Generated at 15:24 on Thursday 07/09/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
631 |
-19,154,541 |
| 0 |
7 |
0 |
| 1 |
498 |
21,337,029 |
|
target_notional |
| target_notional |
2,182,488 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,887,039 |
2,182,488 |
3,379,278 |
40,723,367 |
901,511 |
0.071 |
0.054 |
0.083 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,458,568 |
| 0 |
0 |
| 1 |
17,345,607 |
|
alpha_notional |
| alpha_notional |
3,379,278 |
|
alpha_notional |
| pos_sign |
|
| -1 |
999,993 |
| 0 |
0 |
| 1 |
2,379,285 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
75 |
-1,049,552 |
3,093,112 |
265,844 |
-0.339 |
0.076 |
| CHN |
382 |
334,634 |
5,293,817 |
398,280 |
0.063 |
0.130 |
| HKG |
176 |
732,015 |
7,288,751 |
367,011 |
0.100 |
0.179 |
| IDN |
15 |
582,214 |
582,214 |
164,446 |
1.000 |
0.014 |
| JPN |
309 |
-1,035,286 |
16,735,935 |
509,631 |
-0.062 |
0.411 |
| KOR |
49 |
217,777 |
1,178,926 |
143,248 |
0.185 |
0.029 |
| MYS |
9 |
566,095 |
566,095 |
97,639 |
1.000 |
0.014 |
| NZL |
3 |
-159,234 |
159,234 |
28,459 |
-1.000 |
0.004 |
| PHL |
7 |
156,576 |
156,580 |
46,446 |
1.000 |
0.004 |
| SGP |
12 |
-485,313 |
739,331 |
118,194 |
-0.656 |
0.018 |
| THA |
18 |
1,050,334 |
1,050,334 |
186,899 |
1.000 |
0.026 |
| TWN |
80 |
1,272,227 |
3,879,039 |
475,854 |
0.328 |
0.095 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,071,332 |
| 1 |
19 |
1,021,780 |
| CHN |
-1 |
230 |
-2,404,009 |
| 1 |
152 |
2,738,644 |
| HKG |
-1 |
84 |
-3,238,051 |
| 0 |
2 |
0 |
| 1 |
90 |
3,970,067 |
| IDN |
1 |
15 |
582,214 |
| JPN |
-1 |
182 |
-8,885,610 |
| 0 |
3 |
0 |
| 1 |
124 |
7,850,324 |
| KOR |
-1 |
29 |
-480,574 |
| 1 |
20 |
698,351 |
| MYS |
1 |
9 |
566,095 |
| NZL |
-1 |
3 |
-159,234 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
156,578 |
| SGP |
-1 |
9 |
-612,322 |
| 1 |
3 |
127,009 |
| THA |
1 |
18 |
1,050,334 |
| TWN |
-1 |
36 |
-1,303,406 |
| 0 |
2 |
0 |
| 1 |
42 |
2,575,633 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,071,332 |
-2,071,332 |
-1,536,590 |
0.78 |
-0.093 |
-0.094 |
203,338 |
| 1 |
19 |
1,021,780 |
1,021,780 |
442,608 |
0.43 |
0.010 |
0.015 |
19,990 |
| CHN |
-1 |
230 |
-2,404,009 |
-2,404,009 |
-3,106,058 |
1.27 |
-0.081 |
-0.079 |
132,618 |
| 1 |
152 |
2,738,644 |
2,738,644 |
2,815,803 |
1.21 |
0.002 |
0.009 |
95,188 |
| HKG |
-1 |
84 |
-3,238,051 |
-3,238,051 |
-3,376,137 |
1.26 |
0.006 |
0.021 |
109,173 |
| 0 |
2 |
0 |
0 |
0 |
2.00 |
0.120 |
0.120 |
0 |
| 1 |
90 |
3,970,067 |
3,970,067 |
4,899,575 |
1.26 |
0.126 |
0.130 |
596,919 |
| IDN |
1 |
15 |
582,214 |
582,214 |
299,543 |
0.53 |
0.165 |
0.168 |
94,388 |
| JPN |
-1 |
182 |
-8,885,610 |
-8,885,610 |
-4,684,593 |
0.65 |
-0.060 |
-0.053 |
643,734 |
| 0 |
3 |
0 |
0 |
0 |
0.95 |
-0.003 |
-0.056 |
0 |
| 1 |
124 |
7,850,324 |
7,850,324 |
5,289,012 |
0.82 |
0.076 |
0.078 |
665,913 |
| KOR |
-1 |
29 |
-480,574 |
-480,574 |
-541,159 |
1.08 |
-0.005 |
-0.009 |
7,820 |
| 1 |
20 |
698,351 |
698,351 |
330,563 |
0.76 |
0.234 |
0.241 |
188,225 |
| MYS |
1 |
9 |
566,095 |
566,095 |
260,958 |
0.26 |
0.093 |
0.087 |
79,562 |
| NZL |
-1 |
3 |
-159,234 |
-159,234 |
-40,820 |
0.31 |
-0.071 |
-0.071 |
11,858 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.043 |
0.043 |
-0 |
| 1 |
6 |
156,578 |
156,578 |
58,260 |
0.39 |
0.070 |
0.069 |
10,335 |
| SGP |
-1 |
9 |
-612,322 |
-612,322 |
-467,189 |
0.79 |
-0.017 |
-0.015 |
7,382 |
| 1 |
3 |
127,009 |
127,009 |
49,824 |
0.43 |
0.043 |
0.042 |
6,532 |
| THA |
1 |
18 |
1,050,334 |
1,050,334 |
352,842 |
0.46 |
0.135 |
0.132 |
156,228 |
| TWN |
-1 |
36 |
-1,303,406 |
-1,303,406 |
-706,020 |
0.67 |
0.066 |
0.076 |
-115,930 |
| 0 |
2 |
0 |
0 |
0 |
0.71 |
0.202 |
0.202 |
0 |
| 1 |
42 |
2,575,633 |
2,575,633 |
2,546,619 |
1.06 |
0.178 |
0.181 |
466,006 |