Generated at 15:24 on Wednesday 06/24/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
630 |
-19,706,013 |
| 0 |
13 |
-23,862 |
| 1 |
513 |
21,086,817 |
|
target_notional |
| target_notional |
1,356,942 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,281,478 |
1,356,942 |
3,490,204 |
41,598,595 |
909,887 |
0.079 |
0.033 |
0.084 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,410,101 |
| 0 |
-32,502 |
| 1 |
18,724,082 |
|
alpha_notional |
| alpha_notional |
3,490,204 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,152,908 |
| 0 |
1,134 |
| 1 |
2,336,162 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
77 |
-1,049,192 |
3,136,048 |
249,874 |
-0.335 |
0.075 |
| CHN |
406 |
-124,728 |
7,085,415 |
484,471 |
-0.018 |
0.170 |
| HKG |
172 |
1,022,907 |
6,661,819 |
404,277 |
0.154 |
0.160 |
| IDN |
15 |
580,596 |
580,596 |
154,958 |
1.000 |
0.014 |
| JPN |
320 |
-1,001,769 |
16,782,050 |
472,208 |
-0.060 |
0.403 |
| KOR |
35 |
-337,163 |
580,811 |
131,347 |
-0.581 |
0.014 |
| MYS |
9 |
551,823 |
551,823 |
94,501 |
1.000 |
0.013 |
| NZL |
4 |
-161,060 |
161,060 |
28,736 |
-1.000 |
0.004 |
| PHL |
8 |
162,370 |
162,374 |
53,179 |
1.000 |
0.004 |
| SGP |
11 |
-517,573 |
750,700 |
125,526 |
-0.689 |
0.018 |
| THA |
19 |
1,049,971 |
1,049,971 |
191,647 |
1.000 |
0.025 |
| TWN |
79 |
1,180,760 |
4,095,926 |
486,192 |
0.288 |
0.098 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,092,620 |
| 1 |
23 |
1,043,428 |
| CHN |
-1 |
237 |
-3,231,291 |
| 0 |
3 |
-23,862 |
| 1 |
166 |
3,130,424 |
| HKG |
-1 |
78 |
-2,778,424 |
| 0 |
2 |
0 |
| 1 |
92 |
3,801,331 |
| IDN |
1 |
15 |
580,596 |
| JPN |
-1 |
177 |
-8,891,910 |
| 0 |
8 |
0 |
| 1 |
135 |
7,890,141 |
| KOR |
-1 |
29 |
-458,987 |
| 1 |
6 |
121,824 |
| MYS |
1 |
9 |
551,823 |
| NZL |
-1 |
4 |
-161,060 |
| PHL |
-1 |
1 |
-2 |
| 1 |
7 |
162,372 |
| SGP |
-1 |
9 |
-634,137 |
| 1 |
2 |
116,564 |
| THA |
1 |
19 |
1,049,971 |
| TWN |
-1 |
40 |
-1,457,583 |
| 1 |
39 |
2,638,343 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,092,620 |
-2,092,620 |
-1,510,748 |
0.78 |
-0.095 |
-0.095 |
207,808 |
| 1 |
23 |
1,043,428 |
1,043,428 |
569,260 |
0.44 |
0.003 |
0.000 |
21,952 |
| CHN |
-1 |
237 |
-3,231,291 |
-3,231,291 |
-4,038,204 |
1.31 |
-0.075 |
-0.075 |
232,602 |
| 0 |
3 |
-23,862 |
-23,862 |
-32,502 |
1.39 |
-0.056 |
-0.048 |
1,134 |
| 1 |
166 |
3,130,424 |
3,130,424 |
3,497,775 |
1.20 |
0.015 |
0.020 |
216,899 |
| HKG |
-1 |
78 |
-2,778,424 |
-2,778,424 |
-3,029,405 |
1.29 |
0.037 |
0.044 |
64,616 |
| 0 |
2 |
0 |
0 |
0 |
1.88 |
0.133 |
0.133 |
0 |
| 1 |
92 |
3,801,331 |
3,801,331 |
5,197,518 |
1.35 |
0.170 |
0.176 |
742,386 |
| IDN |
1 |
15 |
580,596 |
580,596 |
196,040 |
0.38 |
0.151 |
0.147 |
85,914 |
| JPN |
-1 |
177 |
-8,891,910 |
-8,891,910 |
-4,973,427 |
0.66 |
-0.063 |
-0.060 |
670,783 |
| 0 |
8 |
0 |
0 |
0 |
1.31 |
0.029 |
0.041 |
0 |
| 1 |
135 |
7,890,141 |
7,890,141 |
5,668,145 |
0.83 |
0.067 |
0.071 |
599,263 |
| KOR |
-1 |
29 |
-458,987 |
-458,987 |
-413,235 |
0.88 |
-0.096 |
-0.090 |
48,715 |
| 1 |
6 |
121,824 |
121,824 |
66,131 |
0.71 |
0.157 |
0.166 |
25,437 |
| MYS |
1 |
9 |
551,823 |
551,823 |
244,634 |
0.28 |
0.076 |
0.071 |
58,514 |
| NZL |
-1 |
4 |
-161,060 |
-161,060 |
-37,204 |
0.30 |
-0.061 |
-0.063 |
10,110 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
0.010 |
0.010 |
-0 |
| 1 |
7 |
162,372 |
162,372 |
50,830 |
0.39 |
0.011 |
0.019 |
3,868 |
| SGP |
-1 |
9 |
-634,137 |
-634,137 |
-474,457 |
0.79 |
-0.017 |
-0.011 |
10,555 |
| 1 |
2 |
116,564 |
116,564 |
29,616 |
0.36 |
0.043 |
0.043 |
4,944 |
| THA |
1 |
19 |
1,049,971 |
1,049,971 |
417,853 |
0.50 |
0.137 |
0.131 |
173,272 |
| TWN |
-1 |
40 |
-1,457,583 |
-1,457,583 |
-933,421 |
0.74 |
0.035 |
0.054 |
-92,281 |
| 1 |
39 |
2,638,343 |
2,638,343 |
2,786,281 |
1.08 |
0.147 |
0.145 |
403,712 |