Generated at 15:20 on Thursday 06/25/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-10,159 |
| True |
-1 |
629 |
-19,669,213 |
| 0 |
17 |
0 |
| 1 |
509 |
21,025,778 |
|
target_notional |
| target_notional |
1,356,565 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-17,130 |
-10,159 |
365 |
10,159 |
5,990 |
-1.686 |
-1.000 |
0.036 |
0.590 |
| True |
3,234,919 |
1,356,565 |
3,530,635 |
40,694,991 |
856,273 |
0.079 |
0.033 |
0.087 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,265,545 |
| 0 |
0 |
| 1 |
18,500,465 |
|
alpha_notional |
| alpha_notional |
3,530,635 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,210,083 |
| 0 |
0 |
| 1 |
2,320,552 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,048,572 |
3,136,028 |
248,693 |
-0.334 |
0.077 |
| CHN |
409 |
-158,969 |
6,015,346 |
418,954 |
-0.026 |
0.148 |
| HKG |
171 |
1,063,927 |
6,717,719 |
415,878 |
0.158 |
0.165 |
| IDN |
15 |
582,682 |
582,682 |
156,369 |
1.000 |
0.014 |
| JPN |
316 |
-970,078 |
16,830,520 |
473,985 |
-0.058 |
0.414 |
| KOR |
36 |
-367,819 |
617,818 |
141,576 |
-0.595 |
0.015 |
| MYS |
9 |
549,091 |
549,091 |
94,054 |
1.000 |
0.013 |
| NZL |
4 |
-161,051 |
161,051 |
29,136 |
-1.000 |
0.004 |
| PHL |
8 |
162,070 |
162,074 |
53,327 |
1.000 |
0.004 |
| SGP |
11 |
-521,318 |
750,913 |
125,462 |
-0.694 |
0.018 |
| THA |
19 |
1,049,812 |
1,049,812 |
191,194 |
1.000 |
0.026 |
| TWN |
79 |
1,176,790 |
4,121,937 |
485,904 |
0.285 |
0.101 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,092,300 |
| 1 |
23 |
1,043,728 |
| CHN |
-1 |
239 |
-3,087,158 |
| 0 |
6 |
0 |
| 1 |
164 |
2,928,188 |
| HKG |
-1 |
76 |
-2,826,896 |
| 0 |
3 |
0 |
| 1 |
92 |
3,890,823 |
| IDN |
1 |
15 |
582,682 |
| JPN |
-1 |
176 |
-8,900,299 |
| 0 |
6 |
0 |
| 1 |
134 |
7,930,221 |
| KOR |
-1 |
30 |
-492,819 |
| 1 |
6 |
125,000 |
| MYS |
1 |
9 |
549,091 |
| NZL |
-1 |
3 |
-161,051 |
| 0 |
1 |
0 |
| PHL |
-1 |
1 |
-2 |
| 0 |
1 |
0 |
| 1 |
6 |
162,072 |
| SGP |
-1 |
9 |
-636,116 |
| 1 |
2 |
114,797 |
| THA |
1 |
19 |
1,049,812 |
| TWN |
-1 |
40 |
-1,472,574 |
| 1 |
39 |
2,649,363 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,092,300 |
-2,092,300 |
-1,491,848 |
0.78 |
-0.097 |
-0.096 |
213,667 |
| 1 |
23 |
1,043,728 |
1,043,728 |
565,449 |
0.44 |
0.003 |
0.003 |
23,567 |
| CHN |
-1 |
239 |
-3,087,158 |
-3,087,158 |
-3,799,075 |
1.31 |
-0.069 |
-0.069 |
190,912 |
| 0 |
6 |
0 |
0 |
0 |
1.25 |
-0.083 |
-0.052 |
0 |
| 1 |
164 |
2,928,188 |
2,928,188 |
3,144,430 |
1.20 |
0.020 |
0.024 |
234,880 |
| HKG |
-1 |
76 |
-2,826,896 |
-2,826,896 |
-3,036,334 |
1.31 |
0.041 |
0.054 |
59,110 |
| 0 |
3 |
0 |
0 |
0 |
1.51 |
0.107 |
0.111 |
0 |
| 1 |
92 |
3,890,823 |
3,890,823 |
5,273,525 |
1.36 |
0.179 |
0.185 |
792,836 |
| IDN |
1 |
15 |
582,682 |
582,682 |
196,605 |
0.38 |
0.126 |
0.124 |
72,118 |
| JPN |
-1 |
176 |
-8,900,299 |
-8,900,299 |
-5,035,923 |
0.67 |
-0.073 |
-0.067 |
757,985 |
| 0 |
6 |
0 |
0 |
0 |
1.20 |
0.027 |
0.049 |
0 |
| 1 |
134 |
7,930,221 |
7,930,221 |
5,715,225 |
0.82 |
0.057 |
0.059 |
528,603 |
| KOR |
-1 |
30 |
-492,819 |
-492,819 |
-443,330 |
0.87 |
-0.110 |
-0.101 |
59,364 |
| 1 |
6 |
125,000 |
125,000 |
70,748 |
0.71 |
0.151 |
0.164 |
25,676 |
| MYS |
1 |
9 |
549,091 |
549,091 |
243,627 |
0.28 |
0.076 |
0.067 |
58,019 |
| NZL |
-1 |
3 |
-161,051 |
-161,051 |
-40,771 |
0.34 |
-0.072 |
-0.075 |
12,058 |
| 0 |
1 |
0 |
0 |
0 |
0.17 |
-0.068 |
-0.068 |
0 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.010 |
-0.010 |
0 |
| 0 |
1 |
0 |
0 |
0 |
0.59 |
-0.142 |
-0.142 |
0 |
| 1 |
6 |
162,072 |
162,072 |
50,468 |
0.36 |
0.020 |
0.009 |
2,349 |
| SGP |
-1 |
9 |
-636,116 |
-636,116 |
-475,251 |
0.79 |
-0.024 |
-0.019 |
15,233 |
| 1 |
2 |
114,797 |
114,797 |
29,176 |
0.36 |
0.038 |
0.038 |
4,282 |
| THA |
1 |
19 |
1,049,812 |
1,049,812 |
419,625 |
0.50 |
0.124 |
0.122 |
158,495 |
| TWN |
-1 |
40 |
-1,472,574 |
-1,472,574 |
-943,012 |
0.74 |
0.039 |
0.058 |
-98,247 |
| 1 |
39 |
2,649,363 |
2,649,363 |
2,791,587 |
1.08 |
0.153 |
0.153 |
419,727 |