Generated at 15:38 on Monday 06/01/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
613 |
-20,221,639 |
| 0 |
29 |
0 |
| 1 |
548 |
21,472,704 |
|
target_notional |
| target_notional |
1,251,064 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,999,143 |
1,251,064 |
3,454,775 |
41,694,343 |
850,058 |
0.072 |
0.030 |
0.083 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,233,284 |
| 0 |
0 |
| 1 |
19,232,427 |
|
alpha_notional |
| alpha_notional |
3,454,775 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,012,028 |
| 0 |
0 |
| 1 |
2,442,747 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-1,048,809 |
3,136,656 |
285,725 |
-0.334 |
0.075 |
| CHN |
434 |
62,368 |
7,987,787 |
481,848 |
0.008 |
0.192 |
| HKG |
176 |
990,589 |
6,558,734 |
411,592 |
0.151 |
0.157 |
| IDN |
19 |
413,551 |
413,551 |
96,179 |
1.000 |
0.010 |
| JPN |
353 |
-1,014,606 |
16,764,519 |
465,949 |
-0.061 |
0.402 |
| KOR |
2 |
11,151 |
11,151 |
4,218 |
1.000 |
0.000 |
| MYS |
10 |
608,499 |
608,499 |
104,731 |
1.000 |
0.015 |
| NZL |
1 |
-161,059 |
161,059 |
56,502 |
-1.000 |
0.004 |
| PHL |
8 |
150,267 |
150,271 |
46,954 |
1.000 |
0.004 |
| SGP |
15 |
-725,758 |
752,499 |
140,406 |
-0.964 |
0.018 |
| THA |
19 |
1,049,724 |
1,049,724 |
202,105 |
1.000 |
0.025 |
| TWN |
79 |
915,148 |
4,099,894 |
418,844 |
0.223 |
0.098 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,092,733 |
| 0 |
1 |
0 |
| 1 |
24 |
1,043,924 |
| CHN |
-1 |
245 |
-3,962,710 |
| 0 |
8 |
0 |
| 1 |
181 |
4,025,077 |
| HKG |
-1 |
75 |
-2,784,072 |
| 0 |
4 |
0 |
| 1 |
97 |
3,774,662 |
| IDN |
1 |
19 |
413,551 |
| JPN |
-1 |
190 |
-8,889,562 |
| 0 |
13 |
0 |
| 1 |
150 |
7,874,956 |
| KOR |
1 |
2 |
11,151 |
| MYS |
1 |
10 |
608,499 |
| NZL |
-1 |
1 |
-161,059 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
150,269 |
| SGP |
-1 |
14 |
-739,128 |
| 1 |
1 |
13,370 |
| THA |
1 |
19 |
1,049,724 |
| TWN |
-1 |
38 |
-1,592,373 |
| 0 |
3 |
0 |
| 1 |
38 |
2,507,521 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,092,733 |
-2,092,733 |
-1,685,381 |
0.90 |
-0.098 |
-0.100 |
250,955 |
| 0 |
1 |
0 |
0 |
0 |
0.83 |
0.004 |
0.004 |
0 |
| 1 |
24 |
1,043,924 |
1,043,924 |
562,428 |
0.44 |
0.007 |
0.010 |
22,639 |
| CHN |
-1 |
245 |
-3,962,710 |
-3,962,710 |
-4,677,745 |
1.28 |
-0.079 |
-0.075 |
330,918 |
| 0 |
8 |
0 |
0 |
0 |
1.22 |
-0.088 |
-0.059 |
0 |
| 1 |
181 |
4,025,077 |
4,025,077 |
4,111,672 |
1.18 |
0.022 |
0.025 |
324,343 |
| HKG |
-1 |
75 |
-2,784,072 |
-2,784,072 |
-2,991,457 |
1.31 |
0.028 |
0.035 |
52,398 |
| 0 |
4 |
0 |
0 |
0 |
1.27 |
0.096 |
0.069 |
0 |
| 1 |
97 |
3,774,662 |
3,774,662 |
5,285,724 |
1.37 |
0.163 |
0.175 |
694,037 |
| IDN |
1 |
19 |
413,551 |
413,551 |
123,340 |
0.35 |
0.201 |
0.204 |
79,674 |
| JPN |
-1 |
190 |
-8,889,562 |
-8,889,562 |
-5,213,227 |
0.68 |
-0.038 |
-0.033 |
448,687 |
| 0 |
13 |
0 |
0 |
0 |
0.98 |
0.037 |
0.029 |
0 |
| 1 |
150 |
7,874,956 |
7,874,956 |
5,703,711 |
0.81 |
0.071 |
0.072 |
625,760 |
| KOR |
1 |
2 |
11,151 |
11,151 |
5,365 |
0.48 |
0.175 |
0.175 |
1,952 |
| MYS |
1 |
10 |
608,499 |
608,499 |
263,253 |
0.32 |
0.094 |
0.095 |
81,160 |
| NZL |
-1 |
1 |
-161,059 |
-161,059 |
-94,187 |
0.58 |
-0.067 |
-0.067 |
10,829 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.26 |
0.047 |
0.047 |
-0 |
| 1 |
7 |
150,269 |
150,269 |
47,960 |
0.39 |
0.077 |
0.098 |
15,321 |
| SGP |
-1 |
14 |
-739,128 |
-739,128 |
-535,078 |
0.72 |
0.002 |
0.018 |
101 |
| 1 |
1 |
13,370 |
13,370 |
3,303 |
0.25 |
0.033 |
0.033 |
442 |
| THA |
1 |
19 |
1,049,724 |
1,049,724 |
391,872 |
0.47 |
0.179 |
0.174 |
236,777 |
| TWN |
-1 |
38 |
-1,592,373 |
-1,592,373 |
-1,036,209 |
0.75 |
0.026 |
0.035 |
-81,860 |
| 0 |
3 |
0 |
0 |
0 |
0.99 |
0.109 |
0.159 |
0 |
| 1 |
38 |
2,507,521 |
2,507,521 |
2,733,798 |
1.10 |
0.142 |
0.131 |
360,641 |