15:24 on Wednesday 05/27/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
613 |
-20,635,019 |
| 0 |
24 |
0 |
| 1 |
550 |
21,040,188 |
|
target_notional |
| target_notional |
405,169 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,116,525 |
405,169 |
3,541,305 |
43,944,095 |
929,030 |
0.048 |
0.009 |
0.081 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-17,040,399 |
| 0 |
0 |
| 1 |
19,156,924 |
|
alpha_notional |
| alpha_notional |
3,541,305 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,224,453 |
| 0 |
0 |
| 1 |
2,316,852 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-1,049,088 |
3,152,966 |
281,966 |
-0.333 |
0.072 |
| CHN |
438 |
-209,867 |
9,801,225 |
543,939 |
-0.021 |
0.223 |
| HKG |
177 |
606,942 |
7,297,655 |
420,282 |
0.083 |
0.166 |
| IDN |
16 |
260,278 |
260,278 |
60,225 |
1.000 |
0.006 |
| JPN |
350 |
-977,037 |
16,746,950 |
460,386 |
-0.058 |
0.381 |
| KOR |
2 |
13,923 |
13,923 |
6,796 |
1.000 |
0.000 |
| MYS |
10 |
608,464 |
608,464 |
105,258 |
1.000 |
0.014 |
| NZL |
1 |
-162,517 |
162,517 |
56,598 |
-1.000 |
0.004 |
| PHL |
8 |
157,717 |
157,721 |
51,216 |
1.000 |
0.004 |
| SGP |
14 |
-746,024 |
746,024 |
144,184 |
-1.000 |
0.017 |
| THA |
18 |
1,049,340 |
1,049,340 |
205,147 |
1.000 |
0.024 |
| TWN |
78 |
853,038 |
3,947,032 |
390,955 |
0.216 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-2,101,027 |
| 0 |
1 |
0 |
| 1 |
25 |
1,051,939 |
| CHN |
-1 |
245 |
-4,468,229 |
| 0 |
6 |
0 |
| 1 |
187 |
4,258,362 |
| HKG |
-1 |
76 |
-2,748,229 |
| 0 |
3 |
0 |
| 1 |
98 |
3,355,171 |
| IDN |
1 |
16 |
260,278 |
| JPN |
-1 |
187 |
-8,861,994 |
| 0 |
12 |
0 |
| 1 |
151 |
7,884,956 |
| KOR |
1 |
2 |
13,923 |
| MYS |
1 |
10 |
608,464 |
| NZL |
-1 |
1 |
-162,517 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
157,719 |
| SGP |
-1 |
14 |
-746,024 |
| THA |
1 |
18 |
1,049,340 |
| TWN |
-1 |
40 |
-1,546,997 |
| 0 |
2 |
0 |
| 1 |
36 |
2,400,035 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-2,101,027 |
-2,101,027 |
-1,607,023 |
0.83 |
-0.096 |
-0.088 |
237,066 |
| 0 |
1 |
0 |
0 |
0 |
1.84 |
-0.208 |
-0.208 |
0 |
| 1 |
25 |
1,051,939 |
1,051,939 |
559,390 |
0.49 |
0.011 |
0.010 |
31,048 |
| CHN |
-1 |
245 |
-4,468,229 |
-4,468,229 |
-5,327,157 |
1.32 |
-0.073 |
-0.069 |
362,864 |
| 0 |
6 |
0 |
0 |
0 |
1.80 |
-0.110 |
-0.110 |
0 |
| 1 |
187 |
4,258,362 |
4,258,362 |
4,585,365 |
1.21 |
0.032 |
0.035 |
420,044 |
| HKG |
-1 |
76 |
-2,748,229 |
-2,748,229 |
-3,072,510 |
1.29 |
0.036 |
0.040 |
29,832 |
| 0 |
3 |
0 |
0 |
0 |
1.46 |
0.154 |
0.207 |
0 |
| 1 |
98 |
3,355,171 |
3,355,171 |
4,805,828 |
1.36 |
0.170 |
0.181 |
679,836 |
| IDN |
1 |
16 |
260,278 |
260,278 |
59,332 |
0.30 |
0.175 |
0.166 |
40,365 |
| JPN |
-1 |
187 |
-8,861,994 |
-8,861,994 |
-5,403,953 |
0.71 |
-0.058 |
-0.053 |
635,731 |
| 0 |
12 |
0 |
0 |
0 |
0.95 |
-0.006 |
-0.004 |
0 |
| 1 |
151 |
7,884,956 |
7,884,956 |
5,869,563 |
0.81 |
0.047 |
0.048 |
453,923 |
| KOR |
1 |
2 |
13,923 |
13,923 |
10,010 |
0.46 |
0.180 |
0.180 |
1,998 |
| MYS |
1 |
10 |
608,464 |
608,464 |
274,104 |
0.33 |
0.112 |
0.104 |
90,047 |
| NZL |
-1 |
1 |
-162,517 |
-162,517 |
-69,602 |
0.43 |
-0.141 |
-0.141 |
22,988 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.031 |
0.031 |
-0 |
| 1 |
7 |
157,719 |
157,719 |
55,657 |
0.38 |
0.051 |
0.061 |
12,226 |
| SGP |
-1 |
14 |
-746,024 |
-746,024 |
-538,546 |
0.69 |
-0.026 |
-0.006 |
21,810 |
| THA |
1 |
18 |
1,049,340 |
1,049,340 |
412,964 |
0.50 |
0.171 |
0.165 |
232,373 |
| TWN |
-1 |
40 |
-1,546,997 |
-1,546,997 |
-1,021,608 |
0.76 |
0.034 |
0.046 |
-85,838 |
| 0 |
2 |
0 |
0 |
0 |
0.98 |
0.169 |
0.169 |
0 |
| 1 |
36 |
2,400,035 |
2,400,035 |
2,524,712 |
1.11 |
0.143 |
0.136 |
354,993 |