Generated at 15:19 on Sunday 08/23/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
464 |
-19,914,342 |
| 0 |
25 |
0 |
| 1 |
424 |
21,882,709 |
|
target_notional |
| target_notional |
1,968,368 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
887,918 |
1,968,368 |
4,370,786 |
41,797,051 |
0.021 |
0.047 |
0.105 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,102,429 |
| 0 |
0 |
| 1 |
14,990,347 |
|
alpha_notional |
| alpha_notional |
4,370,786 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,826,280 |
| 0 |
0 |
| 1 |
2,544,506 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
84 |
-1,049,573 |
3,058,724 |
-0.343 |
0.073 |
| CHN |
141 |
1,387,909 |
5,748,836 |
0.241 |
0.138 |
| HKG |
146 |
-393,779 |
7,201,139 |
-0.055 |
0.172 |
| IDN |
13 |
582,239 |
582,239 |
1.000 |
0.014 |
| JPN |
315 |
-1,071,247 |
16,778,021 |
-0.064 |
0.401 |
| KOR |
95 |
506,472 |
2,466,354 |
0.205 |
0.059 |
| MYS |
6 |
437,997 |
437,997 |
1.000 |
0.010 |
| NZL |
4 |
-155,946 |
155,946 |
-1.000 |
0.004 |
| PHL |
6 |
151,575 |
151,575 |
1.000 |
0.004 |
| SGP |
11 |
-735,616 |
735,616 |
-1.000 |
0.018 |
| THA |
18 |
1,049,288 |
1,049,288 |
1.000 |
0.025 |
| TWN |
74 |
1,259,051 |
3,431,316 |
0.367 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
59 |
-2,054,149 |
| 0 |
1 |
0 |
| 1 |
24 |
1,004,576 |
| CHN |
-1 |
55 |
-2,180,464 |
| 0 |
10 |
0 |
| 1 |
76 |
3,568,373 |
| HKG |
-1 |
82 |
-3,797,459 |
| 0 |
1 |
0 |
| 1 |
63 |
3,403,680 |
| IDN |
1 |
13 |
582,239 |
| JPN |
-1 |
178 |
-8,924,634 |
| 0 |
2 |
0 |
| 1 |
135 |
7,853,387 |
| KOR |
-1 |
52 |
-979,941 |
| 1 |
43 |
1,486,413 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
437,997 |
| NZL |
-1 |
4 |
-155,946 |
| PHL |
1 |
6 |
151,575 |
| SGP |
-1 |
11 |
-735,616 |
| THA |
0 |
3 |
0 |
| 1 |
15 |
1,049,288 |
| TWN |
-1 |
23 |
-1,086,133 |
| 0 |
7 |
0 |
| 1 |
44 |
2,345,183 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
59 |
-2,054,149 |
-2,054,149 |
-1,661,609 |
0.89 |
-0.133 |
-0.119 |
280,896 |
| 0 |
1 |
0 |
0 |
0 |
0.19 |
-0.011 |
-0.011 |
0 |
| 1 |
24 |
1,004,576 |
1,004,576 |
311,457 |
0.35 |
0.010 |
0.019 |
33,138 |
| CHN |
-1 |
55 |
-2,180,464 |
-2,180,464 |
-1,741,205 |
1.20 |
-0.100 |
-0.099 |
193,075 |
| 0 |
10 |
0 |
0 |
0 |
1.39 |
-0.154 |
-0.155 |
0 |
| 1 |
76 |
3,568,373 |
3,568,373 |
3,160,031 |
1.06 |
0.079 |
0.079 |
356,762 |
| HKG |
-1 |
82 |
-3,797,459 |
-3,797,459 |
-3,932,452 |
1.21 |
-0.043 |
-0.041 |
346,546 |
| 0 |
1 |
0 |
0 |
0 |
0.19 |
0.078 |
0.078 |
0 |
| 1 |
63 |
3,403,680 |
3,403,680 |
3,536,107 |
1.09 |
0.099 |
0.101 |
387,422 |
| IDN |
1 |
13 |
582,239 |
582,239 |
246,513 |
0.47 |
0.220 |
0.219 |
126,666 |
| JPN |
-1 |
178 |
-8,924,634 |
-8,924,634 |
-4,165,878 |
0.58 |
-0.107 |
-0.097 |
1,121,385 |
| 0 |
2 |
0 |
0 |
0 |
0.84 |
-0.029 |
-0.029 |
0 |
| 1 |
135 |
7,853,387 |
7,853,387 |
4,496,325 |
0.74 |
0.042 |
0.043 |
378,793 |
| KOR |
-1 |
52 |
-979,941 |
-979,941 |
-1,357,917 |
1.40 |
0.063 |
0.070 |
-52,214 |
| 1 |
43 |
1,486,413 |
1,486,413 |
784,926 |
0.71 |
0.267 |
0.268 |
450,434 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.004 |
0.004 |
0 |
| 1 |
5 |
437,997 |
437,997 |
132,926 |
0.37 |
0.098 |
0.080 |
53,924 |
| NZL |
-1 |
4 |
-155,946 |
-155,946 |
-68,082 |
0.29 |
-0.058 |
-0.066 |
10,709 |
| PHL |
1 |
6 |
151,575 |
151,575 |
47,999 |
0.31 |
0.123 |
0.106 |
19,369 |
| SGP |
-1 |
11 |
-735,616 |
-735,616 |
-529,370 |
0.73 |
-0.061 |
-0.071 |
48,246 |
| THA |
0 |
3 |
0 |
0 |
0 |
0.40 |
0.152 |
0.145 |
0 |
| 1 |
15 |
1,049,288 |
1,049,288 |
190,054 |
0.27 |
0.162 |
0.153 |
202,979 |
| TWN |
-1 |
23 |
-1,086,133 |
-1,086,133 |
-645,917 |
0.77 |
0.115 |
0.115 |
-122,364 |
| 0 |
7 |
0 |
0 |
0 |
1.37 |
0.203 |
0.235 |
0 |
| 1 |
44 |
2,345,183 |
2,345,183 |
2,084,010 |
1.01 |
0.213 |
0.217 |
535,019 |