Generated at 15:23 on Sunday 06/28/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
626 |
-19,558,765 |
| 0 |
17 |
0 |
| 1 |
507 |
20,913,520 |
|
target_notional |
| target_notional |
1,354,755 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,047,692 |
1,354,755 |
3,535,439 |
40,472,285 |
845,992 |
0.075 |
0.033 |
0.087 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,163,724 |
| 0 |
0 |
| 1 |
18,211,416 |
|
alpha_notional |
| alpha_notional |
3,535,439 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,260,915 |
| 0 |
0 |
| 1 |
2,274,523 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,049,276 |
3,136,834 |
248,543 |
-0.335 |
0.078 |
| CHN |
409 |
-110,747 |
5,800,272 |
400,352 |
-0.019 |
0.143 |
| HKG |
171 |
1,047,045 |
6,807,466 |
408,839 |
0.154 |
0.168 |
| IDN |
15 |
581,879 |
581,879 |
155,785 |
1.000 |
0.014 |
| JPN |
311 |
-988,205 |
16,858,300 |
477,016 |
-0.059 |
0.417 |
| KOR |
37 |
-347,519 |
623,918 |
139,681 |
-0.557 |
0.015 |
| MYS |
9 |
537,040 |
537,040 |
93,538 |
1.000 |
0.013 |
| NZL |
3 |
-161,028 |
161,028 |
28,836 |
-1.000 |
0.004 |
| PHL |
7 |
158,929 |
158,933 |
50,915 |
1.000 |
0.004 |
| SGP |
11 |
-522,611 |
750,375 |
125,257 |
-0.696 |
0.019 |
| THA |
19 |
1,048,841 |
1,048,841 |
190,168 |
1.000 |
0.026 |
| TWN |
80 |
1,160,408 |
4,007,398 |
468,803 |
0.290 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,093,055 |
| 1 |
23 |
1,043,779 |
| CHN |
-1 |
238 |
-2,955,510 |
| 0 |
8 |
0 |
| 1 |
163 |
2,844,762 |
| HKG |
-1 |
76 |
-2,880,211 |
| 0 |
2 |
0 |
| 1 |
93 |
3,927,256 |
| IDN |
1 |
15 |
581,879 |
| JPN |
-1 |
175 |
-8,923,252 |
| 0 |
3 |
0 |
| 1 |
133 |
7,935,048 |
| KOR |
-1 |
31 |
-485,719 |
| 1 |
6 |
138,199 |
| MYS |
1 |
9 |
537,040 |
| NZL |
-1 |
3 |
-161,028 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
158,931 |
| SGP |
-1 |
9 |
-636,493 |
| 1 |
2 |
113,882 |
| THA |
0 |
1 |
0 |
| 1 |
18 |
1,048,841 |
| TWN |
-1 |
38 |
-1,423,495 |
| 0 |
3 |
0 |
| 1 |
39 |
2,583,903 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,093,055 |
-2,093,055 |
-1,482,827 |
0.78 |
-0.101 |
-0.097 |
222,127 |
| 1 |
23 |
1,043,779 |
1,043,779 |
564,977 |
0.44 |
-0.003 |
-0.002 |
17,556 |
| CHN |
-1 |
238 |
-2,955,510 |
-2,955,510 |
-3,667,989 |
1.31 |
-0.066 |
-0.068 |
177,716 |
| 0 |
8 |
0 |
0 |
0 |
1.16 |
-0.069 |
-0.054 |
0 |
| 1 |
163 |
2,844,762 |
2,844,762 |
3,042,786 |
1.20 |
0.021 |
0.025 |
233,850 |
| HKG |
-1 |
76 |
-2,880,211 |
-2,880,211 |
-3,100,516 |
1.31 |
0.035 |
0.049 |
76,451 |
| 0 |
2 |
0 |
0 |
0 |
2.03 |
0.176 |
0.176 |
0 |
| 1 |
93 |
3,927,256 |
3,927,256 |
5,229,707 |
1.35 |
0.170 |
0.174 |
772,221 |
| IDN |
1 |
15 |
581,879 |
581,879 |
196,200 |
0.38 |
0.120 |
0.115 |
66,877 |
| JPN |
-1 |
175 |
-8,923,252 |
-8,923,252 |
-5,056,546 |
0.67 |
-0.079 |
-0.074 |
804,913 |
| 0 |
3 |
0 |
0 |
0 |
0.53 |
-0.011 |
-0.044 |
0 |
| 1 |
133 |
7,935,048 |
7,935,048 |
5,685,111 |
0.83 |
0.052 |
0.056 |
496,603 |
| KOR |
-1 |
31 |
-485,719 |
-485,719 |
-433,929 |
0.84 |
-0.108 |
-0.095 |
57,005 |
| 1 |
6 |
138,199 |
138,199 |
72,573 |
0.71 |
0.165 |
0.172 |
29,953 |
| MYS |
1 |
9 |
537,040 |
537,040 |
239,462 |
0.28 |
0.069 |
0.057 |
56,839 |
| NZL |
-1 |
3 |
-161,028 |
-161,028 |
-40,713 |
0.34 |
-0.074 |
-0.075 |
12,576 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.011 |
-0.011 |
0 |
| 1 |
6 |
158,931 |
158,931 |
49,805 |
0.36 |
0.019 |
0.005 |
1,720 |
| SGP |
-1 |
9 |
-636,493 |
-636,493 |
-474,794 |
0.79 |
-0.026 |
-0.023 |
16,573 |
| 1 |
2 |
113,882 |
113,882 |
28,945 |
0.36 |
0.040 |
0.040 |
4,517 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.081 |
0.081 |
0 |
| 1 |
18 |
1,048,841 |
1,048,841 |
416,227 |
0.52 |
0.124 |
0.123 |
154,552 |
| TWN |
-1 |
38 |
-1,423,495 |
-1,423,495 |
-906,411 |
0.76 |
0.053 |
0.066 |
-106,445 |
| 0 |
3 |
0 |
0 |
0 |
0.59 |
0.030 |
0.156 |
0 |
| 1 |
39 |
2,583,903 |
2,583,903 |
2,685,622 |
1.08 |
0.165 |
0.165 |
439,836 |