Generated at 15:20 on Tuesday 06/09/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-15,200 |
| True |
-1 |
603 |
-19,975,799 |
| 0 |
18 |
0 |
| 1 |
536 |
21,366,174 |
|
target_notional |
| target_notional |
1,390,375 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-25,631 |
-15,200 |
137 |
15,200 |
9,168 |
-1.686 |
-1.000 |
0.009 |
0.603 |
| True |
3,062,304 |
1,390,375 |
3,456,751 |
41,341,973 |
846,248 |
0.074 |
0.034 |
0.084 |
0.020 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,633,813 |
| 0 |
0 |
| 1 |
18,696,117 |
|
alpha_notional |
| alpha_notional |
3,456,751 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,097,874 |
| 0 |
0 |
| 1 |
2,358,878 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-1,049,428 |
3,136,891 |
279,579 |
-0.335 |
0.076 |
| CHN |
418 |
-102,956 |
7,490,966 |
470,922 |
-0.014 |
0.181 |
| HKG |
171 |
844,163 |
6,461,754 |
388,822 |
0.131 |
0.156 |
| IDN |
20 |
601,041 |
601,041 |
149,518 |
1.000 |
0.015 |
| JPN |
339 |
-965,186 |
16,816,845 |
458,903 |
-0.057 |
0.407 |
| KOR |
4 |
60,932 |
60,932 |
22,545 |
1.000 |
0.001 |
| MYS |
10 |
579,073 |
579,073 |
97,375 |
1.000 |
0.014 |
| NZL |
3 |
-129,248 |
129,248 |
23,515 |
-1.000 |
0.003 |
| PHL |
8 |
148,822 |
148,826 |
46,293 |
1.000 |
0.004 |
| SGP |
14 |
-554,716 |
750,355 |
122,708 |
-0.739 |
0.018 |
| THA |
18 |
1,048,854 |
1,048,854 |
193,255 |
1.000 |
0.025 |
| TWN |
79 |
909,023 |
4,117,186 |
419,091 |
0.221 |
0.100 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-2,093,160 |
| 1 |
24 |
1,043,732 |
| CHN |
-1 |
237 |
-3,796,961 |
| 0 |
4 |
0 |
| 1 |
177 |
3,694,005 |
| HKG |
-1 |
76 |
-2,808,796 |
| 0 |
5 |
0 |
| 1 |
90 |
3,652,959 |
| IDN |
1 |
20 |
601,041 |
| JPN |
-1 |
184 |
-8,891,015 |
| 0 |
8 |
0 |
| 1 |
147 |
7,925,830 |
| KOR |
1 |
4 |
60,932 |
| MYS |
1 |
10 |
579,073 |
| NZL |
-1 |
3 |
-129,248 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
148,824 |
| SGP |
-1 |
13 |
-652,535 |
| 1 |
1 |
97,820 |
| THA |
1 |
18 |
1,048,854 |
| TWN |
-1 |
40 |
-1,604,081 |
| 0 |
1 |
0 |
| 1 |
38 |
2,513,105 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-2,093,160 |
-2,093,160 |
-1,668,202 |
0.88 |
-0.104 |
-0.109 |
270,355 |
| 1 |
24 |
1,043,732 |
1,043,732 |
550,408 |
0.44 |
-0.006 |
-0.009 |
13,797 |
| CHN |
-1 |
237 |
-3,796,961 |
-3,796,961 |
-4,399,032 |
1.31 |
-0.078 |
-0.077 |
304,961 |
| 0 |
4 |
0 |
0 |
0 |
1.43 |
-0.035 |
-0.039 |
0 |
| 1 |
177 |
3,694,005 |
3,694,005 |
3,734,175 |
1.19 |
0.024 |
0.028 |
295,469 |
| HKG |
-1 |
76 |
-2,808,796 |
-2,808,796 |
-2,928,636 |
1.30 |
0.029 |
0.038 |
31,629 |
| 0 |
5 |
0 |
0 |
0 |
0.96 |
0.092 |
0.068 |
0 |
| 1 |
90 |
3,652,959 |
3,652,959 |
5,117,948 |
1.37 |
0.156 |
0.160 |
647,527 |
| IDN |
1 |
20 |
601,041 |
601,041 |
194,752 |
0.37 |
0.182 |
0.185 |
105,036 |
| JPN |
-1 |
184 |
-8,891,015 |
-8,891,015 |
-5,102,252 |
0.68 |
-0.053 |
-0.051 |
593,442 |
| 0 |
8 |
0 |
0 |
0 |
1.27 |
0.027 |
0.032 |
0 |
| 1 |
147 |
7,925,830 |
7,925,830 |
5,666,538 |
0.81 |
0.065 |
0.066 |
590,941 |
| KOR |
1 |
4 |
60,932 |
60,932 |
46,149 |
0.87 |
0.167 |
0.176 |
12,375 |
| MYS |
1 |
10 |
579,073 |
579,073 |
247,937 |
0.32 |
0.083 |
0.074 |
72,655 |
| NZL |
-1 |
3 |
-129,248 |
-129,248 |
-25,166 |
0.20 |
-0.075 |
-0.073 |
10,189 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.015 |
-0.015 |
0 |
| 1 |
7 |
148,824 |
148,824 |
47,517 |
0.39 |
0.033 |
0.056 |
8,283 |
| SGP |
-1 |
13 |
-652,535 |
-652,535 |
-476,467 |
0.74 |
0.024 |
0.035 |
-16,598 |
| 1 |
1 |
97,820 |
97,820 |
24,168 |
0.25 |
0.065 |
0.065 |
6,342 |
| THA |
1 |
18 |
1,048,854 |
1,048,854 |
384,652 |
0.49 |
0.177 |
0.168 |
222,466 |
| TWN |
-1 |
40 |
-1,604,081 |
-1,604,081 |
-1,034,058 |
0.72 |
0.032 |
0.048 |
-96,104 |
| 0 |
1 |
0 |
0 |
0 |
1.59 |
0.170 |
0.170 |
0 |
| 1 |
38 |
2,513,105 |
2,513,105 |
2,681,874 |
1.10 |
0.149 |
0.147 |
383,988 |