Generated at 15:22 on Monday 08/03/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-16,848 |
| True |
-1 |
415 |
-18,436,285 |
| 0 |
25 |
0 |
| 1 |
386 |
21,420,735 |
|
target_notional |
| target_notional |
2,984,450 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| False |
-26,347 |
-16,848 |
1,456 |
16,848 |
-1.564 |
-1.000 |
0.086 |
| True |
2,138,679 |
2,984,450 |
3,890,255 |
39,857,021 |
0.054 |
0.075 |
0.098 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-12,176,631 |
| 0 |
0 |
| 1 |
14,315,310 |
|
alpha_notional |
| alpha_notional |
3,890,255 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,465,375 |
| 0 |
0 |
| 1 |
2,424,880 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
77 |
-1,050,920 |
3,059,229 |
-0.344 |
0.077 |
| CHN |
88 |
971,876 |
4,037,167 |
0.241 |
0.101 |
| HKG |
144 |
119,651 |
7,234,059 |
0.017 |
0.182 |
| IDN |
13 |
582,357 |
582,357 |
1.000 |
0.015 |
| JPN |
310 |
-929,608 |
16,797,994 |
-0.055 |
0.421 |
| KOR |
73 |
554,241 |
1,901,000 |
0.292 |
0.048 |
| MYS |
7 |
571,411 |
571,411 |
1.000 |
0.014 |
| NZL |
3 |
-155,967 |
155,967 |
-1.000 |
0.004 |
| PHL |
6 |
152,854 |
152,854 |
1.000 |
0.004 |
| SGP |
14 |
-329,182 |
737,489 |
-0.446 |
0.019 |
| THA |
20 |
1,048,997 |
1,048,997 |
1.000 |
0.026 |
| TWN |
71 |
1,448,741 |
3,578,498 |
0.405 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,055,074 |
| 0 |
2 |
0 |
| 1 |
18 |
1,004,154 |
| CHN |
-1 |
33 |
-1,532,645 |
| 0 |
2 |
0 |
| 1 |
53 |
2,504,522 |
| HKG |
-1 |
78 |
-3,557,204 |
| 0 |
1 |
0 |
| 1 |
65 |
3,676,855 |
| IDN |
1 |
13 |
582,357 |
| JPN |
-1 |
179 |
-8,863,801 |
| 0 |
14 |
0 |
| 1 |
117 |
7,934,193 |
| KOR |
-1 |
35 |
-673,380 |
| 1 |
38 |
1,227,620 |
| MYS |
1 |
7 |
571,411 |
| NZL |
-1 |
3 |
-155,967 |
| PHL |
1 |
6 |
152,854 |
| SGP |
-1 |
8 |
-533,335 |
| 1 |
6 |
204,154 |
| THA |
0 |
3 |
0 |
| 1 |
17 |
1,048,997 |
| TWN |
-1 |
22 |
-1,064,879 |
| 0 |
3 |
0 |
| 1 |
46 |
2,513,619 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-2,055,074 |
-2,055,074 |
-1,485,856 |
0.77 |
-0.123 |
-0.116 |
257,864 |
| 0 |
2 |
0 |
0 |
0 |
1.81 |
-0.093 |
-0.093 |
0 |
| 1 |
18 |
1,004,154 |
1,004,154 |
284,941 |
0.33 |
-0.013 |
-0.019 |
-6,048 |
| CHN |
-1 |
33 |
-1,532,645 |
-1,532,645 |
-1,364,005 |
1.21 |
-0.071 |
-0.042 |
90,186 |
| 0 |
2 |
0 |
0 |
0 |
1.98 |
-0.081 |
-0.081 |
0 |
| 1 |
53 |
2,504,522 |
2,504,522 |
2,121,022 |
1.10 |
0.072 |
0.068 |
215,839 |
| HKG |
-1 |
78 |
-3,557,204 |
-3,557,204 |
-3,457,437 |
1.16 |
-0.048 |
-0.036 |
287,689 |
| 0 |
1 |
0 |
0 |
0 |
2.24 |
0.138 |
0.138 |
0 |
| 1 |
65 |
3,676,855 |
3,676,855 |
3,812,074 |
1.08 |
0.093 |
0.093 |
400,053 |
| IDN |
1 |
13 |
582,357 |
582,357 |
238,982 |
0.43 |
0.190 |
0.191 |
108,496 |
| JPN |
-1 |
179 |
-8,863,801 |
-8,863,801 |
-4,062,950 |
0.59 |
-0.091 |
-0.083 |
943,929 |
| 0 |
14 |
0 |
0 |
0 |
1.23 |
-0.039 |
-0.031 |
0 |
| 1 |
117 |
7,934,193 |
7,934,193 |
4,406,681 |
0.72 |
0.041 |
0.042 |
420,097 |
| KOR |
-1 |
35 |
-673,380 |
-673,380 |
-861,478 |
1.33 |
0.096 |
0.104 |
-42,483 |
| 1 |
38 |
1,227,620 |
1,227,620 |
548,064 |
0.61 |
0.290 |
0.280 |
404,811 |
| MYS |
1 |
7 |
571,411 |
571,411 |
211,965 |
0.27 |
0.074 |
0.067 |
63,949 |
| NZL |
-1 |
3 |
-155,967 |
-155,967 |
-61,926 |
0.27 |
-0.081 |
-0.072 |
14,255 |
| PHL |
1 |
6 |
152,854 |
152,854 |
48,271 |
0.31 |
0.132 |
0.125 |
20,570 |
| SGP |
-1 |
8 |
-533,335 |
-533,335 |
-381,060 |
0.76 |
-0.035 |
-0.041 |
19,865 |
| 1 |
6 |
204,154 |
204,154 |
74,364 |
0.30 |
0.045 |
0.048 |
8,296 |
| THA |
0 |
3 |
0 |
0 |
0 |
0.54 |
0.192 |
0.181 |
0 |
| 1 |
17 |
1,048,997 |
1,048,997 |
222,718 |
0.29 |
0.191 |
0.187 |
220,049 |
| TWN |
-1 |
22 |
-1,064,879 |
-1,064,879 |
-501,919 |
0.55 |
0.088 |
0.101 |
-105,928 |
| 0 |
3 |
0 |
0 |
0 |
1.13 |
0.180 |
0.191 |
0 |
| 1 |
46 |
2,513,619 |
2,513,619 |
2,346,229 |
1.07 |
0.216 |
0.221 |
568,768 |