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 |