Generated at 15:24 on Sunday 06/14/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
600 |
-19,572,813 |
| 0 |
25 |
-37,726 |
| 1 |
527 |
21,324,577 |
|
target_notional |
| target_notional |
1,714,038 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,116,264 |
1,714,038 |
3,439,020 |
41,804,350 |
901,418 |
0.075 |
0.041 |
0.082 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,591,972 |
| 0 |
-6,169 |
| 1 |
18,714,406 |
|
alpha_notional |
| alpha_notional |
3,439,020 |
|
alpha_notional |
| pos_sign |
|
| -1 |
979,892 |
| 0 |
662 |
| 1 |
2,458,466 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,049,691 |
3,137,173 |
282,952 |
-0.335 |
0.075 |
| CHN |
409 |
-99,479 |
7,897,562 |
483,988 |
-0.013 |
0.189 |
| HKG |
172 |
923,798 |
6,605,117 |
387,903 |
0.140 |
0.158 |
| IDN |
19 |
614,676 |
614,676 |
156,706 |
1.000 |
0.015 |
| JPN |
337 |
-968,548 |
16,822,117 |
469,245 |
-0.058 |
0.402 |
| KOR |
4 |
65,154 |
65,154 |
23,950 |
1.000 |
0.002 |
| MYS |
10 |
576,508 |
576,508 |
97,010 |
1.000 |
0.014 |
| NZL |
3 |
-161,013 |
161,013 |
29,108 |
-1.000 |
0.004 |
| PHL |
8 |
149,666 |
149,670 |
46,228 |
1.000 |
0.004 |
| SGP |
13 |
-491,807 |
751,184 |
119,968 |
-0.655 |
0.018 |
| THA |
18 |
1,049,815 |
1,049,815 |
191,478 |
1.000 |
0.025 |
| TWN |
79 |
1,104,959 |
3,974,360 |
452,141 |
0.278 |
0.095 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,093,432 |
| 0 |
1 |
0 |
| 1 |
23 |
1,043,741 |
| CHN |
-1 |
232 |
-3,579,351 |
| 0 |
3 |
-37,726 |
| 1 |
174 |
3,517,598 |
| HKG |
-1 |
77 |
-2,787,487 |
| 0 |
3 |
0 |
| 1 |
92 |
3,711,284 |
| IDN |
0 |
2 |
0 |
| 1 |
17 |
614,676 |
| JPN |
-1 |
182 |
-8,895,333 |
| 0 |
13 |
0 |
| 1 |
142 |
7,926,785 |
| KOR |
1 |
4 |
65,154 |
| MYS |
1 |
10 |
576,508 |
| NZL |
-1 |
3 |
-161,013 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
149,668 |
| SGP |
-1 |
10 |
-621,495 |
| 0 |
1 |
0 |
| 1 |
2 |
129,689 |
| THA |
1 |
18 |
1,049,815 |
| TWN |
-1 |
39 |
-1,434,701 |
| 0 |
2 |
0 |
| 1 |
38 |
2,539,659 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,093,432 |
-2,093,432 |
-1,696,722 |
0.81 |
-0.103 |
-0.108 |
251,380 |
| 0 |
1 |
0 |
0 |
0 |
0.46 |
-0.036 |
-0.036 |
0 |
| 1 |
23 |
1,043,741 |
1,043,741 |
557,797 |
0.44 |
-0.004 |
-0.005 |
17,343 |
| CHN |
-1 |
232 |
-3,579,351 |
-3,579,351 |
-4,365,122 |
1.31 |
-0.077 |
-0.079 |
278,652 |
| 0 |
3 |
-37,726 |
-37,726 |
-6,169 |
0.77 |
-0.122 |
-0.153 |
662 |
| 1 |
174 |
3,517,598 |
3,517,598 |
3,673,854 |
1.19 |
0.019 |
0.022 |
281,141 |
| HKG |
-1 |
77 |
-2,787,487 |
-2,787,487 |
-3,059,798 |
1.29 |
0.028 |
0.048 |
42,521 |
| 0 |
3 |
0 |
0 |
0 |
1.89 |
0.119 |
0.144 |
0 |
| 1 |
92 |
3,711,284 |
3,711,284 |
5,170,915 |
1.36 |
0.154 |
0.160 |
650,107 |
| IDN |
0 |
2 |
0 |
0 |
0 |
0.52 |
0.186 |
0.186 |
0 |
| 1 |
17 |
614,676 |
614,676 |
208,064 |
0.39 |
0.169 |
0.171 |
101,299 |
| JPN |
-1 |
182 |
-8,895,333 |
-8,895,333 |
-5,071,652 |
0.69 |
-0.044 |
-0.040 |
515,805 |
| 0 |
13 |
0 |
0 |
0 |
0.98 |
0.012 |
0.033 |
0 |
| 1 |
142 |
7,926,785 |
7,926,785 |
5,675,548 |
0.82 |
0.074 |
0.075 |
673,283 |
| KOR |
1 |
4 |
65,154 |
65,154 |
45,166 |
0.87 |
0.126 |
0.151 |
11,592 |
| MYS |
1 |
10 |
576,508 |
576,508 |
250,124 |
0.32 |
0.092 |
0.083 |
76,211 |
| NZL |
-1 |
3 |
-161,013 |
-161,013 |
-31,663 |
0.20 |
-0.079 |
-0.080 |
12,965 |
| PHL |
-1 |
1 |
-2 |
-2 |
-0 |
0.26 |
0.055 |
0.055 |
-0 |
| 1 |
7 |
149,668 |
149,668 |
47,777 |
0.39 |
0.066 |
0.084 |
12,641 |
| SGP |
-1 |
10 |
-621,495 |
-621,495 |
-457,261 |
0.75 |
0.033 |
0.039 |
-20,023 |
| 0 |
1 |
0 |
0 |
0 |
0.83 |
-0.077 |
-0.077 |
0 |
| 1 |
2 |
129,689 |
129,689 |
32,874 |
0.36 |
0.069 |
0.069 |
9,676 |
| THA |
1 |
18 |
1,049,815 |
1,049,815 |
380,438 |
0.49 |
0.172 |
0.168 |
214,917 |
| TWN |
-1 |
39 |
-1,434,701 |
-1,434,701 |
-909,754 |
0.72 |
0.041 |
0.061 |
-101,407 |
| 0 |
2 |
0 |
0 |
0 |
1.14 |
0.119 |
0.119 |
0 |
| 1 |
38 |
2,539,659 |
2,539,659 |
2,671,849 |
1.10 |
0.158 |
0.158 |
410,255 |