Generated at 15:22 on Tuesday 07/14/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
637 |
-18,819,904 |
| 0 |
12 |
0 |
| 1 |
495 |
21,023,162 |
|
target_notional |
| target_notional |
2,203,258 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,447,976 |
2,203,258 |
3,501,829 |
39,843,065 |
843,480 |
0.061 |
0.055 |
0.088 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,144,693 |
| 0 |
0 |
| 1 |
16,592,669 |
|
alpha_notional |
| alpha_notional |
3,501,829 |
|
alpha_notional |
| pos_sign |
|
| -1 |
994,496 |
| 0 |
0 |
| 1 |
2,507,333 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
74 |
-1,049,258 |
3,092,792 |
265,890 |
-0.339 |
0.078 |
| CHN |
385 |
228,012 |
4,305,476 |
349,999 |
0.053 |
0.108 |
| HKG |
175 |
691,956 |
7,139,458 |
357,792 |
0.097 |
0.179 |
| IDN |
15 |
586,932 |
586,932 |
167,032 |
1.000 |
0.015 |
| JPN |
311 |
-1,049,398 |
16,803,015 |
520,130 |
-0.062 |
0.422 |
| KOR |
56 |
322,380 |
1,339,701 |
158,239 |
0.241 |
0.034 |
| MYS |
8 |
570,085 |
570,085 |
99,266 |
1.000 |
0.014 |
| NZL |
3 |
-156,975 |
156,975 |
27,948 |
-1.000 |
0.004 |
| PHL |
7 |
153,254 |
153,258 |
42,797 |
1.000 |
0.004 |
| SGP |
12 |
-516,517 |
739,183 |
121,972 |
-0.699 |
0.019 |
| THA |
18 |
1,050,075 |
1,050,075 |
186,013 |
1.000 |
0.026 |
| TWN |
80 |
1,372,713 |
3,906,117 |
479,513 |
0.351 |
0.098 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,071,025 |
| 0 |
1 |
0 |
| 1 |
19 |
1,021,767 |
| CHN |
-1 |
235 |
-2,038,732 |
| 0 |
1 |
0 |
| 1 |
149 |
2,266,744 |
| HKG |
-1 |
83 |
-3,223,751 |
| 0 |
2 |
0 |
| 1 |
90 |
3,915,707 |
| IDN |
1 |
15 |
586,932 |
| JPN |
-1 |
182 |
-8,926,207 |
| 0 |
6 |
0 |
| 1 |
123 |
7,876,809 |
| KOR |
-1 |
33 |
-508,660 |
| 1 |
23 |
831,040 |
| MYS |
1 |
8 |
570,085 |
| NZL |
-1 |
3 |
-156,975 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
153,256 |
| SGP |
-1 |
10 |
-627,850 |
| 1 |
2 |
111,333 |
| THA |
0 |
1 |
0 |
| 1 |
17 |
1,050,075 |
| TWN |
-1 |
36 |
-1,266,702 |
| 0 |
1 |
0 |
| 1 |
43 |
2,639,415 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,071,025 |
-2,071,025 |
-1,528,794 |
0.78 |
-0.079 |
-0.081 |
174,888 |
| 0 |
1 |
0 |
0 |
0 |
0.58 |
-0.145 |
-0.145 |
0 |
| 1 |
19 |
1,021,767 |
1,021,767 |
423,148 |
0.43 |
0.024 |
0.033 |
35,329 |
| CHN |
-1 |
235 |
-2,038,732 |
-2,038,732 |
-2,679,021 |
1.28 |
-0.082 |
-0.074 |
134,636 |
| 0 |
1 |
0 |
0 |
0 |
1.38 |
-0.054 |
-0.054 |
0 |
| 1 |
149 |
2,266,744 |
2,266,744 |
2,220,941 |
1.21 |
-0.002 |
0.003 |
121,043 |
| HKG |
-1 |
83 |
-3,223,751 |
-3,223,751 |
-3,423,177 |
1.26 |
0.002 |
0.015 |
118,157 |
| 0 |
2 |
0 |
0 |
0 |
1.33 |
0.003 |
0.003 |
0 |
| 1 |
90 |
3,915,707 |
3,915,707 |
4,757,164 |
1.26 |
0.123 |
0.128 |
575,262 |
| IDN |
1 |
15 |
586,932 |
586,932 |
301,913 |
0.53 |
0.165 |
0.169 |
95,632 |
| JPN |
-1 |
182 |
-8,926,207 |
-8,926,207 |
-4,708,500 |
0.66 |
-0.064 |
-0.053 |
680,789 |
| 0 |
6 |
0 |
0 |
0 |
0.69 |
-0.022 |
-0.025 |
0 |
| 1 |
123 |
7,876,809 |
7,876,809 |
5,260,803 |
0.81 |
0.072 |
0.075 |
648,293 |
| KOR |
-1 |
33 |
-508,660 |
-508,660 |
-585,549 |
1.15 |
0.014 |
0.008 |
4,165 |
| 1 |
23 |
831,040 |
831,040 |
384,561 |
0.77 |
0.255 |
0.260 |
245,883 |
| MYS |
1 |
8 |
570,085 |
570,085 |
264,773 |
0.31 |
0.101 |
0.080 |
83,914 |
| NZL |
-1 |
3 |
-156,975 |
-156,975 |
-41,868 |
0.31 |
-0.052 |
-0.056 |
8,376 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.044 |
0.044 |
-0 |
| 1 |
6 |
153,256 |
153,256 |
57,286 |
0.39 |
0.088 |
0.085 |
13,349 |
| SGP |
-1 |
10 |
-627,850 |
-627,850 |
-479,994 |
0.79 |
-0.013 |
-0.004 |
3,623 |
| 1 |
2 |
111,333 |
111,333 |
43,601 |
0.43 |
0.054 |
0.054 |
7,069 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.51 |
0.129 |
0.129 |
0 |
| 1 |
17 |
1,050,075 |
1,050,075 |
345,866 |
0.45 |
0.140 |
0.134 |
164,290 |
| TWN |
-1 |
36 |
-1,266,702 |
-1,266,702 |
-697,789 |
0.67 |
0.079 |
0.095 |
-130,138 |
| 0 |
1 |
0 |
0 |
0 |
1.23 |
0.269 |
0.269 |
0 |
| 1 |
43 |
2,639,415 |
2,639,415 |
2,532,611 |
1.04 |
0.192 |
0.198 |
517,270 |