Generated at 15:20 on Sunday 06/07/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-7,964 |
| True |
-1 |
610 |
-20,160,582 |
| 0 |
20 |
0 |
| 1 |
540 |
21,389,933 |
|
target_notional |
| target_notional |
1,229,351 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-13,430 |
-7,964 |
231 |
7,964 |
4,823 |
-1.686 |
-1.000 |
0.029 |
0.606 |
| True |
2,945,525 |
1,229,351 |
3,472,921 |
41,550,514 |
842,257 |
0.071 |
0.030 |
0.084 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,913,067 |
| 0 |
0 |
| 1 |
18,858,592 |
|
alpha_notional |
| alpha_notional |
3,472,921 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,117,763 |
| 0 |
0 |
| 1 |
2,355,158 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
72 |
-1,035,217 |
3,079,597 |
276,563 |
-0.336 |
0.074 |
| CHN |
426 |
-83,162 |
7,798,725 |
470,865 |
-0.011 |
0.188 |
| HKG |
175 |
901,235 |
6,456,497 |
391,634 |
0.140 |
0.155 |
| IDN |
20 |
576,378 |
576,378 |
137,424 |
1.000 |
0.014 |
| JPN |
341 |
-998,932 |
16,800,888 |
462,684 |
-0.059 |
0.404 |
| KOR |
3 |
23,151 |
23,151 |
8,428 |
1.000 |
0.001 |
| MYS |
10 |
606,178 |
606,178 |
102,020 |
1.000 |
0.015 |
| NZL |
2 |
-160,954 |
160,954 |
55,581 |
-1.000 |
0.004 |
| PHL |
8 |
150,304 |
150,308 |
46,664 |
1.000 |
0.004 |
| SGP |
15 |
-634,337 |
750,767 |
128,794 |
-0.845 |
0.018 |
| THA |
19 |
1,049,011 |
1,049,011 |
197,065 |
1.000 |
0.025 |
| TWN |
79 |
835,697 |
4,098,060 |
404,249 |
0.204 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
48 |
-2,057,407 |
| 1 |
24 |
1,022,190 |
| CHN |
-1 |
243 |
-3,940,943 |
| 0 |
4 |
0 |
| 1 |
179 |
3,857,781 |
| HKG |
-1 |
77 |
-2,777,631 |
| 0 |
5 |
0 |
| 1 |
93 |
3,678,866 |
| IDN |
1 |
20 |
576,378 |
| JPN |
-1 |
185 |
-8,899,910 |
| 0 |
8 |
0 |
| 1 |
148 |
7,900,978 |
| KOR |
0 |
1 |
0 |
| 1 |
2 |
23,151 |
| MYS |
1 |
10 |
606,178 |
| NZL |
-1 |
2 |
-160,954 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
150,306 |
| SGP |
-1 |
14 |
-692,552 |
| 1 |
1 |
58,215 |
| THA |
0 |
1 |
0 |
| 1 |
18 |
1,049,011 |
| TWN |
-1 |
40 |
-1,631,182 |
| 0 |
1 |
0 |
| 1 |
38 |
2,466,879 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
48 |
-2,057,407 |
-2,057,407 |
-1,657,267 |
0.89 |
-0.098 |
-0.101 |
249,587 |
| 1 |
24 |
1,022,190 |
1,022,190 |
542,918 |
0.44 |
0.002 |
0.004 |
19,576 |
| CHN |
-1 |
243 |
-3,940,943 |
-3,940,943 |
-4,473,852 |
1.29 |
-0.076 |
-0.076 |
323,578 |
| 0 |
4 |
0 |
0 |
0 |
1.36 |
-0.094 |
-0.088 |
0 |
| 1 |
179 |
3,857,781 |
3,857,781 |
3,927,629 |
1.19 |
0.026 |
0.032 |
329,725 |
| HKG |
-1 |
77 |
-2,777,631 |
-2,777,631 |
-2,942,055 |
1.30 |
0.032 |
0.042 |
32,940 |
| 0 |
5 |
0 |
0 |
0 |
1.40 |
0.167 |
0.191 |
0 |
| 1 |
93 |
3,678,866 |
3,678,866 |
5,137,592 |
1.36 |
0.158 |
0.168 |
667,814 |
| IDN |
1 |
20 |
576,378 |
576,378 |
186,156 |
0.37 |
0.222 |
0.225 |
124,357 |
| JPN |
-1 |
185 |
-8,899,910 |
-8,899,910 |
-5,182,945 |
0.68 |
-0.057 |
-0.049 |
617,421 |
| 0 |
8 |
0 |
0 |
0 |
1.17 |
0.037 |
0.037 |
0 |
| 1 |
148 |
7,900,978 |
7,900,978 |
5,689,907 |
0.81 |
0.060 |
0.062 |
544,277 |
| KOR |
0 |
1 |
0 |
0 |
0 |
0.88 |
0.144 |
0.144 |
0 |
| 1 |
2 |
23,151 |
23,151 |
11,977 |
1.03 |
0.199 |
0.199 |
5,016 |
| MYS |
1 |
10 |
606,178 |
606,178 |
262,502 |
0.32 |
0.064 |
0.060 |
60,804 |
| NZL |
-1 |
2 |
-160,954 |
-160,954 |
-93,421 |
0.43 |
-0.067 |
-0.067 |
11,338 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.26 |
0.006 |
0.006 |
-0 |
| 1 |
7 |
150,306 |
150,306 |
48,051 |
0.39 |
0.033 |
0.053 |
7,639 |
| SGP |
-1 |
14 |
-692,552 |
-692,552 |
-501,531 |
0.72 |
0.016 |
0.026 |
-12,596 |
| 1 |
1 |
58,215 |
58,215 |
14,383 |
0.25 |
0.053 |
0.053 |
3,092 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.19 |
0.092 |
0.092 |
0 |
| 1 |
18 |
1,049,011 |
1,049,011 |
390,038 |
0.49 |
0.164 |
0.153 |
210,152 |
| TWN |
-1 |
40 |
-1,631,182 |
-1,631,182 |
-1,061,995 |
0.72 |
0.033 |
0.048 |
-104,504 |
| 0 |
1 |
0 |
0 |
0 |
1.59 |
0.176 |
0.176 |
0 |
| 1 |
38 |
2,466,879 |
2,466,879 |
2,647,440 |
1.10 |
0.152 |
0.149 |
382,707 |