Generated at 15:19 on Sunday 08/09/2026
targets
ct target_notional
intgt pos_sign
True -1 449 -19,340,774
0 23 0
1 398 21,645,455

target_notional
target_notional 2,304,681

rawBeta_notional target_notional alpha_notional target_notional_abs beta_percentage delta_percentage alpha_percentage
intgt
True 1,710,077 2,304,681 3,916,926 40,986,229 0.042 0.056 0.096

rawBeta_notional
pos_sign
-1 -12,964,749
0 0
1 14,674,826

alpha_notional
alpha_notional 3,916,926

alpha_notional
pos_sign
-1 1,687,842
0 0
1 2,229,084

ct target_notional target_notional_abs delta_percentage gross_percentage
RkdExchCtry
AUS 75 -1,048,750 3,058,901 -0.343 0.075
CHN 119 870,390 4,837,018 0.180 0.118
HKG 148 -147,846 7,243,515 -0.020 0.177
IDN 13 582,259 582,259 1.000 0.014
JPN 315 -1,030,164 16,817,490 -0.061 0.410
KOR 81 507,768 2,228,593 0.228 0.054
MYS 6 461,659 461,659 1.000 0.011
NZL 3 -155,935 155,935 -1.000 0.004
PHL 6 153,777 153,777 1.000 0.004
SGP 11 -549,890 738,788 -0.744 0.018
THA 19 1,049,648 1,049,648 1.000 0.026
TWN 74 1,611,764 3,658,646 0.441 0.089

ct target_notional
RkdExchCtry pos_sign
AUS -1 57 -2,053,825
0 1 0
1 17 1,005,076
CHN -1 54 -1,983,314
0 2 0
1 63 2,853,704
HKG -1 77 -3,695,681
0 7 0
1 64 3,547,835
IDN 1 13 582,259
JPN -1 182 -8,923,827
0 6 0
1 127 7,893,663
KOR -1 44 -860,413
0 1 0
1 36 1,368,181
MYS 0 1 0
1 5 461,659
NZL -1 3 -155,935
PHL 1 6 153,777
SGP -1 10 -644,339
1 1 94,449
THA 0 1 0
1 18 1,049,648
TWN -1 22 -1,023,441
0 4 0
1 48 2,635,205

ct net_notional gross_notional net_beta abeta alpha_avg alpha_med net_alpha
RkdExchCtry pos_sign
AUS -1 57 -2,053,825 -2,053,825 -1,497,225 0.79 -0.148 -0.138 310,702
0 1 0 0 0 0.34 -0.110 -0.110 0
1 17 1,005,076 1,005,076 279,829 0.35 -0.022 -0.024 -24,891
CHN -1 54 -1,983,314 -1,983,314 -1,405,015 1.23 -0.105 -0.091 110,757
0 2 0 0 0 2.40 -0.102 -0.102 0
1 63 2,853,704 2,853,704 2,489,237 1.10 0.080 0.088 283,066
HKG -1 77 -3,695,681 -3,695,681 -3,704,031 1.21 -0.026 -0.014 226,098
0 7 0 0 0 1.21 0.054 0.057 0
1 64 3,547,835 3,547,835 3,687,377 1.07 0.111 0.105 447,811
IDN 1 13 582,259 582,259 239,824 0.43 0.180 0.181 100,885
JPN -1 182 -8,923,827 -8,923,827 -4,087,435 0.56 -0.120 -0.113 1,186,526
0 6 0 0 0 0.69 -0.065 -0.076 0
1 127 7,893,663 7,893,663 4,411,676 0.75 0.020 0.022 196,062
KOR -1 44 -860,413 -860,413 -1,195,006 1.38 0.066 0.067 -60,474
0 1 0 0 0 0.69 0.249 0.249 0
1 36 1,368,181 1,368,181 624,912 0.61 0.224 0.210 324,256
MYS 0 1 0 0 0 0.15 -0.025 -0.025 0
1 5 461,659 461,659 149,775 0.37 0.086 0.077 54,281
NZL -1 3 -155,935 -155,935 -62,797 0.27 -0.073 -0.072 12,641
PHL 1 6 153,777 153,777 48,512 0.31 0.078 0.088 11,160
SGP -1 10 -644,339 -644,339 -456,574 0.72 -0.044 -0.042 30,170
1 1 94,449 94,449 37,636 0.40 0.018 0.018 1,745
THA 0 1 0 0 0 0.39 0.176 0.176 0
1 18 1,049,648 1,049,648 211,255 0.30 0.185 0.176 212,780
TWN -1 22 -1,023,441 -1,023,441 -556,667 0.69 0.120 0.116 -128,578
0 4 0 0 0 0.63 0.122 0.116 0
1 48 2,635,205 2,635,205 2,494,794 1.07 0.226 0.231 621,927