Generated at 15:20 on Wednesday 06/10/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-2,431 |
| True |
-1 |
599 |
-19,701,741 |
| 0 |
30 |
0 |
| 1 |
535 |
21,231,758 |
|
target_notional |
| target_notional |
1,530,017 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-4,100 |
-2,431 |
13 |
2,431 |
1,458 |
-1.686 |
-1.000 |
0.005 |
0.600 |
| True |
2,924,554 |
1,530,017 |
3,391,414 |
40,933,499 |
839,725 |
0.071 |
0.037 |
0.083 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,513,713 |
| 0 |
0 |
| 1 |
18,438,267 |
|
alpha_notional |
| alpha_notional |
3,391,414 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,059,469 |
| 0 |
0 |
| 1 |
2,331,945 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
75 |
-1,048,960 |
3,136,396 |
275,632 |
-0.334 |
0.077 |
| CHN |
420 |
115,870 |
7,122,419 |
458,713 |
0.016 |
0.174 |
| HKG |
171 |
804,158 |
6,473,193 |
377,837 |
0.124 |
0.158 |
| IDN |
20 |
615,301 |
615,301 |
154,008 |
1.000 |
0.015 |
| JPN |
340 |
-998,946 |
16,800,477 |
463,755 |
-0.059 |
0.410 |
| KOR |
4 |
62,025 |
62,025 |
22,706 |
1.000 |
0.002 |
| MYS |
10 |
579,651 |
579,651 |
97,571 |
1.000 |
0.014 |
| NZL |
3 |
-161,043 |
161,043 |
29,330 |
-1.000 |
0.004 |
| PHL |
8 |
149,741 |
149,745 |
46,479 |
1.000 |
0.004 |
| SGP |
15 |
-510,111 |
752,121 |
120,504 |
-0.678 |
0.018 |
| THA |
18 |
1,049,116 |
1,049,116 |
192,545 |
1.000 |
0.026 |
| TWN |
80 |
873,215 |
4,032,011 |
404,841 |
0.217 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,092,678 |
| 1 |
24 |
1,043,718 |
| CHN |
-1 |
231 |
-3,503,274 |
| 0 |
13 |
0 |
| 1 |
176 |
3,619,145 |
| HKG |
-1 |
77 |
-2,834,517 |
| 0 |
4 |
0 |
| 1 |
90 |
3,638,675 |
| IDN |
1 |
20 |
615,301 |
| JPN |
-1 |
185 |
-8,899,711 |
| 0 |
9 |
0 |
| 1 |
146 |
7,900,766 |
| KOR |
1 |
4 |
62,025 |
| MYS |
1 |
10 |
579,651 |
| NZL |
-1 |
3 |
-161,043 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
149,743 |
| SGP |
-1 |
11 |
-631,116 |
| 0 |
2 |
0 |
| 1 |
2 |
121,005 |
| THA |
1 |
18 |
1,049,116 |
| TWN |
-1 |
40 |
-1,579,398 |
| 0 |
2 |
0 |
| 1 |
38 |
2,452,613 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,092,678 |
-2,092,678 |
-1,643,644 |
0.86 |
-0.100 |
-0.108 |
254,377 |
| 1 |
24 |
1,043,718 |
1,043,718 |
550,246 |
0.44 |
-0.003 |
-0.004 |
16,725 |
| CHN |
-1 |
231 |
-3,503,274 |
-3,503,274 |
-4,277,893 |
1.31 |
-0.079 |
-0.083 |
284,388 |
| 0 |
13 |
0 |
0 |
0 |
1.40 |
-0.069 |
-0.061 |
0 |
| 1 |
176 |
3,619,145 |
3,619,145 |
3,623,689 |
1.18 |
0.021 |
0.027 |
274,661 |
| HKG |
-1 |
77 |
-2,834,517 |
-2,834,517 |
-3,035,808 |
1.29 |
0.022 |
0.040 |
52,222 |
| 0 |
4 |
0 |
0 |
0 |
1.43 |
0.153 |
0.175 |
0 |
| 1 |
90 |
3,638,675 |
3,638,675 |
5,100,932 |
1.37 |
0.149 |
0.155 |
614,928 |
| IDN |
1 |
20 |
615,301 |
615,301 |
203,993 |
0.37 |
0.153 |
0.154 |
91,421 |
| JPN |
-1 |
185 |
-8,899,711 |
-8,899,711 |
-5,049,687 |
0.68 |
-0.052 |
-0.047 |
587,266 |
| 0 |
9 |
0 |
0 |
0 |
1.15 |
0.005 |
0.004 |
0 |
| 1 |
146 |
7,900,766 |
7,900,766 |
5,626,722 |
0.82 |
0.068 |
0.068 |
605,840 |
| KOR |
1 |
4 |
62,025 |
62,025 |
43,306 |
0.87 |
0.151 |
0.176 |
12,490 |
| MYS |
1 |
10 |
579,651 |
579,651 |
249,170 |
0.32 |
0.082 |
0.067 |
72,329 |
| NZL |
-1 |
3 |
-161,043 |
-161,043 |
-31,695 |
0.20 |
-0.071 |
-0.070 |
12,058 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
0.002 |
0.002 |
-0 |
| 1 |
7 |
149,743 |
149,743 |
47,812 |
0.39 |
0.052 |
0.071 |
10,568 |
| SGP |
-1 |
11 |
-631,116 |
-631,116 |
-463,274 |
0.76 |
0.022 |
0.034 |
-20,321 |
| 0 |
2 |
0 |
0 |
0 |
0.61 |
0.074 |
0.074 |
0 |
| 1 |
2 |
121,005 |
121,005 |
30,702 |
0.36 |
0.074 |
0.074 |
8,920 |
| THA |
1 |
18 |
1,049,116 |
1,049,116 |
380,774 |
0.49 |
0.179 |
0.170 |
222,211 |
| TWN |
-1 |
40 |
-1,579,398 |
-1,579,398 |
-1,011,711 |
0.72 |
0.043 |
0.061 |
-110,520 |
| 0 |
2 |
0 |
0 |
0 |
0.95 |
0.174 |
0.174 |
0 |
| 1 |
38 |
2,452,613 |
2,452,613 |
2,580,921 |
1.10 |
0.162 |
0.161 |
401,852 |