Generated at 15:18 on Tuesday 09/01/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
472 |
-19,903,556 |
| 0 |
27 |
0 |
| 1 |
436 |
21,847,937 |
|
target_notional |
| target_notional |
1,944,381 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,123,280 |
1,944,381 |
3,951,515 |
41,751,493 |
0.027 |
0.047 |
0.095 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,006,173 |
| 0 |
0 |
| 1 |
15,129,453 |
|
alpha_notional |
| alpha_notional |
3,951,515 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,416,722 |
| 0 |
0 |
| 1 |
2,534,793 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
75 |
-1,049,458 |
3,044,507 |
-0.345 |
0.073 |
| CHN |
150 |
1,003,205 |
5,579,660 |
0.180 |
0.134 |
| HKG |
152 |
274,866 |
7,044,060 |
0.039 |
0.169 |
| IDN |
13 |
555,890 |
555,890 |
1.000 |
0.013 |
| JPN |
318 |
-1,040,603 |
16,756,132 |
-0.062 |
0.401 |
| KOR |
109 |
402,132 |
2,845,921 |
0.141 |
0.068 |
| MYS |
6 |
440,816 |
440,816 |
1.000 |
0.011 |
| NZL |
4 |
-155,834 |
155,834 |
-1.000 |
0.004 |
| PHL |
7 |
152,128 |
152,128 |
1.000 |
0.004 |
| SGP |
13 |
-733,019 |
733,019 |
-1.000 |
0.018 |
| THA |
17 |
1,049,980 |
1,049,980 |
1.000 |
0.025 |
| TWN |
71 |
1,044,277 |
3,393,543 |
0.308 |
0.081 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-2,046,982 |
| 0 |
1 |
0 |
| 1 |
20 |
997,525 |
| CHN |
-1 |
81 |
-2,288,227 |
| 0 |
10 |
0 |
| 1 |
59 |
3,291,433 |
| HKG |
-1 |
75 |
-3,384,597 |
| 0 |
1 |
0 |
| 1 |
76 |
3,659,463 |
| IDN |
1 |
13 |
555,890 |
| JPN |
-1 |
168 |
-8,898,368 |
| 0 |
4 |
0 |
| 1 |
146 |
7,857,764 |
| KOR |
-1 |
51 |
-1,221,895 |
| 0 |
5 |
0 |
| 1 |
53 |
1,624,027 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
440,816 |
| NZL |
-1 |
4 |
-155,834 |
| PHL |
1 |
7 |
152,128 |
| SGP |
-1 |
13 |
-733,019 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,049,980 |
| TWN |
-1 |
26 |
-1,174,633 |
| 0 |
4 |
0 |
| 1 |
41 |
2,218,910 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-2,046,982 |
-2,046,982 |
-1,680,179 |
0.91 |
-0.087 |
-0.073 |
174,950 |
| 0 |
1 |
0 |
0 |
0 |
0.20 |
0.002 |
0.002 |
0 |
| 1 |
20 |
997,525 |
997,525 |
319,197 |
0.37 |
0.057 |
0.066 |
69,003 |
| CHN |
-1 |
81 |
-2,288,227 |
-2,288,227 |
-2,238,308 |
1.36 |
-0.158 |
-0.176 |
273,670 |
| 0 |
10 |
0 |
0 |
0 |
1.43 |
-0.114 |
-0.094 |
0 |
| 1 |
59 |
3,291,433 |
3,291,433 |
2,573,390 |
0.98 |
0.068 |
0.060 |
264,995 |
| HKG |
-1 |
75 |
-3,384,597 |
-3,384,597 |
-3,060,418 |
1.06 |
0.012 |
0.031 |
74,984 |
| 0 |
1 |
0 |
0 |
0 |
2.07 |
0.139 |
0.139 |
0 |
| 1 |
76 |
3,659,463 |
3,659,463 |
3,274,945 |
0.97 |
0.140 |
0.139 |
615,708 |
| IDN |
1 |
13 |
555,890 |
555,890 |
258,594 |
0.47 |
0.204 |
0.196 |
114,012 |
| JPN |
-1 |
168 |
-8,898,368 |
-8,898,368 |
-3,929,803 |
0.52 |
-0.089 |
-0.085 |
908,877 |
| 0 |
4 |
0 |
0 |
0 |
0.71 |
-0.005 |
-0.020 |
0 |
| 1 |
146 |
7,857,764 |
7,857,764 |
5,036,608 |
0.77 |
0.038 |
0.034 |
370,930 |
| KOR |
-1 |
51 |
-1,221,895 |
-1,221,895 |
-1,859,833 |
1.54 |
0.032 |
0.044 |
47,426 |
| 0 |
5 |
0 |
0 |
0 |
1.75 |
-0.032 |
-0.019 |
0 |
| 1 |
53 |
1,624,027 |
1,624,027 |
1,109,310 |
0.95 |
0.234 |
0.231 |
417,056 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.019 |
0.019 |
0 |
| 1 |
5 |
440,816 |
440,816 |
133,857 |
0.37 |
0.127 |
0.100 |
67,518 |
| NZL |
-1 |
4 |
-155,834 |
-155,834 |
-68,394 |
0.26 |
-0.021 |
-0.023 |
4,273 |
| PHL |
1 |
7 |
152,128 |
152,128 |
43,637 |
0.26 |
0.077 |
0.111 |
9,304 |
| SGP |
-1 |
13 |
-733,019 |
-733,019 |
-515,374 |
0.68 |
-0.033 |
-0.039 |
28,557 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.169 |
0.169 |
0 |
| 1 |
16 |
1,049,980 |
1,049,980 |
201,884 |
0.28 |
0.170 |
0.166 |
199,661 |
| TWN |
-1 |
26 |
-1,174,633 |
-1,174,633 |
-653,863 |
0.80 |
0.065 |
0.078 |
-96,016 |
| 0 |
4 |
0 |
0 |
0 |
0.99 |
0.169 |
0.145 |
0 |
| 1 |
41 |
2,218,910 |
2,218,910 |
2,178,032 |
1.10 |
0.171 |
0.164 |
406,605 |