Generated at 15:20 on Sunday 07/12/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
637 |
-18,740,876 |
| 0 |
17 |
0 |
| 1 |
496 |
20,937,428 |
|
target_notional |
| target_notional |
2,196,552 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,765,909 |
2,196,552 |
3,414,967 |
39,678,304 |
850,927 |
0.070 |
0.055 |
0.086 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,949,053 |
| 0 |
0 |
| 1 |
16,714,962 |
|
alpha_notional |
| alpha_notional |
3,414,967 |
|
alpha_notional |
| pos_sign |
|
| -1 |
906,565 |
| 0 |
0 |
| 1 |
2,508,402 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
75 |
-1,049,243 |
3,092,272 |
269,179 |
-0.339 |
0.078 |
| CHN |
385 |
184,904 |
4,385,600 |
324,852 |
0.042 |
0.111 |
| HKG |
180 |
833,107 |
6,995,076 |
373,739 |
0.119 |
0.176 |
| IDN |
15 |
583,446 |
583,446 |
164,330 |
1.000 |
0.015 |
| JPN |
312 |
-981,326 |
16,755,250 |
510,199 |
-0.059 |
0.422 |
| KOR |
54 |
193,140 |
1,281,422 |
150,128 |
0.151 |
0.032 |
| MYS |
9 |
572,039 |
572,039 |
98,596 |
1.000 |
0.014 |
| NZL |
3 |
-156,937 |
156,937 |
28,044 |
-1.000 |
0.004 |
| PHL |
7 |
155,433 |
155,437 |
45,415 |
1.000 |
0.004 |
| SGP |
12 |
-517,328 |
739,866 |
121,880 |
-0.699 |
0.019 |
| THA |
18 |
1,050,451 |
1,050,451 |
186,556 |
1.000 |
0.026 |
| TWN |
80 |
1,328,866 |
3,910,510 |
480,651 |
0.340 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,070,757 |
| 1 |
19 |
1,021,514 |
| CHN |
-1 |
233 |
-2,100,348 |
| 0 |
2 |
0 |
| 1 |
150 |
2,285,252 |
| HKG |
-1 |
83 |
-3,080,984 |
| 0 |
7 |
0 |
| 1 |
90 |
3,914,091 |
| IDN |
1 |
15 |
583,446 |
| JPN |
-1 |
183 |
-8,868,288 |
| 0 |
5 |
0 |
| 1 |
124 |
7,886,962 |
| KOR |
-1 |
33 |
-544,141 |
| 1 |
21 |
737,281 |
| MYS |
0 |
1 |
0 |
| 1 |
8 |
572,039 |
| NZL |
-1 |
3 |
-156,937 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
155,435 |
| SGP |
-1 |
9 |
-628,597 |
| 0 |
1 |
0 |
| 1 |
2 |
111,269 |
| THA |
1 |
18 |
1,050,451 |
| TWN |
-1 |
36 |
-1,290,822 |
| 0 |
1 |
0 |
| 1 |
43 |
2,619,688 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,070,757 |
-2,070,757 |
-1,559,211 |
0.78 |
-0.098 |
-0.097 |
212,239 |
| 1 |
19 |
1,021,514 |
1,021,514 |
427,390 |
0.43 |
0.004 |
0.008 |
12,872 |
| CHN |
-1 |
233 |
-2,100,348 |
-2,100,348 |
-2,593,766 |
1.27 |
-0.078 |
-0.074 |
116,257 |
| 0 |
2 |
0 |
0 |
0 |
1.32 |
0.027 |
0.027 |
0 |
| 1 |
150 |
2,285,252 |
2,285,252 |
2,240,756 |
1.20 |
0.003 |
0.007 |
138,662 |
| HKG |
-1 |
83 |
-3,080,984 |
-3,080,984 |
-3,243,308 |
1.26 |
0.012 |
0.028 |
74,337 |
| 0 |
7 |
0 |
0 |
0 |
1.47 |
0.033 |
0.032 |
0 |
| 1 |
90 |
3,914,091 |
3,914,091 |
4,791,862 |
1.26 |
0.133 |
0.136 |
615,471 |
| IDN |
1 |
15 |
583,446 |
583,446 |
299,788 |
0.53 |
0.177 |
0.183 |
103,237 |
| JPN |
-1 |
183 |
-8,868,288 |
-8,868,288 |
-4,702,887 |
0.66 |
-0.053 |
-0.044 |
586,439 |
| 0 |
5 |
0 |
0 |
0 |
1.45 |
0.002 |
0.035 |
0 |
| 1 |
124 |
7,886,962 |
7,886,962 |
5,327,215 |
0.82 |
0.078 |
0.078 |
692,326 |
| KOR |
-1 |
33 |
-544,141 |
-544,141 |
-628,937 |
1.15 |
-0.005 |
-0.023 |
12,764 |
| 1 |
21 |
737,281 |
737,281 |
345,794 |
0.74 |
0.236 |
0.233 |
205,938 |
| MYS |
0 |
1 |
0 |
0 |
0 |
-0.19 |
0.015 |
0.015 |
0 |
| 1 |
8 |
572,039 |
572,039 |
266,084 |
0.31 |
0.095 |
0.072 |
77,038 |
| NZL |
-1 |
3 |
-156,937 |
-156,937 |
-40,517 |
0.31 |
-0.078 |
-0.079 |
12,350 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.034 |
0.034 |
-0 |
| 1 |
6 |
155,435 |
155,435 |
57,985 |
0.39 |
0.078 |
0.077 |
11,745 |
| SGP |
-1 |
9 |
-628,597 |
-628,597 |
-480,282 |
0.79 |
-0.032 |
-0.031 |
18,472 |
| 0 |
1 |
0 |
0 |
0 |
0.41 |
0.024 |
0.024 |
0 |
| 1 |
2 |
111,269 |
111,269 |
43,575 |
0.43 |
0.025 |
0.025 |
3,857 |
| THA |
1 |
18 |
1,050,451 |
1,050,451 |
350,170 |
0.46 |
0.124 |
0.121 |
148,015 |
| TWN |
-1 |
36 |
-1,290,822 |
-1,290,822 |
-700,144 |
0.67 |
0.076 |
0.091 |
-126,294 |
| 0 |
1 |
0 |
0 |
0 |
1.23 |
0.254 |
0.254 |
0 |
| 1 |
43 |
2,619,688 |
2,619,688 |
2,564,341 |
1.04 |
0.187 |
0.189 |
499,241 |