Generated at 15:24 on Sunday 06/21/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
627 |
-19,600,962 |
| 0 |
15 |
-24,593 |
| 1 |
518 |
21,084,115 |
|
target_notional |
| target_notional |
1,458,560 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,043,657 |
1,458,560 |
3,450,432 |
41,572,686 |
905,755 |
0.073 |
0.035 |
0.083 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,639,829 |
| 0 |
-33,499 |
| 1 |
18,716,985 |
|
alpha_notional |
| alpha_notional |
3,450,432 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,243,532 |
| 0 |
1,429 |
| 1 |
2,205,470 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
76 |
-1,049,207 |
3,133,263 |
264,375 |
-0.335 |
0.075 |
| CHN |
415 |
41,608 |
7,101,222 |
479,071 |
0.006 |
0.171 |
| HKG |
169 |
1,006,609 |
6,568,055 |
401,121 |
0.153 |
0.158 |
| IDN |
15 |
593,240 |
593,240 |
158,417 |
1.000 |
0.014 |
| JPN |
320 |
-1,046,267 |
16,799,066 |
474,555 |
-0.062 |
0.404 |
| KOR |
35 |
-380,837 |
575,215 |
137,915 |
-0.662 |
0.014 |
| MYS |
9 |
555,570 |
555,570 |
95,461 |
1.000 |
0.013 |
| NZL |
4 |
-161,015 |
161,015 |
28,611 |
-1.000 |
0.004 |
| PHL |
8 |
161,244 |
161,248 |
51,751 |
1.000 |
0.004 |
| SGP |
11 |
-513,263 |
750,508 |
125,955 |
-0.684 |
0.018 |
| THA |
20 |
1,048,914 |
1,048,914 |
192,895 |
1.000 |
0.025 |
| TWN |
78 |
1,201,964 |
4,125,368 |
487,916 |
0.291 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,091,235 |
| 1 |
23 |
1,042,028 |
| CHN |
-1 |
234 |
-3,118,400 |
| 0 |
11 |
-24,593 |
| 1 |
170 |
3,184,601 |
| HKG |
-1 |
76 |
-2,736,029 |
| 0 |
1 |
0 |
| 1 |
92 |
3,742,638 |
| IDN |
1 |
15 |
593,240 |
| JPN |
-1 |
181 |
-8,922,666 |
| 0 |
3 |
0 |
| 1 |
136 |
7,876,399 |
| KOR |
-1 |
30 |
-478,026 |
| 1 |
5 |
97,189 |
| MYS |
1 |
9 |
555,570 |
| NZL |
-1 |
4 |
-161,015 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
161,246 |
| SGP |
-1 |
9 |
-631,886 |
| 1 |
2 |
118,623 |
| THA |
1 |
20 |
1,048,914 |
| TWN |
-1 |
39 |
-1,461,702 |
| 1 |
39 |
2,663,666 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,091,235 |
-2,091,235 |
-1,589,928 |
0.79 |
-0.111 |
-0.113 |
237,766 |
| 1 |
23 |
1,042,028 |
1,042,028 |
558,053 |
0.49 |
-0.010 |
-0.017 |
12,215 |
| CHN |
-1 |
234 |
-3,118,400 |
-3,118,400 |
-4,081,361 |
1.32 |
-0.067 |
-0.070 |
208,546 |
| 0 |
11 |
-24,593 |
-24,593 |
-33,499 |
1.19 |
-0.043 |
-0.058 |
1,429 |
| 1 |
170 |
3,184,601 |
3,184,601 |
3,478,556 |
1.19 |
0.028 |
0.031 |
269,362 |
| HKG |
-1 |
76 |
-2,736,029 |
-2,736,029 |
-3,002,214 |
1.28 |
0.044 |
0.054 |
37,533 |
| 0 |
1 |
0 |
0 |
0 |
1.62 |
0.091 |
0.091 |
0 |
| 1 |
92 |
3,742,638 |
3,742,638 |
5,160,396 |
1.36 |
0.174 |
0.179 |
726,026 |
| IDN |
1 |
15 |
593,240 |
593,240 |
199,133 |
0.38 |
0.150 |
0.149 |
85,198 |
| JPN |
-1 |
181 |
-8,922,666 |
-8,922,666 |
-5,089,782 |
0.68 |
-0.072 |
-0.071 |
765,921 |
| 0 |
3 |
0 |
0 |
0 |
0.85 |
-0.015 |
-0.022 |
0 |
| 1 |
136 |
7,876,399 |
7,876,399 |
5,720,686 |
0.83 |
0.047 |
0.047 |
441,624 |
| KOR |
-1 |
30 |
-478,026 |
-478,026 |
-434,496 |
0.82 |
-0.126 |
-0.104 |
61,477 |
| 1 |
5 |
97,189 |
97,189 |
62,857 |
0.76 |
0.146 |
0.190 |
18,899 |
| MYS |
1 |
9 |
555,570 |
555,570 |
246,656 |
0.28 |
0.061 |
0.051 |
49,639 |
| NZL |
-1 |
4 |
-161,015 |
-161,015 |
-34,845 |
0.30 |
-0.084 |
-0.087 |
13,348 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.035 |
-0.035 |
0 |
| 1 |
7 |
161,246 |
161,246 |
50,885 |
0.39 |
0.004 |
0.011 |
1,615 |
| SGP |
-1 |
9 |
-631,886 |
-631,886 |
-472,550 |
0.79 |
-0.014 |
-0.007 |
8,877 |
| 1 |
2 |
118,623 |
118,623 |
30,132 |
0.36 |
0.039 |
0.039 |
4,498 |
| THA |
1 |
20 |
1,048,914 |
1,048,914 |
409,904 |
0.48 |
0.149 |
0.150 |
191,470 |
| TWN |
-1 |
39 |
-1,461,702 |
-1,461,702 |
-934,652 |
0.72 |
0.037 |
0.052 |
-89,936 |
| 1 |
39 |
2,663,666 |
2,663,666 |
2,799,727 |
1.08 |
0.147 |
0.144 |
404,925 |