Generated at 15:20 on Wednesday 07/01/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-20,181 |
| True |
-1 |
633 |
-19,191,454 |
| 0 |
31 |
0 |
| 1 |
498 |
20,870,364 |
|
target_notional |
| target_notional |
1,678,910 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| False |
-36,036 |
-20,181 |
569 |
20,181 |
11,899 |
-1.786 |
-1.000 |
0.028 |
0.590 |
| True |
3,086,976 |
1,678,910 |
3,457,888 |
40,061,818 |
855,763 |
0.077 |
0.042 |
0.086 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,361,502 |
| 0 |
0 |
| 1 |
17,448,478 |
|
alpha_notional |
| alpha_notional |
3,457,888 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,023,781 |
| 0 |
0 |
| 1 |
2,434,107 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
79 |
-1,049,509 |
3,092,765 |
255,849 |
-0.339 |
0.077 |
| CHN |
405 |
82,910 |
5,304,543 |
340,762 |
0.016 |
0.132 |
| HKG |
172 |
1,001,728 |
6,970,563 |
409,218 |
0.144 |
0.174 |
| IDN |
15 |
573,107 |
573,107 |
157,381 |
1.000 |
0.014 |
| JPN |
326 |
-990,802 |
16,728,400 |
482,838 |
-0.059 |
0.418 |
| KOR |
41 |
-220,778 |
828,130 |
135,522 |
-0.267 |
0.021 |
| MYS |
9 |
531,104 |
531,104 |
93,648 |
1.000 |
0.013 |
| NZL |
3 |
-156,983 |
156,983 |
28,273 |
-1.000 |
0.004 |
| PHL |
7 |
152,845 |
152,849 |
47,175 |
1.000 |
0.004 |
| SGP |
11 |
-508,784 |
739,703 |
123,176 |
-0.688 |
0.018 |
| THA |
17 |
1,049,667 |
1,049,667 |
188,782 |
1.000 |
0.026 |
| TWN |
77 |
1,214,405 |
3,934,003 |
476,852 |
0.309 |
0.098 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,071,137 |
| 0 |
1 |
0 |
| 1 |
22 |
1,021,628 |
| CHN |
-1 |
235 |
-2,610,817 |
| 0 |
15 |
0 |
| 1 |
155 |
2,693,727 |
| HKG |
-1 |
77 |
-2,984,418 |
| 0 |
3 |
0 |
| 1 |
92 |
3,986,146 |
| IDN |
1 |
15 |
573,107 |
| JPN |
-1 |
186 |
-8,859,601 |
| 0 |
11 |
0 |
| 1 |
129 |
7,868,799 |
| KOR |
-1 |
29 |
-524,454 |
| 1 |
12 |
303,676 |
| MYS |
1 |
9 |
531,104 |
| NZL |
-1 |
3 |
-156,983 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
152,847 |
| SGP |
-1 |
9 |
-624,243 |
| 1 |
2 |
115,460 |
| THA |
1 |
17 |
1,049,667 |
| TWN |
-1 |
37 |
-1,359,799 |
| 0 |
1 |
0 |
| 1 |
39 |
2,574,204 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,071,137 |
-2,071,137 |
-1,526,574 |
0.80 |
-0.074 |
-0.073 |
163,660 |
| 0 |
1 |
0 |
0 |
0 |
0.01 |
-0.064 |
-0.064 |
0 |
| 1 |
22 |
1,021,628 |
1,021,628 |
497,805 |
0.40 |
0.033 |
0.032 |
51,181 |
| CHN |
-1 |
235 |
-2,610,817 |
-2,610,817 |
-3,117,606 |
1.27 |
-0.076 |
-0.078 |
151,037 |
| 0 |
15 |
0 |
0 |
0 |
1.30 |
-0.061 |
-0.071 |
0 |
| 1 |
155 |
2,693,727 |
2,693,727 |
2,710,018 |
1.20 |
0.009 |
0.016 |
188,513 |
| HKG |
-1 |
77 |
-2,984,418 |
-2,984,418 |
-3,147,748 |
1.26 |
0.037 |
0.052 |
79,999 |
| 0 |
3 |
0 |
0 |
0 |
1.89 |
0.156 |
0.156 |
0 |
| 1 |
92 |
3,986,146 |
3,986,146 |
5,036,857 |
1.27 |
0.165 |
0.168 |
766,795 |
| IDN |
1 |
15 |
573,107 |
573,107 |
294,832 |
0.53 |
0.160 |
0.159 |
88,983 |
| JPN |
-1 |
186 |
-8,859,601 |
-8,859,601 |
-4,718,480 |
0.64 |
-0.059 |
-0.051 |
627,117 |
| 0 |
11 |
0 |
0 |
0 |
1.42 |
0.037 |
0.052 |
0 |
| 1 |
129 |
7,868,799 |
7,868,799 |
5,399,483 |
0.80 |
0.075 |
0.076 |
664,556 |
| KOR |
-1 |
29 |
-524,454 |
-524,454 |
-591,038 |
1.10 |
-0.078 |
-0.074 |
48,822 |
| 1 |
12 |
303,676 |
303,676 |
191,229 |
0.90 |
0.192 |
0.192 |
68,316 |
| MYS |
1 |
9 |
531,104 |
531,104 |
253,740 |
0.26 |
0.100 |
0.085 |
74,603 |
| NZL |
-1 |
3 |
-156,983 |
-156,983 |
-35,575 |
0.31 |
-0.074 |
-0.077 |
12,224 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.015 |
0.015 |
-0 |
| 1 |
6 |
152,847 |
152,847 |
56,959 |
0.39 |
0.043 |
0.029 |
5,802 |
| SGP |
-1 |
9 |
-624,243 |
-624,243 |
-472,274 |
0.79 |
-0.017 |
-0.016 |
9,867 |
| 1 |
2 |
115,460 |
115,460 |
44,780 |
0.43 |
0.049 |
0.049 |
5,506 |
| THA |
1 |
17 |
1,049,667 |
1,049,667 |
364,591 |
0.46 |
0.114 |
0.115 |
141,262 |
| TWN |
-1 |
37 |
-1,359,799 |
-1,359,799 |
-752,206 |
0.69 |
0.030 |
0.042 |
-68,946 |
| 0 |
1 |
0 |
0 |
0 |
1.20 |
0.000 |
0.000 |
0 |
| 1 |
39 |
2,574,204 |
2,574,204 |
2,598,184 |
1.06 |
0.139 |
0.138 |
378,592 |