Generated at 15:25 on Thursday 06/04/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
612 |
-19,925,260 |
| 0 |
27 |
0 |
| 1 |
544 |
20,470,643 |
|
target_notional |
| target_notional |
545,383 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,191,739 |
545,383 |
3,418,986 |
43,612,713 |
936,933 |
0.050 |
0.013 |
0.078 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,568,867 |
| 0 |
0 |
| 1 |
17,760,606 |
|
alpha_notional |
| alpha_notional |
3,418,986 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,005,620 |
| 0 |
0 |
| 1 |
2,413,366 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-1,049,662 |
3,136,702 |
281,812 |
-0.335 |
0.072 |
| CHN |
431 |
-176,371 |
9,031,779 |
544,952 |
-0.020 |
0.207 |
| HKG |
176 |
409,609 |
7,251,864 |
384,240 |
0.056 |
0.166 |
| IDN |
20 |
561,276 |
561,276 |
132,169 |
1.000 |
0.013 |
| JPN |
346 |
-1,009,505 |
16,752,333 |
459,710 |
-0.060 |
0.384 |
| KOR |
2 |
12,778 |
12,778 |
4,736 |
1.000 |
0.000 |
| MYS |
10 |
611,000 |
611,000 |
103,598 |
1.000 |
0.014 |
| NZL |
2 |
-160,441 |
160,441 |
55,567 |
-1.000 |
0.004 |
| PHL |
8 |
150,195 |
150,199 |
46,754 |
1.000 |
0.003 |
| SGP |
15 |
-686,239 |
749,757 |
134,909 |
-0.915 |
0.017 |
| THA |
19 |
1,050,134 |
1,050,134 |
198,518 |
1.000 |
0.024 |
| TWN |
79 |
832,609 |
4,144,449 |
410,373 |
0.201 |
0.095 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-2,093,182 |
| 0 |
2 |
0 |
| 1 |
24 |
1,043,520 |
| CHN |
-1 |
244 |
-3,603,847 |
| 0 |
8 |
0 |
| 1 |
179 |
3,427,476 |
| HKG |
-1 |
76 |
-2,812,950 |
| 0 |
5 |
0 |
| 1 |
95 |
3,222,559 |
| IDN |
1 |
20 |
561,276 |
| JPN |
-1 |
186 |
-8,880,919 |
| 0 |
11 |
0 |
| 1 |
149 |
7,871,414 |
| KOR |
1 |
2 |
12,778 |
| MYS |
1 |
10 |
611,000 |
| NZL |
-1 |
2 |
-160,441 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
150,197 |
| SGP |
-1 |
14 |
-717,998 |
| 1 |
1 |
31,759 |
| THA |
1 |
19 |
1,050,134 |
| TWN |
-1 |
40 |
-1,655,920 |
| 0 |
1 |
0 |
| 1 |
38 |
2,488,529 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-2,093,182 |
-2,093,182 |
-1,696,973 |
0.89 |
-0.109 |
-0.117 |
275,114 |
| 0 |
2 |
0 |
0 |
0 |
1.14 |
-0.082 |
-0.082 |
0 |
| 1 |
24 |
1,043,520 |
1,043,520 |
558,036 |
0.44 |
-0.009 |
-0.006 |
10,810 |
| CHN |
-1 |
244 |
-3,603,847 |
-3,603,847 |
-3,958,563 |
1.30 |
-0.076 |
-0.076 |
235,530 |
| 0 |
8 |
0 |
0 |
0 |
1.02 |
-0.107 |
-0.100 |
0 |
| 1 |
179 |
3,427,476 |
3,427,476 |
3,466,551 |
1.19 |
0.028 |
0.033 |
403,580 |
| HKG |
-1 |
76 |
-2,812,950 |
-2,812,950 |
-3,033,449 |
1.29 |
0.033 |
0.044 |
24,435 |
| 0 |
5 |
0 |
0 |
0 |
1.54 |
0.134 |
0.190 |
0 |
| 1 |
95 |
3,222,559 |
3,222,559 |
4,491,297 |
1.37 |
0.163 |
0.171 |
638,620 |
| IDN |
1 |
20 |
561,276 |
561,276 |
178,248 |
0.37 |
0.220 |
0.224 |
119,749 |
| JPN |
-1 |
186 |
-8,880,919 |
-8,880,919 |
-5,186,195 |
0.68 |
-0.050 |
-0.045 |
561,589 |
| 0 |
11 |
0 |
0 |
0 |
1.28 |
-0.004 |
-0.039 |
0 |
| 1 |
149 |
7,871,414 |
7,871,414 |
5,669,458 |
0.81 |
0.064 |
0.067 |
571,540 |
| KOR |
1 |
2 |
12,778 |
12,778 |
2,372 |
0.48 |
0.178 |
0.178 |
2,706 |
| MYS |
1 |
10 |
611,000 |
611,000 |
265,002 |
0.32 |
0.071 |
0.062 |
64,357 |
| NZL |
-1 |
2 |
-160,441 |
-160,441 |
-93,122 |
0.43 |
-0.065 |
-0.065 |
10,921 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.004 |
-0.004 |
0 |
| 1 |
7 |
150,197 |
150,197 |
47,932 |
0.39 |
0.033 |
0.058 |
8,346 |
| SGP |
-1 |
14 |
-717,998 |
-717,998 |
-519,014 |
0.72 |
0.002 |
0.015 |
-995 |
| 1 |
1 |
31,759 |
31,759 |
7,847 |
0.25 |
0.032 |
0.032 |
1,010 |
| THA |
1 |
19 |
1,050,134 |
1,050,134 |
391,527 |
0.47 |
0.158 |
0.151 |
210,721 |
| TWN |
-1 |
40 |
-1,655,920 |
-1,655,920 |
-1,081,551 |
0.72 |
0.029 |
0.047 |
-100,974 |
| 0 |
1 |
0 |
0 |
0 |
1.59 |
0.177 |
0.177 |
0 |
| 1 |
38 |
2,488,529 |
2,488,529 |
2,682,336 |
1.10 |
0.150 |
0.147 |
381,927 |