Generated at 15:22 on Monday 07/06/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
624 |
-19,283,848 |
| 0 |
19 |
0 |
| 1 |
493 |
21,089,289 |
|
target_notional |
| target_notional |
1,805,441 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,853,785 |
1,805,441 |
3,452,407 |
40,373,137 |
867,218 |
0.071 |
0.045 |
0.086 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,458,068 |
| 0 |
0 |
| 1 |
17,311,852 |
|
alpha_notional |
| alpha_notional |
3,452,407 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,051,924 |
| 0 |
0 |
| 1 |
2,400,484 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
77 |
-1,049,817 |
3,093,359 |
268,517 |
-0.339 |
0.077 |
| CHN |
384 |
2,561 |
4,982,734 |
357,875 |
0.001 |
0.123 |
| HKG |
178 |
896,415 |
7,229,587 |
399,413 |
0.124 |
0.179 |
| IDN |
15 |
592,295 |
592,295 |
163,644 |
1.000 |
0.015 |
| JPN |
312 |
-1,054,227 |
16,838,036 |
510,076 |
-0.063 |
0.417 |
| KOR |
45 |
72,141 |
1,007,612 |
122,321 |
0.072 |
0.025 |
| MYS |
9 |
561,167 |
561,167 |
98,144 |
1.000 |
0.014 |
| NZL |
3 |
-156,963 |
156,963 |
28,071 |
-1.000 |
0.004 |
| PHL |
7 |
157,711 |
157,715 |
47,066 |
1.000 |
0.004 |
| SGP |
12 |
-495,065 |
739,769 |
121,296 |
-0.669 |
0.018 |
| THA |
17 |
1,049,894 |
1,049,894 |
189,045 |
1.000 |
0.026 |
| TWN |
77 |
1,229,330 |
3,964,005 |
475,370 |
0.310 |
0.098 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,071,588 |
| 0 |
1 |
0 |
| 1 |
21 |
1,021,771 |
| CHN |
-1 |
230 |
-2,490,086 |
| 0 |
1 |
0 |
| 1 |
153 |
2,492,647 |
| HKG |
-1 |
81 |
-3,166,586 |
| 0 |
6 |
0 |
| 1 |
91 |
4,063,001 |
| IDN |
1 |
15 |
592,295 |
| JPN |
-1 |
180 |
-8,946,132 |
| 0 |
11 |
0 |
| 1 |
121 |
7,891,905 |
| KOR |
-1 |
28 |
-467,736 |
| 1 |
17 |
539,877 |
| MYS |
1 |
9 |
561,167 |
| NZL |
-1 |
3 |
-156,963 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
157,713 |
| SGP |
-1 |
9 |
-617,417 |
| 1 |
3 |
122,352 |
| THA |
1 |
17 |
1,049,894 |
| TWN |
-1 |
37 |
-1,367,338 |
| 1 |
40 |
2,596,667 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,071,588 |
-2,071,588 |
-1,578,968 |
0.79 |
-0.074 |
-0.072 |
162,518 |
| 0 |
1 |
0 |
0 |
0 |
0.09 |
-0.003 |
-0.003 |
0 |
| 1 |
21 |
1,021,771 |
1,021,771 |
474,932 |
0.42 |
0.037 |
0.039 |
50,323 |
| CHN |
-1 |
230 |
-2,490,086 |
-2,490,086 |
-2,957,256 |
1.26 |
-0.079 |
-0.076 |
132,073 |
| 0 |
1 |
0 |
0 |
0 |
2.00 |
-0.078 |
-0.078 |
0 |
| 1 |
153 |
2,492,647 |
2,492,647 |
2,478,290 |
1.20 |
0.004 |
0.007 |
161,107 |
| HKG |
-1 |
81 |
-3,166,586 |
-3,166,586 |
-3,348,813 |
1.26 |
0.017 |
0.040 |
89,453 |
| 0 |
6 |
0 |
0 |
0 |
1.48 |
0.014 |
0.048 |
0 |
| 1 |
91 |
4,063,001 |
4,063,001 |
5,046,783 |
1.27 |
0.135 |
0.143 |
656,644 |
| IDN |
1 |
15 |
592,295 |
592,295 |
304,158 |
0.53 |
0.165 |
0.170 |
95,858 |
| JPN |
-1 |
180 |
-8,946,132 |
-8,946,132 |
-4,742,270 |
0.64 |
-0.070 |
-0.064 |
742,026 |
| 0 |
11 |
0 |
0 |
0 |
0.92 |
0.029 |
0.009 |
0 |
| 1 |
121 |
7,891,905 |
7,891,905 |
5,375,469 |
0.82 |
0.066 |
0.070 |
590,944 |
| KOR |
-1 |
28 |
-467,736 |
-467,736 |
-550,128 |
1.11 |
-0.021 |
-0.016 |
14,762 |
| 1 |
17 |
539,877 |
539,877 |
280,661 |
0.79 |
0.224 |
0.233 |
141,143 |
| MYS |
1 |
9 |
561,167 |
561,167 |
261,963 |
0.26 |
0.110 |
0.087 |
88,938 |
| NZL |
-1 |
3 |
-156,963 |
-156,963 |
-39,031 |
0.31 |
-0.069 |
-0.072 |
10,973 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.045 |
0.045 |
-0 |
| 1 |
6 |
157,713 |
157,713 |
58,920 |
0.39 |
0.075 |
0.067 |
11,980 |
| SGP |
-1 |
9 |
-617,417 |
-617,417 |
-470,715 |
0.79 |
-0.003 |
-0.004 |
-1,300 |
| 1 |
3 |
122,352 |
122,352 |
47,475 |
0.43 |
0.064 |
0.068 |
8,265 |
| THA |
1 |
17 |
1,049,894 |
1,049,894 |
362,242 |
0.46 |
0.136 |
0.138 |
161,739 |
| TWN |
-1 |
37 |
-1,367,338 |
-1,367,338 |
-770,885 |
0.69 |
0.047 |
0.056 |
-98,583 |
| 1 |
40 |
2,596,667 |
2,596,667 |
2,620,960 |
1.08 |
0.161 |
0.164 |
433,543 |