Generated at 15:20 on Wednesday 07/15/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
634 |
-19,055,959 |
| 0 |
14 |
0 |
| 1 |
492 |
21,241,265 |
|
target_notional |
| target_notional |
2,185,307 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,494,514 |
2,185,307 |
3,631,034 |
40,297,224 |
861,042 |
0.062 |
0.054 |
0.090 |
0.021 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,374,393 |
| 0 |
0 |
| 1 |
16,868,907 |
|
alpha_notional |
| alpha_notional |
3,631,034 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,020,821 |
| 0 |
0 |
| 1 |
2,610,213 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
73 |
-1,049,798 |
3,093,480 |
270,723 |
-0.339 |
0.077 |
| CHN |
387 |
157,343 |
4,439,117 |
343,801 |
0.035 |
0.110 |
| HKG |
174 |
690,224 |
7,270,912 |
364,957 |
0.095 |
0.180 |
| IDN |
15 |
599,437 |
599,437 |
170,625 |
1.000 |
0.015 |
| JPN |
308 |
-1,056,661 |
16,821,503 |
523,808 |
-0.063 |
0.417 |
| KOR |
56 |
304,076 |
1,389,557 |
163,528 |
0.219 |
0.034 |
| MYS |
8 |
572,938 |
572,938 |
99,784 |
1.000 |
0.014 |
| NZL |
3 |
-156,941 |
156,941 |
28,136 |
-1.000 |
0.004 |
| PHL |
7 |
156,118 |
156,122 |
43,069 |
1.000 |
0.004 |
| SGP |
12 |
-514,414 |
740,224 |
121,512 |
-0.695 |
0.018 |
| THA |
17 |
1,050,143 |
1,050,143 |
186,797 |
1.000 |
0.026 |
| TWN |
80 |
1,432,840 |
4,006,849 |
499,861 |
0.358 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,071,639 |
| 0 |
2 |
0 |
| 1 |
18 |
1,021,841 |
| CHN |
-1 |
236 |
-2,140,887 |
| 0 |
2 |
0 |
| 1 |
149 |
2,298,230 |
| HKG |
-1 |
83 |
-3,290,344 |
| 0 |
1 |
0 |
| 1 |
90 |
3,980,568 |
| IDN |
1 |
15 |
599,437 |
| JPN |
-1 |
179 |
-8,939,082 |
| 0 |
8 |
0 |
| 1 |
121 |
7,882,421 |
| KOR |
-1 |
33 |
-542,740 |
| 1 |
23 |
846,816 |
| MYS |
1 |
8 |
572,938 |
| NZL |
-1 |
3 |
-156,941 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
156,120 |
| SGP |
-1 |
10 |
-627,319 |
| 1 |
2 |
112,905 |
| THA |
1 |
17 |
1,050,143 |
| TWN |
-1 |
36 |
-1,287,004 |
| 0 |
1 |
0 |
| 1 |
43 |
2,719,845 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,071,639 |
-2,071,639 |
-1,549,176 |
0.79 |
-0.078 |
-0.079 |
172,120 |
| 0 |
2 |
0 |
0 |
0 |
0.48 |
-0.012 |
-0.012 |
0 |
| 1 |
18 |
1,021,841 |
1,021,841 |
410,263 |
0.42 |
0.030 |
0.035 |
39,419 |
| CHN |
-1 |
236 |
-2,140,887 |
-2,140,887 |
-2,669,398 |
1.27 |
-0.083 |
-0.075 |
141,284 |
| 0 |
2 |
0 |
0 |
0 |
2.04 |
-0.087 |
-0.087 |
0 |
| 1 |
149 |
2,298,230 |
2,298,230 |
2,252,191 |
1.21 |
-0.004 |
0.003 |
121,513 |
| HKG |
-1 |
83 |
-3,290,344 |
-3,290,344 |
-3,522,089 |
1.26 |
0.010 |
0.025 |
100,857 |
| 0 |
1 |
0 |
0 |
0 |
0.97 |
-0.099 |
-0.099 |
0 |
| 1 |
90 |
3,980,568 |
3,980,568 |
4,853,391 |
1.26 |
0.132 |
0.141 |
622,174 |
| IDN |
1 |
15 |
599,437 |
599,437 |
307,837 |
0.53 |
0.193 |
0.196 |
114,862 |
| JPN |
-1 |
179 |
-8,939,082 |
-8,939,082 |
-4,773,343 |
0.66 |
-0.064 |
-0.056 |
702,035 |
| 0 |
8 |
0 |
0 |
0 |
0.75 |
-0.051 |
-0.056 |
0 |
| 1 |
121 |
7,882,421 |
7,882,421 |
5,305,704 |
0.81 |
0.072 |
0.072 |
651,220 |
| KOR |
-1 |
33 |
-542,740 |
-542,740 |
-629,045 |
1.15 |
-0.000 |
0.006 |
11,265 |
| 1 |
23 |
846,816 |
846,816 |
398,625 |
0.77 |
0.252 |
0.256 |
248,445 |
| MYS |
1 |
8 |
572,938 |
572,938 |
264,920 |
0.31 |
0.116 |
0.096 |
93,557 |
| NZL |
-1 |
3 |
-156,941 |
-156,941 |
-42,728 |
0.31 |
-0.049 |
-0.047 |
7,652 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.052 |
0.052 |
-0 |
| 1 |
6 |
156,120 |
156,120 |
58,278 |
0.39 |
0.098 |
0.092 |
14,529 |
| SGP |
-1 |
10 |
-627,319 |
-627,319 |
-480,329 |
0.79 |
-0.014 |
-0.012 |
4,400 |
| 1 |
2 |
112,905 |
112,905 |
44,211 |
0.43 |
0.056 |
0.056 |
7,009 |
| THA |
1 |
17 |
1,050,143 |
1,050,143 |
345,948 |
0.45 |
0.162 |
0.156 |
186,774 |
| TWN |
-1 |
36 |
-1,287,004 |
-1,287,004 |
-708,286 |
0.67 |
0.069 |
0.086 |
-118,791 |
| 0 |
1 |
0 |
0 |
0 |
1.23 |
0.260 |
0.260 |
0 |
| 1 |
43 |
2,719,845 |
2,719,845 |
2,627,538 |
1.04 |
0.182 |
0.184 |
510,712 |