Generated at 15:19 on Wednesday 08/12/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-8,029 |
| True |
-1 |
462 |
-19,631,604 |
| 0 |
14 |
0 |
| 1 |
408 |
22,005,799 |
|
target_notional |
| target_notional |
2,374,195 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| False |
-12,556 |
-8,029 |
513 |
8,029 |
-1.564 |
-1.000 |
0.064 |
| True |
1,657,036 |
2,374,195 |
4,121,506 |
41,637,404 |
0.040 |
0.057 |
0.099 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,372,763 |
| 0 |
0 |
| 1 |
15,029,798 |
|
alpha_notional |
| alpha_notional |
4,121,506 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,760,704 |
| 0 |
0 |
| 1 |
2,360,802 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
78 |
-1,051,541 |
3,059,470 |
-0.344 |
0.073 |
| CHN |
135 |
1,045,737 |
5,387,887 |
0.194 |
0.129 |
| HKG |
139 |
-171,564 |
7,241,318 |
-0.024 |
0.174 |
| IDN |
13 |
582,400 |
582,400 |
1.000 |
0.014 |
| JPN |
318 |
-1,028,659 |
16,794,631 |
-0.061 |
0.403 |
| KOR |
82 |
409,633 |
2,283,389 |
0.179 |
0.055 |
| MYS |
6 |
447,598 |
447,598 |
1.000 |
0.011 |
| NZL |
3 |
-155,983 |
155,983 |
-1.000 |
0.004 |
| PHL |
6 |
156,301 |
156,301 |
1.000 |
0.004 |
| SGP |
11 |
-576,763 |
735,806 |
-0.784 |
0.018 |
| THA |
19 |
1,049,626 |
1,049,626 |
1.000 |
0.025 |
| TWN |
74 |
1,667,411 |
3,742,994 |
0.445 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,055,505 |
| 1 |
23 |
1,003,964 |
| CHN |
-1 |
64 |
-2,171,075 |
| 0 |
4 |
0 |
| 1 |
67 |
3,216,812 |
| HKG |
-1 |
74 |
-3,706,441 |
| 0 |
1 |
0 |
| 1 |
64 |
3,534,877 |
| IDN |
1 |
13 |
582,400 |
| JPN |
-1 |
187 |
-8,911,645 |
| 0 |
4 |
0 |
| 1 |
127 |
7,882,986 |
| KOR |
-1 |
46 |
-936,878 |
| 1 |
36 |
1,346,511 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
447,598 |
| NZL |
-1 |
3 |
-155,983 |
| PHL |
1 |
6 |
156,301 |
| SGP |
-1 |
10 |
-656,284 |
| 1 |
1 |
79,522 |
| THA |
0 |
1 |
0 |
| 1 |
18 |
1,049,626 |
| TWN |
-1 |
23 |
-1,037,791 |
| 0 |
3 |
0 |
| 1 |
48 |
2,705,203 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,055,505 |
-2,055,505 |
-1,632,663 |
0.86 |
-0.159 |
-0.149 |
331,015 |
| 1 |
23 |
1,003,964 |
1,003,964 |
281,630 |
0.28 |
-0.027 |
-0.029 |
-20,677 |
| CHN |
-1 |
64 |
-2,171,075 |
-2,171,075 |
-1,549,646 |
1.15 |
-0.125 |
-0.140 |
171,342 |
| 0 |
4 |
0 |
0 |
0 |
1.64 |
-0.048 |
-0.033 |
0 |
| 1 |
67 |
3,216,812 |
3,216,812 |
2,826,308 |
1.06 |
0.086 |
0.087 |
340,420 |
| HKG |
-1 |
74 |
-3,706,441 |
-3,706,441 |
-3,734,836 |
1.22 |
-0.026 |
-0.013 |
245,703 |
| 0 |
1 |
0 |
0 |
0 |
0.56 |
0.028 |
0.028 |
0 |
| 1 |
64 |
3,534,877 |
3,534,877 |
3,671,290 |
1.07 |
0.120 |
0.114 |
478,921 |
| IDN |
1 |
13 |
582,400 |
582,400 |
244,520 |
0.47 |
0.223 |
0.216 |
121,724 |
| JPN |
-1 |
187 |
-8,911,645 |
-8,911,645 |
-4,018,834 |
0.58 |
-0.116 |
-0.104 |
1,151,393 |
| 0 |
4 |
0 |
0 |
0 |
1.10 |
-0.106 |
-0.084 |
0 |
| 1 |
127 |
7,882,986 |
7,882,986 |
4,404,767 |
0.74 |
0.018 |
0.021 |
174,243 |
| KOR |
-1 |
46 |
-936,878 |
-936,878 |
-1,314,542 |
1.37 |
0.054 |
0.062 |
-59,915 |
| 1 |
36 |
1,346,511 |
1,346,511 |
619,231 |
0.61 |
0.248 |
0.236 |
368,350 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.043 |
-0.043 |
0 |
| 1 |
5 |
447,598 |
447,598 |
139,543 |
0.37 |
0.082 |
0.054 |
49,569 |
| NZL |
-1 |
3 |
-155,983 |
-155,983 |
-64,022 |
0.27 |
-0.060 |
-0.074 |
10,602 |
| PHL |
1 |
6 |
156,301 |
156,301 |
49,330 |
0.31 |
0.095 |
0.090 |
12,536 |
| SGP |
-1 |
10 |
-656,284 |
-656,284 |
-466,676 |
0.72 |
-0.048 |
-0.051 |
30,837 |
| 1 |
1 |
79,522 |
79,522 |
31,687 |
0.40 |
0.024 |
0.024 |
1,878 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.191 |
0.191 |
0 |
| 1 |
18 |
1,049,626 |
1,049,626 |
202,402 |
0.30 |
0.191 |
0.190 |
214,715 |
| TWN |
-1 |
23 |
-1,037,791 |
-1,037,791 |
-591,543 |
0.81 |
0.119 |
0.113 |
-120,273 |
| 0 |
3 |
0 |
0 |
0 |
0.41 |
0.067 |
0.077 |
0 |
| 1 |
48 |
2,705,203 |
2,705,203 |
2,559,092 |
1.07 |
0.213 |
0.212 |
619,122 |