Generated at 15:24 on Tuesday 06/30/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
638 |
-19,491,144 |
| 0 |
13 |
0 |
| 1 |
504 |
21,377,714 |
|
target_notional |
| target_notional |
1,886,570 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,374,027 |
1,886,570 |
3,456,392 |
41,111,585 |
913,023 |
0.082 |
0.046 |
0.084 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,768,218 |
| 0 |
0 |
| 1 |
18,142,245 |
|
alpha_notional |
| alpha_notional |
3,456,392 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,159,743 |
| 0 |
0 |
| 1 |
2,296,649 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
80 |
-1,048,822 |
3,092,387 |
252,865 |
-0.339 |
0.075 |
| CHN |
398 |
190,858 |
6,363,083 |
418,376 |
0.030 |
0.155 |
| HKG |
169 |
1,070,403 |
6,968,653 |
412,930 |
0.154 |
0.170 |
| IDN |
15 |
571,147 |
571,147 |
156,359 |
1.000 |
0.014 |
| JPN |
325 |
-939,712 |
16,738,949 |
481,433 |
-0.056 |
0.407 |
| KOR |
42 |
-270,212 |
779,267 |
138,195 |
-0.347 |
0.019 |
| MYS |
9 |
536,273 |
536,273 |
94,200 |
1.000 |
0.013 |
| NZL |
3 |
-157,007 |
157,007 |
28,109 |
-1.000 |
0.004 |
| PHL |
7 |
154,904 |
154,908 |
48,946 |
1.000 |
0.004 |
| SGP |
11 |
-512,305 |
739,848 |
123,465 |
-0.692 |
0.018 |
| THA |
17 |
1,050,345 |
1,050,345 |
188,852 |
1.000 |
0.026 |
| TWN |
78 |
1,240,698 |
3,959,718 |
483,995 |
0.313 |
0.096 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,070,605 |
| 0 |
1 |
0 |
| 1 |
22 |
1,021,782 |
| CHN |
-1 |
239 |
-3,001,549 |
| 1 |
159 |
3,192,408 |
| HKG |
-1 |
76 |
-2,912,325 |
| 1 |
93 |
3,982,728 |
| IDN |
1 |
15 |
571,147 |
| JPN |
-1 |
186 |
-8,839,330 |
| 0 |
9 |
0 |
| 1 |
130 |
7,899,619 |
| KOR |
-1 |
29 |
-524,739 |
| 0 |
1 |
0 |
| 1 |
12 |
254,527 |
| MYS |
1 |
9 |
536,273 |
| NZL |
-1 |
3 |
-157,007 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
154,906 |
| SGP |
-1 |
9 |
-626,077 |
| 1 |
2 |
113,772 |
| THA |
1 |
17 |
1,050,345 |
| TWN |
-1 |
37 |
-1,359,510 |
| 0 |
2 |
0 |
| 1 |
39 |
2,600,208 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-2,070,605 |
-2,070,605 |
-1,503,192 |
0.78 |
-0.098 |
-0.096 |
214,364 |
| 0 |
1 |
0 |
0 |
0 |
0.37 |
-0.080 |
-0.080 |
0 |
| 1 |
22 |
1,021,782 |
1,021,782 |
501,549 |
0.40 |
0.007 |
0.003 |
24,858 |
| CHN |
-1 |
239 |
-3,001,549 |
-3,001,549 |
-3,754,449 |
1.27 |
-0.073 |
-0.073 |
161,950 |
| 1 |
159 |
3,192,408 |
3,192,408 |
3,352,024 |
1.19 |
0.015 |
0.021 |
167,562 |
| HKG |
-1 |
76 |
-2,912,325 |
-2,912,325 |
-3,061,950 |
1.26 |
0.028 |
0.046 |
106,686 |
| 1 |
93 |
3,982,728 |
3,982,728 |
5,038,520 |
1.27 |
0.158 |
0.160 |
733,203 |
| IDN |
1 |
15 |
571,147 |
571,147 |
293,089 |
0.53 |
0.171 |
0.169 |
95,164 |
| JPN |
-1 |
186 |
-8,839,330 |
-8,839,330 |
-4,588,237 |
0.64 |
-0.068 |
-0.060 |
700,619 |
| 0 |
9 |
0 |
0 |
0 |
0.98 |
-0.015 |
0.005 |
0 |
| 1 |
130 |
7,899,619 |
7,899,619 |
5,431,196 |
0.82 |
0.066 |
0.066 |
588,705 |
| KOR |
-1 |
29 |
-524,739 |
-524,739 |
-590,582 |
1.10 |
-0.077 |
-0.068 |
48,256 |
| 0 |
1 |
0 |
0 |
0 |
1.72 |
-0.055 |
-0.055 |
0 |
| 1 |
12 |
254,527 |
254,527 |
181,867 |
0.90 |
0.192 |
0.195 |
58,158 |
| MYS |
1 |
9 |
536,273 |
536,273 |
256,599 |
0.26 |
0.073 |
0.059 |
61,508 |
| NZL |
-1 |
3 |
-157,007 |
-157,007 |
-35,554 |
0.31 |
-0.087 |
-0.087 |
14,372 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.011 |
0.011 |
-0 |
| 1 |
6 |
154,906 |
154,906 |
57,518 |
0.39 |
0.036 |
0.025 |
4,922 |
| SGP |
-1 |
9 |
-626,077 |
-626,077 |
-473,623 |
0.79 |
-0.006 |
-0.003 |
3,644 |
| 1 |
2 |
113,772 |
113,772 |
44,134 |
0.43 |
0.061 |
0.061 |
6,759 |
| THA |
1 |
17 |
1,050,345 |
1,050,345 |
362,714 |
0.46 |
0.110 |
0.108 |
136,478 |
| TWN |
-1 |
37 |
-1,359,510 |
-1,359,510 |
-760,630 |
0.70 |
0.046 |
0.058 |
-90,147 |
| 0 |
2 |
0 |
0 |
0 |
0.65 |
0.115 |
0.115 |
0 |
| 1 |
39 |
2,600,208 |
2,600,208 |
2,623,036 |
1.06 |
0.156 |
0.158 |
419,334 |