Generated at 15:24 on Tuesday 06/16/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-19,913,818 |
| 0 |
19 |
-61,801 |
| 1 |
521 |
21,444,818 |
|
target_notional |
| target_notional |
1,469,200 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,951,269 |
1,469,200 |
3,514,552 |
42,305,583 |
913,874 |
0.070 |
0.035 |
0.083 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-16,012,356 |
| 0 |
-40,338 |
| 1 |
19,003,963 |
|
alpha_notional |
| alpha_notional |
3,514,552 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,142,083 |
| 0 |
2,363 |
| 1 |
2,370,106 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
75 |
-1,049,973 |
3,137,677 |
281,513 |
-0.335 |
0.074 |
| CHN |
411 |
-220,747 |
7,853,950 |
493,850 |
-0.028 |
0.186 |
| HKG |
169 |
1,153,048 |
6,653,330 |
423,383 |
0.173 |
0.157 |
| IDN |
17 |
615,315 |
615,315 |
163,732 |
1.000 |
0.015 |
| JPN |
326 |
-1,007,374 |
16,805,689 |
472,881 |
-0.060 |
0.397 |
| KOR |
31 |
-328,579 |
477,130 |
122,104 |
-0.689 |
0.011 |
| MYS |
10 |
589,966 |
589,966 |
99,111 |
1.000 |
0.014 |
| NZL |
4 |
-161,060 |
161,060 |
28,918 |
-1.000 |
0.004 |
| PHL |
8 |
160,639 |
160,644 |
48,982 |
1.000 |
0.004 |
| SGP |
12 |
-486,067 |
750,944 |
120,929 |
-0.647 |
0.018 |
| THA |
19 |
1,048,858 |
1,048,858 |
192,374 |
1.000 |
0.025 |
| TWN |
81 |
1,155,173 |
4,051,018 |
464,011 |
0.285 |
0.096 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,093,825 |
| 0 |
2 |
0 |
| 1 |
22 |
1,043,852 |
| CHN |
-1 |
235 |
-3,579,532 |
| 0 |
4 |
-61,801 |
| 1 |
172 |
3,420,586 |
| HKG |
-1 |
75 |
-2,703,584 |
| 0 |
3 |
0 |
| 1 |
91 |
3,856,631 |
| IDN |
0 |
1 |
0 |
| 1 |
16 |
615,315 |
| JPN |
-1 |
182 |
-8,906,532 |
| 0 |
5 |
0 |
| 1 |
139 |
7,899,158 |
| KOR |
-1 |
27 |
-402,855 |
| 1 |
4 |
74,276 |
| MYS |
1 |
10 |
589,966 |
| NZL |
-1 |
4 |
-161,060 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
160,642 |
| SGP |
-1 |
9 |
-618,505 |
| 0 |
1 |
0 |
| 1 |
2 |
132,439 |
| THA |
1 |
19 |
1,048,858 |
| TWN |
-1 |
39 |
-1,447,923 |
| 0 |
3 |
0 |
| 1 |
39 |
2,603,095 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,093,825 |
-2,093,825 |
-1,676,662 |
0.82 |
-0.105 |
-0.107 |
258,440 |
| 0 |
2 |
0 |
0 |
0 |
0.62 |
-0.089 |
-0.089 |
0 |
| 1 |
22 |
1,043,852 |
1,043,852 |
565,214 |
0.44 |
0.003 |
-0.003 |
19,917 |
| CHN |
-1 |
235 |
-3,579,532 |
-3,579,532 |
-4,469,747 |
1.31 |
-0.069 |
-0.071 |
254,963 |
| 0 |
4 |
-61,801 |
-61,801 |
-40,338 |
1.02 |
-0.051 |
-0.052 |
2,363 |
| 1 |
172 |
3,420,586 |
3,420,586 |
3,654,853 |
1.19 |
0.026 |
0.033 |
293,589 |
| HKG |
-1 |
75 |
-2,703,584 |
-2,703,584 |
-2,961,752 |
1.30 |
0.044 |
0.065 |
24,092 |
| 0 |
3 |
0 |
0 |
0 |
1.80 |
0.169 |
0.176 |
0 |
| 1 |
91 |
3,856,631 |
3,856,631 |
5,351,559 |
1.35 |
0.169 |
0.173 |
723,294 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.185 |
0.185 |
0 |
| 1 |
16 |
615,315 |
615,315 |
208,304 |
0.39 |
0.147 |
0.139 |
84,766 |
| JPN |
-1 |
182 |
-8,906,532 |
-8,906,532 |
-5,106,624 |
0.67 |
-0.059 |
-0.055 |
637,200 |
| 0 |
5 |
0 |
0 |
0 |
1.78 |
0.037 |
0.038 |
0 |
| 1 |
139 |
7,899,158 |
7,899,158 |
5,715,430 |
0.81 |
0.060 |
0.062 |
548,767 |
| KOR |
-1 |
27 |
-402,855 |
-402,855 |
-386,624 |
0.91 |
-0.135 |
-0.130 |
55,451 |
| 1 |
4 |
74,276 |
74,276 |
49,613 |
0.87 |
0.114 |
0.141 |
12,767 |
| MYS |
1 |
10 |
589,966 |
589,966 |
257,313 |
0.32 |
0.058 |
0.057 |
53,632 |
| NZL |
-1 |
4 |
-161,060 |
-161,060 |
-32,685 |
0.30 |
-0.082 |
-0.082 |
13,450 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.020 |
-0.020 |
0 |
| 1 |
7 |
160,642 |
160,642 |
51,352 |
0.39 |
0.004 |
0.024 |
2,935 |
| SGP |
-1 |
9 |
-618,505 |
-618,505 |
-460,405 |
0.79 |
-0.004 |
-0.001 |
-42 |
| 0 |
1 |
0 |
0 |
0 |
0.49 |
0.052 |
0.052 |
0 |
| 1 |
2 |
132,439 |
132,439 |
33,548 |
0.36 |
0.037 |
0.037 |
4,690 |
| THA |
1 |
19 |
1,048,858 |
1,048,858 |
393,313 |
0.49 |
0.164 |
0.166 |
207,774 |
| TWN |
-1 |
39 |
-1,447,923 |
-1,447,923 |
-917,857 |
0.72 |
0.042 |
0.058 |
-101,471 |
| 0 |
3 |
0 |
0 |
0 |
1.26 |
0.170 |
0.181 |
0 |
| 1 |
39 |
2,603,095 |
2,603,095 |
2,723,465 |
1.08 |
0.158 |
0.160 |
417,976 |