Generated at 15:19 on Tuesday 08/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
454 |
-19,541,530 |
| 0 |
23 |
0 |
| 1 |
406 |
21,897,454 |
|
target_notional |
| target_notional |
2,355,924 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,682,065 |
2,355,924 |
4,073,210 |
41,438,984 |
0.041 |
0.057 |
0.098 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,265,457 |
| 0 |
0 |
| 1 |
14,947,522 |
|
alpha_notional |
| alpha_notional |
4,073,210 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,763,872 |
| 0 |
0 |
| 1 |
2,309,338 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
79 |
-1,049,377 |
3,059,454 |
-0.343 |
0.074 |
| CHN |
133 |
975,362 |
5,227,046 |
0.187 |
0.126 |
| HKG |
139 |
-176,466 |
7,238,518 |
-0.024 |
0.175 |
| IDN |
14 |
581,866 |
581,866 |
1.000 |
0.014 |
| JPN |
320 |
-1,028,908 |
16,802,701 |
-0.061 |
0.405 |
| KOR |
80 |
450,130 |
2,265,412 |
0.199 |
0.055 |
| MYS |
6 |
451,695 |
451,695 |
1.000 |
0.011 |
| NZL |
3 |
-155,946 |
155,946 |
-1.000 |
0.004 |
| PHL |
6 |
156,931 |
156,931 |
1.000 |
0.004 |
| SGP |
11 |
-565,489 |
735,974 |
-0.768 |
0.018 |
| THA |
19 |
1,055,942 |
1,055,942 |
1.000 |
0.025 |
| TWN |
73 |
1,660,183 |
3,707,499 |
0.448 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,054,416 |
| 0 |
3 |
0 |
| 1 |
21 |
1,005,038 |
| CHN |
-1 |
61 |
-2,125,842 |
| 0 |
6 |
0 |
| 1 |
66 |
3,101,204 |
| HKG |
-1 |
75 |
-3,707,492 |
| 1 |
64 |
3,531,026 |
| IDN |
0 |
1 |
0 |
| 1 |
13 |
581,866 |
| JPN |
-1 |
184 |
-8,915,804 |
| 0 |
9 |
0 |
| 1 |
127 |
7,886,896 |
| KOR |
-1 |
44 |
-907,641 |
| 1 |
36 |
1,357,771 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
451,695 |
| NZL |
-1 |
3 |
-155,946 |
| PHL |
1 |
6 |
156,931 |
| SGP |
-1 |
10 |
-650,732 |
| 1 |
1 |
85,242 |
| THA |
1 |
19 |
1,055,942 |
| TWN |
-1 |
22 |
-1,023,658 |
| 0 |
3 |
0 |
| 1 |
48 |
2,683,841 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,054,416 |
-2,054,416 |
-1,609,212 |
0.86 |
-0.149 |
-0.140 |
304,236 |
| 0 |
3 |
0 |
0 |
0 |
0.72 |
-0.116 |
-0.134 |
0 |
| 1 |
21 |
1,005,038 |
1,005,038 |
283,054 |
0.27 |
-0.015 |
-0.009 |
-15,628 |
| CHN |
-1 |
61 |
-2,125,842 |
-2,125,842 |
-1,519,125 |
1.15 |
-0.124 |
-0.119 |
158,790 |
| 0 |
6 |
0 |
0 |
0 |
1.16 |
-0.103 |
-0.124 |
0 |
| 1 |
66 |
3,101,204 |
3,101,204 |
2,726,154 |
1.06 |
0.080 |
0.085 |
304,303 |
| HKG |
-1 |
75 |
-3,707,492 |
-3,707,492 |
-3,725,532 |
1.22 |
-0.033 |
-0.021 |
269,075 |
| 1 |
64 |
3,531,026 |
3,531,026 |
3,647,202 |
1.07 |
0.107 |
0.102 |
432,024 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.199 |
0.199 |
0 |
| 1 |
13 |
581,866 |
581,866 |
243,589 |
0.47 |
0.260 |
0.250 |
142,598 |
| JPN |
-1 |
184 |
-8,915,804 |
-8,915,804 |
-4,055,364 |
0.57 |
-0.118 |
-0.105 |
1,168,116 |
| 0 |
9 |
0 |
0 |
0 |
0.46 |
-0.068 |
-0.066 |
0 |
| 1 |
127 |
7,886,896 |
7,886,896 |
4,438,000 |
0.75 |
0.019 |
0.021 |
181,475 |
| KOR |
-1 |
44 |
-907,641 |
-907,641 |
-1,265,150 |
1.37 |
0.072 |
0.090 |
-63,865 |
| 1 |
36 |
1,357,771 |
1,357,771 |
623,685 |
0.61 |
0.243 |
0.230 |
355,888 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.024 |
-0.024 |
0 |
| 1 |
5 |
451,695 |
451,695 |
143,659 |
0.37 |
0.096 |
0.074 |
58,680 |
| NZL |
-1 |
3 |
-155,946 |
-155,946 |
-63,800 |
0.27 |
-0.066 |
-0.066 |
11,763 |
| PHL |
1 |
6 |
156,931 |
156,931 |
49,528 |
0.31 |
0.092 |
0.087 |
12,892 |
| SGP |
-1 |
10 |
-650,732 |
-650,732 |
-462,638 |
0.72 |
-0.059 |
-0.058 |
35,403 |
| 1 |
1 |
85,242 |
85,242 |
33,967 |
0.40 |
0.016 |
0.016 |
1,403 |
| THA |
1 |
19 |
1,055,942 |
1,055,942 |
210,732 |
0.30 |
0.207 |
0.206 |
234,975 |
| TWN |
-1 |
22 |
-1,023,658 |
-1,023,658 |
-564,636 |
0.66 |
0.114 |
0.115 |
-119,647 |
| 0 |
3 |
0 |
0 |
0 |
0.46 |
0.098 |
0.091 |
0 |
| 1 |
48 |
2,683,841 |
2,683,841 |
2,547,952 |
1.07 |
0.210 |
0.207 |
600,728 |