Generated at 15:20 on Wednesday 05/27/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-14,758 |
| True |
-1 |
612 |
-20,455,644 |
| 0 |
24 |
0 |
| 1 |
550 |
21,540,135 |
|
target_notional |
| target_notional |
1,084,491 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-23,157 |
-14,758 |
572 |
14,758 |
8,961 |
-1.569 |
-1.000 |
0.039 |
0.607 |
| True |
2,909,867 |
1,084,491 |
3,591,081 |
41,995,779 |
857,397 |
0.069 |
0.026 |
0.086 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,760,226 |
| 0 |
0 |
| 1 |
19,670,093 |
|
alpha_notional |
| alpha_notional |
3,591,081 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,244,235 |
| 0 |
0 |
| 1 |
2,346,846 |
|
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 |
0.075 |
| CHN |
438 |
-37,686 |
8,613,640 |
494,577 |
-0.004 |
0.205 |
| HKG |
177 |
1,114,083 |
6,536,924 |
445,189 |
0.170 |
0.156 |
| IDN |
16 |
260,278 |
260,278 |
60,225 |
1.000 |
0.006 |
| JPN |
350 |
-977,037 |
16,746,950 |
460,386 |
-0.058 |
0.399 |
| 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 |
0.018 |
| THA |
18 |
1,049,340 |
1,049,340 |
205,147 |
1.000 |
0.025 |
| TWN |
78 |
853,038 |
3,947,032 |
390,955 |
0.216 |
0.094 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-2,101,027 |
| 0 |
1 |
0 |
| 1 |
25 |
1,051,939 |
| CHN |
-1 |
245 |
-4,325,663 |
| 0 |
6 |
0 |
| 1 |
187 |
4,287,977 |
| HKG |
-1 |
76 |
-2,711,421 |
| 0 |
3 |
0 |
| 1 |
98 |
3,825,504 |
| 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 |
-4,325,663 |
-4,325,663 |
-5,171,777 |
1.32 |
-0.073 |
-0.069 |
367,889 |
| 0 |
6 |
0 |
0 |
0 |
1.80 |
-0.110 |
-0.110 |
0 |
| 1 |
187 |
4,287,977 |
4,287,977 |
4,463,190 |
1.21 |
0.032 |
0.035 |
393,787 |
| HKG |
-1 |
76 |
-2,711,421 |
-2,711,421 |
-2,947,717 |
1.29 |
0.036 |
0.040 |
44,590 |
| 0 |
3 |
0 |
0 |
0 |
1.46 |
0.154 |
0.207 |
0 |
| 1 |
98 |
3,825,504 |
3,825,504 |
5,441,173 |
1.36 |
0.170 |
0.181 |
736,087 |
| 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 |