Generated at 15:19 on Tuesday 08/25/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
467 |
-19,881,359 |
| 0 |
42 |
0 |
| 1 |
425 |
21,944,021 |
|
target_notional |
| target_notional |
2,062,662 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,132,223 |
2,062,662 |
4,308,131 |
41,825,380 |
0.027 |
0.049 |
0.103 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,065,348 |
| 0 |
0 |
| 1 |
15,197,571 |
|
alpha_notional |
| alpha_notional |
4,308,131 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,827,183 |
| 0 |
0 |
| 1 |
2,480,948 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
83 |
-1,047,623 |
3,058,265 |
-0.343 |
0.073 |
| CHN |
148 |
1,284,749 |
5,678,180 |
0.226 |
0.136 |
| HKG |
148 |
-89,082 |
7,064,720 |
-0.013 |
0.169 |
| IDN |
14 |
581,709 |
581,709 |
1.000 |
0.014 |
| JPN |
322 |
-1,084,799 |
16,755,651 |
-0.065 |
0.401 |
| KOR |
99 |
397,384 |
2,695,361 |
0.147 |
0.064 |
| MYS |
6 |
443,071 |
443,071 |
1.000 |
0.011 |
| NZL |
4 |
-155,999 |
155,999 |
-1.000 |
0.004 |
| PHL |
6 |
150,737 |
150,737 |
1.000 |
0.004 |
| SGP |
11 |
-736,507 |
736,507 |
-1.000 |
0.018 |
| THA |
17 |
1,049,876 |
1,049,876 |
1.000 |
0.025 |
| TWN |
76 |
1,269,146 |
3,455,304 |
0.367 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,052,944 |
| 0 |
4 |
0 |
| 1 |
24 |
1,005,321 |
| CHN |
-1 |
67 |
-2,196,716 |
| 0 |
13 |
0 |
| 1 |
68 |
3,481,464 |
| HKG |
-1 |
78 |
-3,576,901 |
| 0 |
3 |
0 |
| 1 |
67 |
3,487,819 |
| IDN |
1 |
14 |
581,709 |
| JPN |
-1 |
172 |
-8,920,225 |
| 0 |
13 |
0 |
| 1 |
137 |
7,835,426 |
| KOR |
-1 |
54 |
-1,148,989 |
| 1 |
45 |
1,546,373 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
443,071 |
| NZL |
-1 |
4 |
-155,999 |
| PHL |
1 |
6 |
150,737 |
| SGP |
-1 |
11 |
-736,507 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,049,876 |
| TWN |
-1 |
26 |
-1,093,079 |
| 0 |
7 |
0 |
| 1 |
43 |
2,362,225 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,052,944 |
-2,052,944 |
-1,643,913 |
0.90 |
-0.151 |
-0.141 |
315,533 |
| 0 |
4 |
0 |
0 |
0 |
0.52 |
-0.074 |
-0.067 |
0 |
| 1 |
24 |
1,005,321 |
1,005,321 |
314,449 |
0.35 |
0.002 |
0.003 |
24,304 |
| CHN |
-1 |
67 |
-2,196,716 |
-2,196,716 |
-1,815,855 |
1.25 |
-0.115 |
-0.116 |
186,382 |
| 0 |
13 |
0 |
0 |
0 |
1.31 |
-0.077 |
-0.032 |
0 |
| 1 |
68 |
3,481,464 |
3,481,464 |
3,036,514 |
1.03 |
0.083 |
0.082 |
352,254 |
| HKG |
-1 |
78 |
-3,576,901 |
-3,576,901 |
-3,646,641 |
1.19 |
-0.009 |
0.003 |
171,676 |
| 0 |
3 |
0 |
0 |
0 |
1.88 |
-0.057 |
0.034 |
0 |
| 1 |
67 |
3,487,819 |
3,487,819 |
3,620,150 |
1.08 |
0.131 |
0.135 |
517,950 |
| IDN |
1 |
14 |
581,709 |
581,709 |
246,030 |
0.47 |
0.236 |
0.228 |
136,251 |
| JPN |
-1 |
172 |
-8,920,225 |
-8,920,225 |
-4,123,859 |
0.53 |
-0.118 |
-0.104 |
1,187,136 |
| 0 |
13 |
0 |
0 |
0 |
1.30 |
-0.024 |
-0.026 |
0 |
| 1 |
137 |
7,835,426 |
7,835,426 |
4,650,955 |
0.74 |
0.022 |
0.024 |
235,609 |
| KOR |
-1 |
54 |
-1,148,989 |
-1,148,989 |
-1,585,326 |
1.38 |
0.014 |
0.030 |
19,969 |
| 1 |
45 |
1,546,373 |
1,546,373 |
846,027 |
0.76 |
0.229 |
0.219 |
408,860 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.006 |
0.006 |
0 |
| 1 |
5 |
443,071 |
443,071 |
134,776 |
0.37 |
0.114 |
0.095 |
59,316 |
| NZL |
-1 |
4 |
-155,999 |
-155,999 |
-69,052 |
0.29 |
-0.024 |
-0.041 |
6,407 |
| PHL |
1 |
6 |
150,737 |
150,737 |
47,758 |
0.31 |
0.164 |
0.148 |
25,529 |
| SGP |
-1 |
11 |
-736,507 |
-736,507 |
-531,304 |
0.73 |
-0.071 |
-0.068 |
57,171 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.190 |
0.190 |
0 |
| 1 |
16 |
1,049,876 |
1,049,876 |
191,924 |
0.27 |
0.182 |
0.179 |
222,649 |
| TWN |
-1 |
26 |
-1,093,079 |
-1,093,079 |
-649,397 |
0.77 |
0.074 |
0.099 |
-117,091 |
| 0 |
7 |
0 |
0 |
0 |
0.96 |
0.125 |
0.176 |
0 |
| 1 |
43 |
2,362,225 |
2,362,225 |
2,108,989 |
1.00 |
0.198 |
0.196 |
498,226 |