Generated at 15:18 on Monday 08/31/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-16,493 |
| True |
-1 |
469 |
-19,881,315 |
| 0 |
26 |
0 |
| 1 |
437 |
22,070,471 |
|
target_notional |
| target_notional |
2,189,157 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| False |
-22,768 |
-16,493 |
1,954 |
16,493 |
-1.380 |
-1.000 |
0.119 |
| True |
1,443,294 |
2,189,157 |
3,967,274 |
41,951,786 |
0.034 |
0.052 |
0.095 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,974,097 |
| 0 |
0 |
| 1 |
15,417,391 |
|
alpha_notional |
| alpha_notional |
3,967,274 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,416,286 |
| 0 |
0 |
| 1 |
2,550,988 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
74 |
-1,049,336 |
3,045,563 |
-0.345 |
0.073 |
| CHN |
147 |
1,085,219 |
5,511,699 |
0.197 |
0.131 |
| HKG |
150 |
205,849 |
7,079,559 |
0.029 |
0.169 |
| IDN |
14 |
565,514 |
565,514 |
1.000 |
0.013 |
| JPN |
323 |
-1,009,526 |
16,777,569 |
-0.060 |
0.400 |
| KOR |
106 |
354,747 |
2,824,089 |
0.126 |
0.067 |
| MYS |
6 |
444,541 |
444,541 |
1.000 |
0.011 |
| NZL |
4 |
-156,258 |
156,258 |
-1.000 |
0.004 |
| PHL |
7 |
149,193 |
149,193 |
1.000 |
0.004 |
| SGP |
13 |
-729,749 |
729,749 |
-1.000 |
0.017 |
| THA |
17 |
1,050,089 |
1,050,089 |
1.000 |
0.025 |
| TWN |
71 |
1,278,873 |
3,617,964 |
0.353 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,047,449 |
| 1 |
20 |
998,113 |
| CHN |
-1 |
73 |
-2,213,240 |
| 0 |
12 |
0 |
| 1 |
62 |
3,298,459 |
| HKG |
-1 |
76 |
-3,436,855 |
| 1 |
74 |
3,642,704 |
| IDN |
0 |
1 |
0 |
| 1 |
13 |
565,514 |
| JPN |
-1 |
169 |
-8,893,548 |
| 0 |
8 |
0 |
| 1 |
146 |
7,884,022 |
| KOR |
-1 |
54 |
-1,234,671 |
| 1 |
52 |
1,589,418 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
444,541 |
| NZL |
-1 |
4 |
-156,258 |
| PHL |
1 |
7 |
149,193 |
| SGP |
-1 |
13 |
-729,749 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,050,089 |
| TWN |
-1 |
26 |
-1,169,545 |
| 0 |
3 |
0 |
| 1 |
42 |
2,448,419 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,047,449 |
-2,047,449 |
-1,681,656 |
0.91 |
-0.086 |
-0.076 |
175,061 |
| 1 |
20 |
998,113 |
998,113 |
319,669 |
0.37 |
0.048 |
0.055 |
59,033 |
| CHN |
-1 |
73 |
-2,213,240 |
-2,213,240 |
-2,117,903 |
1.36 |
-0.136 |
-0.151 |
238,909 |
| 0 |
12 |
0 |
0 |
0 |
0.96 |
-0.111 |
-0.112 |
0 |
| 1 |
62 |
3,298,459 |
3,298,459 |
2,577,363 |
0.98 |
0.065 |
0.065 |
274,114 |
| HKG |
-1 |
76 |
-3,436,855 |
-3,436,855 |
-3,116,305 |
1.07 |
0.001 |
0.014 |
121,832 |
| 1 |
74 |
3,642,704 |
3,642,704 |
3,264,485 |
0.98 |
0.129 |
0.129 |
563,444 |
| IDN |
0 |
1 |
0 |
0 |
0 |
0.61 |
0.171 |
0.171 |
0 |
| 1 |
13 |
565,514 |
565,514 |
263,628 |
0.47 |
0.198 |
0.198 |
109,458 |
| JPN |
-1 |
169 |
-8,893,548 |
-8,893,548 |
-3,929,531 |
0.53 |
-0.086 |
-0.079 |
888,123 |
| 0 |
8 |
0 |
0 |
0 |
0.74 |
-0.071 |
-0.050 |
0 |
| 1 |
146 |
7,884,022 |
7,884,022 |
5,083,385 |
0.77 |
0.042 |
0.040 |
420,949 |
| KOR |
-1 |
54 |
-1,234,671 |
-1,234,671 |
-1,900,374 |
1.53 |
0.032 |
0.051 |
46,139 |
| 1 |
52 |
1,589,418 |
1,589,418 |
1,069,429 |
0.94 |
0.228 |
0.230 |
407,305 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.016 |
0.016 |
0 |
| 1 |
5 |
444,541 |
444,541 |
135,947 |
0.37 |
0.107 |
0.107 |
59,826 |
| NZL |
-1 |
4 |
-156,258 |
-156,258 |
-68,867 |
0.26 |
-0.037 |
-0.035 |
7,007 |
| PHL |
1 |
7 |
149,193 |
149,193 |
42,885 |
0.26 |
0.115 |
0.099 |
14,447 |
| SGP |
-1 |
13 |
-729,749 |
-729,749 |
-513,441 |
0.68 |
-0.040 |
-0.039 |
31,198 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.144 |
0.144 |
0 |
| 1 |
16 |
1,050,089 |
1,050,089 |
203,548 |
0.28 |
0.156 |
0.160 |
190,917 |
| TWN |
-1 |
26 |
-1,169,545 |
-1,169,545 |
-646,020 |
0.80 |
0.066 |
0.087 |
-91,984 |
| 0 |
3 |
0 |
0 |
0 |
0.91 |
0.157 |
0.112 |
0 |
| 1 |
42 |
2,448,419 |
2,448,419 |
2,457,053 |
1.10 |
0.179 |
0.180 |
451,496 |