Generated at 15:21 on Thursday 06/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-4,892 |
| True |
-1 |
600 |
-19,719,389 |
| 0 |
21 |
0 |
| 1 |
530 |
21,209,637 |
|
target_notional |
| target_notional |
1,490,248 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-8,249 |
-4,892 |
30 |
4,892 |
2,914 |
-1.686 |
-1.000 |
0.006 |
0.596 |
| True |
2,977,698 |
1,490,248 |
3,409,903 |
40,929,026 |
846,794 |
0.073 |
0.036 |
0.083 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,432,160 |
| 0 |
0 |
| 1 |
18,409,858 |
|
alpha_notional |
| alpha_notional |
3,409,903 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,060,726 |
| 0 |
0 |
| 1 |
2,349,177 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,049,049 |
3,136,596 |
276,458 |
-0.334 |
0.077 |
| CHN |
410 |
-961 |
7,122,118 |
461,108 |
-0.000 |
0.174 |
| HKG |
170 |
823,557 |
6,477,985 |
381,648 |
0.127 |
0.158 |
| IDN |
20 |
615,250 |
615,250 |
154,010 |
1.000 |
0.015 |
| JPN |
337 |
-994,114 |
16,790,224 |
466,964 |
-0.059 |
0.410 |
| KOR |
4 |
63,914 |
63,914 |
23,436 |
1.000 |
0.002 |
| MYS |
10 |
570,753 |
570,753 |
96,251 |
1.000 |
0.014 |
| NZL |
3 |
-161,069 |
161,069 |
29,185 |
-1.000 |
0.004 |
| PHL |
8 |
148,804 |
148,808 |
46,079 |
1.000 |
0.004 |
| SGP |
13 |
-510,420 |
751,409 |
121,317 |
-0.679 |
0.018 |
| THA |
18 |
1,050,059 |
1,050,059 |
192,131 |
1.000 |
0.026 |
| TWN |
79 |
933,525 |
4,040,842 |
417,056 |
0.231 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,092,822 |
| 1 |
24 |
1,043,773 |
| CHN |
-1 |
230 |
-3,561,540 |
| 0 |
7 |
0 |
| 1 |
173 |
3,560,579 |
| HKG |
-1 |
77 |
-2,827,214 |
| 0 |
2 |
0 |
| 1 |
91 |
3,650,771 |
| IDN |
0 |
1 |
0 |
| 1 |
19 |
615,250 |
| JPN |
-1 |
183 |
-8,892,169 |
| 0 |
10 |
0 |
| 1 |
144 |
7,898,055 |
| KOR |
1 |
4 |
63,914 |
| MYS |
1 |
10 |
570,753 |
| NZL |
-1 |
3 |
-161,069 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
148,806 |
| SGP |
-1 |
11 |
-630,914 |
| 1 |
2 |
120,495 |
| THA |
1 |
18 |
1,050,059 |
| TWN |
-1 |
40 |
-1,553,658 |
| 0 |
1 |
0 |
| 1 |
38 |
2,487,184 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,092,822 |
-2,092,822 |
-1,651,459 |
0.81 |
-0.095 |
-0.103 |
238,219 |
| 1 |
24 |
1,043,773 |
1,043,773 |
551,605 |
0.44 |
0.001 |
-0.001 |
23,346 |
| CHN |
-1 |
230 |
-3,561,540 |
-3,561,540 |
-4,231,675 |
1.30 |
-0.080 |
-0.083 |
313,557 |
| 0 |
7 |
0 |
0 |
0 |
1.15 |
-0.082 |
-0.037 |
0 |
| 1 |
173 |
3,560,579 |
3,560,579 |
3,550,121 |
1.18 |
0.020 |
0.025 |
259,241 |
| HKG |
-1 |
77 |
-2,827,214 |
-2,827,214 |
-3,030,255 |
1.29 |
0.024 |
0.043 |
56,500 |
| 0 |
2 |
0 |
0 |
0 |
1.52 |
0.179 |
0.179 |
0 |
| 1 |
91 |
3,650,771 |
3,650,771 |
5,110,801 |
1.37 |
0.150 |
0.155 |
625,240 |
| IDN |
0 |
1 |
0 |
0 |
0 |
-0.32 |
0.088 |
0.088 |
0 |
| 1 |
19 |
615,250 |
615,250 |
209,717 |
0.40 |
0.156 |
0.158 |
90,939 |
| JPN |
-1 |
183 |
-8,892,169 |
-8,892,169 |
-5,031,810 |
0.68 |
-0.050 |
-0.045 |
568,386 |
| 0 |
10 |
0 |
0 |
0 |
0.85 |
0.010 |
0.023 |
0 |
| 1 |
144 |
7,898,055 |
7,898,055 |
5,630,814 |
0.82 |
0.068 |
0.070 |
610,413 |
| KOR |
1 |
4 |
63,914 |
63,914 |
44,290 |
0.87 |
0.143 |
0.166 |
12,571 |
| MYS |
1 |
10 |
570,753 |
570,753 |
246,919 |
0.32 |
0.079 |
0.065 |
70,659 |
| NZL |
-1 |
3 |
-161,069 |
-161,069 |
-31,590 |
0.20 |
-0.065 |
-0.061 |
11,264 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.26 |
0.037 |
0.037 |
-0 |
| 1 |
7 |
148,806 |
148,806 |
47,502 |
0.39 |
0.064 |
0.089 |
12,492 |
| SGP |
-1 |
11 |
-630,914 |
-630,914 |
-463,261 |
0.76 |
0.011 |
0.025 |
-14,099 |
| 1 |
2 |
120,495 |
120,495 |
30,582 |
0.36 |
0.064 |
0.064 |
7,602 |
| THA |
1 |
18 |
1,050,059 |
1,050,059 |
378,960 |
0.49 |
0.177 |
0.170 |
220,405 |
| TWN |
-1 |
40 |
-1,553,658 |
-1,553,658 |
-992,110 |
0.72 |
0.048 |
0.067 |
-113,101 |
| 0 |
1 |
0 |
0 |
0 |
1.59 |
0.194 |
0.194 |
0 |
| 1 |
38 |
2,487,184 |
2,487,184 |
2,608,549 |
1.10 |
0.165 |
0.162 |
416,268 |