Generated at 15:20 on Thursday 06/18/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-19,832,573 |
| 0 |
3 |
0 |
| 1 |
518 |
21,273,500 |
|
target_notional |
| target_notional |
1,440,927 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,023,893 |
1,440,927 |
3,500,134 |
41,106,073 |
868,492 |
0.074 |
0.035 |
0.085 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,670,116 |
| 0 |
0 |
| 1 |
18,694,009 |
|
alpha_notional |
| alpha_notional |
3,500,134 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,265,155 |
| 0 |
0 |
| 1 |
2,234,979 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
72 |
-1,049,656 |
3,134,934 |
277,719 |
-0.335 |
0.076 |
| CHN |
408 |
-52,545 |
6,700,133 |
446,229 |
-0.008 |
0.163 |
| HKG |
166 |
987,108 |
6,443,191 |
401,279 |
0.153 |
0.157 |
| IDN |
15 |
603,067 |
603,067 |
161,294 |
1.000 |
0.015 |
| JPN |
320 |
-978,310 |
16,850,330 |
474,678 |
-0.058 |
0.410 |
| KOR |
35 |
-386,742 |
556,288 |
137,830 |
-0.695 |
0.014 |
| MYS |
9 |
573,083 |
573,083 |
97,706 |
1.000 |
0.014 |
| NZL |
4 |
-161,174 |
161,174 |
28,476 |
-1.000 |
0.004 |
| PHL |
8 |
162,676 |
162,680 |
52,102 |
1.000 |
0.004 |
| SGP |
11 |
-505,997 |
750,679 |
124,337 |
-0.674 |
0.018 |
| THA |
19 |
1,048,405 |
1,048,405 |
193,822 |
1.000 |
0.026 |
| TWN |
78 |
1,201,015 |
4,122,110 |
483,081 |
0.291 |
0.100 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-2,092,295 |
| 1 |
22 |
1,042,639 |
| CHN |
-1 |
235 |
-3,376,339 |
| 1 |
173 |
3,323,794 |
| HKG |
-1 |
75 |
-2,728,042 |
| 1 |
91 |
3,715,149 |
| IDN |
1 |
15 |
603,067 |
| JPN |
-1 |
181 |
-8,914,320 |
| 0 |
3 |
0 |
| 1 |
136 |
7,936,010 |
| KOR |
-1 |
30 |
-471,515 |
| 1 |
5 |
84,773 |
| MYS |
1 |
9 |
573,083 |
| NZL |
-1 |
4 |
-161,174 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
162,678 |
| SGP |
-1 |
9 |
-628,338 |
| 1 |
2 |
122,341 |
| THA |
1 |
19 |
1,048,405 |
| TWN |
-1 |
39 |
-1,460,548 |
| 1 |
39 |
2,661,562 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-2,092,295 |
-2,092,295 |
-1,631,179 |
0.82 |
-0.108 |
-0.106 |
261,719 |
| 1 |
22 |
1,042,639 |
1,042,639 |
562,046 |
0.44 |
0.000 |
-0.007 |
19,893 |
| CHN |
-1 |
235 |
-3,376,339 |
-3,376,339 |
-4,105,980 |
1.31 |
-0.067 |
-0.070 |
244,719 |
| 1 |
173 |
3,323,794 |
3,323,794 |
3,442,740 |
1.19 |
0.026 |
0.030 |
273,456 |
| HKG |
-1 |
75 |
-2,728,042 |
-2,728,042 |
-2,950,296 |
1.30 |
0.045 |
0.062 |
33,431 |
| 1 |
91 |
3,715,149 |
3,715,149 |
5,126,278 |
1.35 |
0.174 |
0.178 |
720,697 |
| IDN |
1 |
15 |
603,067 |
603,067 |
202,895 |
0.38 |
0.144 |
0.135 |
82,044 |
| JPN |
-1 |
181 |
-8,914,320 |
-8,914,320 |
-5,119,622 |
0.67 |
-0.071 |
-0.067 |
741,528 |
| 0 |
3 |
0 |
0 |
0 |
0.81 |
-0.034 |
0.003 |
0 |
| 1 |
136 |
7,936,010 |
7,936,010 |
5,768,325 |
0.82 |
0.047 |
0.047 |
447,396 |
| KOR |
-1 |
30 |
-471,515 |
-471,515 |
-428,100 |
0.82 |
-0.131 |
-0.109 |
62,670 |
| 1 |
5 |
84,773 |
84,773 |
55,015 |
0.76 |
0.136 |
0.168 |
15,680 |
| MYS |
1 |
9 |
573,083 |
573,083 |
253,027 |
0.28 |
0.060 |
0.067 |
51,580 |
| NZL |
-1 |
4 |
-161,174 |
-161,174 |
-34,145 |
0.30 |
-0.073 |
-0.076 |
12,086 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.022 |
-0.022 |
0 |
| 1 |
7 |
162,678 |
162,678 |
51,514 |
0.39 |
0.005 |
0.017 |
1,791 |
| SGP |
-1 |
9 |
-628,338 |
-628,338 |
-466,879 |
0.79 |
-0.015 |
-0.008 |
8,392 |
| 1 |
2 |
122,341 |
122,341 |
31,059 |
0.36 |
0.027 |
0.027 |
2,650 |
| THA |
1 |
19 |
1,048,405 |
1,048,405 |
403,594 |
0.49 |
0.154 |
0.157 |
197,926 |
| TWN |
-1 |
39 |
-1,460,548 |
-1,460,548 |
-933,914 |
0.72 |
0.044 |
0.061 |
-99,391 |
| 1 |
39 |
2,661,562 |
2,661,562 |
2,797,516 |
1.08 |
0.155 |
0.153 |
421,867 |