Generated at 15:19 on Thursday 08/27/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
468 |
-19,887,785 |
| 0 |
27 |
0 |
| 1 |
438 |
21,997,334 |
|
target_notional |
| target_notional |
2,109,549 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,120,411 |
2,109,549 |
4,182,091 |
41,885,119 |
0.027 |
0.050 |
0.100 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,308,010 |
| 0 |
0 |
| 1 |
15,428,421 |
|
alpha_notional |
| alpha_notional |
4,182,091 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,625,215 |
| 0 |
0 |
| 1 |
2,556,876 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
76 |
-1,049,793 |
3,060,045 |
-0.343 |
0.073 |
| CHN |
150 |
1,251,772 |
5,493,377 |
0.228 |
0.131 |
| HKG |
149 |
9,563 |
7,154,272 |
0.001 |
0.171 |
| IDN |
14 |
582,322 |
582,322 |
1.000 |
0.014 |
| JPN |
323 |
-1,028,778 |
16,760,701 |
-0.061 |
0.400 |
| KOR |
100 |
323,065 |
2,737,706 |
0.118 |
0.065 |
| MYS |
6 |
449,428 |
449,428 |
1.000 |
0.011 |
| NZL |
4 |
-155,979 |
155,979 |
-1.000 |
0.004 |
| PHL |
7 |
148,500 |
148,500 |
1.000 |
0.004 |
| SGP |
12 |
-736,014 |
736,014 |
-1.000 |
0.018 |
| THA |
17 |
1,049,568 |
1,049,568 |
1.000 |
0.025 |
| TWN |
75 |
1,265,896 |
3,557,206 |
0.356 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,054,919 |
| 0 |
3 |
0 |
| 1 |
20 |
1,005,126 |
| CHN |
-1 |
73 |
-2,120,803 |
| 0 |
9 |
0 |
| 1 |
68 |
3,372,575 |
| HKG |
-1 |
76 |
-3,572,355 |
| 0 |
2 |
0 |
| 1 |
71 |
3,581,918 |
| IDN |
1 |
14 |
582,322 |
| JPN |
-1 |
171 |
-8,894,740 |
| 0 |
4 |
0 |
| 1 |
148 |
7,865,961 |
| KOR |
-1 |
53 |
-1,207,321 |
| 0 |
1 |
0 |
| 1 |
46 |
1,530,386 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
449,428 |
| NZL |
-1 |
4 |
-155,979 |
| PHL |
1 |
7 |
148,500 |
| SGP |
-1 |
12 |
-736,014 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,049,568 |
| TWN |
-1 |
26 |
-1,145,655 |
| 0 |
6 |
0 |
| 1 |
43 |
2,411,551 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,054,919 |
-2,054,919 |
-1,615,110 |
0.89 |
-0.105 |
-0.089 |
213,094 |
| 0 |
3 |
0 |
0 |
0 |
0.21 |
0.017 |
0.016 |
0 |
| 1 |
20 |
1,005,126 |
1,005,126 |
308,597 |
0.37 |
0.038 |
0.043 |
54,046 |
| CHN |
-1 |
73 |
-2,120,803 |
-2,120,803 |
-2,016,283 |
1.32 |
-0.127 |
-0.142 |
214,826 |
| 0 |
9 |
0 |
0 |
0 |
1.50 |
-0.140 |
-0.160 |
0 |
| 1 |
68 |
3,372,575 |
3,372,575 |
2,986,133 |
1.06 |
0.068 |
0.068 |
297,189 |
| HKG |
-1 |
76 |
-3,572,355 |
-3,572,355 |
-3,653,828 |
1.18 |
0.001 |
0.023 |
169,927 |
| 0 |
2 |
0 |
0 |
0 |
1.58 |
0.072 |
0.072 |
0 |
| 1 |
71 |
3,581,918 |
3,581,918 |
3,739,815 |
1.12 |
0.136 |
0.136 |
569,356 |
| IDN |
1 |
14 |
582,322 |
582,322 |
247,706 |
0.47 |
0.223 |
0.222 |
129,029 |
| JPN |
-1 |
171 |
-8,894,740 |
-8,894,740 |
-4,110,845 |
0.53 |
-0.102 |
-0.094 |
1,036,230 |
| 0 |
4 |
0 |
0 |
0 |
1.03 |
-0.106 |
-0.135 |
0 |
| 1 |
148 |
7,865,961 |
7,865,961 |
4,733,012 |
0.74 |
0.034 |
0.036 |
364,925 |
| KOR |
-1 |
53 |
-1,207,321 |
-1,207,321 |
-1,659,934 |
1.38 |
0.025 |
0.023 |
46,912 |
| 0 |
1 |
0 |
0 |
0 |
2.29 |
-0.135 |
-0.135 |
0 |
| 1 |
46 |
1,530,386 |
1,530,386 |
849,973 |
0.80 |
0.220 |
0.229 |
381,562 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
-0.014 |
-0.014 |
0 |
| 1 |
5 |
449,428 |
449,428 |
137,219 |
0.37 |
0.090 |
0.080 |
49,784 |
| NZL |
-1 |
4 |
-155,979 |
-155,979 |
-69,544 |
0.29 |
-0.015 |
-0.020 |
3,953 |
| PHL |
1 |
7 |
148,500 |
148,500 |
46,973 |
0.30 |
0.197 |
0.173 |
27,860 |
| SGP |
-1 |
12 |
-736,014 |
-736,014 |
-532,595 |
0.71 |
-0.042 |
-0.047 |
39,374 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.169 |
0.169 |
0 |
| 1 |
16 |
1,049,568 |
1,049,568 |
196,967 |
0.27 |
0.163 |
0.159 |
206,059 |
| TWN |
-1 |
26 |
-1,145,655 |
-1,145,655 |
-649,870 |
0.77 |
0.070 |
0.086 |
-99,101 |
| 0 |
6 |
0 |
0 |
0 |
1.21 |
0.134 |
0.130 |
0 |
| 1 |
43 |
2,411,551 |
2,411,551 |
2,182,027 |
1.00 |
0.188 |
0.190 |
477,066 |