Generated at 15:20 on Tuesday 06/23/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
622 |
-19,633,983 |
| 0 |
17 |
0 |
| 1 |
516 |
21,010,566 |
|
target_notional |
| target_notional |
1,376,583 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,148,333 |
1,376,583 |
3,473,007 |
40,644,549 |
856,857 |
0.077 |
0.034 |
0.085 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,288,829 |
| 0 |
0 |
| 1 |
18,437,162 |
|
alpha_notional |
| alpha_notional |
3,473,007 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,167,563 |
| 0 |
0 |
| 1 |
2,305,445 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,050,717 |
3,136,202 |
253,127 |
-0.335 |
0.077 |
| CHN |
406 |
-97,877 |
6,262,940 |
454,429 |
-0.016 |
0.154 |
| HKG |
170 |
1,005,029 |
6,574,118 |
405,447 |
0.153 |
0.162 |
| IDN |
15 |
588,072 |
588,072 |
157,372 |
1.000 |
0.014 |
| JPN |
319 |
-1,025,154 |
16,751,582 |
474,063 |
-0.061 |
0.412 |
| KOR |
37 |
-323,170 |
559,938 |
126,091 |
-0.577 |
0.014 |
| MYS |
9 |
548,948 |
548,948 |
94,039 |
1.000 |
0.014 |
| NZL |
4 |
-161,040 |
161,040 |
28,708 |
-1.000 |
0.004 |
| PHL |
8 |
163,613 |
163,617 |
53,241 |
1.000 |
0.004 |
| SGP |
11 |
-515,332 |
750,548 |
125,664 |
-0.687 |
0.018 |
| THA |
19 |
1,049,756 |
1,049,756 |
191,870 |
1.000 |
0.026 |
| TWN |
79 |
1,194,456 |
4,097,789 |
487,977 |
0.291 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,093,459 |
| 0 |
1 |
0 |
| 1 |
23 |
1,042,742 |
| CHN |
-1 |
233 |
-3,180,409 |
| 0 |
4 |
0 |
| 1 |
169 |
3,082,532 |
| HKG |
-1 |
76 |
-2,784,544 |
| 0 |
2 |
0 |
| 1 |
92 |
3,789,573 |
| IDN |
1 |
15 |
588,072 |
| JPN |
-1 |
176 |
-8,888,368 |
| 0 |
8 |
0 |
| 1 |
135 |
7,863,214 |
| KOR |
-1 |
30 |
-441,554 |
| 0 |
1 |
0 |
| 1 |
6 |
118,384 |
| MYS |
1 |
9 |
548,948 |
| NZL |
-1 |
4 |
-161,040 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
163,615 |
| SGP |
-1 |
9 |
-632,940 |
| 1 |
2 |
117,608 |
| THA |
1 |
19 |
1,049,756 |
| TWN |
-1 |
39 |
-1,451,667 |
| 0 |
1 |
0 |
| 1 |
39 |
2,646,122 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,093,459 |
-2,093,459 |
-1,514,367 |
0.78 |
-0.088 |
-0.089 |
190,898 |
| 0 |
1 |
0 |
0 |
0 |
1.68 |
-0.031 |
-0.031 |
0 |
| 1 |
23 |
1,042,742 |
1,042,742 |
568,093 |
0.44 |
0.011 |
0.012 |
29,379 |
| CHN |
-1 |
233 |
-3,180,409 |
-3,180,409 |
-3,951,797 |
1.31 |
-0.075 |
-0.078 |
255,515 |
| 0 |
4 |
0 |
0 |
0 |
1.33 |
-0.037 |
-0.023 |
0 |
| 1 |
169 |
3,082,532 |
3,082,532 |
3,260,838 |
1.20 |
0.015 |
0.018 |
222,294 |
| HKG |
-1 |
76 |
-2,784,544 |
-2,784,544 |
-2,983,720 |
1.28 |
0.040 |
0.048 |
52,998 |
| 0 |
2 |
0 |
0 |
0 |
1.41 |
0.060 |
0.060 |
0 |
| 1 |
92 |
3,789,573 |
3,789,573 |
5,175,337 |
1.36 |
0.172 |
0.182 |
747,053 |
| IDN |
1 |
15 |
588,072 |
588,072 |
198,093 |
0.38 |
0.141 |
0.140 |
80,285 |
| JPN |
-1 |
176 |
-8,888,368 |
-8,888,368 |
-5,000,577 |
0.66 |
-0.066 |
-0.063 |
693,507 |
| 0 |
8 |
0 |
0 |
0 |
1.28 |
0.005 |
0.023 |
0 |
| 1 |
135 |
7,863,214 |
7,863,214 |
5,643,753 |
0.82 |
0.062 |
0.066 |
562,110 |
| KOR |
-1 |
30 |
-441,554 |
-441,554 |
-401,463 |
0.85 |
-0.097 |
-0.083 |
42,768 |
| 0 |
1 |
0 |
0 |
0 |
-0.20 |
-0.208 |
-0.208 |
0 |
| 1 |
6 |
118,384 |
118,384 |
64,383 |
0.71 |
0.155 |
0.166 |
24,056 |
| MYS |
1 |
9 |
548,948 |
548,948 |
243,032 |
0.28 |
0.085 |
0.073 |
62,123 |
| NZL |
-1 |
4 |
-161,040 |
-161,040 |
-35,805 |
0.30 |
-0.059 |
-0.063 |
9,738 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.014 |
-0.014 |
0 |
| 1 |
7 |
163,615 |
163,615 |
51,373 |
0.39 |
0.007 |
0.014 |
2,616 |
| SGP |
-1 |
9 |
-632,940 |
-632,940 |
-474,768 |
0.79 |
-0.008 |
-0.005 |
4,947 |
| 1 |
2 |
117,608 |
117,608 |
29,880 |
0.36 |
0.052 |
0.052 |
6,107 |
| THA |
1 |
19 |
1,049,756 |
1,049,756 |
415,017 |
0.50 |
0.148 |
0.145 |
186,192 |
| TWN |
-1 |
39 |
-1,451,667 |
-1,451,667 |
-926,332 |
0.72 |
0.030 |
0.050 |
-82,809 |
| 0 |
1 |
0 |
0 |
0 |
0.70 |
0.037 |
0.037 |
0 |
| 1 |
39 |
2,646,122 |
2,646,122 |
2,787,363 |
1.08 |
0.140 |
0.138 |
383,229 |