Generated at 15:19 on Wednesday 09/02/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
474 |
-19,912,344 |
| 0 |
26 |
0 |
| 1 |
445 |
21,852,677 |
|
target_notional |
| target_notional |
1,940,333 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,112,353 |
1,940,333 |
3,937,082 |
41,765,021 |
0.027 |
0.046 |
0.094 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,976,268 |
| 0 |
0 |
| 1 |
15,088,620 |
|
alpha_notional |
| alpha_notional |
3,937,082 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,351,870 |
| 0 |
0 |
| 1 |
2,585,213 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
77 |
-1,050,712 |
3,044,919 |
-0.345 |
0.073 |
| CHN |
152 |
913,586 |
5,685,096 |
0.161 |
0.136 |
| HKG |
153 |
351,680 |
7,107,755 |
0.049 |
0.170 |
| IDN |
13 |
554,059 |
554,059 |
1.000 |
0.013 |
| JPN |
328 |
-1,069,509 |
16,749,080 |
-0.064 |
0.401 |
| KOR |
104 |
473,984 |
2,743,567 |
0.173 |
0.066 |
| MYS |
6 |
436,573 |
436,573 |
1.000 |
0.010 |
| NZL |
4 |
-156,238 |
156,238 |
-1.000 |
0.004 |
| PHL |
7 |
149,038 |
149,038 |
1.000 |
0.004 |
| SGP |
13 |
-727,738 |
727,738 |
-1.000 |
0.017 |
| THA |
17 |
1,049,243 |
1,049,243 |
1.000 |
0.025 |
| TWN |
71 |
1,016,366 |
3,361,715 |
0.302 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,047,816 |
| 0 |
1 |
0 |
| 1 |
20 |
997,104 |
| CHN |
-1 |
75 |
-2,385,755 |
| 0 |
13 |
0 |
| 1 |
64 |
3,299,341 |
| HKG |
-1 |
74 |
-3,378,038 |
| 0 |
2 |
0 |
| 1 |
77 |
3,729,718 |
| IDN |
1 |
13 |
554,059 |
| JPN |
-1 |
177 |
-8,909,294 |
| 0 |
1 |
0 |
| 1 |
150 |
7,839,785 |
| KOR |
-1 |
50 |
-1,134,791 |
| 0 |
1 |
0 |
| 1 |
53 |
1,608,775 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
436,573 |
| NZL |
-1 |
4 |
-156,238 |
| PHL |
1 |
7 |
149,038 |
| SGP |
-1 |
13 |
-727,738 |
| THA |
0 |
2 |
0 |
| 1 |
15 |
1,049,243 |
| TWN |
-1 |
25 |
-1,172,674 |
| 0 |
5 |
0 |
| 1 |
41 |
2,189,040 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,047,816 |
-2,047,816 |
-1,643,720 |
0.90 |
-0.080 |
-0.066 |
164,498 |
| 0 |
1 |
0 |
0 |
0 |
0.73 |
0.090 |
0.090 |
0 |
| 1 |
20 |
997,104 |
997,104 |
295,863 |
0.39 |
0.050 |
0.043 |
56,434 |
| CHN |
-1 |
75 |
-2,385,755 |
-2,385,755 |
-2,364,852 |
1.36 |
-0.155 |
-0.160 |
308,913 |
| 0 |
13 |
0 |
0 |
0 |
1.51 |
-0.220 |
-0.205 |
0 |
| 1 |
64 |
3,299,341 |
3,299,341 |
2,597,063 |
0.97 |
0.069 |
0.067 |
266,531 |
| HKG |
-1 |
74 |
-3,378,038 |
-3,378,038 |
-3,066,696 |
1.05 |
0.004 |
0.026 |
114,691 |
| 0 |
2 |
0 |
0 |
0 |
0.79 |
0.099 |
0.099 |
0 |
| 1 |
77 |
3,729,718 |
3,729,718 |
3,317,678 |
0.97 |
0.136 |
0.136 |
605,794 |
| IDN |
1 |
13 |
554,059 |
554,059 |
257,404 |
0.47 |
0.190 |
0.190 |
106,807 |
| JPN |
-1 |
177 |
-8,909,294 |
-8,909,294 |
-3,968,317 |
0.51 |
-0.074 |
-0.068 |
794,300 |
| 0 |
1 |
0 |
0 |
0 |
1.18 |
0.070 |
0.070 |
0 |
| 1 |
150 |
7,839,785 |
7,839,785 |
5,004,995 |
0.77 |
0.051 |
0.048 |
446,380 |
| KOR |
-1 |
50 |
-1,134,791 |
-1,134,791 |
-1,710,341 |
1.54 |
0.049 |
0.051 |
12,233 |
| 0 |
1 |
0 |
0 |
0 |
1.75 |
0.191 |
0.191 |
0 |
| 1 |
53 |
1,608,775 |
1,608,775 |
1,100,732 |
0.95 |
0.239 |
0.237 |
421,960 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
-0.001 |
-0.001 |
0 |
| 1 |
5 |
436,573 |
436,573 |
132,569 |
0.37 |
0.131 |
0.103 |
68,213 |
| NZL |
-1 |
4 |
-156,238 |
-156,238 |
-69,245 |
0.26 |
-0.030 |
-0.034 |
7,099 |
| PHL |
1 |
7 |
149,038 |
149,038 |
42,728 |
0.26 |
0.085 |
0.097 |
12,627 |
| SGP |
-1 |
13 |
-727,738 |
-727,738 |
-511,738 |
0.68 |
-0.042 |
-0.049 |
29,570 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.21 |
0.140 |
0.140 |
0 |
| 1 |
15 |
1,049,243 |
1,049,243 |
204,413 |
0.29 |
0.171 |
0.167 |
196,928 |
| TWN |
-1 |
25 |
-1,172,674 |
-1,172,674 |
-641,360 |
0.77 |
0.061 |
0.073 |
-79,434 |
| 0 |
5 |
0 |
0 |
0 |
1.07 |
0.115 |
0.129 |
0 |
| 1 |
41 |
2,189,040 |
2,189,040 |
2,135,175 |
1.10 |
0.172 |
0.176 |
403,539 |