Generated at 15:21 on Thursday 05/28/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-14,296 |
| True |
-1 |
617 |
-20,372,075 |
| 0 |
19 |
0 |
| 1 |
552 |
21,393,906 |
|
target_notional |
| target_notional |
1,021,831 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-22,432 |
-14,296 |
478 |
14,296 |
8,677 |
-1.569 |
-1.000 |
0.033 |
0.607 |
| True |
2,706,115 |
1,021,831 |
3,552,752 |
41,765,981 |
858,464 |
0.065 |
0.024 |
0.085 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,737,842 |
| 0 |
0 |
| 1 |
19,443,957 |
|
alpha_notional |
| alpha_notional |
3,552,752 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,238,331 |
| 0 |
0 |
| 1 |
2,314,421 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
76 |
-1,049,035 |
3,152,584 |
280,276 |
-0.333 |
0.075 |
| CHN |
438 |
-63,580 |
8,520,822 |
520,156 |
-0.007 |
0.204 |
| HKG |
177 |
1,108,471 |
6,444,713 |
438,455 |
0.172 |
0.154 |
| IDN |
16 |
274,237 |
274,237 |
63,589 |
1.000 |
0.007 |
| JPN |
349 |
-1,008,844 |
16,724,803 |
455,736 |
-0.060 |
0.400 |
| KOR |
2 |
15,055 |
15,055 |
6,839 |
1.000 |
0.000 |
| MYS |
10 |
605,409 |
605,409 |
104,871 |
1.000 |
0.014 |
| NZL |
1 |
-162,517 |
162,517 |
56,476 |
-1.000 |
0.004 |
| PHL |
8 |
154,668 |
154,672 |
48,740 |
1.000 |
0.004 |
| SGP |
14 |
-745,492 |
745,492 |
143,426 |
-1.000 |
0.018 |
| THA |
18 |
1,049,875 |
1,049,875 |
204,623 |
1.000 |
0.025 |
| TWN |
79 |
843,586 |
3,915,803 |
390,242 |
0.215 |
0.094 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,100,810 |
| 1 |
26 |
1,051,775 |
| CHN |
-1 |
247 |
-4,292,201 |
| 0 |
5 |
0 |
| 1 |
186 |
4,228,621 |
| HKG |
-1 |
76 |
-2,668,121 |
| 0 |
3 |
0 |
| 1 |
98 |
3,776,592 |
| IDN |
1 |
16 |
274,237 |
| JPN |
-1 |
189 |
-8,866,824 |
| 0 |
9 |
0 |
| 1 |
151 |
7,857,979 |
| KOR |
1 |
2 |
15,055 |
| MYS |
1 |
10 |
605,409 |
| NZL |
-1 |
1 |
-162,517 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
154,670 |
| SGP |
-1 |
14 |
-745,492 |
| THA |
1 |
18 |
1,049,875 |
| TWN |
-1 |
39 |
-1,536,109 |
| 0 |
2 |
0 |
| 1 |
38 |
2,379,695 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,100,810 |
-2,100,810 |
-1,599,514 |
0.84 |
-0.078 |
-0.072 |
206,268 |
| 1 |
26 |
1,051,775 |
1,051,775 |
554,873 |
0.48 |
0.022 |
0.022 |
40,565 |
| CHN |
-1 |
247 |
-4,292,201 |
-4,292,201 |
-5,245,425 |
1.33 |
-0.073 |
-0.069 |
379,527 |
| 0 |
5 |
0 |
0 |
0 |
1.06 |
-0.041 |
-0.011 |
0 |
| 1 |
186 |
4,228,621 |
4,228,621 |
4,403,695 |
1.21 |
0.031 |
0.036 |
383,229 |
| HKG |
-1 |
76 |
-2,668,121 |
-2,668,121 |
-2,880,987 |
1.29 |
0.036 |
0.037 |
34,810 |
| 0 |
3 |
0 |
0 |
0 |
1.53 |
0.112 |
0.067 |
0 |
| 1 |
98 |
3,776,592 |
3,776,592 |
5,350,034 |
1.36 |
0.171 |
0.182 |
730,501 |
| IDN |
1 |
16 |
274,237 |
274,237 |
63,266 |
0.30 |
0.159 |
0.156 |
38,248 |
| JPN |
-1 |
189 |
-8,866,824 |
-8,866,824 |
-5,393,220 |
0.71 |
-0.061 |
-0.054 |
665,780 |
| 0 |
9 |
0 |
0 |
0 |
0.87 |
-0.014 |
-0.005 |
0 |
| 1 |
151 |
7,857,979 |
7,857,979 |
5,815,879 |
0.82 |
0.044 |
0.047 |
424,029 |
| KOR |
1 |
2 |
15,055 |
15,055 |
9,852 |
0.46 |
0.180 |
0.180 |
2,304 |
| MYS |
1 |
10 |
605,409 |
605,409 |
272,726 |
0.33 |
0.108 |
0.100 |
88,487 |
| NZL |
-1 |
1 |
-162,517 |
-162,517 |
-69,602 |
0.43 |
-0.130 |
-0.130 |
21,082 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.21 |
0.046 |
0.046 |
-0 |
| 1 |
7 |
154,670 |
154,670 |
54,536 |
0.38 |
0.063 |
0.079 |
14,099 |
| SGP |
-1 |
14 |
-745,492 |
-745,492 |
-536,770 |
0.69 |
-0.030 |
-0.009 |
23,370 |
| THA |
1 |
18 |
1,049,875 |
1,049,875 |
413,786 |
0.50 |
0.161 |
0.155 |
219,954 |
| TWN |
-1 |
39 |
-1,536,109 |
-1,536,109 |
-1,012,326 |
0.76 |
0.037 |
0.044 |
-92,506 |
| 0 |
2 |
0 |
0 |
0 |
0.98 |
0.174 |
0.174 |
0 |
| 1 |
38 |
2,379,695 |
2,379,695 |
2,505,311 |
1.09 |
0.151 |
0.147 |
373,003 |