Generated at 15:24 on Wednesday 06/03/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
620 |
-20,132,406 |
| 0 |
29 |
0 |
| 1 |
540 |
20,554,341 |
|
target_notional |
| target_notional |
421,934 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,368,031 |
421,934 |
3,469,806 |
43,983,279 |
950,304 |
0.054 |
0.010 |
0.079 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,569,935 |
| 0 |
0 |
| 1 |
17,937,966 |
|
alpha_notional |
| alpha_notional |
3,469,806 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,017,735 |
| 0 |
0 |
| 1 |
2,452,072 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-1,049,400 |
3,136,968 |
286,922 |
-0.335 |
0.071 |
| CHN |
436 |
-353,955 |
9,366,519 |
544,445 |
-0.038 |
0.213 |
| HKG |
177 |
501,086 |
7,270,035 |
395,210 |
0.069 |
0.165 |
| IDN |
19 |
503,514 |
503,514 |
118,552 |
1.000 |
0.011 |
| JPN |
348 |
-991,591 |
16,803,621 |
461,906 |
-0.059 |
0.382 |
| KOR |
2 |
13,170 |
13,170 |
4,679 |
1.000 |
0.000 |
| MYS |
10 |
612,804 |
612,804 |
104,391 |
1.000 |
0.014 |
| NZL |
2 |
-160,992 |
160,992 |
55,805 |
-1.000 |
0.004 |
| PHL |
8 |
150,875 |
150,878 |
47,258 |
1.000 |
0.003 |
| SGP |
15 |
-711,780 |
750,535 |
138,962 |
-0.948 |
0.017 |
| THA |
19 |
1,050,237 |
1,050,237 |
199,302 |
1.000 |
0.024 |
| TWN |
78 |
857,967 |
4,164,005 |
414,626 |
0.206 |
0.095 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,093,184 |
| 0 |
1 |
0 |
| 1 |
24 |
1,043,784 |
| CHN |
-1 |
249 |
-3,833,831 |
| 0 |
8 |
0 |
| 1 |
179 |
3,479,875 |
| HKG |
-1 |
75 |
-2,762,615 |
| 0 |
6 |
0 |
| 1 |
96 |
3,263,701 |
| IDN |
1 |
19 |
503,514 |
| JPN |
-1 |
190 |
-8,897,606 |
| 0 |
13 |
0 |
| 1 |
145 |
7,906,015 |
| KOR |
1 |
2 |
13,170 |
| MYS |
1 |
10 |
612,804 |
| NZL |
-1 |
2 |
-160,992 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
150,877 |
| SGP |
-1 |
14 |
-731,158 |
| 1 |
1 |
19,377 |
| THA |
1 |
19 |
1,050,237 |
| TWN |
-1 |
39 |
-1,653,019 |
| 0 |
1 |
0 |
| 1 |
38 |
2,510,986 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,093,184 |
-2,093,184 |
-1,716,746 |
0.90 |
-0.101 |
-0.111 |
261,770 |
| 0 |
1 |
0 |
0 |
0 |
0.83 |
-0.148 |
-0.148 |
0 |
| 1 |
24 |
1,043,784 |
1,043,784 |
562,340 |
0.44 |
0.002 |
0.002 |
20,083 |
| CHN |
-1 |
249 |
-3,833,831 |
-3,833,831 |
-3,919,531 |
1.29 |
-0.079 |
-0.081 |
273,518 |
| 0 |
8 |
0 |
0 |
0 |
1.47 |
-0.046 |
-0.057 |
0 |
| 1 |
179 |
3,479,875 |
3,479,875 |
3,519,447 |
1.19 |
0.024 |
0.032 |
401,912 |
| HKG |
-1 |
75 |
-2,762,615 |
-2,762,615 |
-3,012,674 |
1.30 |
0.032 |
0.043 |
23,136 |
| 0 |
6 |
0 |
0 |
0 |
1.18 |
0.092 |
0.073 |
0 |
| 1 |
96 |
3,263,701 |
3,263,701 |
4,571,546 |
1.38 |
0.166 |
0.177 |
657,244 |
| IDN |
1 |
19 |
503,514 |
503,514 |
156,404 |
0.35 |
0.220 |
0.221 |
106,912 |
| JPN |
-1 |
190 |
-8,897,606 |
-8,897,606 |
-5,213,002 |
0.68 |
-0.047 |
-0.043 |
529,478 |
| 0 |
13 |
0 |
0 |
0 |
0.87 |
0.019 |
0.012 |
0 |
| 1 |
145 |
7,906,015 |
7,906,015 |
5,697,603 |
0.81 |
0.066 |
0.068 |
586,349 |
| KOR |
1 |
2 |
13,170 |
13,170 |
4,248 |
0.48 |
0.181 |
0.181 |
2,613 |
| MYS |
1 |
10 |
612,804 |
612,804 |
264,245 |
0.32 |
0.089 |
0.075 |
77,148 |
| NZL |
-1 |
2 |
-160,992 |
-160,992 |
-93,571 |
0.43 |
-0.057 |
-0.057 |
9,597 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.26 |
0.012 |
0.012 |
-0 |
| 1 |
7 |
150,877 |
150,877 |
48,109 |
0.39 |
0.047 |
0.070 |
10,852 |
| SGP |
-1 |
14 |
-731,158 |
-731,158 |
-528,972 |
0.72 |
-0.009 |
0.003 |
6,742 |
| 1 |
1 |
19,377 |
19,377 |
4,787 |
0.25 |
0.021 |
0.021 |
416 |
| THA |
1 |
19 |
1,050,237 |
1,050,237 |
392,393 |
0.47 |
0.172 |
0.164 |
226,155 |
| TWN |
-1 |
39 |
-1,653,019 |
-1,653,019 |
-1,085,438 |
0.75 |
0.027 |
0.041 |
-86,506 |
| 0 |
1 |
0 |
0 |
0 |
1.59 |
0.165 |
0.165 |
0 |
| 1 |
38 |
2,510,986 |
2,510,986 |
2,716,845 |
1.10 |
0.143 |
0.138 |
362,387 |