Generated at 15:19 on Monday 08/17/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
462 |
-19,902,643 |
| 0 |
31 |
0 |
| 1 |
420 |
22,211,342 |
|
target_notional |
| target_notional |
2,308,699 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,656,486 |
2,308,699 |
4,258,898 |
42,113,985 |
0.039 |
0.055 |
0.101 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,756,760 |
| 0 |
0 |
| 1 |
15,413,246 |
|
alpha_notional |
| alpha_notional |
4,258,898 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,848,154 |
| 0 |
0 |
| 1 |
2,410,745 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
80 |
-1,049,943 |
3,060,530 |
-0.343 |
0.073 |
| CHN |
150 |
977,078 |
5,810,298 |
0.168 |
0.138 |
| HKG |
140 |
-31,600 |
7,041,908 |
-0.004 |
0.167 |
| IDN |
14 |
582,377 |
582,377 |
1.000 |
0.014 |
| JPN |
320 |
-1,059,664 |
16,791,857 |
-0.063 |
0.399 |
| KOR |
88 |
352,839 |
2,382,426 |
0.148 |
0.057 |
| MYS |
6 |
437,483 |
437,483 |
1.000 |
0.010 |
| NZL |
4 |
-155,972 |
155,972 |
-1.000 |
0.004 |
| PHL |
6 |
152,798 |
152,798 |
1.000 |
0.004 |
| SGP |
11 |
-735,682 |
735,682 |
-1.000 |
0.017 |
| THA |
19 |
1,048,591 |
1,048,591 |
1.000 |
0.025 |
| TWN |
75 |
1,790,392 |
3,914,064 |
0.457 |
0.093 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-2,055,237 |
| 0 |
4 |
0 |
| 1 |
25 |
1,005,294 |
| CHN |
-1 |
68 |
-2,416,610 |
| 0 |
8 |
0 |
| 1 |
74 |
3,393,688 |
| HKG |
-1 |
73 |
-3,536,754 |
| 0 |
1 |
0 |
| 1 |
66 |
3,505,154 |
| IDN |
1 |
14 |
582,377 |
| JPN |
-1 |
181 |
-8,925,760 |
| 0 |
7 |
0 |
| 1 |
132 |
7,866,096 |
| KOR |
-1 |
51 |
-1,014,793 |
| 1 |
37 |
1,367,632 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
437,483 |
| NZL |
-1 |
4 |
-155,972 |
| PHL |
1 |
6 |
152,798 |
| SGP |
-1 |
11 |
-735,682 |
| THA |
0 |
3 |
0 |
| 1 |
16 |
1,048,591 |
| TWN |
-1 |
23 |
-1,061,836 |
| 0 |
7 |
0 |
| 1 |
45 |
2,852,228 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-2,055,237 |
-2,055,237 |
-1,617,079 |
0.87 |
-0.134 |
-0.122 |
285,253 |
| 0 |
4 |
0 |
0 |
0 |
0.80 |
-0.089 |
-0.063 |
0 |
| 1 |
25 |
1,005,294 |
1,005,294 |
270,816 |
0.36 |
-0.002 |
0.001 |
11,204 |
| CHN |
-1 |
68 |
-2,416,610 |
-2,416,610 |
-1,828,523 |
1.11 |
-0.122 |
-0.118 |
197,840 |
| 0 |
8 |
0 |
0 |
0 |
1.41 |
-0.173 |
-0.162 |
0 |
| 1 |
74 |
3,393,688 |
3,393,688 |
3,012,660 |
1.06 |
0.091 |
0.086 |
375,732 |
| HKG |
-1 |
73 |
-3,536,754 |
-3,536,754 |
-3,630,188 |
1.21 |
-0.029 |
-0.019 |
248,062 |
| 0 |
1 |
0 |
0 |
0 |
1.63 |
0.029 |
0.029 |
0 |
| 1 |
66 |
3,505,154 |
3,505,154 |
3,663,424 |
1.07 |
0.108 |
0.111 |
429,501 |
| IDN |
1 |
14 |
582,377 |
582,377 |
245,017 |
0.46 |
0.217 |
0.208 |
116,660 |
| JPN |
-1 |
181 |
-8,925,760 |
-8,925,760 |
-4,033,100 |
0.55 |
-0.128 |
-0.120 |
1,203,250 |
| 0 |
7 |
0 |
0 |
0 |
1.14 |
-0.056 |
-0.069 |
0 |
| 1 |
132 |
7,866,096 |
7,866,096 |
4,486,900 |
0.74 |
0.015 |
0.016 |
172,772 |
| KOR |
-1 |
51 |
-1,014,793 |
-1,014,793 |
-1,431,584 |
1.35 |
0.045 |
0.059 |
-39,205 |
| 1 |
37 |
1,367,632 |
1,367,632 |
639,124 |
0.64 |
0.212 |
0.213 |
324,886 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.007 |
-0.007 |
0 |
| 1 |
5 |
437,483 |
437,483 |
136,203 |
0.37 |
0.104 |
0.088 |
58,150 |
| NZL |
-1 |
4 |
-155,972 |
-155,972 |
-66,039 |
0.29 |
-0.065 |
-0.067 |
11,981 |
| PHL |
1 |
6 |
152,798 |
152,798 |
48,411 |
0.31 |
0.101 |
0.088 |
13,689 |
| SGP |
-1 |
11 |
-735,682 |
-735,682 |
-522,447 |
0.73 |
-0.107 |
-0.100 |
79,618 |
| THA |
0 |
3 |
0 |
0 |
0 |
0.31 |
0.112 |
0.143 |
0 |
| 1 |
16 |
1,048,591 |
1,048,591 |
196,882 |
0.30 |
0.146 |
0.144 |
172,867 |
| TWN |
-1 |
23 |
-1,061,836 |
-1,061,836 |
-627,800 |
0.77 |
0.141 |
0.130 |
-138,646 |
| 0 |
7 |
0 |
0 |
0 |
1.25 |
0.190 |
0.225 |
0 |
| 1 |
45 |
2,852,228 |
2,852,228 |
2,713,808 |
1.07 |
0.248 |
0.254 |
735,284 |