Generated at 15:18 on Tuesday 08/04/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
420 |
-18,381,643 |
| 0 |
28 |
0 |
| 1 |
390 |
21,554,020 |
|
target_notional |
| target_notional |
3,172,377 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
2,096,030 |
3,172,377 |
3,989,903 |
39,935,662 |
0.052 |
0.079 |
0.100 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-12,205,689 |
| 0 |
0 |
| 1 |
14,301,719 |
|
alpha_notional |
| alpha_notional |
3,989,903 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,583,756 |
| 0 |
0 |
| 1 |
2,406,147 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
76 |
-1,049,219 |
3,059,738 |
-0.343 |
0.077 |
| CHN |
94 |
1,211,558 |
4,096,392 |
0.296 |
0.103 |
| HKG |
150 |
1,572 |
7,235,494 |
0.000 |
0.181 |
| IDN |
13 |
582,324 |
582,324 |
1.000 |
0.015 |
| JPN |
309 |
-1,026,520 |
16,765,531 |
-0.061 |
0.420 |
| KOR |
72 |
635,643 |
1,986,650 |
0.320 |
0.050 |
| MYS |
7 |
548,230 |
548,230 |
1.000 |
0.014 |
| NZL |
3 |
-156,021 |
156,021 |
-1.000 |
0.004 |
| PHL |
6 |
152,877 |
152,877 |
1.000 |
0.004 |
| SGP |
14 |
-362,703 |
734,347 |
-0.494 |
0.018 |
| THA |
18 |
1,049,513 |
1,049,513 |
1.000 |
0.026 |
| TWN |
76 |
1,585,122 |
3,568,545 |
0.444 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,054,478 |
| 0 |
2 |
0 |
| 1 |
18 |
1,005,259 |
| CHN |
-1 |
33 |
-1,442,417 |
| 0 |
2 |
0 |
| 1 |
59 |
2,653,975 |
| HKG |
-1 |
82 |
-3,616,961 |
| 0 |
2 |
0 |
| 1 |
66 |
3,618,533 |
| IDN |
1 |
13 |
582,324 |
| JPN |
-1 |
183 |
-8,896,025 |
| 0 |
13 |
0 |
| 1 |
113 |
7,869,506 |
| KOR |
-1 |
33 |
-675,504 |
| 0 |
2 |
0 |
| 1 |
37 |
1,311,146 |
| MYS |
1 |
7 |
548,230 |
| NZL |
-1 |
3 |
-156,021 |
| PHL |
1 |
6 |
152,877 |
| SGP |
-1 |
8 |
-548,525 |
| 1 |
6 |
185,822 |
| THA |
0 |
1 |
0 |
| 1 |
17 |
1,049,513 |
| TWN |
-1 |
22 |
-991,711 |
| 0 |
6 |
0 |
| 1 |
48 |
2,576,833 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,054,478 |
-2,054,478 |
-1,485,593 |
0.79 |
-0.156 |
-0.150 |
327,112 |
| 0 |
2 |
0 |
0 |
0 |
0.60 |
-0.216 |
-0.216 |
0 |
| 1 |
18 |
1,005,259 |
1,005,259 |
275,405 |
0.33 |
-0.048 |
-0.054 |
-39,863 |
| CHN |
-1 |
33 |
-1,442,417 |
-1,442,417 |
-1,192,831 |
1.14 |
-0.061 |
-0.036 |
74,987 |
| 0 |
2 |
0 |
0 |
0 |
2.04 |
-0.070 |
-0.070 |
0 |
| 1 |
59 |
2,653,975 |
2,653,975 |
2,270,568 |
1.10 |
0.081 |
0.086 |
252,332 |
| HKG |
-1 |
82 |
-3,616,961 |
-3,616,961 |
-3,574,670 |
1.19 |
-0.044 |
-0.037 |
286,089 |
| 0 |
2 |
0 |
0 |
0 |
1.61 |
-0.002 |
-0.002 |
0 |
| 1 |
66 |
3,618,533 |
3,618,533 |
3,745,019 |
1.08 |
0.100 |
0.097 |
419,462 |
| IDN |
1 |
13 |
582,324 |
582,324 |
239,431 |
0.43 |
0.179 |
0.186 |
101,838 |
| JPN |
-1 |
183 |
-8,896,025 |
-8,896,025 |
-4,114,587 |
0.61 |
-0.098 |
-0.091 |
997,849 |
| 0 |
13 |
0 |
0 |
0 |
1.62 |
-0.028 |
-0.001 |
0 |
| 1 |
113 |
7,869,506 |
7,869,506 |
4,232,529 |
0.67 |
0.033 |
0.035 |
370,557 |
| KOR |
-1 |
33 |
-675,504 |
-675,504 |
-893,670 |
1.38 |
0.085 |
0.089 |
-41,789 |
| 0 |
2 |
0 |
0 |
0 |
0.44 |
0.066 |
0.066 |
0 |
| 1 |
37 |
1,311,146 |
1,311,146 |
594,279 |
0.61 |
0.277 |
0.267 |
412,661 |
| MYS |
1 |
7 |
548,230 |
548,230 |
198,519 |
0.27 |
0.054 |
0.045 |
52,113 |
| NZL |
-1 |
3 |
-156,021 |
-156,021 |
-62,686 |
0.27 |
-0.107 |
-0.101 |
18,485 |
| PHL |
1 |
6 |
152,877 |
152,877 |
48,254 |
0.31 |
0.120 |
0.118 |
19,067 |
| SGP |
-1 |
8 |
-548,525 |
-548,525 |
-393,734 |
0.76 |
-0.054 |
-0.062 |
29,778 |
| 1 |
6 |
185,822 |
185,822 |
67,766 |
0.30 |
0.024 |
0.026 |
3,782 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.177 |
0.177 |
0 |
| 1 |
17 |
1,049,513 |
1,049,513 |
217,782 |
0.29 |
0.189 |
0.181 |
222,099 |
| TWN |
-1 |
22 |
-991,711 |
-991,711 |
-487,918 |
0.61 |
0.097 |
0.110 |
-108,754 |
| 0 |
6 |
0 |
0 |
0 |
1.49 |
0.158 |
0.147 |
0 |
| 1 |
48 |
2,576,833 |
2,576,833 |
2,412,168 |
1.06 |
0.219 |
0.223 |
592,098 |