Generated at 15:18 on Thursday 08/06/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
428 |
-19,235,276 |
| 0 |
35 |
0 |
| 1 |
390 |
21,463,468 |
|
target_notional |
| target_notional |
2,228,192 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,510,482 |
2,228,192 |
3,930,113 |
40,698,744 |
0.037 |
0.055 |
0.097 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-12,840,034 |
| 0 |
0 |
| 1 |
14,350,516 |
|
alpha_notional |
| alpha_notional |
3,930,113 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,701,806 |
| 0 |
0 |
| 1 |
2,228,307 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
76 |
-1,048,749 |
3,059,167 |
-0.343 |
0.075 |
| CHN |
102 |
910,094 |
4,600,696 |
0.198 |
0.113 |
| HKG |
148 |
-188,587 |
7,249,904 |
-0.026 |
0.178 |
| IDN |
13 |
577,474 |
577,474 |
1.000 |
0.014 |
| JPN |
312 |
-1,053,658 |
16,781,138 |
-0.063 |
0.412 |
| KOR |
78 |
554,710 |
2,153,366 |
0.258 |
0.053 |
| MYS |
7 |
473,994 |
473,994 |
1.000 |
0.012 |
| NZL |
3 |
-155,957 |
155,957 |
-1.000 |
0.004 |
| PHL |
6 |
152,625 |
152,625 |
1.000 |
0.004 |
| SGP |
16 |
-547,860 |
735,053 |
-0.745 |
0.018 |
| THA |
18 |
1,049,915 |
1,049,915 |
1.000 |
0.026 |
| TWN |
74 |
1,504,191 |
3,709,455 |
0.406 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,053,958 |
| 0 |
3 |
0 |
| 1 |
17 |
1,005,209 |
| CHN |
-1 |
38 |
-1,845,301 |
| 0 |
2 |
0 |
| 1 |
62 |
2,755,395 |
| HKG |
-1 |
83 |
-3,719,246 |
| 1 |
65 |
3,530,658 |
| IDN |
1 |
13 |
577,474 |
| JPN |
-1 |
173 |
-8,917,398 |
| 0 |
20 |
0 |
| 1 |
119 |
7,863,740 |
| KOR |
-1 |
41 |
-799,328 |
| 1 |
37 |
1,354,038 |
| MYS |
0 |
2 |
0 |
| 1 |
5 |
473,994 |
| NZL |
-1 |
3 |
-155,957 |
| PHL |
1 |
6 |
152,625 |
| SGP |
-1 |
10 |
-641,457 |
| 0 |
5 |
0 |
| 1 |
1 |
93,596 |
| THA |
0 |
1 |
0 |
| 1 |
17 |
1,049,915 |
| TWN |
-1 |
24 |
-1,102,632 |
| 0 |
2 |
0 |
| 1 |
48 |
2,606,823 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,053,958 |
-2,053,958 |
-1,435,718 |
0.75 |
-0.158 |
-0.147 |
328,086 |
| 0 |
3 |
0 |
0 |
0 |
0.97 |
-0.082 |
-0.100 |
0 |
| 1 |
17 |
1,005,209 |
1,005,209 |
277,764 |
0.35 |
-0.033 |
-0.040 |
-33,441 |
| CHN |
-1 |
38 |
-1,845,301 |
-1,845,301 |
-1,355,506 |
1.10 |
-0.061 |
-0.035 |
72,072 |
| 0 |
2 |
0 |
0 |
0 |
0.50 |
-0.275 |
-0.275 |
0 |
| 1 |
62 |
2,755,395 |
2,755,395 |
2,383,040 |
1.09 |
0.088 |
0.093 |
286,640 |
| HKG |
-1 |
83 |
-3,719,246 |
-3,719,246 |
-3,669,207 |
1.21 |
-0.026 |
-0.021 |
243,119 |
| 1 |
65 |
3,530,658 |
3,530,658 |
3,650,702 |
1.06 |
0.110 |
0.103 |
440,510 |
| IDN |
1 |
13 |
577,474 |
577,474 |
236,803 |
0.43 |
0.184 |
0.190 |
104,910 |
| JPN |
-1 |
173 |
-8,917,398 |
-8,917,398 |
-4,163,163 |
0.58 |
-0.123 |
-0.113 |
1,192,797 |
| 0 |
20 |
0 |
0 |
0 |
1.11 |
-0.043 |
-0.057 |
0 |
| 1 |
119 |
7,863,740 |
7,863,740 |
4,271,832 |
0.68 |
0.012 |
0.007 |
182,702 |
| KOR |
-1 |
41 |
-799,328 |
-799,328 |
-1,102,411 |
1.40 |
0.085 |
0.103 |
-58,815 |
| 1 |
37 |
1,354,038 |
1,354,038 |
619,447 |
0.61 |
0.249 |
0.241 |
369,299 |
| MYS |
0 |
2 |
0 |
0 |
0 |
0.04 |
-0.006 |
-0.006 |
0 |
| 1 |
5 |
473,994 |
473,994 |
158,554 |
0.37 |
0.085 |
0.064 |
51,241 |
| NZL |
-1 |
3 |
-155,957 |
-155,957 |
-62,636 |
0.27 |
-0.101 |
-0.095 |
17,049 |
| PHL |
1 |
6 |
152,625 |
152,625 |
48,215 |
0.31 |
0.112 |
0.125 |
17,243 |
| SGP |
-1 |
10 |
-641,457 |
-641,457 |
-454,419 |
0.72 |
-0.043 |
-0.049 |
31,785 |
| 0 |
5 |
0 |
0 |
0 |
0.28 |
0.025 |
0.025 |
0 |
| 1 |
1 |
93,596 |
93,596 |
37,296 |
0.40 |
0.022 |
0.022 |
2,033 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.165 |
0.165 |
0 |
| 1 |
17 |
1,049,915 |
1,049,915 |
212,863 |
0.29 |
0.181 |
0.170 |
209,569 |
| TWN |
-1 |
24 |
-1,102,632 |
-1,102,632 |
-596,975 |
0.66 |
0.105 |
0.111 |
-124,287 |
| 0 |
2 |
0 |
0 |
0 |
1.00 |
0.147 |
0.147 |
0 |
| 1 |
48 |
2,606,823 |
2,606,823 |
2,454,002 |
1.07 |
0.219 |
0.222 |
597,600 |