Generated at 15:18 on Sunday 08/02/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
405 |
-18,327,408 |
| 0 |
27 |
0 |
| 1 |
375 |
21,162,981 |
|
target_notional |
| target_notional |
2,835,573 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
2,113,250 |
2,835,573 |
3,808,040 |
39,490,389 |
0.054 |
0.072 |
0.096 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-12,075,874 |
| 0 |
0 |
| 1 |
14,189,125 |
|
alpha_notional |
| alpha_notional |
3,808,040 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,428,288 |
| 0 |
0 |
| 1 |
2,379,751 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
76 |
-1,049,015 |
3,059,351 |
-0.343 |
0.077 |
| CHN |
87 |
974,141 |
3,735,029 |
0.261 |
0.095 |
| HKG |
143 |
234,734 |
7,240,330 |
0.032 |
0.183 |
| IDN |
14 |
582,214 |
582,214 |
1.000 |
0.015 |
| JPN |
300 |
-993,625 |
16,880,604 |
-0.059 |
0.427 |
| KOR |
62 |
379,711 |
1,742,277 |
0.218 |
0.044 |
| MYS |
7 |
591,740 |
591,740 |
1.000 |
0.015 |
| NZL |
3 |
-155,940 |
155,940 |
-1.000 |
0.004 |
| PHL |
6 |
151,576 |
151,576 |
1.000 |
0.004 |
| SGP |
14 |
-320,359 |
735,577 |
-0.436 |
0.019 |
| THA |
21 |
1,049,860 |
1,049,860 |
1.000 |
0.027 |
| TWN |
74 |
1,390,536 |
3,565,890 |
0.390 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,054,183 |
| 0 |
3 |
0 |
| 1 |
19 |
1,005,168 |
| CHN |
-1 |
34 |
-1,380,444 |
| 0 |
3 |
0 |
| 1 |
50 |
2,354,585 |
| HKG |
-1 |
74 |
-3,502,798 |
| 0 |
4 |
0 |
| 1 |
65 |
3,737,532 |
| IDN |
0 |
1 |
0 |
| 1 |
13 |
582,214 |
| JPN |
-1 |
173 |
-8,937,114 |
| 0 |
10 |
0 |
| 1 |
117 |
7,943,489 |
| KOR |
-1 |
36 |
-681,283 |
| 1 |
26 |
1,060,994 |
| MYS |
1 |
7 |
591,740 |
| NZL |
-1 |
3 |
-155,940 |
| PHL |
1 |
6 |
151,576 |
| SGP |
-1 |
8 |
-527,968 |
| 1 |
6 |
207,609 |
| THA |
0 |
1 |
0 |
| 1 |
20 |
1,049,860 |
| TWN |
-1 |
23 |
-1,087,677 |
| 0 |
5 |
0 |
| 1 |
46 |
2,478,213 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,054,183 |
-2,054,183 |
-1,508,289 |
0.82 |
-0.103 |
-0.096 |
214,159 |
| 0 |
3 |
0 |
0 |
0 |
-0.13 |
-0.041 |
-0.014 |
0 |
| 1 |
19 |
1,005,168 |
1,005,168 |
291,152 |
0.37 |
0.008 |
0.004 |
15,511 |
| CHN |
-1 |
34 |
-1,380,444 |
-1,380,444 |
-1,300,019 |
1.22 |
-0.074 |
-0.051 |
81,199 |
| 0 |
3 |
0 |
0 |
0 |
1.15 |
-0.070 |
-0.011 |
0 |
| 1 |
50 |
2,354,585 |
2,354,585 |
1,969,581 |
1.09 |
0.066 |
0.064 |
190,123 |
| HKG |
-1 |
74 |
-3,502,798 |
-3,502,798 |
-3,389,022 |
1.19 |
-0.037 |
-0.029 |
262,005 |
| 0 |
4 |
0 |
0 |
0 |
1.22 |
0.043 |
0.044 |
0 |
| 1 |
65 |
3,737,532 |
3,737,532 |
3,894,092 |
1.08 |
0.100 |
0.098 |
427,528 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.40 |
0.150 |
0.150 |
0 |
| 1 |
13 |
582,214 |
582,214 |
238,492 |
0.43 |
0.180 |
0.185 |
102,431 |
| JPN |
-1 |
173 |
-8,937,114 |
-8,937,114 |
-4,063,352 |
0.61 |
-0.095 |
-0.086 |
996,752 |
| 0 |
10 |
0 |
0 |
0 |
0.53 |
-0.044 |
-0.037 |
0 |
| 1 |
117 |
7,943,489 |
7,943,489 |
4,469,810 |
0.72 |
0.037 |
0.036 |
382,340 |
| KOR |
-1 |
36 |
-681,283 |
-681,283 |
-867,719 |
1.31 |
0.085 |
0.089 |
-34,194 |
| 1 |
26 |
1,060,994 |
1,060,994 |
447,213 |
0.66 |
0.292 |
0.284 |
342,112 |
| MYS |
1 |
7 |
591,740 |
591,740 |
223,768 |
0.27 |
0.086 |
0.077 |
72,089 |
| NZL |
-1 |
3 |
-155,940 |
-155,940 |
-61,866 |
0.27 |
-0.072 |
-0.066 |
12,859 |
| PHL |
1 |
6 |
151,576 |
151,576 |
47,884 |
0.31 |
0.149 |
0.148 |
23,007 |
| SGP |
-1 |
8 |
-527,968 |
-527,968 |
-376,994 |
0.76 |
-0.033 |
-0.040 |
18,485 |
| 1 |
6 |
207,609 |
207,609 |
75,674 |
0.30 |
0.047 |
0.050 |
8,915 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.99 |
0.196 |
0.196 |
0 |
| 1 |
20 |
1,049,860 |
1,049,860 |
228,369 |
0.33 |
0.191 |
0.182 |
218,121 |
| TWN |
-1 |
23 |
-1,087,677 |
-1,087,677 |
-508,613 |
0.55 |
0.105 |
0.120 |
-122,977 |
| 0 |
5 |
0 |
0 |
0 |
1.11 |
0.219 |
0.207 |
0 |
| 1 |
46 |
2,478,213 |
2,478,213 |
2,303,092 |
1.07 |
0.232 |
0.241 |
597,575 |