Generated at 15:18 on Wednesday 07/29/2026
targets
ct target_notional
intgt pos_sign
True -1 411 -18,520,621
0 15 0
1 371 20,863,009

target_notional
target_notional 2,342,387

rawBeta_notional target_notional alpha_notional target_notional_abs beta_percentage delta_percentage alpha_percentage
intgt
True 2,135,771 2,342,387 3,613,410 39,383,630 0.054 0.059 0.092

rawBeta_notional
pos_sign
-1 -13,409,796
0 0
1 15,545,566

alpha_notional
alpha_notional 3,613,410

alpha_notional
pos_sign
-1 1,003,255
0 0
1 2,610,154

ct target_notional target_notional_abs delta_percentage gross_percentage
RkdExchCtry
AUS 73 -1,048,887 3,092,485 -0.339 0.079
CHN 86 598,110 3,823,593 0.156 0.097
HKG 145 387,721 7,391,608 0.052 0.188
IDN 14 579,642 579,642 1.000 0.015
JPN 299 -1,048,240 16,822,052 -0.062 0.427
KOR 58 335,168 1,559,131 0.215 0.040
MYS 7 585,501 585,501 1.000 0.015
NZL 3 -156,969 156,969 -1.000 0.004
PHL 6 154,129 154,129 1.000 0.004
SGP 13 -381,104 740,638 -0.515 0.019
THA 21 1,050,014 1,050,014 1.000 0.027
TWN 72 1,287,301 3,427,869 0.376 0.087

ct target_notional
RkdExchCtry pos_sign
AUS -1 55 -2,070,686
1 18 1,021,799
CHN -1 37 -1,612,741
0 3 0
1 46 2,210,851
HKG -1 74 -3,501,943
0 3 0
1 68 3,889,664
IDN 1 14 579,642
JPN -1 174 -8,935,146
0 5 0
1 120 7,886,906
KOR -1 35 -611,981
0 1 0
1 22 947,149
MYS 1 7 585,501
NZL -1 3 -156,969
PHL 1 6 154,129
SGP -1 9 -560,871
1 4 179,767
THA 1 21 1,050,014
TWN -1 24 -1,070,284
0 3 0
1 45 2,357,585

ct net_notional gross_notional net_beta abeta alpha_avg alpha_med net_alpha
RkdExchCtry pos_sign
AUS -1 55 -2,070,686 -2,070,686 -1,642,766 0.83 -0.084 -0.079 177,171
1 18 1,021,799 1,021,799 358,725 0.38 0.020 0.024 28,854
CHN -1 37 -1,612,741 -1,612,741 -1,452,255 1.17 -0.089 -0.060 132,424
0 3 0 0 0 1.43 -0.055 -0.040 0
1 46 2,210,851 2,210,851 2,035,909 1.15 0.053 0.054 148,514
HKG -1 74 -3,501,943 -3,501,943 -3,765,698 1.29 -0.016 -0.002 174,536
0 3 0 0 0 1.61 0.097 0.083 0
1 68 3,889,664 3,889,664 4,555,313 1.20 0.112 0.111 492,993
IDN 1 14 579,642 579,642 299,794 0.53 0.171 0.164 97,665
JPN -1 174 -8,935,146 -8,935,146 -4,802,350 0.66 -0.056 -0.047 627,041
0 5 0 0 0 0.91 0.063 0.086 0
1 120 7,886,906 7,886,906 5,085,437 0.81 0.082 0.089 714,624
KOR -1 35 -611,981 -611,981 -703,839 1.17 0.054 0.069 -13,688
0 1 0 0 0 2.11 0.347 0.347 0
1 22 947,149 947,149 388,319 0.68 0.267 0.271 278,202
MYS 1 7 585,501 585,501 269,632 0.34 0.129 0.115 97,940
NZL -1 3 -156,969 -156,969 -63,384 0.31 -0.063 -0.063 10,640
PHL 1 6 154,129 154,129 58,021 0.39 0.117 0.121 17,804
SGP -1 9 -560,871 -560,871 -431,397 0.79 -0.007 -0.016 3,500
1 4 179,767 179,767 65,678 0.32 0.066 0.064 10,283
THA 1 21 1,050,014 1,050,014 317,146 0.44 0.161 0.160 185,701
TWN -1 24 -1,070,284 -1,070,284 -548,106 0.58 0.092 0.107 -108,368
0 3 0 0 0 1.55 0.132 0.173 0
1 45 2,357,585 2,357,585 2,111,591 1.03 0.220 0.222 537,574