Generated at 17:35 on Thursday 07/30/2026
targets
ct target_notional
intgt pos_sign
True -1 411 -18,295,984
0 14 0
1 375 20,871,627

target_notional
target_notional 2,575,643

rawBeta_notional target_notional alpha_notional target_notional_abs beta_percentage delta_percentage alpha_percentage
intgt
True 2,199,068 2,575,643 3,575,927 39,167,611 0.056 0.066 0.091

rawBeta_notional
pos_sign
-1 -13,258,449
0 0
1 15,457,518

alpha_notional
alpha_notional 3,575,927

alpha_notional
pos_sign
-1 908,657
0 0
1 2,667,270

ct target_notional target_notional_abs delta_percentage gross_percentage
RkdExchCtry
AUS 76 -1,046,860 3,090,421 -0.339 0.079
CHN 83 754,698 3,637,349 0.207 0.093
HKG 143 381,116 7,377,722 0.052 0.188
IDN 14 590,070 590,070 1.000 0.015
JPN 304 -1,030,921 16,782,333 -0.061 0.428
KOR 58 330,370 1,603,039 0.206 0.041
MYS 7 587,444 587,444 1.000 0.015
NZL 3 -156,954 156,954 -1.000 0.004
PHL 6 153,609 153,609 1.000 0.004
SGP 15 -292,283 722,664 -0.404 0.018
THA 21 1,049,969 1,049,969 1.000 0.027
TWN 70 1,255,385 3,416,037 0.367 0.087

ct target_notional
RkdExchCtry pos_sign
AUS -1 56 -2,068,641
1 20 1,021,780
CHN -1 35 -1,441,325
0 1 0
1 47 2,196,024
HKG -1 74 -3,498,303
0 1 0
1 68 3,879,419
IDN 1 14 590,070
JPN -1 175 -8,906,627
0 10 0
1 119 7,875,706
KOR -1 36 -636,334
1 22 966,705
MYS 1 7 587,444
NZL -1 3 -156,954
PHL 1 6 153,609
SGP -1 8 -507,474
0 1 0
1 6 215,191
THA 1 21 1,049,969
TWN -1 24 -1,080,326
0 1 0
1 45 2,335,711

ct net_notional gross_notional net_beta abeta alpha_avg alpha_med net_alpha
RkdExchCtry pos_sign
AUS -1 56 -2,068,641 -2,068,641 -1,619,741 0.83 -0.074 -0.068 157,634
1 20 1,021,780 1,021,780 357,640 0.42 0.030 0.032 39,068
CHN -1 35 -1,441,325 -1,441,325 -1,279,182 1.11 -0.090 -0.063 110,980
0 1 0 0 0 1.81 -0.096 -0.096 0
1 47 2,196,024 2,196,024 2,027,662 1.16 0.049 0.054 144,503
HKG -1 74 -3,498,303 -3,498,303 -3,746,285 1.29 -0.013 -0.003 167,541
0 1 0 0 0 2.27 0.071 0.071 0
1 68 3,879,419 3,879,419 4,521,431 1.20 0.117 0.114 510,879
IDN 1 14 590,070 590,070 305,633 0.53 0.167 0.162 96,342
JPN -1 175 -8,906,627 -8,906,627 -4,846,592 0.68 -0.049 -0.043 583,398
0 10 0 0 0 1.34 0.027 0.034 0
1 119 7,875,706 7,875,706 5,035,563 0.79 0.085 0.091 743,407
KOR -1 36 -636,334 -636,334 -734,318 1.17 0.052 0.063 -12,459
1 22 966,705 966,705 399,588 0.68 0.264 0.269 279,906
MYS 1 7 587,444 587,444 270,655 0.34 0.130 0.116 98,576
NZL -1 3 -156,954 -156,954 -64,241 0.31 -0.056 -0.058 9,568
PHL 1 6 153,609 153,609 57,786 0.39 0.110 0.105 17,091
SGP -1 8 -507,474 -507,474 -416,792 0.86 0.001 -0.008 -1,251
0 1 0 0 0 0.20 -0.029 -0.029 0
1 6 215,191 215,191 83,106 0.37 0.071 0.070 13,421
THA 1 21 1,049,969 1,049,969 314,450 0.44 0.170 0.168 194,463
TWN -1 24 -1,080,326 -1,080,326 -551,299 0.58 0.091 0.106 -106,754
0 1 0 0 0 1.47 0.221 0.221 0
1 45 2,335,711 2,335,711 2,084,002 1.03 0.219 0.224 529,614