Generated at 15:24 on Monday 06/15/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
622 |
-19,971,398 |
| 0 |
24 |
-37,376 |
| 1 |
520 |
21,517,732 |
|
target_notional |
| target_notional |
1,508,958 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,972,668 |
1,508,958 |
3,538,574 |
42,428,625 |
914,028 |
0.070 |
0.036 |
0.083 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,087,650 |
| 0 |
-6,112 |
| 1 |
19,066,429 |
|
alpha_notional |
| alpha_notional |
3,538,574 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,143,325 |
| 0 |
439 |
| 1 |
2,394,810 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,049,220 |
3,137,299 |
285,422 |
-0.334 |
0.074 |
| CHN |
410 |
-224,597 |
7,928,986 |
492,042 |
-0.028 |
0.187 |
| HKG |
169 |
1,093,512 |
6,738,726 |
419,866 |
0.162 |
0.159 |
| IDN |
17 |
634,586 |
634,586 |
167,666 |
1.000 |
0.015 |
| JPN |
330 |
-984,798 |
16,848,914 |
473,640 |
-0.058 |
0.397 |
| KOR |
28 |
-257,071 |
394,806 |
100,384 |
-0.651 |
0.009 |
| MYS |
10 |
582,459 |
582,459 |
97,963 |
1.000 |
0.014 |
| NZL |
3 |
-161,065 |
161,065 |
29,021 |
-1.000 |
0.004 |
| PHL |
8 |
158,718 |
158,722 |
49,012 |
1.000 |
0.004 |
| SGP |
12 |
-489,033 |
752,386 |
120,613 |
-0.650 |
0.018 |
| THA |
19 |
1,048,196 |
1,048,196 |
191,912 |
1.000 |
0.025 |
| TWN |
80 |
1,157,273 |
4,042,480 |
465,981 |
0.286 |
0.095 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,093,259 |
| 0 |
4 |
0 |
| 1 |
22 |
1,044,039 |
| CHN |
-1 |
233 |
-3,638,528 |
| 0 |
5 |
-37,376 |
| 1 |
172 |
3,451,306 |
| HKG |
-1 |
76 |
-2,772,436 |
| 0 |
1 |
0 |
| 1 |
92 |
3,865,947 |
| IDN |
1 |
17 |
634,586 |
| JPN |
-1 |
182 |
-8,916,856 |
| 0 |
11 |
0 |
| 1 |
137 |
7,932,058 |
| KOR |
-1 |
24 |
-325,938 |
| 1 |
4 |
68,868 |
| MYS |
1 |
10 |
582,459 |
| NZL |
-1 |
3 |
-161,065 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
158,720 |
| SGP |
-1 |
10 |
-620,710 |
| 1 |
2 |
131,676 |
| THA |
1 |
19 |
1,048,196 |
| TWN |
-1 |
39 |
-1,442,604 |
| 0 |
3 |
0 |
| 1 |
38 |
2,599,876 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,093,259 |
-2,093,259 |
-1,711,904 |
0.81 |
-0.112 |
-0.114 |
270,088 |
| 0 |
4 |
0 |
0 |
0 |
0.67 |
-0.088 |
-0.085 |
0 |
| 1 |
22 |
1,044,039 |
1,044,039 |
566,080 |
0.44 |
-0.001 |
-0.002 |
14,498 |
| CHN |
-1 |
233 |
-3,638,528 |
-3,638,528 |
-4,445,684 |
1.30 |
-0.068 |
-0.071 |
258,656 |
| 0 |
5 |
-37,376 |
-37,376 |
-6,112 |
1.16 |
-0.037 |
-0.027 |
439 |
| 1 |
172 |
3,451,306 |
3,451,306 |
3,648,239 |
1.19 |
0.026 |
0.028 |
305,612 |
| HKG |
-1 |
76 |
-2,772,436 |
-2,772,436 |
-3,046,894 |
1.30 |
0.043 |
0.063 |
22,198 |
| 0 |
1 |
0 |
0 |
0 |
1.93 |
0.165 |
0.165 |
0 |
| 1 |
92 |
3,865,947 |
3,865,947 |
5,391,261 |
1.36 |
0.166 |
0.174 |
720,354 |
| IDN |
1 |
17 |
634,586 |
634,586 |
213,695 |
0.39 |
0.149 |
0.148 |
89,971 |
| JPN |
-1 |
182 |
-8,916,856 |
-8,916,856 |
-5,139,934 |
0.69 |
-0.060 |
-0.055 |
648,430 |
| 0 |
11 |
0 |
0 |
0 |
0.96 |
-0.005 |
-0.005 |
0 |
| 1 |
137 |
7,932,058 |
7,932,058 |
5,736,740 |
0.82 |
0.059 |
0.061 |
540,824 |
| KOR |
-1 |
24 |
-325,938 |
-325,938 |
-333,758 |
0.93 |
-0.135 |
-0.131 |
42,654 |
| 1 |
4 |
68,868 |
68,868 |
48,150 |
0.87 |
0.115 |
0.141 |
11,715 |
| MYS |
1 |
10 |
582,459 |
582,459 |
254,243 |
0.32 |
0.074 |
0.077 |
64,882 |
| NZL |
-1 |
3 |
-161,065 |
-161,065 |
-31,720 |
0.20 |
-0.079 |
-0.081 |
12,718 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.041 |
-0.041 |
0 |
| 1 |
7 |
158,720 |
158,720 |
50,616 |
0.39 |
0.002 |
0.022 |
2,766 |
| SGP |
-1 |
10 |
-620,710 |
-620,710 |
-460,286 |
0.75 |
0.009 |
0.014 |
-4,710 |
| 1 |
2 |
131,676 |
131,676 |
33,357 |
0.36 |
0.047 |
0.047 |
6,303 |
| THA |
1 |
19 |
1,048,196 |
1,048,196 |
391,561 |
0.49 |
0.168 |
0.168 |
209,451 |
| TWN |
-1 |
39 |
-1,442,604 |
-1,442,604 |
-917,470 |
0.72 |
0.045 |
0.061 |
-106,708 |
| 0 |
3 |
0 |
0 |
0 |
1.06 |
0.171 |
0.173 |
0 |
| 1 |
38 |
2,599,876 |
2,599,876 |
2,732,488 |
1.10 |
0.162 |
0.156 |
428,432 |