Generated at 15:18 on Wednesday 08/05/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
422 |
-18,540,509 |
| 0 |
15 |
0 |
| 1 |
392 |
21,707,260 |
|
target_notional |
| target_notional |
3,166,751 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,946,750 |
3,166,751 |
4,002,215 |
40,247,769 |
0.048 |
0.079 |
0.099 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-12,548,629 |
| 0 |
0 |
| 1 |
14,495,379 |
|
alpha_notional |
| alpha_notional |
4,002,215 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,668,554 |
| 0 |
0 |
| 1 |
2,333,661 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
76 |
-1,049,241 |
3,058,061 |
-0.343 |
0.076 |
| CHN |
95 |
1,401,942 |
4,203,734 |
0.333 |
0.104 |
| HKG |
147 |
-97,000 |
7,244,176 |
-0.013 |
0.180 |
| IDN |
13 |
577,927 |
577,927 |
1.000 |
0.014 |
| JPN |
303 |
-1,042,411 |
16,807,536 |
-0.062 |
0.418 |
| KOR |
72 |
614,364 |
2,045,113 |
0.300 |
0.051 |
| MYS |
7 |
509,504 |
509,504 |
1.000 |
0.013 |
| NZL |
3 |
-155,988 |
155,988 |
-1.000 |
0.004 |
| PHL |
6 |
150,822 |
150,822 |
1.000 |
0.004 |
| SGP |
14 |
-365,559 |
735,915 |
-0.497 |
0.018 |
| THA |
18 |
1,049,750 |
1,049,750 |
1.000 |
0.026 |
| TWN |
75 |
1,572,642 |
3,709,243 |
0.424 |
0.092 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,053,651 |
| 0 |
2 |
0 |
| 1 |
18 |
1,004,410 |
| CHN |
-1 |
30 |
-1,400,896 |
| 0 |
3 |
0 |
| 1 |
62 |
2,802,838 |
| HKG |
-1 |
81 |
-3,670,588 |
| 0 |
1 |
0 |
| 1 |
65 |
3,573,588 |
| IDN |
1 |
13 |
577,927 |
| JPN |
-1 |
186 |
-8,924,973 |
| 0 |
4 |
0 |
| 1 |
113 |
7,882,563 |
| KOR |
-1 |
35 |
-715,375 |
| 1 |
37 |
1,329,738 |
| MYS |
0 |
1 |
0 |
| 1 |
6 |
509,504 |
| NZL |
-1 |
3 |
-155,988 |
| PHL |
1 |
6 |
150,822 |
| SGP |
-1 |
8 |
-550,737 |
| 1 |
6 |
185,178 |
| THA |
0 |
1 |
0 |
| 1 |
17 |
1,049,750 |
| TWN |
-1 |
23 |
-1,068,300 |
| 0 |
3 |
0 |
| 1 |
49 |
2,640,942 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,053,651 |
-2,053,651 |
-1,494,367 |
0.78 |
-0.160 |
-0.153 |
336,199 |
| 0 |
2 |
0 |
0 |
0 |
1.02 |
-0.085 |
-0.085 |
0 |
| 1 |
18 |
1,004,410 |
1,004,410 |
274,599 |
0.38 |
-0.044 |
-0.052 |
-42,933 |
| CHN |
-1 |
30 |
-1,400,896 |
-1,400,896 |
-1,179,320 |
1.14 |
-0.055 |
-0.025 |
55,989 |
| 0 |
3 |
0 |
0 |
0 |
1.09 |
-0.073 |
-0.047 |
0 |
| 1 |
62 |
2,802,838 |
2,802,838 |
2,424,223 |
1.09 |
0.089 |
0.091 |
291,001 |
| HKG |
-1 |
81 |
-3,670,588 |
-3,670,588 |
-3,655,863 |
1.21 |
-0.043 |
-0.037 |
293,518 |
| 0 |
1 |
0 |
0 |
0 |
2.00 |
0.070 |
0.070 |
0 |
| 1 |
65 |
3,573,588 |
3,573,588 |
3,695,369 |
1.06 |
0.099 |
0.096 |
410,871 |
| IDN |
1 |
13 |
577,927 |
577,927 |
237,133 |
0.43 |
0.177 |
0.189 |
101,004 |
| JPN |
-1 |
186 |
-8,924,973 |
-8,924,973 |
-4,262,400 |
0.62 |
-0.109 |
-0.101 |
1,094,948 |
| 0 |
4 |
0 |
0 |
0 |
0.60 |
-0.129 |
-0.129 |
0 |
| 1 |
113 |
7,882,563 |
7,882,563 |
4,251,774 |
0.66 |
0.022 |
0.022 |
278,102 |
| KOR |
-1 |
35 |
-715,375 |
-715,375 |
-974,337 |
1.39 |
0.077 |
0.081 |
-45,143 |
| 1 |
37 |
1,329,738 |
1,329,738 |
611,749 |
0.61 |
0.269 |
0.261 |
403,609 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.045 |
-0.045 |
0 |
| 1 |
6 |
509,504 |
509,504 |
178,588 |
0.29 |
0.055 |
0.043 |
44,740 |
| NZL |
-1 |
3 |
-155,988 |
-155,988 |
-63,082 |
0.27 |
-0.121 |
-0.115 |
20,233 |
| PHL |
1 |
6 |
150,822 |
150,822 |
47,646 |
0.31 |
0.117 |
0.127 |
18,246 |
| SGP |
-1 |
8 |
-550,737 |
-550,737 |
-394,617 |
0.76 |
-0.047 |
-0.057 |
25,534 |
| 1 |
6 |
185,178 |
185,178 |
67,610 |
0.30 |
0.028 |
0.029 |
4,009 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.173 |
0.173 |
0 |
| 1 |
17 |
1,049,750 |
1,049,750 |
217,844 |
0.29 |
0.180 |
0.172 |
211,234 |
| TWN |
-1 |
23 |
-1,068,300 |
-1,068,300 |
-524,644 |
0.61 |
0.098 |
0.113 |
-112,725 |
| 0 |
3 |
0 |
0 |
0 |
1.31 |
0.214 |
0.242 |
0 |
| 1 |
49 |
2,640,942 |
2,640,942 |
2,488,843 |
1.08 |
0.222 |
0.227 |
613,779 |