Generated at 15:24 on Wednesday 07/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
627 |
-19,097,499 |
| 0 |
14 |
0 |
| 1 |
495 |
21,276,484 |
|
target_notional |
| target_notional |
2,178,985 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,996,157 |
2,178,985 |
3,383,284 |
40,613,861 |
899,399 |
0.074 |
0.054 |
0.083 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,334,010 |
| 0 |
0 |
| 1 |
17,330,166 |
|
alpha_notional |
| alpha_notional |
3,383,284 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,015,564 |
| 0 |
0 |
| 1 |
2,367,720 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-1,049,307 |
3,092,937 |
264,133 |
-0.339 |
0.076 |
| CHN |
385 |
377,017 |
5,230,580 |
383,264 |
0.072 |
0.129 |
| HKG |
177 |
793,001 |
7,325,925 |
374,622 |
0.108 |
0.180 |
| IDN |
15 |
580,221 |
580,221 |
163,781 |
1.000 |
0.014 |
| JPN |
310 |
-1,055,796 |
16,741,419 |
509,249 |
-0.063 |
0.412 |
| KOR |
47 |
179,236 |
1,094,834 |
130,985 |
0.164 |
0.027 |
| MYS |
9 |
564,442 |
564,442 |
98,010 |
1.000 |
0.014 |
| NZL |
3 |
-157,017 |
157,017 |
28,101 |
-1.000 |
0.004 |
| PHL |
7 |
159,093 |
159,097 |
47,602 |
1.000 |
0.004 |
| SGP |
12 |
-484,757 |
737,999 |
118,196 |
-0.657 |
0.018 |
| THA |
18 |
1,049,848 |
1,049,848 |
186,776 |
1.000 |
0.026 |
| TWN |
78 |
1,223,003 |
3,879,541 |
471,012 |
0.315 |
0.096 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,071,122 |
| 1 |
19 |
1,021,815 |
| CHN |
-1 |
230 |
-2,348,887 |
| 0 |
3 |
0 |
| 1 |
152 |
2,725,904 |
| HKG |
-1 |
84 |
-3,224,418 |
| 0 |
3 |
0 |
| 1 |
90 |
4,017,419 |
| IDN |
1 |
15 |
580,221 |
| JPN |
-1 |
180 |
-8,898,607 |
| 0 |
7 |
0 |
| 1 |
123 |
7,842,812 |
| KOR |
-1 |
28 |
-457,799 |
| 0 |
1 |
0 |
| 1 |
18 |
637,035 |
| MYS |
1 |
9 |
564,442 |
| NZL |
-1 |
3 |
-157,017 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
159,095 |
| SGP |
-1 |
9 |
-611,378 |
| 1 |
3 |
126,621 |
| THA |
1 |
18 |
1,049,848 |
| TWN |
-1 |
36 |
-1,328,269 |
| 1 |
42 |
2,551,272 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,071,122 |
-2,071,122 |
-1,544,228 |
0.79 |
-0.089 |
-0.089 |
194,258 |
| 1 |
19 |
1,021,815 |
1,021,815 |
471,198 |
0.43 |
0.015 |
0.020 |
28,569 |
| CHN |
-1 |
230 |
-2,348,887 |
-2,348,887 |
-3,008,979 |
1.27 |
-0.081 |
-0.077 |
126,701 |
| 0 |
3 |
0 |
0 |
0 |
0.63 |
-0.014 |
-0.036 |
0 |
| 1 |
152 |
2,725,904 |
2,725,904 |
2,789,515 |
1.21 |
0.002 |
0.010 |
103,529 |
| HKG |
-1 |
84 |
-3,224,418 |
-3,224,418 |
-3,380,825 |
1.26 |
0.007 |
0.020 |
107,255 |
| 0 |
3 |
0 |
0 |
0 |
1.94 |
0.114 |
0.109 |
0 |
| 1 |
90 |
4,017,419 |
4,017,419 |
4,948,841 |
1.26 |
0.125 |
0.131 |
604,010 |
| IDN |
1 |
15 |
580,221 |
580,221 |
298,760 |
0.53 |
0.174 |
0.177 |
100,269 |
| JPN |
-1 |
180 |
-8,898,607 |
-8,898,607 |
-4,657,345 |
0.65 |
-0.064 |
-0.057 |
670,888 |
| 0 |
7 |
0 |
0 |
0 |
0.57 |
-0.008 |
-0.017 |
0 |
| 1 |
123 |
7,842,812 |
7,842,812 |
5,258,600 |
0.82 |
0.073 |
0.073 |
640,687 |
| KOR |
-1 |
28 |
-457,799 |
-457,799 |
-517,645 |
1.08 |
-0.015 |
-0.014 |
8,455 |
| 0 |
1 |
0 |
0 |
0 |
1.59 |
0.152 |
0.152 |
0 |
| 1 |
18 |
637,035 |
637,035 |
304,737 |
0.78 |
0.232 |
0.247 |
170,149 |
| MYS |
1 |
9 |
564,442 |
564,442 |
261,168 |
0.26 |
0.099 |
0.086 |
84,350 |
| NZL |
-1 |
3 |
-157,017 |
-157,017 |
-40,036 |
0.31 |
-0.064 |
-0.065 |
10,473 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.041 |
0.041 |
-0 |
| 1 |
6 |
159,095 |
159,095 |
59,268 |
0.39 |
0.066 |
0.061 |
10,483 |
| SGP |
-1 |
9 |
-611,378 |
-611,378 |
-465,492 |
0.79 |
-0.010 |
-0.008 |
3,887 |
| 1 |
3 |
126,621 |
126,621 |
49,654 |
0.43 |
0.055 |
0.059 |
7,607 |
| THA |
1 |
18 |
1,049,848 |
1,049,848 |
349,623 |
0.46 |
0.154 |
0.150 |
177,232 |
| TWN |
-1 |
36 |
-1,328,269 |
-1,328,269 |
-719,460 |
0.67 |
0.057 |
0.067 |
-106,352 |
| 1 |
42 |
2,551,272 |
2,551,272 |
2,538,803 |
1.06 |
0.169 |
0.173 |
440,836 |