Generated at 15:23 on Thursday 07/02/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
632 |
-19,089,668 |
| 0 |
17 |
0 |
| 1 |
496 |
20,905,401 |
|
target_notional |
| target_notional |
1,815,734 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,039,770 |
1,815,734 |
3,464,579 |
39,995,069 |
856,608 |
0.076 |
0.045 |
0.087 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,240,240 |
| 0 |
0 |
| 1 |
17,280,010 |
|
alpha_notional |
| alpha_notional |
3,464,579 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,037,109 |
| 0 |
0 |
| 1 |
2,427,470 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
78 |
-1,048,856 |
3,092,348 |
259,343 |
-0.339 |
0.077 |
| CHN |
393 |
147,170 |
4,936,479 |
324,726 |
0.030 |
0.123 |
| HKG |
172 |
981,572 |
7,140,934 |
411,052 |
0.137 |
0.179 |
| IDN |
15 |
578,473 |
578,473 |
158,973 |
1.000 |
0.014 |
| JPN |
320 |
-985,498 |
16,780,534 |
483,958 |
-0.059 |
0.420 |
| KOR |
44 |
-134,783 |
873,047 |
127,505 |
-0.154 |
0.022 |
| MYS |
9 |
546,178 |
546,178 |
96,265 |
1.000 |
0.014 |
| NZL |
3 |
-156,939 |
156,939 |
28,193 |
-1.000 |
0.004 |
| PHL |
7 |
153,426 |
153,430 |
46,774 |
1.000 |
0.004 |
| SGP |
11 |
-504,822 |
741,261 |
122,962 |
-0.681 |
0.019 |
| THA |
17 |
1,049,411 |
1,049,411 |
188,625 |
1.000 |
0.026 |
| TWN |
76 |
1,190,403 |
3,946,033 |
476,343 |
0.302 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,070,602 |
| 0 |
1 |
0 |
| 1 |
22 |
1,021,746 |
| CHN |
-1 |
233 |
-2,394,654 |
| 0 |
5 |
0 |
| 1 |
155 |
2,541,825 |
| HKG |
-1 |
78 |
-3,079,681 |
| 0 |
3 |
0 |
| 1 |
91 |
4,061,253 |
| IDN |
1 |
15 |
578,473 |
| JPN |
-1 |
187 |
-8,883,016 |
| 0 |
7 |
0 |
| 1 |
126 |
7,897,518 |
| KOR |
-1 |
29 |
-503,915 |
| 1 |
15 |
369,132 |
| MYS |
1 |
9 |
546,178 |
| NZL |
-1 |
3 |
-156,939 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
153,428 |
| SGP |
-1 |
9 |
-623,042 |
| 1 |
2 |
118,219 |
| THA |
1 |
17 |
1,049,411 |
| TWN |
-1 |
37 |
-1,377,815 |
| 0 |
1 |
0 |
| 1 |
38 |
2,568,218 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,070,602 |
-2,070,602 |
-1,552,278 |
0.79 |
-0.064 |
-0.065 |
144,189 |
| 0 |
1 |
0 |
0 |
0 |
0.99 |
-0.129 |
-0.129 |
0 |
| 1 |
22 |
1,021,746 |
1,021,746 |
492,876 |
0.40 |
0.043 |
0.044 |
62,861 |
| CHN |
-1 |
233 |
-2,394,654 |
-2,394,654 |
-2,815,191 |
1.27 |
-0.076 |
-0.077 |
114,149 |
| 0 |
5 |
0 |
0 |
0 |
1.77 |
-0.099 |
-0.090 |
0 |
| 1 |
155 |
2,541,825 |
2,541,825 |
2,521,504 |
1.20 |
0.009 |
0.016 |
179,958 |
| HKG |
-1 |
78 |
-3,079,681 |
-3,079,681 |
-3,275,714 |
1.28 |
0.037 |
0.054 |
80,856 |
| 0 |
3 |
0 |
0 |
0 |
1.65 |
0.139 |
0.120 |
0 |
| 1 |
91 |
4,061,253 |
4,061,253 |
5,088,664 |
1.26 |
0.161 |
0.164 |
772,479 |
| IDN |
1 |
15 |
578,473 |
578,473 |
297,254 |
0.53 |
0.163 |
0.162 |
91,011 |
| JPN |
-1 |
187 |
-8,883,016 |
-8,883,016 |
-4,757,782 |
0.65 |
-0.067 |
-0.061 |
708,258 |
| 0 |
7 |
0 |
0 |
0 |
0.64 |
0.028 |
0.037 |
0 |
| 1 |
126 |
7,897,518 |
7,897,518 |
5,356,445 |
0.80 |
0.068 |
0.070 |
610,524 |
| KOR |
-1 |
29 |
-503,915 |
-503,915 |
-562,433 |
1.10 |
-0.059 |
-0.050 |
36,854 |
| 1 |
15 |
369,132 |
369,132 |
200,516 |
0.84 |
0.201 |
0.220 |
86,704 |
| MYS |
1 |
9 |
546,178 |
546,178 |
256,903 |
0.26 |
0.111 |
0.094 |
84,331 |
| NZL |
-1 |
3 |
-156,939 |
-156,939 |
-37,628 |
0.31 |
-0.074 |
-0.076 |
12,291 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.023 |
0.023 |
-0 |
| 1 |
6 |
153,428 |
153,428 |
57,231 |
0.39 |
0.053 |
0.040 |
6,906 |
| SGP |
-1 |
9 |
-623,042 |
-623,042 |
-472,866 |
0.79 |
-0.014 |
-0.011 |
7,662 |
| 1 |
2 |
118,219 |
118,219 |
45,841 |
0.43 |
0.052 |
0.052 |
6,181 |
| THA |
1 |
17 |
1,049,411 |
1,049,411 |
363,251 |
0.46 |
0.128 |
0.129 |
154,252 |
| TWN |
-1 |
37 |
-1,377,815 |
-1,377,815 |
-766,347 |
0.69 |
0.027 |
0.038 |
-67,149 |
| 0 |
1 |
0 |
0 |
0 |
0.24 |
0.060 |
0.060 |
0 |
| 1 |
38 |
2,568,218 |
2,568,218 |
2,599,526 |
1.08 |
0.138 |
0.139 |
372,263 |