Generated at 15:19 on Wednesday 08/19/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-10,274 |
| True |
-1 |
472 |
-19,858,988 |
| 0 |
24 |
0 |
| 1 |
423 |
21,888,838 |
|
target_notional |
| target_notional |
2,029,850 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| False |
-16,067 |
-10,274 |
855 |
10,274 |
-1.564 |
-1.000 |
0.083 |
| True |
1,240,217 |
2,029,850 |
4,211,154 |
41,747,826 |
0.030 |
0.049 |
0.101 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,776,518 |
| 0 |
0 |
| 1 |
15,016,735 |
|
alpha_notional |
| alpha_notional |
4,211,154 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,692,552 |
| 0 |
0 |
| 1 |
2,518,602 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
80 |
-1,049,419 |
3,060,010 |
-0.343 |
0.073 |
| CHN |
151 |
1,106,649 |
5,869,525 |
0.189 |
0.141 |
| HKG |
144 |
-146,880 |
7,040,619 |
-0.021 |
0.169 |
| IDN |
14 |
581,354 |
581,354 |
1.000 |
0.014 |
| JPN |
318 |
-1,045,828 |
16,775,934 |
-0.062 |
0.402 |
| KOR |
93 |
489,773 |
2,406,808 |
0.203 |
0.058 |
| MYS |
6 |
435,721 |
435,721 |
1.000 |
0.010 |
| NZL |
4 |
-155,992 |
155,992 |
-1.000 |
0.004 |
| PHL |
6 |
149,705 |
149,705 |
1.000 |
0.004 |
| SGP |
11 |
-736,062 |
736,062 |
-1.000 |
0.018 |
| THA |
18 |
1,050,127 |
1,050,127 |
1.000 |
0.025 |
| TWN |
74 |
1,350,703 |
3,485,968 |
0.387 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,054,714 |
| 1 |
24 |
1,005,295 |
| CHN |
-1 |
66 |
-2,381,438 |
| 0 |
9 |
0 |
| 1 |
76 |
3,488,087 |
| HKG |
-1 |
78 |
-3,593,749 |
| 0 |
1 |
0 |
| 1 |
65 |
3,446,869 |
| IDN |
0 |
1 |
0 |
| 1 |
13 |
581,354 |
| JPN |
-1 |
182 |
-8,910,881 |
| 0 |
6 |
0 |
| 1 |
130 |
7,865,053 |
| KOR |
-1 |
51 |
-958,518 |
| 1 |
42 |
1,448,291 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
435,721 |
| NZL |
-1 |
4 |
-155,992 |
| PHL |
1 |
6 |
149,705 |
| SGP |
-1 |
11 |
-736,062 |
| THA |
0 |
1 |
0 |
| 1 |
17 |
1,050,127 |
| TWN |
-1 |
24 |
-1,067,633 |
| 0 |
5 |
0 |
| 1 |
45 |
2,418,336 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,054,714 |
-2,054,714 |
-1,626,025 |
0.84 |
-0.136 |
-0.130 |
280,645 |
| 1 |
24 |
1,005,295 |
1,005,295 |
239,206 |
0.36 |
0.002 |
0.005 |
21,711 |
| CHN |
-1 |
66 |
-2,381,438 |
-2,381,438 |
-1,810,959 |
1.23 |
-0.119 |
-0.123 |
206,689 |
| 0 |
9 |
0 |
0 |
0 |
0.92 |
-0.119 |
-0.102 |
0 |
| 1 |
76 |
3,488,087 |
3,488,087 |
3,084,369 |
1.06 |
0.073 |
0.071 |
314,425 |
| HKG |
-1 |
78 |
-3,593,749 |
-3,593,749 |
-3,708,955 |
1.23 |
-0.042 |
-0.037 |
298,893 |
| 0 |
1 |
0 |
0 |
0 |
0.72 |
-0.031 |
-0.031 |
0 |
| 1 |
65 |
3,446,869 |
3,446,869 |
3,570,099 |
1.08 |
0.088 |
0.095 |
346,909 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.337 |
0.337 |
0 |
| 1 |
13 |
581,354 |
581,354 |
245,440 |
0.47 |
0.223 |
0.227 |
127,273 |
| JPN |
-1 |
182 |
-8,910,881 |
-8,910,881 |
-4,055,249 |
0.55 |
-0.100 |
-0.091 |
1,009,238 |
| 0 |
6 |
0 |
0 |
0 |
0.91 |
-0.022 |
-0.025 |
0 |
| 1 |
130 |
7,865,053 |
7,865,053 |
4,511,706 |
0.76 |
0.053 |
0.057 |
448,892 |
| KOR |
-1 |
51 |
-958,518 |
-958,518 |
-1,343,609 |
1.39 |
0.078 |
0.071 |
-61,641 |
| 1 |
42 |
1,448,291 |
1,448,291 |
755,896 |
0.70 |
0.276 |
0.271 |
436,563 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.018 |
-0.018 |
0 |
| 1 |
5 |
435,721 |
435,721 |
133,277 |
0.37 |
0.100 |
0.086 |
57,451 |
| NZL |
-1 |
4 |
-155,992 |
-155,992 |
-66,442 |
0.29 |
-0.062 |
-0.065 |
10,864 |
| PHL |
1 |
6 |
149,705 |
149,705 |
47,418 |
0.31 |
0.146 |
0.134 |
21,223 |
| SGP |
-1 |
11 |
-736,062 |
-736,062 |
-522,266 |
0.73 |
-0.091 |
-0.101 |
73,669 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.169 |
0.169 |
0 |
| 1 |
17 |
1,050,127 |
1,050,127 |
192,817 |
0.29 |
0.166 |
0.165 |
201,978 |
| TWN |
-1 |
24 |
-1,067,633 |
-1,067,633 |
-643,013 |
0.84 |
0.126 |
0.121 |
-125,806 |
| 0 |
5 |
0 |
0 |
0 |
0.93 |
0.187 |
0.209 |
0 |
| 1 |
45 |
2,418,336 |
2,418,336 |
2,236,507 |
1.06 |
0.218 |
0.219 |
542,175 |