Generated at 15:22 on Sunday 05/31/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
613 |
-20,491,390 |
| 0 |
33 |
0 |
| 1 |
548 |
21,403,811 |
|
target_notional |
| target_notional |
912,421 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,913,711 |
912,421 |
3,543,344 |
41,895,201 |
852,721 |
0.070 |
0.022 |
0.085 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,419,702 |
| 0 |
0 |
| 1 |
19,333,413 |
|
alpha_notional |
| alpha_notional |
3,543,344 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,185,487 |
| 0 |
0 |
| 1 |
2,357,857 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
76 |
-1,049,140 |
3,136,759 |
283,272 |
-0.334 |
0.075 |
| CHN |
437 |
-156,550 |
8,407,168 |
512,731 |
-0.019 |
0.201 |
| HKG |
178 |
1,068,455 |
6,569,851 |
432,821 |
0.163 |
0.157 |
| IDN |
16 |
269,583 |
269,583 |
62,869 |
1.000 |
0.006 |
| JPN |
355 |
-1,000,820 |
16,761,947 |
461,181 |
-0.060 |
0.400 |
| KOR |
2 |
16,317 |
16,317 |
6,936 |
1.000 |
0.000 |
| MYS |
10 |
608,499 |
608,499 |
105,148 |
1.000 |
0.015 |
| NZL |
1 |
-163,768 |
163,768 |
57,426 |
-1.000 |
0.004 |
| PHL |
8 |
149,769 |
149,773 |
46,715 |
1.000 |
0.004 |
| SGP |
14 |
-748,567 |
748,567 |
143,610 |
-1.000 |
0.018 |
| THA |
18 |
1,042,153 |
1,042,153 |
201,728 |
1.000 |
0.025 |
| TWN |
79 |
876,489 |
4,020,817 |
409,190 |
0.218 |
0.096 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,092,950 |
| 0 |
3 |
0 |
| 1 |
24 |
1,043,810 |
| CHN |
-1 |
245 |
-4,281,859 |
| 0 |
7 |
0 |
| 1 |
185 |
4,125,309 |
| HKG |
-1 |
75 |
-2,750,698 |
| 0 |
6 |
0 |
| 1 |
97 |
3,819,153 |
| IDN |
1 |
16 |
269,583 |
| JPN |
-1 |
189 |
-8,881,384 |
| 0 |
15 |
0 |
| 1 |
151 |
7,880,563 |
| KOR |
1 |
2 |
16,317 |
| MYS |
1 |
10 |
608,499 |
| NZL |
-1 |
1 |
-163,768 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
149,771 |
| SGP |
-1 |
14 |
-748,567 |
| THA |
1 |
18 |
1,042,153 |
| TWN |
-1 |
39 |
-1,572,164 |
| 0 |
2 |
0 |
| 1 |
38 |
2,448,653 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,092,950 |
-2,092,950 |
-1,645,367 |
0.87 |
-0.084 |
-0.081 |
222,868 |
| 0 |
3 |
0 |
0 |
0 |
0.58 |
-0.035 |
-0.057 |
0 |
| 1 |
24 |
1,043,810 |
1,043,810 |
562,117 |
0.44 |
0.020 |
0.018 |
36,303 |
| CHN |
-1 |
245 |
-4,281,859 |
-4,281,859 |
-4,922,248 |
1.29 |
-0.079 |
-0.076 |
384,301 |
| 0 |
7 |
0 |
0 |
0 |
1.61 |
-0.023 |
-0.020 |
0 |
| 1 |
185 |
4,125,309 |
4,125,309 |
4,217,844 |
1.17 |
0.023 |
0.029 |
341,148 |
| HKG |
-1 |
75 |
-2,750,698 |
-2,750,698 |
-2,983,808 |
1.31 |
0.033 |
0.041 |
50,690 |
| 0 |
6 |
0 |
0 |
0 |
1.37 |
0.116 |
0.082 |
0 |
| 1 |
97 |
3,819,153 |
3,819,153 |
5,372,697 |
1.36 |
0.169 |
0.177 |
726,342 |
| IDN |
1 |
16 |
269,583 |
269,583 |
74,166 |
0.34 |
0.196 |
0.199 |
47,594 |
| JPN |
-1 |
189 |
-8,881,384 |
-8,881,384 |
-5,210,999 |
0.68 |
-0.052 |
-0.049 |
577,510 |
| 0 |
15 |
0 |
0 |
0 |
0.98 |
0.018 |
0.017 |
0 |
| 1 |
151 |
7,880,563 |
7,880,563 |
5,720,216 |
0.81 |
0.056 |
0.060 |
510,105 |
| KOR |
1 |
2 |
16,317 |
16,317 |
10,130 |
0.48 |
0.186 |
0.186 |
2,686 |
| MYS |
1 |
10 |
608,499 |
608,499 |
263,253 |
0.32 |
0.112 |
0.116 |
93,231 |
| NZL |
-1 |
1 |
-163,768 |
-163,768 |
-95,771 |
0.58 |
-0.070 |
-0.070 |
11,416 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.26 |
0.074 |
0.074 |
-0 |
| 1 |
7 |
149,771 |
149,771 |
47,808 |
0.39 |
0.105 |
0.121 |
19,062 |
| SGP |
-1 |
14 |
-748,567 |
-748,567 |
-541,293 |
0.72 |
-0.027 |
-0.010 |
21,595 |
| THA |
1 |
18 |
1,042,153 |
1,042,153 |
390,139 |
0.48 |
0.163 |
0.160 |
220,924 |
| TWN |
-1 |
39 |
-1,572,164 |
-1,572,164 |
-1,020,215 |
0.75 |
0.027 |
0.037 |
-82,892 |
| 0 |
2 |
0 |
0 |
0 |
1.20 |
0.179 |
0.179 |
0 |
| 1 |
38 |
2,448,653 |
2,448,653 |
2,675,043 |
1.10 |
0.144 |
0.137 |
360,462 |