Generated at 15:24 on Sunday 07/05/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
630 |
-19,112,796 |
| 0 |
19 |
0 |
| 1 |
492 |
21,416,520 |
|
target_notional |
| target_notional |
2,303,724 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
3,368,897 |
2,303,724 |
3,430,048 |
40,768,404 |
916,162 |
0.083 |
0.057 |
0.084 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,481,251 |
| 0 |
0 |
| 1 |
17,850,149 |
|
alpha_notional |
| alpha_notional |
3,430,048 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,063,691 |
| 0 |
0 |
| 1 |
2,366,357 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
77 |
-1,049,606 |
3,092,938 |
267,946 |
-0.339 |
0.076 |
| CHN |
389 |
544,879 |
5,277,621 |
377,928 |
0.103 |
0.129 |
| HKG |
174 |
888,600 |
7,391,474 |
407,786 |
0.120 |
0.181 |
| IDN |
15 |
596,656 |
596,656 |
163,607 |
1.000 |
0.015 |
| JPN |
315 |
-1,047,984 |
16,833,238 |
500,436 |
-0.062 |
0.413 |
| KOR |
46 |
27,512 |
956,437 |
119,859 |
0.029 |
0.023 |
| MYS |
9 |
552,590 |
552,590 |
97,550 |
1.000 |
0.014 |
| NZL |
3 |
-156,933 |
156,933 |
28,084 |
-1.000 |
0.004 |
| PHL |
7 |
157,812 |
157,816 |
47,909 |
1.000 |
0.004 |
| SGP |
11 |
-503,117 |
740,698 |
122,668 |
-0.679 |
0.018 |
| THA |
17 |
1,050,066 |
1,050,066 |
189,219 |
1.000 |
0.026 |
| TWN |
77 |
1,243,249 |
3,961,936 |
482,490 |
0.314 |
0.097 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,071,272 |
| 1 |
22 |
1,021,666 |
| CHN |
-1 |
230 |
-2,288,275 |
| 0 |
6 |
0 |
| 1 |
153 |
2,833,154 |
| HKG |
-1 |
81 |
-3,209,990 |
| 0 |
2 |
0 |
| 1 |
91 |
4,098,589 |
| IDN |
1 |
15 |
596,656 |
| JPN |
-1 |
185 |
-8,940,611 |
| 0 |
8 |
0 |
| 1 |
122 |
7,892,627 |
| KOR |
-1 |
28 |
-464,462 |
| 0 |
1 |
0 |
| 1 |
17 |
491,974 |
| MYS |
1 |
9 |
552,590 |
| NZL |
-1 |
3 |
-156,933 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
157,814 |
| SGP |
-1 |
9 |
-621,908 |
| 1 |
2 |
118,791 |
| THA |
1 |
17 |
1,050,066 |
| TWN |
-1 |
37 |
-1,359,344 |
| 0 |
2 |
0 |
| 1 |
38 |
2,602,593 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,071,272 |
-2,071,272 |
-1,581,542 |
0.79 |
-0.078 |
-0.079 |
171,948 |
| 1 |
22 |
1,021,666 |
1,021,666 |
479,890 |
0.40 |
0.031 |
0.033 |
46,736 |
| CHN |
-1 |
230 |
-2,288,275 |
-2,288,275 |
-2,812,570 |
1.26 |
-0.079 |
-0.078 |
121,447 |
| 0 |
6 |
0 |
0 |
0 |
1.38 |
-0.052 |
-0.022 |
0 |
| 1 |
153 |
2,833,154 |
2,833,154 |
2,919,525 |
1.20 |
0.004 |
0.010 |
119,591 |
| HKG |
-1 |
81 |
-3,209,990 |
-3,209,990 |
-3,453,563 |
1.26 |
0.017 |
0.042 |
136,356 |
| 0 |
2 |
0 |
0 |
0 |
1.70 |
0.062 |
0.062 |
0 |
| 1 |
91 |
4,098,589 |
4,098,589 |
5,129,690 |
1.26 |
0.137 |
0.143 |
679,434 |
| IDN |
1 |
15 |
596,656 |
596,656 |
306,944 |
0.53 |
0.167 |
0.168 |
97,482 |
| JPN |
-1 |
185 |
-8,940,611 |
-8,940,611 |
-4,804,743 |
0.65 |
-0.064 |
-0.059 |
690,981 |
| 0 |
8 |
0 |
0 |
0 |
0.79 |
0.008 |
0.029 |
0 |
| 1 |
122 |
7,892,627 |
7,892,627 |
5,391,387 |
0.81 |
0.071 |
0.074 |
629,768 |
| KOR |
-1 |
28 |
-464,462 |
-464,462 |
-546,253 |
1.11 |
-0.026 |
-0.020 |
17,230 |
| 0 |
1 |
0 |
0 |
0 |
0.59 |
-0.104 |
-0.104 |
0 |
| 1 |
17 |
491,974 |
491,974 |
262,481 |
0.79 |
0.223 |
0.237 |
128,666 |
| MYS |
1 |
9 |
552,590 |
552,590 |
258,590 |
0.26 |
0.108 |
0.083 |
84,667 |
| NZL |
-1 |
3 |
-156,933 |
-156,933 |
-38,320 |
0.31 |
-0.058 |
-0.062 |
9,417 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.052 |
0.052 |
-0 |
| 1 |
6 |
157,814 |
157,814 |
58,830 |
0.39 |
0.073 |
0.064 |
11,536 |
| SGP |
-1 |
9 |
-621,908 |
-621,908 |
-473,303 |
0.79 |
-0.008 |
-0.007 |
2,511 |
| 1 |
2 |
118,791 |
118,791 |
46,066 |
0.43 |
0.058 |
0.058 |
7,674 |
| THA |
1 |
17 |
1,050,066 |
1,050,066 |
363,449 |
0.46 |
0.126 |
0.126 |
150,583 |
| TWN |
-1 |
37 |
-1,359,344 |
-1,359,344 |
-770,957 |
0.69 |
0.038 |
0.044 |
-86,201 |
| 0 |
2 |
0 |
0 |
0 |
1.22 |
0.184 |
0.184 |
0 |
| 1 |
38 |
2,602,593 |
2,602,593 |
2,633,295 |
1.08 |
0.152 |
0.157 |
410,219 |