Generated at 15:23 on Thursday 07/16/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
628 |
-18,795,717 |
| 0 |
12 |
0 |
| 1 |
492 |
21,159,554 |
|
target_notional |
| target_notional |
2,363,838 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,519,149 |
2,363,838 |
3,584,463 |
39,955,271 |
869,153 |
0.063 |
0.059 |
0.090 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,174,211 |
| 0 |
0 |
| 1 |
16,693,360 |
|
alpha_notional |
| alpha_notional |
3,584,463 |
|
alpha_notional |
| pos_sign |
|
| -1 |
969,012 |
| 0 |
0 |
| 1 |
2,615,451 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
72 |
-1,049,921 |
3,093,463 |
271,142 |
-0.339 |
0.077 |
| CHN |
385 |
457,366 |
4,138,447 |
332,122 |
0.111 |
0.104 |
| HKG |
175 |
587,597 |
7,328,071 |
365,124 |
0.080 |
0.183 |
| IDN |
15 |
599,653 |
599,653 |
172,982 |
1.000 |
0.015 |
| JPN |
303 |
-1,077,175 |
16,775,611 |
523,766 |
-0.064 |
0.420 |
| KOR |
56 |
319,110 |
1,385,364 |
165,503 |
0.230 |
0.035 |
| MYS |
8 |
575,917 |
575,917 |
100,832 |
1.000 |
0.014 |
| NZL |
3 |
-156,955 |
156,955 |
28,382 |
-1.000 |
0.004 |
| PHL |
7 |
156,822 |
156,826 |
43,237 |
1.000 |
0.004 |
| SGP |
12 |
-502,866 |
739,294 |
120,003 |
-0.680 |
0.019 |
| THA |
17 |
1,048,788 |
1,048,788 |
186,716 |
1.000 |
0.026 |
| TWN |
79 |
1,405,502 |
3,956,883 |
494,081 |
0.355 |
0.099 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,071,692 |
| 0 |
1 |
0 |
| 1 |
18 |
1,021,771 |
| CHN |
-1 |
231 |
-1,840,541 |
| 0 |
5 |
0 |
| 1 |
149 |
2,297,907 |
| HKG |
-1 |
83 |
-3,370,237 |
| 0 |
2 |
0 |
| 1 |
90 |
3,957,834 |
| IDN |
1 |
15 |
599,653 |
| JPN |
-1 |
179 |
-8,926,393 |
| 0 |
3 |
0 |
| 1 |
121 |
7,849,218 |
| KOR |
-1 |
33 |
-533,127 |
| 1 |
23 |
852,237 |
| MYS |
1 |
8 |
575,917 |
| NZL |
-1 |
3 |
-156,955 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
156,824 |
| SGP |
-1 |
10 |
-621,080 |
| 1 |
2 |
118,214 |
| THA |
1 |
17 |
1,048,788 |
| TWN |
-1 |
35 |
-1,275,690 |
| 0 |
1 |
0 |
| 1 |
43 |
2,681,193 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,071,692 |
-2,071,692 |
-1,546,729 |
0.80 |
-0.089 |
-0.089 |
195,048 |
| 0 |
1 |
0 |
0 |
0 |
0.21 |
-0.002 |
-0.002 |
0 |
| 1 |
18 |
1,021,771 |
1,021,771 |
404,621 |
0.42 |
0.018 |
0.021 |
26,359 |
| CHN |
-1 |
231 |
-1,840,541 |
-1,840,541 |
-2,385,594 |
1.28 |
-0.083 |
-0.077 |
128,042 |
| 0 |
5 |
0 |
0 |
0 |
0.75 |
-0.007 |
-0.007 |
0 |
| 1 |
149 |
2,297,907 |
2,297,907 |
2,249,523 |
1.21 |
-0.004 |
-0.003 |
120,886 |
| HKG |
-1 |
83 |
-3,370,237 |
-3,370,237 |
-3,639,697 |
1.26 |
0.005 |
0.015 |
119,051 |
| 0 |
2 |
0 |
0 |
0 |
0.95 |
-0.016 |
-0.016 |
0 |
| 1 |
90 |
3,957,834 |
3,957,834 |
4,796,217 |
1.26 |
0.125 |
0.131 |
592,776 |
| IDN |
1 |
15 |
599,653 |
599,653 |
308,165 |
0.53 |
0.188 |
0.191 |
111,893 |
| JPN |
-1 |
179 |
-8,926,393 |
-8,926,393 |
-4,766,660 |
0.66 |
-0.055 |
-0.046 |
631,079 |
| 0 |
3 |
0 |
0 |
0 |
0.88 |
0.017 |
0.028 |
0 |
| 1 |
121 |
7,849,218 |
7,849,218 |
5,246,590 |
0.82 |
0.081 |
0.081 |
708,036 |
| KOR |
-1 |
33 |
-533,127 |
-533,127 |
-614,243 |
1.15 |
0.018 |
0.036 |
2,031 |
| 1 |
23 |
852,237 |
852,237 |
390,859 |
0.77 |
0.262 |
0.261 |
256,337 |
| MYS |
1 |
8 |
575,917 |
575,917 |
267,651 |
0.31 |
0.114 |
0.095 |
91,220 |
| NZL |
-1 |
3 |
-156,955 |
-156,955 |
-44,438 |
0.31 |
-0.059 |
-0.058 |
8,900 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.045 |
0.045 |
-0 |
| 1 |
6 |
156,824 |
156,824 |
58,544 |
0.39 |
0.100 |
0.092 |
15,272 |
| SGP |
-1 |
10 |
-621,080 |
-621,080 |
-475,231 |
0.79 |
0.000 |
0.003 |
-4,538 |
| 1 |
2 |
118,214 |
118,214 |
46,252 |
0.43 |
0.068 |
0.068 |
8,576 |
| THA |
1 |
17 |
1,048,788 |
1,048,788 |
344,139 |
0.45 |
0.158 |
0.154 |
182,848 |
| TWN |
-1 |
35 |
-1,275,690 |
-1,275,690 |
-701,618 |
0.68 |
0.061 |
0.076 |
-110,602 |
| 0 |
1 |
0 |
0 |
0 |
0.30 |
0.120 |
0.120 |
0 |
| 1 |
43 |
2,681,193 |
2,681,193 |
2,580,798 |
1.04 |
0.180 |
0.185 |
501,249 |