Generated at 15:18 on Thursday 09/03/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
479 |
-19,923,151 |
| 0 |
18 |
0 |
| 1 |
445 |
21,878,387 |
|
target_notional |
| target_notional |
1,955,237 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,109,853 |
1,955,237 |
3,969,395 |
41,801,538 |
0.027 |
0.047 |
0.095 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,041,457 |
| 0 |
0 |
| 1 |
15,151,310 |
|
alpha_notional |
| alpha_notional |
3,969,395 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,396,306 |
| 0 |
0 |
| 1 |
2,573,089 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
76 |
-1,050,044 |
3,044,392 |
-0.345 |
0.073 |
| CHN |
150 |
926,465 |
5,692,189 |
0.163 |
0.136 |
| HKG |
152 |
368,084 |
7,129,643 |
0.052 |
0.171 |
| IDN |
13 |
558,148 |
558,148 |
1.000 |
0.013 |
| JPN |
330 |
-1,077,291 |
16,708,055 |
-0.064 |
0.400 |
| KOR |
105 |
485,884 |
2,816,392 |
0.173 |
0.067 |
| MYS |
6 |
435,312 |
435,312 |
1.000 |
0.010 |
| NZL |
4 |
-154,630 |
154,630 |
-1.000 |
0.004 |
| PHL |
7 |
149,001 |
149,001 |
1.000 |
0.004 |
| SGP |
13 |
-727,826 |
727,826 |
-1.000 |
0.017 |
| THA |
16 |
1,049,940 |
1,049,940 |
1.000 |
0.025 |
| TWN |
70 |
992,194 |
3,336,007 |
0.297 |
0.080 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,047,218 |
| 1 |
20 |
997,174 |
| CHN |
-1 |
77 |
-2,382,862 |
| 0 |
7 |
0 |
| 1 |
66 |
3,309,327 |
| HKG |
-1 |
75 |
-3,380,780 |
| 1 |
77 |
3,748,864 |
| IDN |
1 |
13 |
558,148 |
| JPN |
-1 |
177 |
-8,892,673 |
| 0 |
5 |
0 |
| 1 |
148 |
7,815,382 |
| KOR |
-1 |
52 |
-1,165,254 |
| 1 |
53 |
1,651,138 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
435,312 |
| NZL |
-1 |
4 |
-154,630 |
| PHL |
1 |
7 |
149,001 |
| SGP |
-1 |
13 |
-727,826 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,940 |
| TWN |
-1 |
25 |
-1,171,907 |
| 0 |
4 |
0 |
| 1 |
41 |
2,164,101 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,047,218 |
-2,047,218 |
-1,666,843 |
0.90 |
-0.086 |
-0.072 |
173,368 |
| 1 |
20 |
997,174 |
997,174 |
287,404 |
0.39 |
0.050 |
0.044 |
52,655 |
| CHN |
-1 |
77 |
-2,382,862 |
-2,382,862 |
-2,350,684 |
1.34 |
-0.166 |
-0.171 |
295,646 |
| 0 |
7 |
0 |
0 |
0 |
1.75 |
-0.219 |
-0.263 |
0 |
| 1 |
66 |
3,309,327 |
3,309,327 |
2,635,626 |
1.03 |
0.069 |
0.063 |
262,357 |
| HKG |
-1 |
75 |
-3,380,780 |
-3,380,780 |
-3,085,099 |
1.06 |
-0.003 |
0.019 |
132,387 |
| 1 |
77 |
3,748,864 |
3,748,864 |
3,355,137 |
0.97 |
0.131 |
0.130 |
600,715 |
| IDN |
1 |
13 |
558,148 |
558,148 |
259,483 |
0.47 |
0.165 |
0.164 |
92,572 |
| JPN |
-1 |
177 |
-8,892,673 |
-8,892,673 |
-3,979,593 |
0.51 |
-0.076 |
-0.069 |
811,691 |
| 0 |
5 |
0 |
0 |
0 |
1.20 |
0.071 |
0.071 |
0 |
| 1 |
148 |
7,815,382 |
7,815,382 |
4,988,897 |
0.78 |
0.053 |
0.050 |
463,968 |
| KOR |
-1 |
52 |
-1,165,254 |
-1,165,254 |
-1,747,942 |
1.52 |
0.039 |
0.033 |
27,896 |
| 1 |
53 |
1,651,138 |
1,651,138 |
1,153,408 |
0.95 |
0.227 |
0.219 |
397,505 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.002 |
0.002 |
0 |
| 1 |
5 |
435,312 |
435,312 |
131,882 |
0.37 |
0.131 |
0.128 |
69,793 |
| NZL |
-1 |
4 |
-154,630 |
-154,630 |
-68,575 |
0.26 |
-0.016 |
-0.023 |
5,104 |
| PHL |
1 |
7 |
149,001 |
149,001 |
42,739 |
0.26 |
0.092 |
0.094 |
14,255 |
| SGP |
-1 |
13 |
-727,826 |
-727,826 |
-510,975 |
0.68 |
-0.044 |
-0.049 |
32,897 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.173 |
0.173 |
0 |
| 1 |
15 |
1,049,940 |
1,049,940 |
202,920 |
0.29 |
0.168 |
0.157 |
196,469 |
| TWN |
-1 |
25 |
-1,171,907 |
-1,171,907 |
-631,745 |
0.77 |
0.068 |
0.081 |
-82,683 |
| 0 |
4 |
0 |
0 |
0 |
0.99 |
0.179 |
0.172 |
0 |
| 1 |
41 |
2,164,101 |
2,164,101 |
2,093,814 |
1.10 |
0.186 |
0.183 |
422,798 |