Generated at 15:24 on Wednesday 06/17/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
626 |
-19,817,681 |
| 0 |
18 |
-60,842 |
| 1 |
518 |
21,336,290 |
|
target_notional |
| target_notional |
1,457,768 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,077,986 |
1,457,768 |
3,529,524 |
42,093,788 |
911,947 |
0.073 |
0.035 |
0.084 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,736,522 |
| 0 |
-39,921 |
| 1 |
18,854,428 |
|
alpha_notional |
| alpha_notional |
3,529,524 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,177,820 |
| 0 |
2,216 |
| 1 |
2,349,488 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-1,049,884 |
3,137,592 |
282,377 |
-0.335 |
0.075 |
| CHN |
413 |
-137,197 |
7,562,906 |
468,674 |
-0.018 |
0.180 |
| HKG |
169 |
1,078,420 |
6,604,942 |
409,640 |
0.163 |
0.157 |
| IDN |
16 |
615,359 |
615,359 |
163,828 |
1.000 |
0.015 |
| JPN |
323 |
-956,925 |
16,845,505 |
471,717 |
-0.057 |
0.400 |
| KOR |
36 |
-402,779 |
564,078 |
142,804 |
-0.714 |
0.013 |
| MYS |
10 |
575,840 |
575,840 |
97,737 |
1.000 |
0.014 |
| NZL |
4 |
-161,063 |
161,063 |
28,798 |
-1.000 |
0.004 |
| PHL |
8 |
159,111 |
159,115 |
49,289 |
1.000 |
0.004 |
| SGP |
11 |
-496,933 |
751,975 |
123,180 |
-0.661 |
0.018 |
| THA |
19 |
1,049,189 |
1,049,189 |
193,488 |
1.000 |
0.025 |
| TWN |
79 |
1,184,629 |
4,066,224 |
470,674 |
0.291 |
0.097 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,093,738 |
| 0 |
1 |
0 |
| 1 |
22 |
1,043,854 |
| CHN |
-1 |
235 |
-3,396,983 |
| 0 |
6 |
-60,842 |
| 1 |
172 |
3,320,628 |
| HKG |
-1 |
75 |
-2,716,000 |
| 0 |
3 |
0 |
| 1 |
91 |
3,794,420 |
| IDN |
0 |
1 |
0 |
| 1 |
15 |
615,359 |
| JPN |
-1 |
182 |
-8,901,215 |
| 0 |
4 |
0 |
| 1 |
137 |
7,944,290 |
| KOR |
-1 |
30 |
-483,428 |
| 0 |
1 |
0 |
| 1 |
5 |
80,649 |
| MYS |
0 |
1 |
0 |
| 1 |
9 |
575,840 |
| NZL |
-1 |
4 |
-161,063 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
159,113 |
| SGP |
-1 |
9 |
-624,454 |
| 1 |
2 |
127,521 |
| THA |
1 |
19 |
1,049,189 |
| TWN |
-1 |
39 |
-1,440,798 |
| 0 |
1 |
0 |
| 1 |
39 |
2,625,427 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,093,738 |
-2,093,738 |
-1,674,634 |
0.82 |
-0.111 |
-0.109 |
267,790 |
| 0 |
1 |
0 |
0 |
0 |
0.59 |
-0.029 |
-0.029 |
0 |
| 1 |
22 |
1,043,854 |
1,043,854 |
564,977 |
0.44 |
-0.001 |
-0.007 |
15,726 |
| CHN |
-1 |
235 |
-3,396,983 |
-3,396,983 |
-4,128,094 |
1.31 |
-0.069 |
-0.072 |
244,669 |
| 0 |
6 |
-60,842 |
-60,842 |
-39,921 |
1.31 |
-0.079 |
-0.074 |
2,216 |
| 1 |
172 |
3,320,628 |
3,320,628 |
3,570,706 |
1.19 |
0.027 |
0.030 |
287,887 |
| HKG |
-1 |
75 |
-2,716,000 |
-2,716,000 |
-2,972,777 |
1.30 |
0.040 |
0.057 |
34,821 |
| 0 |
3 |
0 |
0 |
0 |
1.85 |
0.128 |
0.153 |
0 |
| 1 |
91 |
3,794,420 |
3,794,420 |
5,229,532 |
1.35 |
0.167 |
0.173 |
708,899 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.47 |
0.144 |
0.144 |
0 |
| 1 |
15 |
615,359 |
615,359 |
207,897 |
0.38 |
0.140 |
0.133 |
81,693 |
| JPN |
-1 |
182 |
-8,901,215 |
-8,901,215 |
-5,104,614 |
0.67 |
-0.061 |
-0.056 |
644,071 |
| 0 |
4 |
0 |
0 |
0 |
1.20 |
-0.006 |
0.005 |
0 |
| 1 |
137 |
7,944,290 |
7,944,290 |
5,753,109 |
0.81 |
0.059 |
0.063 |
547,917 |
| KOR |
-1 |
30 |
-483,428 |
-483,428 |
-439,992 |
0.82 |
-0.147 |
-0.131 |
72,028 |
| 0 |
1 |
0 |
0 |
0 |
0.95 |
-0.103 |
-0.103 |
0 |
| 1 |
5 |
80,649 |
80,649 |
52,609 |
0.76 |
0.127 |
0.155 |
14,937 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.67 |
-0.027 |
-0.027 |
0 |
| 1 |
9 |
575,840 |
575,840 |
252,692 |
0.28 |
0.059 |
0.061 |
50,425 |
| NZL |
-1 |
4 |
-161,063 |
-161,063 |
-32,924 |
0.30 |
-0.078 |
-0.078 |
12,803 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.030 |
-0.030 |
0 |
| 1 |
7 |
159,113 |
159,113 |
50,829 |
0.39 |
0.010 |
0.027 |
3,449 |
| SGP |
-1 |
9 |
-624,454 |
-624,454 |
-465,612 |
0.79 |
-0.010 |
-0.005 |
4,258 |
| 1 |
2 |
127,521 |
127,521 |
32,340 |
0.36 |
0.034 |
0.034 |
3,946 |
| THA |
1 |
19 |
1,049,189 |
1,049,189 |
395,854 |
0.49 |
0.159 |
0.160 |
203,045 |
| TWN |
-1 |
39 |
-1,440,798 |
-1,440,798 |
-917,873 |
0.72 |
0.045 |
0.056 |
-102,619 |
| 0 |
1 |
0 |
0 |
0 |
1.59 |
0.193 |
0.193 |
0 |
| 1 |
39 |
2,625,427 |
2,625,427 |
2,743,885 |
1.08 |
0.161 |
0.166 |
431,565 |