Generated at 15:22 on Monday 06/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
606 |
-19,845,224 |
| 0 |
35 |
0 |
| 1 |
536 |
21,243,494 |
|
target_notional |
| target_notional |
1,398,270 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,964,447 |
1,398,270 |
3,442,290 |
41,088,719 |
833,649 |
0.072 |
0.034 |
0.084 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,594,671 |
| 0 |
0 |
| 1 |
18,559,118 |
|
alpha_notional |
| alpha_notional |
3,442,290 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,117,257 |
| 0 |
0 |
| 1 |
2,325,033 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
77 |
-1,049,091 |
3,136,583 |
280,173 |
-0.334 |
0.076 |
| CHN |
426 |
-3,015 |
7,552,417 |
459,112 |
-0.000 |
0.184 |
| HKG |
174 |
807,080 |
6,448,460 |
379,948 |
0.125 |
0.157 |
| IDN |
20 |
571,348 |
571,348 |
141,196 |
1.000 |
0.014 |
| JPN |
342 |
-1,008,392 |
16,752,037 |
456,812 |
-0.060 |
0.408 |
| KOR |
4 |
52,601 |
52,601 |
19,574 |
1.000 |
0.001 |
| MYS |
10 |
593,842 |
593,842 |
99,910 |
1.000 |
0.014 |
| NZL |
4 |
-53,222 |
53,222 |
9,653 |
-1.000 |
0.001 |
| PHL |
8 |
146,432 |
146,436 |
44,408 |
1.000 |
0.004 |
| SGP |
15 |
-565,237 |
749,539 |
122,896 |
-0.754 |
0.018 |
| THA |
18 |
1,049,319 |
1,049,319 |
194,776 |
1.000 |
0.026 |
| TWN |
79 |
856,604 |
3,982,914 |
397,220 |
0.215 |
0.097 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,092,837 |
| 0 |
4 |
0 |
| 1 |
24 |
1,043,746 |
| CHN |
-1 |
239 |
-3,777,716 |
| 0 |
10 |
0 |
| 1 |
177 |
3,774,701 |
| HKG |
-1 |
76 |
-2,820,690 |
| 0 |
8 |
0 |
| 1 |
90 |
3,627,770 |
| IDN |
1 |
20 |
571,348 |
| JPN |
-1 |
185 |
-8,880,214 |
| 0 |
10 |
0 |
| 1 |
147 |
7,871,822 |
| KOR |
1 |
4 |
52,601 |
| MYS |
1 |
10 |
593,842 |
| NZL |
-1 |
3 |
-53,222 |
| 0 |
1 |
0 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
146,434 |
| SGP |
-1 |
13 |
-657,388 |
| 0 |
1 |
0 |
| 1 |
1 |
92,151 |
| THA |
1 |
18 |
1,049,319 |
| TWN |
-1 |
40 |
-1,563,155 |
| 0 |
1 |
0 |
| 1 |
38 |
2,419,759 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,092,837 |
-2,092,837 |
-1,678,143 |
0.88 |
-0.101 |
-0.103 |
259,994 |
| 0 |
4 |
0 |
0 |
0 |
1.29 |
-0.185 |
-0.208 |
0 |
| 1 |
24 |
1,043,746 |
1,043,746 |
552,198 |
0.44 |
-0.000 |
0.000 |
19,134 |
| CHN |
-1 |
239 |
-3,777,716 |
-3,777,716 |
-4,375,708 |
1.31 |
-0.076 |
-0.075 |
295,679 |
| 0 |
10 |
0 |
0 |
0 |
1.05 |
-0.087 |
-0.068 |
0 |
| 1 |
177 |
3,774,701 |
3,774,701 |
3,824,839 |
1.19 |
0.024 |
0.030 |
307,665 |
| HKG |
-1 |
76 |
-2,820,690 |
-2,820,690 |
-2,940,168 |
1.29 |
0.015 |
0.025 |
74,148 |
| 0 |
8 |
0 |
0 |
0 |
1.19 |
0.108 |
0.092 |
0 |
| 1 |
90 |
3,627,770 |
3,627,770 |
5,054,836 |
1.37 |
0.144 |
0.151 |
602,925 |
| IDN |
1 |
20 |
571,348 |
571,348 |
185,224 |
0.37 |
0.226 |
0.227 |
126,733 |
| JPN |
-1 |
185 |
-8,880,214 |
-8,880,214 |
-5,100,225 |
0.68 |
-0.055 |
-0.051 |
609,300 |
| 0 |
10 |
0 |
0 |
0 |
1.22 |
0.029 |
0.032 |
0 |
| 1 |
147 |
7,871,822 |
7,871,822 |
5,612,803 |
0.81 |
0.064 |
0.065 |
572,311 |
| KOR |
1 |
4 |
52,601 |
52,601 |
40,415 |
0.87 |
0.180 |
0.188 |
11,250 |
| MYS |
1 |
10 |
593,842 |
593,842 |
255,509 |
0.32 |
0.070 |
0.062 |
64,240 |
| NZL |
-1 |
3 |
-53,222 |
-53,222 |
-10,188 |
0.20 |
-0.059 |
-0.055 |
3,429 |
| 0 |
1 |
0 |
0 |
0 |
0.58 |
-0.059 |
-0.059 |
0 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.26 |
-0.002 |
-0.002 |
0 |
| 1 |
7 |
146,434 |
146,434 |
47,009 |
0.39 |
0.032 |
0.048 |
7,710 |
| SGP |
-1 |
13 |
-657,388 |
-657,388 |
-480,026 |
0.74 |
0.022 |
0.033 |
-15,474 |
| 0 |
1 |
0 |
0 |
0 |
0.46 |
-0.018 |
-0.018 |
0 |
| 1 |
1 |
92,151 |
92,151 |
22,767 |
0.25 |
0.062 |
0.062 |
5,709 |
| THA |
1 |
18 |
1,049,319 |
1,049,319 |
387,546 |
0.49 |
0.166 |
0.155 |
211,108 |
| TWN |
-1 |
40 |
-1,563,155 |
-1,563,155 |
-1,010,214 |
0.72 |
0.040 |
0.054 |
-109,818 |
| 0 |
1 |
0 |
0 |
0 |
1.59 |
0.187 |
0.187 |
0 |
| 1 |
38 |
2,419,759 |
2,419,759 |
2,575,972 |
1.10 |
0.160 |
0.157 |
396,248 |