Generated at 15:22 on Sunday 07/19/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
626 |
-18,209,749 |
| 0 |
18 |
0 |
| 1 |
493 |
20,662,553 |
|
target_notional |
| target_notional |
2,452,804 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
target_notional_stddev |
beta_percentage |
delta_percentage |
alpha_percentage |
stddev_percentage |
| intgt |
|
|
|
|
|
|
|
|
|
| True |
2,528,854 |
2,452,804 |
3,496,965 |
38,872,302 |
845,778 |
0.065 |
0.063 |
0.090 |
0.022 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,382,550 |
| 0 |
0 |
| 1 |
15,911,404 |
|
alpha_notional |
| alpha_notional |
3,496,965 |
|
alpha_notional |
| pos_sign |
|
| -1 |
868,064 |
| 0 |
0 |
| 1 |
2,628,902 |
|
ct |
target_notional |
target_notional_abs |
target_notional_stddev |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
|
| AUS |
71 |
-1,048,287 |
3,091,536 |
274,561 |
-0.339 |
0.080 |
| CHN |
384 |
626,463 |
3,630,986 |
284,922 |
0.173 |
0.093 |
| HKG |
178 |
561,419 |
7,173,132 |
344,479 |
0.078 |
0.185 |
| IDN |
15 |
598,912 |
598,912 |
175,354 |
1.000 |
0.015 |
| JPN |
300 |
-1,066,622 |
16,497,704 |
511,466 |
-0.065 |
0.424 |
| KOR |
56 |
295,889 |
1,431,909 |
170,268 |
0.207 |
0.037 |
| MYS |
8 |
570,661 |
570,661 |
100,048 |
1.000 |
0.015 |
| NZL |
3 |
-156,936 |
156,936 |
29,292 |
-1.000 |
0.004 |
| PHL |
7 |
158,989 |
158,993 |
43,538 |
1.000 |
0.004 |
| SGP |
14 |
-489,981 |
739,575 |
117,964 |
-0.663 |
0.019 |
| THA |
18 |
1,050,214 |
1,050,214 |
186,756 |
1.000 |
0.027 |
| TWN |
83 |
1,352,082 |
3,771,745 |
466,563 |
0.358 |
0.097 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,069,911 |
| 1 |
18 |
1,021,624 |
| CHN |
-1 |
228 |
-1,502,262 |
| 0 |
7 |
0 |
| 1 |
149 |
2,128,724 |
| HKG |
-1 |
83 |
-3,305,856 |
| 0 |
7 |
0 |
| 1 |
88 |
3,867,275 |
| IDN |
0 |
1 |
0 |
| 1 |
14 |
598,912 |
| JPN |
-1 |
179 |
-8,782,163 |
| 1 |
121 |
7,715,541 |
| KOR |
-1 |
33 |
-568,010 |
| 1 |
23 |
863,899 |
| MYS |
1 |
8 |
570,661 |
| NZL |
-1 |
3 |
-156,936 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
158,991 |
| SGP |
-1 |
11 |
-614,778 |
| 1 |
3 |
124,797 |
| THA |
1 |
18 |
1,050,214 |
| TWN |
-1 |
35 |
-1,209,831 |
| 0 |
3 |
0 |
| 1 |
45 |
2,561,914 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,069,911 |
-2,069,911 |
-1,563,582 |
0.80 |
-0.094 |
-0.091 |
201,291 |
| 1 |
18 |
1,021,624 |
1,021,624 |
381,664 |
0.42 |
0.013 |
0.016 |
23,060 |
| CHN |
-1 |
228 |
-1,502,262 |
-1,502,262 |
-1,861,476 |
1.27 |
-0.085 |
-0.077 |
91,928 |
| 0 |
7 |
0 |
0 |
0 |
1.61 |
-0.072 |
-0.086 |
0 |
| 1 |
149 |
2,128,724 |
2,128,724 |
1,977,685 |
1.21 |
-0.002 |
-0.001 |
119,922 |
| HKG |
-1 |
83 |
-3,305,856 |
-3,305,856 |
-3,512,912 |
1.25 |
0.008 |
0.022 |
94,479 |
| 0 |
7 |
0 |
0 |
0 |
1.83 |
0.023 |
0.052 |
0 |
| 1 |
88 |
3,867,275 |
3,867,275 |
4,623,484 |
1.25 |
0.129 |
0.137 |
589,137 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.62 |
0.131 |
0.131 |
0 |
| 1 |
14 |
598,912 |
598,912 |
308,956 |
0.53 |
0.160 |
0.160 |
95,648 |
| JPN |
-1 |
179 |
-8,782,163 |
-8,782,163 |
-4,614,705 |
0.66 |
-0.050 |
-0.038 |
585,138 |
| 1 |
121 |
7,715,541 |
7,715,541 |
5,085,067 |
0.82 |
0.085 |
0.086 |
722,075 |
| KOR |
-1 |
33 |
-568,010 |
-568,010 |
-661,024 |
1.15 |
-0.015 |
-0.001 |
20,172 |
| 1 |
23 |
863,899 |
863,899 |
394,559 |
0.77 |
0.232 |
0.232 |
233,473 |
| MYS |
1 |
8 |
570,661 |
570,661 |
264,602 |
0.31 |
0.109 |
0.095 |
87,420 |
| NZL |
-1 |
3 |
-156,936 |
-156,936 |
-47,990 |
0.31 |
-0.071 |
-0.073 |
10,791 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.056 |
0.056 |
-0 |
| 1 |
6 |
158,991 |
158,991 |
59,422 |
0.39 |
0.100 |
0.089 |
15,299 |
| SGP |
-1 |
11 |
-614,778 |
-614,778 |
-470,300 |
0.78 |
-0.007 |
0.004 |
-6,531 |
| 1 |
3 |
124,797 |
124,797 |
48,496 |
0.34 |
0.071 |
0.074 |
9,455 |
| THA |
1 |
18 |
1,050,214 |
1,050,214 |
341,565 |
0.46 |
0.160 |
0.158 |
181,016 |
| TWN |
-1 |
35 |
-1,209,831 |
-1,209,831 |
-650,559 |
0.68 |
0.082 |
0.097 |
-129,204 |
| 0 |
3 |
0 |
0 |
0 |
0.88 |
0.174 |
0.162 |
0 |
| 1 |
45 |
2,561,914 |
2,561,914 |
2,425,904 |
1.02 |
0.209 |
0.216 |
552,396 |