Generated at 15:19 on Thursday 08/13/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
458 |
-19,736,576 |
| 0 |
24 |
0 |
| 1 |
415 |
22,040,057 |
|
target_notional |
| target_notional |
2,303,480 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,592,331 |
2,303,480 |
4,228,096 |
41,776,633 |
0.038 |
0.055 |
0.101 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,529,536 |
| 0 |
0 |
| 1 |
15,121,867 |
|
alpha_notional |
| alpha_notional |
4,228,096 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,876,138 |
| 0 |
0 |
| 1 |
2,351,958 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
80 |
-1,050,205 |
3,060,523 |
-0.343 |
0.073 |
| CHN |
141 |
1,049,678 |
5,488,327 |
0.191 |
0.131 |
| HKG |
138 |
-167,520 |
7,241,301 |
-0.023 |
0.173 |
| IDN |
14 |
582,319 |
582,319 |
1.000 |
0.014 |
| JPN |
318 |
-1,061,355 |
16,795,495 |
-0.063 |
0.402 |
| KOR |
86 |
388,760 |
2,310,787 |
0.168 |
0.055 |
| MYS |
6 |
442,309 |
442,309 |
1.000 |
0.011 |
| NZL |
3 |
-155,982 |
155,982 |
-1.000 |
0.004 |
| PHL |
6 |
152,652 |
152,652 |
1.000 |
0.004 |
| SGP |
11 |
-597,813 |
735,342 |
-0.813 |
0.018 |
| THA |
19 |
1,049,950 |
1,049,950 |
1.000 |
0.025 |
| TWN |
75 |
1,670,687 |
3,761,645 |
0.444 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,055,364 |
| 0 |
1 |
0 |
| 1 |
25 |
1,005,159 |
| CHN |
-1 |
62 |
-2,219,325 |
| 0 |
9 |
0 |
| 1 |
70 |
3,269,003 |
| HKG |
-1 |
73 |
-3,704,411 |
| 0 |
1 |
0 |
| 1 |
64 |
3,536,890 |
| IDN |
1 |
14 |
582,319 |
| JPN |
-1 |
186 |
-8,928,425 |
| 0 |
4 |
0 |
| 1 |
128 |
7,867,070 |
| KOR |
-1 |
48 |
-961,013 |
| 0 |
1 |
0 |
| 1 |
37 |
1,349,774 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
442,309 |
| NZL |
-1 |
3 |
-155,982 |
| PHL |
1 |
6 |
152,652 |
| SGP |
-1 |
10 |
-666,578 |
| 1 |
1 |
68,765 |
| THA |
0 |
1 |
0 |
| 1 |
18 |
1,049,950 |
| TWN |
-1 |
22 |
-1,045,479 |
| 0 |
6 |
0 |
| 1 |
47 |
2,716,166 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,055,364 |
-2,055,364 |
-1,609,107 |
0.88 |
-0.171 |
-0.158 |
356,794 |
| 0 |
1 |
0 |
0 |
0 |
0.01 |
-0.144 |
-0.144 |
0 |
| 1 |
25 |
1,005,159 |
1,005,159 |
284,960 |
0.30 |
-0.034 |
-0.033 |
-26,710 |
| CHN |
-1 |
62 |
-2,219,325 |
-2,219,325 |
-1,629,646 |
1.14 |
-0.123 |
-0.132 |
170,758 |
| 0 |
9 |
0 |
0 |
0 |
1.22 |
-0.197 |
-0.201 |
0 |
| 1 |
70 |
3,269,003 |
3,269,003 |
2,895,108 |
1.07 |
0.092 |
0.091 |
365,257 |
| HKG |
-1 |
73 |
-3,704,411 |
-3,704,411 |
-3,740,165 |
1.22 |
-0.024 |
-0.011 |
246,314 |
| 0 |
1 |
0 |
0 |
0 |
1.46 |
-0.095 |
-0.095 |
0 |
| 1 |
64 |
3,536,890 |
3,536,890 |
3,673,990 |
1.07 |
0.118 |
0.110 |
470,945 |
| IDN |
1 |
14 |
582,319 |
582,319 |
244,541 |
0.46 |
0.233 |
0.228 |
126,051 |
| JPN |
-1 |
186 |
-8,928,425 |
-8,928,425 |
-4,040,860 |
0.59 |
-0.127 |
-0.120 |
1,227,916 |
| 0 |
4 |
0 |
0 |
0 |
0.56 |
-0.107 |
-0.094 |
0 |
| 1 |
128 |
7,867,070 |
7,867,070 |
4,405,577 |
0.74 |
0.008 |
0.005 |
111,381 |
| KOR |
-1 |
48 |
-961,013 |
-961,013 |
-1,359,008 |
1.36 |
0.039 |
0.050 |
-51,722 |
| 0 |
1 |
0 |
0 |
0 |
0.93 |
-0.132 |
-0.132 |
0 |
| 1 |
37 |
1,349,774 |
1,349,774 |
630,355 |
0.64 |
0.251 |
0.245 |
380,088 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.027 |
-0.027 |
0 |
| 1 |
5 |
442,309 |
442,309 |
138,414 |
0.37 |
0.080 |
0.063 |
49,666 |
| NZL |
-1 |
3 |
-155,982 |
-155,982 |
-64,140 |
0.27 |
-0.076 |
-0.076 |
13,478 |
| PHL |
1 |
6 |
152,652 |
152,652 |
48,347 |
0.31 |
0.132 |
0.124 |
18,971 |
| SGP |
-1 |
10 |
-666,578 |
-666,578 |
-474,912 |
0.72 |
-0.045 |
-0.037 |
34,199 |
| 1 |
1 |
68,765 |
68,765 |
27,401 |
0.40 |
0.018 |
0.018 |
1,243 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.195 |
0.195 |
0 |
| 1 |
18 |
1,049,950 |
1,049,950 |
203,680 |
0.30 |
0.188 |
0.188 |
215,260 |
| TWN |
-1 |
22 |
-1,045,479 |
-1,045,479 |
-611,696 |
0.83 |
0.121 |
0.122 |
-121,599 |
| 0 |
6 |
0 |
0 |
0 |
0.87 |
0.131 |
0.137 |
0 |
| 1 |
47 |
2,716,166 |
2,716,166 |
2,569,494 |
1.07 |
0.217 |
0.217 |
639,806 |