Generated at 15:19 on Tuesday 08/18/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-8,271 |
| True |
-1 |
466 |
-19,884,075 |
| 0 |
30 |
0 |
| 1 |
417 |
21,770,659 |
|
target_notional |
| target_notional |
1,886,584 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| False |
-12,934 |
-8,271 |
868 |
8,271 |
-1.564 |
-1.000 |
0.105 |
| True |
1,117,059 |
1,886,584 |
4,107,573 |
41,654,734 |
0.027 |
0.045 |
0.099 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,874,112 |
| 0 |
0 |
| 1 |
14,991,171 |
|
alpha_notional |
| alpha_notional |
4,107,573 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,732,911 |
| 0 |
0 |
| 1 |
2,374,662 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
80 |
-1,048,672 |
3,059,017 |
-0.343 |
0.073 |
| CHN |
151 |
1,014,906 |
5,841,051 |
0.174 |
0.140 |
| HKG |
143 |
-106,708 |
7,036,911 |
-0.015 |
0.169 |
| IDN |
14 |
582,368 |
582,368 |
1.000 |
0.014 |
| JPN |
318 |
-1,043,341 |
16,761,927 |
-0.062 |
0.402 |
| KOR |
90 |
387,637 |
2,335,550 |
0.166 |
0.056 |
| MYS |
6 |
435,842 |
435,842 |
1.000 |
0.010 |
| NZL |
4 |
-155,967 |
155,967 |
-1.000 |
0.004 |
| PHL |
6 |
152,618 |
152,618 |
1.000 |
0.004 |
| SGP |
11 |
-735,869 |
735,869 |
-1.000 |
0.018 |
| THA |
17 |
1,049,672 |
1,049,672 |
1.000 |
0.025 |
| TWN |
73 |
1,354,098 |
3,507,942 |
0.386 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,053,845 |
| 0 |
1 |
0 |
| 1 |
24 |
1,005,173 |
| CHN |
-1 |
65 |
-2,413,072 |
| 0 |
12 |
0 |
| 1 |
74 |
3,427,978 |
| HKG |
-1 |
77 |
-3,571,810 |
| 0 |
1 |
0 |
| 1 |
65 |
3,465,102 |
| IDN |
1 |
14 |
582,368 |
| JPN |
-1 |
180 |
-8,902,634 |
| 0 |
9 |
0 |
| 1 |
129 |
7,859,293 |
| KOR |
-1 |
50 |
-973,956 |
| 1 |
40 |
1,361,594 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
435,842 |
| NZL |
-1 |
4 |
-155,967 |
| PHL |
1 |
6 |
152,618 |
| SGP |
-1 |
11 |
-735,869 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,049,672 |
| TWN |
-1 |
24 |
-1,076,922 |
| 0 |
5 |
0 |
| 1 |
44 |
2,431,020 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,053,845 |
-2,053,845 |
-1,616,815 |
0.84 |
-0.123 |
-0.117 |
257,132 |
| 0 |
1 |
0 |
0 |
0 |
0.29 |
-0.016 |
-0.016 |
0 |
| 1 |
24 |
1,005,173 |
1,005,173 |
257,371 |
0.36 |
0.009 |
0.013 |
24,198 |
| CHN |
-1 |
65 |
-2,413,072 |
-2,413,072 |
-1,889,715 |
1.17 |
-0.111 |
-0.114 |
193,642 |
| 0 |
12 |
0 |
0 |
0 |
1.30 |
-0.181 |
-0.182 |
0 |
| 1 |
74 |
3,427,978 |
3,427,978 |
3,052,098 |
1.06 |
0.080 |
0.081 |
337,323 |
| HKG |
-1 |
77 |
-3,571,810 |
-3,571,810 |
-3,678,792 |
1.23 |
-0.034 |
-0.021 |
275,221 |
| 0 |
1 |
0 |
0 |
0 |
0.53 |
0.081 |
0.081 |
0 |
| 1 |
65 |
3,465,102 |
3,465,102 |
3,622,155 |
1.08 |
0.101 |
0.101 |
398,549 |
| IDN |
1 |
14 |
582,368 |
582,368 |
245,381 |
0.46 |
0.220 |
0.219 |
122,913 |
| JPN |
-1 |
180 |
-8,902,634 |
-8,902,634 |
-4,073,271 |
0.55 |
-0.116 |
-0.107 |
1,122,397 |
| 0 |
9 |
0 |
0 |
0 |
0.58 |
-0.029 |
-0.006 |
0 |
| 1 |
129 |
7,859,293 |
7,859,293 |
4,518,018 |
0.76 |
0.034 |
0.041 |
299,762 |
| KOR |
-1 |
50 |
-973,956 |
-973,956 |
-1,377,527 |
1.38 |
0.070 |
0.091 |
-63,822 |
| 1 |
40 |
1,361,594 |
1,361,594 |
656,812 |
0.69 |
0.247 |
0.251 |
367,585 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.017 |
-0.017 |
0 |
| 1 |
5 |
435,842 |
435,842 |
134,102 |
0.37 |
0.095 |
0.087 |
55,209 |
| NZL |
-1 |
4 |
-155,967 |
-155,967 |
-66,466 |
0.29 |
-0.060 |
-0.062 |
11,310 |
| PHL |
1 |
6 |
152,618 |
152,618 |
48,387 |
0.31 |
0.103 |
0.101 |
15,000 |
| SGP |
-1 |
11 |
-735,869 |
-735,869 |
-522,482 |
0.73 |
-0.082 |
-0.084 |
63,191 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.146 |
0.146 |
0 |
| 1 |
16 |
1,049,672 |
1,049,672 |
194,606 |
0.30 |
0.148 |
0.155 |
179,704 |
| TWN |
-1 |
24 |
-1,076,922 |
-1,076,922 |
-649,043 |
0.84 |
0.132 |
0.118 |
-126,159 |
| 0 |
5 |
0 |
0 |
0 |
0.93 |
0.196 |
0.245 |
0 |
| 1 |
44 |
2,431,020 |
2,431,020 |
2,262,242 |
1.07 |
0.233 |
0.234 |
574,418 |