Generated at 15:25 on Monday 06/29/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
632 |
-19,599,502 |
| 0 |
25 |
-188,283 |
| 1 |
503 |
21,126,841 |
|
target_notional |
| target_notional |
1,339,056 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,080,443 |
1,339,056 |
3,543,535 |
41,632,023 |
904,657 |
0.074 |
0.032 |
0.085 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-15,347,840 |
| 0 |
-139,902 |
| 1 |
18,568,185 |
|
alpha_notional |
| alpha_notional |
3,543,535 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,195,156 |
| 0 |
24,034 |
| 1 |
2,324,345 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,048,528 |
3,136,218 |
250,922 |
-0.334 |
0.075 |
| CHN |
407 |
-126,815 |
6,687,343 |
406,619 |
-0.019 |
0.161 |
| HKG |
171 |
1,064,705 |
7,040,624 |
416,874 |
0.151 |
0.169 |
| IDN |
15 |
571,400 |
571,400 |
153,301 |
1.000 |
0.014 |
| JPN |
323 |
-933,726 |
16,776,701 |
478,151 |
-0.056 |
0.403 |
| KOR |
36 |
-415,971 |
716,653 |
163,535 |
-0.580 |
0.017 |
| MYS |
9 |
542,062 |
542,062 |
94,159 |
1.000 |
0.013 |
| NZL |
3 |
-161,147 |
161,147 |
28,794 |
-1.000 |
0.004 |
| PHL |
7 |
159,968 |
159,972 |
50,806 |
1.000 |
0.004 |
| SGP |
11 |
-524,303 |
751,599 |
125,481 |
-0.698 |
0.018 |
| THA |
18 |
1,050,258 |
1,050,258 |
189,948 |
1.000 |
0.025 |
| TWN |
80 |
1,161,154 |
4,038,046 |
471,608 |
0.288 |
0.097 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,092,373 |
| 1 |
23 |
1,043,845 |
| CHN |
-1 |
236 |
-2,898,741 |
| 0 |
11 |
-188,283 |
| 1 |
160 |
2,960,209 |
| HKG |
-1 |
76 |
-2,949,316 |
| 0 |
2 |
0 |
| 1 |
93 |
4,014,021 |
| IDN |
1 |
15 |
571,400 |
| JPN |
-1 |
182 |
-8,855,214 |
| 0 |
9 |
0 |
| 1 |
132 |
7,921,487 |
| KOR |
-1 |
30 |
-566,312 |
| 1 |
6 |
150,341 |
| MYS |
1 |
9 |
542,062 |
| NZL |
-1 |
3 |
-161,147 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
159,970 |
| SGP |
-1 |
9 |
-637,951 |
| 1 |
2 |
113,648 |
| THA |
0 |
1 |
0 |
| 1 |
17 |
1,050,258 |
| TWN |
-1 |
38 |
-1,438,446 |
| 0 |
2 |
0 |
| 1 |
40 |
2,599,600 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,092,373 |
-2,092,373 |
-1,515,044 |
0.77 |
-0.100 |
-0.098 |
221,262 |
| 1 |
23 |
1,043,845 |
1,043,845 |
564,738 |
0.44 |
-0.002 |
-0.003 |
19,162 |
| CHN |
-1 |
236 |
-2,898,741 |
-2,898,741 |
-3,606,348 |
1.30 |
-0.067 |
-0.069 |
130,542 |
| 0 |
11 |
-188,283 |
-188,283 |
-139,902 |
1.05 |
-0.057 |
-0.045 |
24,034 |
| 1 |
160 |
2,960,209 |
2,960,209 |
3,320,813 |
1.21 |
0.018 |
0.024 |
219,947 |
| HKG |
-1 |
76 |
-2,949,316 |
-2,949,316 |
-3,247,176 |
1.31 |
0.036 |
0.050 |
70,081 |
| 0 |
2 |
0 |
0 |
0 |
2.11 |
0.142 |
0.142 |
0 |
| 1 |
93 |
4,014,021 |
4,014,021 |
5,354,478 |
1.35 |
0.169 |
0.175 |
787,017 |
| IDN |
1 |
15 |
571,400 |
571,400 |
192,766 |
0.38 |
0.146 |
0.144 |
81,600 |
| JPN |
-1 |
182 |
-8,855,214 |
-8,855,214 |
-5,036,374 |
0.68 |
-0.078 |
-0.072 |
783,434 |
| 0 |
9 |
0 |
0 |
0 |
1.22 |
-0.031 |
-0.044 |
0 |
| 1 |
132 |
7,921,487 |
7,921,487 |
5,623,140 |
0.83 |
0.055 |
0.058 |
511,035 |
| KOR |
-1 |
30 |
-566,312 |
-566,312 |
-509,137 |
0.87 |
-0.127 |
-0.116 |
80,056 |
| 1 |
6 |
150,341 |
150,341 |
76,513 |
0.71 |
0.145 |
0.157 |
29,316 |
| MYS |
1 |
9 |
542,062 |
542,062 |
242,297 |
0.28 |
0.076 |
0.058 |
60,522 |
| NZL |
-1 |
3 |
-161,147 |
-161,147 |
-40,744 |
0.34 |
-0.068 |
-0.069 |
11,515 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.26 |
-0.003 |
-0.003 |
0 |
| 1 |
6 |
159,970 |
159,970 |
50,263 |
0.36 |
0.021 |
0.009 |
2,647 |
| SGP |
-1 |
9 |
-637,951 |
-637,951 |
-475,797 |
0.79 |
-0.019 |
-0.016 |
12,546 |
| 1 |
2 |
113,648 |
113,648 |
28,906 |
0.36 |
0.045 |
0.045 |
5,394 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.91 |
0.081 |
0.081 |
0 |
| 1 |
17 |
1,050,258 |
1,050,258 |
411,413 |
0.49 |
0.127 |
0.126 |
155,508 |
| TWN |
-1 |
38 |
-1,438,446 |
-1,438,446 |
-917,221 |
0.76 |
0.058 |
0.075 |
-114,280 |
| 0 |
2 |
0 |
0 |
0 |
1.28 |
0.191 |
0.191 |
0 |
| 1 |
40 |
2,599,600 |
2,599,600 |
2,702,858 |
1.07 |
0.168 |
0.171 |
452,195 |