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