Generated at 15:24 on Monday 06/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
607 |
-19,715,055 |
| 0 |
35 |
339,260 |
| 1 |
536 |
20,959,994 |
|
target_notional |
| target_notional |
1,584,199 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,306,925 |
1,584,199 |
3,389,103 |
42,331,220 |
889,054 |
0.078 |
0.037 |
0.080 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,384,565 |
| 0 |
427,839 |
| 1 |
18,263,650 |
|
alpha_notional |
| alpha_notional |
3,389,103 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,079,435 |
| 0 |
-65,686 |
| 1 |
2,375,353 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
77 |
-709,831 |
3,475,844 |
280,329 |
-0.204 |
0.082 |
| CHN |
426 |
-207,481 |
8,406,435 |
488,137 |
-0.025 |
0.199 |
| HKG |
174 |
858,215 |
6,497,684 |
379,948 |
0.132 |
0.153 |
| IDN |
20 |
571,348 |
571,348 |
141,196 |
1.000 |
0.013 |
| JPN |
342 |
-1,008,392 |
16,752,037 |
456,812 |
-0.060 |
0.396 |
| 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 |
0.003 |
| SGP |
15 |
-565,237 |
749,539 |
122,896 |
-0.754 |
0.018 |
| THA |
18 |
1,049,319 |
1,049,319 |
194,776 |
1.000 |
0.025 |
| TWN |
79 |
856,604 |
3,982,914 |
397,220 |
0.215 |
0.094 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,092,837 |
| 0 |
4 |
339,260 |
| 1 |
24 |
1,043,746 |
| CHN |
-1 |
239 |
-3,698,682 |
| 0 |
10 |
0 |
| 1 |
177 |
3,491,201 |
| HKG |
-1 |
76 |
-2,769,555 |
| 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 |
339,260 |
339,260 |
427,839 |
1.29 |
-0.185 |
-0.208 |
-65,686 |
| 1 |
24 |
1,043,746 |
1,043,746 |
552,198 |
0.44 |
-0.000 |
0.000 |
19,134 |
| CHN |
-1 |
239 |
-3,698,682 |
-3,698,682 |
-4,165,601 |
1.31 |
-0.076 |
-0.075 |
257,857 |
| 0 |
10 |
0 |
0 |
0 |
1.05 |
-0.087 |
-0.068 |
0 |
| 1 |
177 |
3,491,201 |
3,491,201 |
3,529,372 |
1.19 |
0.024 |
0.030 |
357,985 |
| HKG |
-1 |
76 |
-2,769,555 |
-2,769,555 |
-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 |