Generated at 15:19 on Monday 08/10/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
443 |
-19,445,120 |
| 0 |
20 |
0 |
| 1 |
399 |
21,770,195 |
|
target_notional |
| target_notional |
2,325,075 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,685,871 |
2,325,075 |
3,924,769 |
41,215,315 |
0.041 |
0.056 |
0.095 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,072,994 |
| 0 |
0 |
| 1 |
14,758,865 |
|
alpha_notional |
| alpha_notional |
3,924,769 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,566,080 |
| 0 |
0 |
| 1 |
2,358,688 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
77 |
-1,049,311 |
3,059,781 |
-0.343 |
0.074 |
| CHN |
125 |
951,636 |
4,842,799 |
0.197 |
0.117 |
| HKG |
141 |
-161,867 |
7,245,240 |
-0.022 |
0.176 |
| IDN |
14 |
581,683 |
581,683 |
1.000 |
0.014 |
| JPN |
308 |
-1,037,120 |
16,930,406 |
-0.061 |
0.411 |
| KOR |
79 |
443,171 |
2,285,454 |
0.194 |
0.055 |
| MYS |
6 |
459,829 |
459,829 |
1.000 |
0.011 |
| NZL |
3 |
-155,968 |
155,968 |
-1.000 |
0.004 |
| PHL |
6 |
155,462 |
155,462 |
1.000 |
0.004 |
| SGP |
11 |
-555,143 |
735,969 |
-0.754 |
0.018 |
| THA |
19 |
1,049,462 |
1,049,462 |
1.000 |
0.025 |
| TWN |
73 |
1,643,240 |
3,713,263 |
0.443 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,054,546 |
| 0 |
2 |
0 |
| 1 |
20 |
1,005,235 |
| CHN |
-1 |
54 |
-1,945,581 |
| 0 |
10 |
0 |
| 1 |
61 |
2,897,218 |
| HKG |
-1 |
75 |
-3,703,553 |
| 0 |
2 |
0 |
| 1 |
64 |
3,541,686 |
| IDN |
1 |
14 |
581,683 |
| JPN |
-1 |
182 |
-8,983,763 |
| 1 |
126 |
7,946,643 |
| KOR |
-1 |
43 |
-921,142 |
| 1 |
36 |
1,364,312 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
459,829 |
| NZL |
-1 |
3 |
-155,968 |
| PHL |
1 |
6 |
155,462 |
| SGP |
-1 |
10 |
-645,556 |
| 1 |
1 |
90,413 |
| THA |
0 |
1 |
0 |
| 1 |
18 |
1,049,462 |
| TWN |
-1 |
21 |
-1,035,011 |
| 0 |
4 |
0 |
| 1 |
48 |
2,678,251 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,054,546 |
-2,054,546 |
-1,560,175 |
0.82 |
-0.126 |
-0.120 |
267,578 |
| 0 |
2 |
0 |
0 |
0 |
0.11 |
-0.107 |
-0.107 |
0 |
| 1 |
20 |
1,005,235 |
1,005,235 |
285,480 |
0.27 |
-0.000 |
0.007 |
289 |
| CHN |
-1 |
54 |
-1,945,581 |
-1,945,581 |
-1,340,381 |
1.13 |
-0.108 |
-0.083 |
123,422 |
| 0 |
10 |
0 |
0 |
0 |
1.69 |
-0.088 |
-0.072 |
0 |
| 1 |
61 |
2,897,218 |
2,897,218 |
2,511,201 |
1.08 |
0.073 |
0.080 |
257,487 |
| HKG |
-1 |
75 |
-3,703,553 |
-3,703,553 |
-3,706,683 |
1.22 |
-0.034 |
-0.028 |
255,637 |
| 0 |
2 |
0 |
0 |
0 |
1.04 |
-0.005 |
-0.005 |
0 |
| 1 |
64 |
3,541,686 |
3,541,686 |
3,663,933 |
1.07 |
0.103 |
0.093 |
419,755 |
| IDN |
1 |
14 |
581,683 |
581,683 |
243,269 |
0.46 |
0.232 |
0.229 |
129,170 |
| JPN |
-1 |
182 |
-8,983,763 |
-8,983,763 |
-4,093,814 |
0.56 |
-0.104 |
-0.096 |
1,065,998 |
| 1 |
126 |
7,946,643 |
7,946,643 |
4,429,683 |
0.76 |
0.032 |
0.035 |
281,561 |
| KOR |
-1 |
43 |
-921,142 |
-921,142 |
-1,286,452 |
1.39 |
0.064 |
0.066 |
-58,119 |
| 1 |
36 |
1,364,312 |
1,364,312 |
626,653 |
0.61 |
0.238 |
0.226 |
345,410 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.020 |
-0.020 |
0 |
| 1 |
5 |
459,829 |
459,829 |
148,494 |
0.37 |
0.089 |
0.066 |
55,336 |
| NZL |
-1 |
3 |
-155,968 |
-155,968 |
-63,741 |
0.27 |
-0.070 |
-0.070 |
12,427 |
| PHL |
1 |
6 |
155,462 |
155,462 |
49,063 |
0.31 |
0.107 |
0.123 |
14,832 |
| SGP |
-1 |
10 |
-645,556 |
-645,556 |
-457,559 |
0.72 |
-0.044 |
-0.041 |
28,237 |
| 1 |
1 |
90,413 |
90,413 |
36,027 |
0.40 |
0.023 |
0.023 |
2,072 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.203 |
0.203 |
0 |
| 1 |
18 |
1,049,462 |
1,049,462 |
210,809 |
0.30 |
0.210 |
0.203 |
238,165 |
| TWN |
-1 |
21 |
-1,035,011 |
-1,035,011 |
-564,190 |
0.67 |
0.126 |
0.122 |
-129,100 |
| 0 |
4 |
0 |
0 |
0 |
0.58 |
0.061 |
0.061 |
0 |
| 1 |
48 |
2,678,251 |
2,678,251 |
2,554,254 |
1.07 |
0.216 |
0.211 |
614,610 |