Generated at 15:21 on Tuesday 07/07/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
629 |
-19,185,137 |
| 0 |
9 |
0 |
| 1 |
495 |
20,923,155 |
|
target_notional |
| target_notional |
1,738,018 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,657,530 |
1,738,018 |
3,445,051 |
40,108,292 |
865,248 |
0.066 |
0.043 |
0.086 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,335,262 |
| 0 |
0 |
| 1 |
16,992,792 |
|
alpha_notional |
| alpha_notional |
3,445,051 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,061,616 |
| 0 |
0 |
| 1 |
2,383,435 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
76 |
-1,049,738 |
3,093,286 |
266,648 |
-0.339 |
0.077 |
| CHN |
385 |
-41,013 |
4,891,373 |
365,407 |
-0.008 |
0.122 |
| HKG |
176 |
839,657 |
7,154,531 |
383,106 |
0.117 |
0.178 |
| IDN |
15 |
586,941 |
586,941 |
165,562 |
1.000 |
0.015 |
| JPN |
307 |
-1,066,324 |
16,786,537 |
507,628 |
-0.064 |
0.419 |
| KOR |
46 |
102,825 |
1,049,664 |
124,662 |
0.098 |
0.026 |
| MYS |
9 |
566,055 |
566,055 |
98,128 |
1.000 |
0.014 |
| NZL |
3 |
-156,960 |
156,960 |
27,992 |
-1.000 |
0.004 |
| PHL |
7 |
157,098 |
157,102 |
46,798 |
1.000 |
0.004 |
| SGP |
12 |
-494,894 |
739,981 |
120,894 |
-0.669 |
0.018 |
| THA |
18 |
1,050,458 |
1,050,458 |
188,422 |
1.000 |
0.026 |
| TWN |
79 |
1,243,914 |
3,875,403 |
473,933 |
0.321 |
0.097 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,071,512 |
| 0 |
2 |
0 |
| 1 |
19 |
1,021,774 |
| CHN |
-1 |
231 |
-2,466,193 |
| 0 |
1 |
0 |
| 1 |
153 |
2,425,180 |
| HKG |
-1 |
83 |
-3,157,437 |
| 0 |
3 |
0 |
| 1 |
90 |
3,997,094 |
| IDN |
1 |
15 |
586,941 |
| JPN |
-1 |
182 |
-8,926,430 |
| 0 |
2 |
0 |
| 1 |
123 |
7,860,106 |
| KOR |
-1 |
29 |
-473,420 |
| 1 |
17 |
576,244 |
| MYS |
1 |
9 |
566,055 |
| NZL |
-1 |
3 |
-156,960 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
157,100 |
| SGP |
-1 |
9 |
-617,438 |
| 1 |
3 |
122,544 |
| THA |
1 |
18 |
1,050,458 |
| TWN |
-1 |
36 |
-1,315,745 |
| 0 |
1 |
0 |
| 1 |
42 |
2,559,659 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,071,512 |
-2,071,512 |
-1,558,082 |
0.79 |
-0.078 |
-0.077 |
172,180 |
| 0 |
2 |
0 |
0 |
0 |
0.28 |
0.070 |
0.070 |
0 |
| 1 |
19 |
1,021,774 |
1,021,774 |
471,370 |
0.43 |
0.030 |
0.034 |
43,855 |
| CHN |
-1 |
231 |
-2,466,193 |
-2,466,193 |
-2,982,326 |
1.26 |
-0.079 |
-0.077 |
142,155 |
| 0 |
1 |
0 |
0 |
0 |
1.25 |
-0.071 |
-0.071 |
0 |
| 1 |
153 |
2,425,180 |
2,425,180 |
2,408,966 |
1.20 |
0.005 |
0.009 |
158,889 |
| HKG |
-1 |
83 |
-3,157,437 |
-3,157,437 |
-3,338,428 |
1.26 |
0.015 |
0.032 |
80,915 |
| 0 |
3 |
0 |
0 |
0 |
1.64 |
0.078 |
0.079 |
0 |
| 1 |
90 |
3,997,094 |
3,997,094 |
4,949,151 |
1.26 |
0.134 |
0.139 |
635,926 |
| IDN |
1 |
15 |
586,941 |
586,941 |
301,786 |
0.53 |
0.153 |
0.154 |
88,179 |
| JPN |
-1 |
182 |
-8,926,430 |
-8,926,430 |
-4,695,533 |
0.65 |
-0.073 |
-0.067 |
753,855 |
| 0 |
2 |
0 |
0 |
0 |
0.42 |
0.020 |
0.020 |
0 |
| 1 |
123 |
7,860,106 |
7,860,106 |
5,292,488 |
0.82 |
0.065 |
0.065 |
575,764 |
| KOR |
-1 |
29 |
-473,420 |
-473,420 |
-536,043 |
1.10 |
-0.029 |
-0.031 |
19,203 |
| 1 |
17 |
576,244 |
576,244 |
287,761 |
0.79 |
0.218 |
0.234 |
145,274 |
| MYS |
1 |
9 |
566,055 |
566,055 |
262,551 |
0.26 |
0.105 |
0.081 |
85,741 |
| NZL |
-1 |
3 |
-156,960 |
-156,960 |
-39,290 |
0.31 |
-0.069 |
-0.072 |
11,013 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.037 |
0.037 |
-0 |
| 1 |
6 |
157,100 |
157,100 |
58,626 |
0.39 |
0.071 |
0.066 |
11,194 |
| SGP |
-1 |
9 |
-617,438 |
-617,438 |
-470,154 |
0.79 |
-0.000 |
0.000 |
-2,676 |
| 1 |
3 |
122,544 |
122,544 |
47,552 |
0.43 |
0.066 |
0.069 |
8,395 |
| THA |
1 |
18 |
1,050,458 |
1,050,458 |
362,044 |
0.46 |
0.140 |
0.143 |
164,454 |
| TWN |
-1 |
36 |
-1,315,745 |
-1,315,745 |
-715,406 |
0.67 |
0.062 |
0.065 |
-115,029 |
| 0 |
1 |
0 |
0 |
0 |
1.20 |
0.052 |
0.052 |
0 |
| 1 |
42 |
2,559,659 |
2,559,659 |
2,550,500 |
1.06 |
0.178 |
0.181 |
465,765 |