Generated at 15:24 on Tuesday 06/02/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
623 |
-20,209,462 |
| 0 |
29 |
0 |
| 1 |
546 |
20,575,561 |
|
target_notional |
| target_notional |
366,099 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,158,917 |
366,099 |
3,434,751 |
44,007,074 |
934,169 |
0.049 |
0.008 |
0.078 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,786,245 |
| 0 |
0 |
| 1 |
17,945,162 |
|
alpha_notional |
| alpha_notional |
3,434,751 |
|
alpha_notional |
| pos_sign |
|
| -1 |
905,870 |
| 0 |
0 |
| 1 |
2,528,881 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-1,047,649 |
3,135,270 |
287,570 |
-0.334 |
0.071 |
| CHN |
435 |
-426,901 |
9,398,086 |
521,811 |
-0.045 |
0.214 |
| HKG |
178 |
431,154 |
7,402,760 |
399,068 |
0.058 |
0.168 |
| IDN |
19 |
452,742 |
452,742 |
106,624 |
1.000 |
0.010 |
| JPN |
357 |
-917,932 |
16,732,143 |
457,567 |
-0.055 |
0.380 |
| KOR |
2 |
11,298 |
11,298 |
4,210 |
1.000 |
0.000 |
| MYS |
10 |
608,499 |
608,499 |
104,469 |
1.000 |
0.014 |
| NZL |
2 |
-160,881 |
160,881 |
55,836 |
-1.000 |
0.004 |
| PHL |
8 |
152,680 |
152,684 |
48,160 |
1.000 |
0.003 |
| SGP |
15 |
-712,375 |
750,777 |
138,603 |
-0.949 |
0.017 |
| THA |
19 |
1,065,225 |
1,065,225 |
203,638 |
1.000 |
0.024 |
| TWN |
78 |
910,240 |
4,136,711 |
419,711 |
0.220 |
0.094 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,091,460 |
| 1 |
24 |
1,043,810 |
| CHN |
-1 |
250 |
-3,953,570 |
| 0 |
5 |
0 |
| 1 |
180 |
3,526,669 |
| HKG |
-1 |
75 |
-2,833,701 |
| 0 |
6 |
0 |
| 1 |
97 |
3,264,855 |
| IDN |
1 |
19 |
452,742 |
| JPN |
-1 |
192 |
-8,825,037 |
| 0 |
16 |
0 |
| 1 |
149 |
7,907,105 |
| KOR |
1 |
2 |
11,298 |
| MYS |
1 |
10 |
608,499 |
| NZL |
-1 |
2 |
-160,881 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
152,682 |
| SGP |
-1 |
14 |
-731,576 |
| 1 |
1 |
19,201 |
| THA |
1 |
19 |
1,065,225 |
| TWN |
-1 |
38 |
-1,613,236 |
| 0 |
2 |
0 |
| 1 |
38 |
2,523,475 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,091,460 |
-2,091,460 |
-1,703,982 |
0.90 |
-0.099 |
-0.106 |
255,362 |
| 1 |
24 |
1,043,810 |
1,043,810 |
562,736 |
0.44 |
0.006 |
0.007 |
24,481 |
| CHN |
-1 |
250 |
-3,953,570 |
-3,953,570 |
-4,126,267 |
1.29 |
-0.081 |
-0.082 |
295,185 |
| 0 |
5 |
0 |
0 |
0 |
1.02 |
-0.126 |
-0.106 |
0 |
| 1 |
180 |
3,526,669 |
3,526,669 |
3,562,682 |
1.18 |
0.021 |
0.023 |
394,415 |
| HKG |
-1 |
75 |
-2,833,701 |
-2,833,701 |
-3,126,378 |
1.31 |
0.023 |
0.033 |
47,323 |
| 0 |
6 |
0 |
0 |
0 |
1.13 |
0.065 |
0.061 |
0 |
| 1 |
97 |
3,264,855 |
3,264,855 |
4,547,729 |
1.37 |
0.157 |
0.165 |
627,172 |
| IDN |
1 |
19 |
452,742 |
452,742 |
137,190 |
0.35 |
0.196 |
0.202 |
85,914 |
| JPN |
-1 |
192 |
-8,825,037 |
-8,825,037 |
-5,151,312 |
0.68 |
-0.031 |
-0.027 |
389,512 |
| 0 |
16 |
0 |
0 |
0 |
1.08 |
0.052 |
0.061 |
0 |
| 1 |
149 |
7,907,105 |
7,907,105 |
5,674,041 |
0.80 |
0.079 |
0.081 |
694,039 |
| KOR |
1 |
2 |
11,298 |
11,298 |
5,227 |
0.48 |
0.185 |
0.185 |
2,114 |
| MYS |
1 |
10 |
608,499 |
608,499 |
263,253 |
0.32 |
0.091 |
0.093 |
79,434 |
| NZL |
-1 |
2 |
-160,881 |
-160,881 |
-93,569 |
0.43 |
-0.064 |
-0.064 |
10,896 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.26 |
0.019 |
0.019 |
-0 |
| 1 |
7 |
152,682 |
152,682 |
48,641 |
0.39 |
0.053 |
0.079 |
11,496 |
| SGP |
-1 |
14 |
-731,576 |
-731,576 |
-529,432 |
0.72 |
0.002 |
0.011 |
-21 |
| 1 |
1 |
19,201 |
19,201 |
4,744 |
0.25 |
0.034 |
0.034 |
647 |
| THA |
1 |
19 |
1,065,225 |
1,065,225 |
401,354 |
0.47 |
0.173 |
0.165 |
231,253 |
| TWN |
-1 |
38 |
-1,613,236 |
-1,613,236 |
-1,055,304 |
0.75 |
0.032 |
0.041 |
-92,388 |
| 0 |
2 |
0 |
0 |
0 |
1.20 |
0.183 |
0.183 |
0 |
| 1 |
38 |
2,523,475 |
2,523,475 |
2,737,566 |
1.10 |
0.149 |
0.142 |
377,916 |