Generated at 15:19 on Monday 08/24/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
461 |
-19,897,789 |
| 0 |
34 |
0 |
| 1 |
432 |
21,902,246 |
|
target_notional |
| target_notional |
2,004,457 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
903,404 |
2,004,457 |
4,340,292 |
41,800,035 |
0.022 |
0.048 |
0.104 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,178,713 |
| 0 |
0 |
| 1 |
15,082,118 |
|
alpha_notional |
| alpha_notional |
4,340,292 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,862,503 |
| 0 |
0 |
| 1 |
2,477,789 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
84 |
-1,050,016 |
3,060,442 |
-0.343 |
0.073 |
| CHN |
140 |
1,381,565 |
5,647,403 |
0.245 |
0.135 |
| HKG |
149 |
-347,906 |
7,166,364 |
-0.049 |
0.171 |
| IDN |
13 |
580,278 |
580,278 |
1.000 |
0.014 |
| JPN |
326 |
-1,086,291 |
16,754,235 |
-0.065 |
0.401 |
| KOR |
97 |
476,639 |
2,601,004 |
0.183 |
0.062 |
| MYS |
6 |
443,555 |
443,555 |
1.000 |
0.011 |
| NZL |
4 |
-155,955 |
155,955 |
-1.000 |
0.004 |
| PHL |
6 |
151,443 |
151,443 |
1.000 |
0.004 |
| SGP |
11 |
-735,718 |
735,718 |
-1.000 |
0.018 |
| THA |
16 |
1,049,687 |
1,049,687 |
1.000 |
0.025 |
| TWN |
75 |
1,297,175 |
3,453,951 |
0.376 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
60 |
-2,055,229 |
| 1 |
24 |
1,005,213 |
| CHN |
-1 |
54 |
-2,132,919 |
| 0 |
12 |
0 |
| 1 |
74 |
3,514,484 |
| HKG |
-1 |
81 |
-3,757,135 |
| 0 |
3 |
0 |
| 1 |
65 |
3,409,229 |
| IDN |
1 |
13 |
580,278 |
| JPN |
-1 |
177 |
-8,920,263 |
| 0 |
9 |
0 |
| 1 |
140 |
7,833,972 |
| KOR |
-1 |
51 |
-1,062,182 |
| 0 |
2 |
0 |
| 1 |
44 |
1,538,822 |
| MYS |
1 |
6 |
443,555 |
| NZL |
-1 |
4 |
-155,955 |
| PHL |
1 |
6 |
151,443 |
| SGP |
-1 |
11 |
-735,718 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,687 |
| TWN |
-1 |
23 |
-1,078,388 |
| 0 |
7 |
0 |
| 1 |
45 |
2,375,563 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
60 |
-2,055,229 |
-2,055,229 |
-1,676,014 |
0.88 |
-0.127 |
-0.116 |
263,145 |
| 1 |
24 |
1,005,213 |
1,005,213 |
316,689 |
0.35 |
0.016 |
0.022 |
40,025 |
| CHN |
-1 |
54 |
-2,132,919 |
-2,132,919 |
-1,773,727 |
1.20 |
-0.107 |
-0.101 |
187,981 |
| 0 |
12 |
0 |
0 |
0 |
1.36 |
-0.103 |
-0.123 |
0 |
| 1 |
74 |
3,514,484 |
3,514,484 |
3,085,407 |
1.05 |
0.081 |
0.084 |
350,895 |
| HKG |
-1 |
81 |
-3,757,135 |
-3,757,135 |
-3,879,917 |
1.21 |
-0.030 |
-0.018 |
288,065 |
| 0 |
3 |
0 |
0 |
0 |
1.01 |
0.066 |
0.055 |
0 |
| 1 |
65 |
3,409,229 |
3,409,229 |
3,539,094 |
1.09 |
0.117 |
0.123 |
451,780 |
| IDN |
1 |
13 |
580,278 |
580,278 |
245,500 |
0.47 |
0.225 |
0.221 |
129,602 |
| JPN |
-1 |
177 |
-8,920,263 |
-8,920,263 |
-4,146,166 |
0.57 |
-0.119 |
-0.108 |
1,215,008 |
| 0 |
9 |
0 |
0 |
0 |
1.31 |
-0.029 |
-0.026 |
0 |
| 1 |
140 |
7,833,972 |
7,833,972 |
4,555,970 |
0.75 |
0.024 |
0.029 |
251,785 |
| KOR |
-1 |
51 |
-1,062,182 |
-1,062,182 |
-1,465,872 |
1.40 |
0.049 |
0.064 |
-8,207 |
| 0 |
2 |
0 |
0 |
0 |
1.60 |
-0.281 |
-0.281 |
0 |
| 1 |
44 |
1,538,822 |
1,538,822 |
834,717 |
0.75 |
0.242 |
0.246 |
414,095 |
| MYS |
1 |
6 |
443,555 |
443,555 |
134,916 |
0.33 |
0.089 |
0.083 |
56,486 |
| NZL |
-1 |
4 |
-155,955 |
-155,955 |
-68,245 |
0.29 |
-0.023 |
-0.032 |
4,835 |
| PHL |
1 |
6 |
151,443 |
151,443 |
47,970 |
0.31 |
0.119 |
0.112 |
19,324 |
| SGP |
-1 |
11 |
-735,718 |
-735,718 |
-529,191 |
0.73 |
-0.055 |
-0.055 |
41,325 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.186 |
0.186 |
0 |
| 1 |
15 |
1,049,687 |
1,049,687 |
190,163 |
0.27 |
0.173 |
0.169 |
215,889 |
| TWN |
-1 |
23 |
-1,078,388 |
-1,078,388 |
-639,582 |
0.77 |
0.119 |
0.123 |
-129,650 |
| 0 |
7 |
0 |
0 |
0 |
1.36 |
0.184 |
0.204 |
0 |
| 1 |
45 |
2,375,563 |
2,375,563 |
2,131,691 |
1.02 |
0.216 |
0.218 |
547,908 |