Generated at 15:21 on Monday 06/22/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
619 |
-19,767,849 |
| 0 |
22 |
0 |
| 1 |
518 |
21,212,939 |
|
target_notional |
| target_notional |
1,445,090 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,229,061 |
1,445,090 |
3,512,329 |
40,980,788 |
866,916 |
0.079 |
0.035 |
0.086 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,539,390 |
| 0 |
0 |
| 1 |
18,768,450 |
|
alpha_notional |
| alpha_notional |
3,512,329 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,204,973 |
| 0 |
0 |
| 1 |
2,307,356 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,049,103 |
3,136,476 |
258,253 |
-0.334 |
0.077 |
| CHN |
410 |
-101,325 |
6,426,631 |
454,272 |
-0.016 |
0.157 |
| HKG |
170 |
1,067,715 |
6,601,106 |
415,715 |
0.162 |
0.161 |
| IDN |
15 |
588,238 |
588,238 |
156,552 |
1.000 |
0.014 |
| JPN |
320 |
-1,012,022 |
16,803,333 |
474,747 |
-0.060 |
0.410 |
| KOR |
36 |
-363,605 |
583,270 |
134,797 |
-0.623 |
0.014 |
| MYS |
9 |
555,232 |
555,232 |
95,038 |
1.000 |
0.014 |
| NZL |
4 |
-161,016 |
161,016 |
28,824 |
-1.000 |
0.004 |
| PHL |
8 |
162,855 |
162,859 |
52,023 |
1.000 |
0.004 |
| SGP |
11 |
-513,944 |
750,714 |
126,173 |
-0.685 |
0.018 |
| THA |
20 |
1,049,583 |
1,049,583 |
192,396 |
1.000 |
0.026 |
| TWN |
78 |
1,222,483 |
4,162,328 |
498,824 |
0.294 |
0.102 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,092,790 |
| 0 |
1 |
0 |
| 1 |
24 |
1,043,686 |
| CHN |
-1 |
232 |
-3,263,978 |
| 0 |
8 |
0 |
| 1 |
170 |
3,162,653 |
| HKG |
-1 |
75 |
-2,766,695 |
| 0 |
3 |
0 |
| 1 |
92 |
3,834,411 |
| IDN |
1 |
15 |
588,238 |
| JPN |
-1 |
176 |
-8,907,678 |
| 0 |
9 |
0 |
| 1 |
135 |
7,895,656 |
| KOR |
-1 |
30 |
-473,437 |
| 1 |
6 |
109,833 |
| MYS |
1 |
9 |
555,232 |
| NZL |
-1 |
4 |
-161,016 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
162,857 |
| SGP |
-1 |
9 |
-632,329 |
| 1 |
2 |
118,385 |
| THA |
0 |
1 |
0 |
| 1 |
19 |
1,049,583 |
| TWN |
-1 |
39 |
-1,469,923 |
| 1 |
39 |
2,692,406 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,092,790 |
-2,092,790 |
-1,547,021 |
0.78 |
-0.092 |
-0.096 |
197,296 |
| 0 |
1 |
0 |
0 |
0 |
1.12 |
-0.083 |
-0.083 |
0 |
| 1 |
24 |
1,043,686 |
1,043,686 |
565,210 |
0.49 |
0.008 |
0.004 |
30,163 |
| CHN |
-1 |
232 |
-3,263,978 |
-3,263,978 |
-4,076,712 |
1.31 |
-0.073 |
-0.076 |
243,601 |
| 0 |
8 |
0 |
0 |
0 |
1.51 |
-0.053 |
-0.062 |
0 |
| 1 |
170 |
3,162,653 |
3,162,653 |
3,340,804 |
1.20 |
0.020 |
0.023 |
244,806 |
| HKG |
-1 |
75 |
-2,766,695 |
-2,766,695 |
-2,968,606 |
1.30 |
0.045 |
0.055 |
38,920 |
| 0 |
3 |
0 |
0 |
0 |
1.39 |
0.110 |
0.092 |
0 |
| 1 |
92 |
3,834,411 |
3,834,411 |
5,275,753 |
1.36 |
0.175 |
0.181 |
758,071 |
| IDN |
1 |
15 |
588,238 |
588,238 |
197,584 |
0.38 |
0.157 |
0.159 |
89,694 |
| JPN |
-1 |
176 |
-8,907,678 |
-8,907,678 |
-5,058,799 |
0.66 |
-0.071 |
-0.068 |
737,591 |
| 0 |
9 |
0 |
0 |
0 |
1.37 |
0.030 |
0.026 |
0 |
| 1 |
135 |
7,895,656 |
7,895,656 |
5,734,068 |
0.82 |
0.056 |
0.059 |
520,329 |
| KOR |
-1 |
30 |
-473,437 |
-473,437 |
-434,075 |
0.82 |
-0.114 |
-0.101 |
54,039 |
| 1 |
6 |
109,833 |
109,833 |
68,454 |
0.71 |
0.151 |
0.162 |
22,579 |
| MYS |
1 |
9 |
555,232 |
555,232 |
246,497 |
0.28 |
0.075 |
0.063 |
57,170 |
| NZL |
-1 |
4 |
-161,016 |
-161,016 |
-35,502 |
0.30 |
-0.068 |
-0.071 |
10,796 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.015 |
-0.015 |
0 |
| 1 |
7 |
162,857 |
162,857 |
51,258 |
0.39 |
0.013 |
0.014 |
2,522 |
| SGP |
-1 |
9 |
-632,329 |
-632,329 |
-475,157 |
0.79 |
-0.010 |
-0.003 |
5,680 |
| 1 |
2 |
118,385 |
118,385 |
30,067 |
0.36 |
0.049 |
0.049 |
5,820 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.21 |
0.088 |
0.088 |
0 |
| 1 |
19 |
1,049,583 |
1,049,583 |
415,445 |
0.50 |
0.145 |
0.146 |
183,012 |
| TWN |
-1 |
39 |
-1,469,923 |
-1,469,923 |
-943,518 |
0.72 |
0.030 |
0.051 |
-82,952 |
| 1 |
39 |
2,692,406 |
2,692,406 |
2,843,311 |
1.08 |
0.140 |
0.133 |
393,189 |