Generated at 15:19 on Wednesday 08/26/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
463 |
-19,889,735 |
| 0 |
33 |
0 |
| 1 |
433 |
22,026,869 |
|
target_notional |
| target_notional |
2,137,134 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,301,098 |
2,137,134 |
4,250,864 |
41,916,604 |
0.031 |
0.051 |
0.101 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,071,305 |
| 0 |
0 |
| 1 |
15,372,403 |
|
alpha_notional |
| alpha_notional |
4,250,864 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,702,966 |
| 0 |
0 |
| 1 |
2,547,898 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
81 |
-1,049,447 |
3,059,871 |
-0.343 |
0.073 |
| CHN |
145 |
1,215,960 |
5,607,351 |
0.217 |
0.134 |
| HKG |
146 |
21,331 |
7,107,714 |
0.003 |
0.170 |
| IDN |
14 |
581,602 |
581,602 |
1.000 |
0.014 |
| JPN |
324 |
-1,062,915 |
16,776,846 |
-0.063 |
0.400 |
| KOR |
101 |
402,091 |
2,718,444 |
0.148 |
0.065 |
| MYS |
6 |
442,482 |
442,482 |
1.000 |
0.011 |
| NZL |
4 |
-155,964 |
155,964 |
-1.000 |
0.004 |
| PHL |
7 |
151,870 |
151,870 |
1.000 |
0.004 |
| SGP |
12 |
-735,890 |
735,890 |
-1.000 |
0.018 |
| THA |
17 |
1,048,997 |
1,048,997 |
1.000 |
0.025 |
| TWN |
72 |
1,277,017 |
3,529,572 |
0.362 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,054,659 |
| 0 |
5 |
0 |
| 1 |
23 |
1,005,212 |
| CHN |
-1 |
66 |
-2,195,696 |
| 0 |
12 |
0 |
| 1 |
67 |
3,411,655 |
| HKG |
-1 |
77 |
-3,543,191 |
| 0 |
1 |
0 |
| 1 |
68 |
3,564,523 |
| IDN |
1 |
14 |
581,602 |
| JPN |
-1 |
173 |
-8,919,880 |
| 0 |
7 |
0 |
| 1 |
144 |
7,856,966 |
| KOR |
-1 |
52 |
-1,158,176 |
| 0 |
3 |
0 |
| 1 |
46 |
1,560,267 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
442,482 |
| NZL |
-1 |
4 |
-155,964 |
| PHL |
1 |
7 |
151,870 |
| SGP |
-1 |
12 |
-735,890 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,048,997 |
| TWN |
-1 |
26 |
-1,126,278 |
| 0 |
3 |
0 |
| 1 |
43 |
2,403,294 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,054,659 |
-2,054,659 |
-1,633,098 |
0.89 |
-0.137 |
-0.120 |
273,989 |
| 0 |
5 |
0 |
0 |
0 |
1.05 |
-0.102 |
-0.098 |
0 |
| 1 |
23 |
1,005,212 |
1,005,212 |
319,189 |
0.35 |
0.026 |
0.030 |
43,385 |
| CHN |
-1 |
66 |
-2,195,696 |
-2,195,696 |
-1,836,923 |
1.33 |
-0.121 |
-0.122 |
195,362 |
| 0 |
12 |
0 |
0 |
0 |
0.95 |
-0.123 |
-0.118 |
0 |
| 1 |
67 |
3,411,655 |
3,411,655 |
3,010,392 |
1.05 |
0.078 |
0.077 |
324,069 |
| HKG |
-1 |
77 |
-3,543,191 |
-3,543,191 |
-3,622,247 |
1.18 |
-0.001 |
0.011 |
142,817 |
| 0 |
1 |
0 |
0 |
0 |
1.58 |
-0.008 |
-0.008 |
0 |
| 1 |
68 |
3,564,523 |
3,564,523 |
3,702,418 |
1.09 |
0.135 |
0.137 |
548,280 |
| IDN |
1 |
14 |
581,602 |
581,602 |
245,795 |
0.47 |
0.267 |
0.265 |
155,265 |
| JPN |
-1 |
173 |
-8,919,880 |
-8,919,880 |
-4,132,763 |
0.53 |
-0.112 |
-0.103 |
1,110,661 |
| 0 |
7 |
0 |
0 |
0 |
1.22 |
-0.012 |
0.012 |
0 |
| 1 |
144 |
7,856,966 |
7,856,966 |
4,696,442 |
0.73 |
0.029 |
0.025 |
305,390 |
| KOR |
-1 |
52 |
-1,158,176 |
-1,158,176 |
-1,599,538 |
1.42 |
0.023 |
0.026 |
32,426 |
| 0 |
3 |
0 |
0 |
0 |
1.12 |
-0.022 |
0.097 |
0 |
| 1 |
46 |
1,560,267 |
1,560,267 |
857,712 |
0.80 |
0.222 |
0.234 |
392,762 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.009 |
0.009 |
0 |
| 1 |
5 |
442,482 |
442,482 |
134,494 |
0.37 |
0.107 |
0.091 |
56,421 |
| NZL |
-1 |
4 |
-155,964 |
-155,964 |
-69,399 |
0.29 |
-0.035 |
-0.047 |
7,408 |
| PHL |
1 |
7 |
151,870 |
151,870 |
48,030 |
0.30 |
0.197 |
0.173 |
28,863 |
| SGP |
-1 |
12 |
-735,890 |
-735,890 |
-531,865 |
0.71 |
-0.052 |
-0.054 |
46,430 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.176 |
0.176 |
0 |
| 1 |
16 |
1,048,997 |
1,048,997 |
192,212 |
0.27 |
0.173 |
0.178 |
216,890 |
| TWN |
-1 |
26 |
-1,126,278 |
-1,126,278 |
-645,470 |
0.77 |
0.070 |
0.089 |
-106,128 |
| 0 |
3 |
0 |
0 |
0 |
0.65 |
0.113 |
0.095 |
0 |
| 1 |
43 |
2,403,294 |
2,403,294 |
2,165,720 |
1.00 |
0.186 |
0.179 |
476,573 |