Generated at 15:19 on Thursday 08/20/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
460 |
-19,896,905 |
| 0 |
34 |
0 |
| 1 |
421 |
21,916,010 |
|
target_notional |
| target_notional |
2,019,104 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,027,283 |
2,019,104 |
4,312,540 |
41,812,915 |
0.025 |
0.048 |
0.103 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,060,238 |
| 0 |
0 |
| 1 |
15,087,521 |
|
alpha_notional |
| alpha_notional |
4,312,540 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,862,013 |
| 0 |
0 |
| 1 |
2,450,527 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
80 |
-1,048,988 |
3,059,836 |
-0.343 |
0.073 |
| CHN |
147 |
1,355,689 |
5,736,322 |
0.236 |
0.137 |
| HKG |
148 |
-342,467 |
7,150,795 |
-0.048 |
0.171 |
| IDN |
13 |
582,366 |
582,366 |
1.000 |
0.014 |
| JPN |
314 |
-1,068,447 |
16,776,863 |
-0.064 |
0.401 |
| KOR |
95 |
463,672 |
2,479,547 |
0.187 |
0.059 |
| MYS |
6 |
439,010 |
439,010 |
1.000 |
0.010 |
| NZL |
4 |
-155,979 |
155,979 |
-1.000 |
0.004 |
| PHL |
6 |
151,276 |
151,276 |
1.000 |
0.004 |
| SGP |
11 |
-735,029 |
735,029 |
-1.000 |
0.018 |
| THA |
18 |
1,049,448 |
1,049,448 |
1.000 |
0.025 |
| TWN |
73 |
1,328,554 |
3,496,445 |
0.380 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,054,412 |
| 0 |
1 |
0 |
| 1 |
24 |
1,005,424 |
| CHN |
-1 |
58 |
-2,190,317 |
| 0 |
13 |
0 |
| 1 |
76 |
3,546,005 |
| HKG |
-1 |
82 |
-3,746,631 |
| 0 |
2 |
0 |
| 1 |
64 |
3,404,164 |
| IDN |
1 |
13 |
582,366 |
| JPN |
-1 |
174 |
-8,922,655 |
| 0 |
12 |
0 |
| 1 |
128 |
7,854,208 |
| KOR |
-1 |
52 |
-1,007,937 |
| 1 |
43 |
1,471,609 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
439,010 |
| NZL |
-1 |
4 |
-155,979 |
| PHL |
1 |
6 |
151,276 |
| SGP |
-1 |
11 |
-735,029 |
| THA |
0 |
1 |
0 |
| 1 |
17 |
1,049,448 |
| TWN |
-1 |
24 |
-1,083,945 |
| 0 |
4 |
0 |
| 1 |
45 |
2,412,499 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,054,412 |
-2,054,412 |
-1,667,392 |
0.85 |
-0.141 |
-0.135 |
298,955 |
| 0 |
1 |
0 |
0 |
0 |
0.35 |
-0.110 |
-0.110 |
0 |
| 1 |
24 |
1,005,424 |
1,005,424 |
290,557 |
0.36 |
0.006 |
0.011 |
27,087 |
| CHN |
-1 |
58 |
-2,190,317 |
-2,190,317 |
-1,736,958 |
1.19 |
-0.105 |
-0.113 |
195,437 |
| 0 |
13 |
0 |
0 |
0 |
1.45 |
-0.157 |
-0.153 |
0 |
| 1 |
76 |
3,546,005 |
3,546,005 |
3,139,462 |
1.06 |
0.074 |
0.070 |
313,987 |
| HKG |
-1 |
82 |
-3,746,631 |
-3,746,631 |
-3,879,987 |
1.21 |
-0.049 |
-0.033 |
364,496 |
| 0 |
2 |
0 |
0 |
0 |
1.72 |
0.080 |
0.080 |
0 |
| 1 |
64 |
3,404,164 |
3,404,164 |
3,518,205 |
1.08 |
0.088 |
0.093 |
343,500 |
| IDN |
1 |
13 |
582,366 |
582,366 |
246,358 |
0.47 |
0.221 |
0.218 |
126,801 |
| JPN |
-1 |
174 |
-8,922,655 |
-8,922,655 |
-4,107,415 |
0.56 |
-0.111 |
-0.097 |
1,117,302 |
| 0 |
12 |
0 |
0 |
0 |
0.51 |
-0.063 |
-0.067 |
0 |
| 1 |
128 |
7,854,208 |
7,854,208 |
4,517,430 |
0.75 |
0.036 |
0.039 |
329,109 |
| KOR |
-1 |
52 |
-1,007,937 |
-1,007,937 |
-1,413,635 |
1.40 |
0.056 |
0.059 |
-45,732 |
| 1 |
43 |
1,471,609 |
1,471,609 |
775,432 |
0.71 |
0.274 |
0.279 |
456,858 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.010 |
-0.010 |
0 |
| 1 |
5 |
439,010 |
439,010 |
134,233 |
0.37 |
0.098 |
0.088 |
54,552 |
| NZL |
-1 |
4 |
-155,979 |
-155,979 |
-67,366 |
0.29 |
-0.054 |
-0.061 |
9,522 |
| PHL |
1 |
6 |
151,276 |
151,276 |
47,904 |
0.31 |
0.142 |
0.145 |
21,686 |
| SGP |
-1 |
11 |
-735,029 |
-735,029 |
-527,178 |
0.73 |
-0.072 |
-0.081 |
54,381 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.174 |
0.174 |
0 |
| 1 |
17 |
1,049,448 |
1,049,448 |
191,049 |
0.29 |
0.177 |
0.179 |
217,209 |
| TWN |
-1 |
24 |
-1,083,945 |
-1,083,945 |
-660,307 |
0.84 |
0.130 |
0.121 |
-132,346 |
| 0 |
4 |
0 |
0 |
0 |
0.81 |
0.183 |
0.188 |
0 |
| 1 |
45 |
2,412,499 |
2,412,499 |
2,226,890 |
1.06 |
0.221 |
0.224 |
559,738 |