Generated at 15:18 on Sunday 08/30/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-22,771 |
| True |
-1 |
461 |
-19,870,345 |
| 0 |
30 |
0 |
| 1 |
434 |
22,047,150 |
|
target_notional |
| target_notional |
2,176,805 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| False |
-35,609 |
-22,771 |
3,638 |
22,771 |
-1.564 |
-1.000 |
0.160 |
| True |
1,354,078 |
2,176,805 |
4,135,739 |
41,917,495 |
0.032 |
0.052 |
0.099 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,259,191 |
| 0 |
0 |
| 1 |
15,613,268 |
|
alpha_notional |
| alpha_notional |
4,135,739 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,535,747 |
| 0 |
0 |
| 1 |
2,599,992 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
73 |
-1,049,076 |
3,058,558 |
-0.343 |
0.073 |
| CHN |
146 |
1,180,445 |
5,461,399 |
0.216 |
0.130 |
| HKG |
151 |
169,804 |
7,189,792 |
0.024 |
0.172 |
| IDN |
14 |
578,884 |
578,884 |
1.000 |
0.014 |
| JPN |
324 |
-1,060,073 |
16,721,626 |
-0.063 |
0.399 |
| KOR |
99 |
352,069 |
2,792,187 |
0.126 |
0.067 |
| MYS |
6 |
444,585 |
444,585 |
1.000 |
0.011 |
| NZL |
4 |
-155,926 |
155,926 |
-1.000 |
0.004 |
| PHL |
7 |
149,193 |
149,193 |
1.000 |
0.004 |
| SGP |
12 |
-732,056 |
732,056 |
-1.000 |
0.017 |
| THA |
17 |
1,049,616 |
1,049,616 |
1.000 |
0.025 |
| TWN |
72 |
1,249,339 |
3,583,672 |
0.349 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,053,817 |
| 1 |
20 |
1,004,741 |
| CHN |
-1 |
68 |
-2,140,477 |
| 0 |
15 |
0 |
| 1 |
63 |
3,320,922 |
| HKG |
-1 |
76 |
-3,509,994 |
| 0 |
1 |
0 |
| 1 |
74 |
3,679,798 |
| IDN |
1 |
14 |
578,884 |
| JPN |
-1 |
170 |
-8,890,850 |
| 0 |
8 |
0 |
| 1 |
146 |
7,830,776 |
| KOR |
-1 |
52 |
-1,220,059 |
| 0 |
1 |
0 |
| 1 |
46 |
1,572,128 |
| MYS |
1 |
6 |
444,585 |
| NZL |
-1 |
4 |
-155,926 |
| PHL |
1 |
7 |
149,193 |
| SGP |
-1 |
12 |
-732,056 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,049,616 |
| TWN |
-1 |
26 |
-1,167,166 |
| 0 |
4 |
0 |
| 1 |
42 |
2,416,506 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,053,817 |
-2,053,817 |
-1,616,582 |
0.89 |
-0.094 |
-0.078 |
189,648 |
| 1 |
20 |
1,004,741 |
1,004,741 |
307,014 |
0.37 |
0.049 |
0.060 |
64,924 |
| CHN |
-1 |
68 |
-2,140,477 |
-2,140,477 |
-2,035,727 |
1.33 |
-0.117 |
-0.132 |
217,422 |
| 0 |
15 |
0 |
0 |
0 |
1.48 |
-0.137 |
-0.118 |
0 |
| 1 |
63 |
3,320,922 |
3,320,922 |
2,948,188 |
1.04 |
0.066 |
0.063 |
283,914 |
| HKG |
-1 |
76 |
-3,509,994 |
-3,509,994 |
-3,541,292 |
1.18 |
0.014 |
0.032 |
92,344 |
| 0 |
1 |
0 |
0 |
0 |
1.98 |
0.053 |
0.053 |
0 |
| 1 |
74 |
3,679,798 |
3,679,798 |
3,872,366 |
1.12 |
0.149 |
0.147 |
648,274 |
| IDN |
1 |
14 |
578,884 |
578,884 |
245,803 |
0.47 |
0.224 |
0.217 |
127,760 |
| JPN |
-1 |
170 |
-8,890,850 |
-8,890,850 |
-4,140,614 |
0.54 |
-0.104 |
-0.096 |
1,043,107 |
| 0 |
8 |
0 |
0 |
0 |
0.99 |
-0.021 |
-0.037 |
0 |
| 1 |
146 |
7,830,776 |
7,830,776 |
4,795,109 |
0.74 |
0.035 |
0.032 |
366,956 |
| KOR |
-1 |
52 |
-1,220,059 |
-1,220,059 |
-1,666,942 |
1.38 |
0.037 |
0.040 |
39,292 |
| 0 |
1 |
0 |
0 |
0 |
1.73 |
-0.251 |
-0.251 |
0 |
| 1 |
46 |
1,572,128 |
1,572,128 |
868,344 |
0.80 |
0.213 |
0.219 |
376,251 |
| MYS |
1 |
6 |
444,585 |
444,585 |
136,256 |
0.33 |
0.080 |
0.070 |
54,244 |
| NZL |
-1 |
4 |
-155,926 |
-155,926 |
-69,133 |
0.29 |
-0.006 |
-0.006 |
1,872 |
| PHL |
1 |
7 |
149,193 |
149,193 |
47,237 |
0.30 |
0.181 |
0.137 |
24,020 |
| SGP |
-1 |
12 |
-732,056 |
-732,056 |
-529,529 |
0.71 |
-0.037 |
-0.045 |
32,825 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.39 |
0.178 |
0.178 |
0 |
| 1 |
16 |
1,049,616 |
1,049,616 |
197,780 |
0.27 |
0.187 |
0.191 |
224,916 |
| TWN |
-1 |
26 |
-1,167,166 |
-1,167,166 |
-659,372 |
0.77 |
0.058 |
0.081 |
-80,764 |
| 0 |
4 |
0 |
0 |
0 |
0.66 |
0.133 |
0.147 |
0 |
| 1 |
42 |
2,416,506 |
2,416,506 |
2,195,172 |
1.00 |
0.169 |
0.158 |
428,733 |