Generated at 15:18 on Sunday 09/06/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
473 |
-19,922,112 |
| 0 |
40 |
0 |
| 1 |
444 |
21,873,053 |
|
target_notional |
| target_notional |
1,950,941 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
979,945 |
1,950,941 |
3,957,080 |
41,795,165 |
0.023 |
0.047 |
0.095 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,161,236 |
| 0 |
0 |
| 1 |
15,141,181 |
|
alpha_notional |
| alpha_notional |
3,957,080 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,252,711 |
| 0 |
0 |
| 1 |
2,704,369 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
78 |
-1,049,222 |
3,044,695 |
-0.345 |
0.073 |
| CHN |
157 |
894,931 |
5,781,339 |
0.155 |
0.138 |
| HKG |
153 |
243,949 |
7,163,343 |
0.034 |
0.171 |
| IDN |
13 |
557,187 |
557,187 |
1.000 |
0.013 |
| JPN |
329 |
-1,033,830 |
16,442,819 |
-0.063 |
0.393 |
| KOR |
106 |
502,912 |
2,873,949 |
0.175 |
0.069 |
| MYS |
6 |
434,500 |
434,500 |
1.000 |
0.010 |
| NZL |
4 |
-148,186 |
148,186 |
-1.000 |
0.004 |
| PHL |
7 |
148,386 |
148,386 |
1.000 |
0.004 |
| SGP |
15 |
-699,991 |
727,758 |
-0.962 |
0.017 |
| THA |
16 |
1,049,658 |
1,049,658 |
1.000 |
0.025 |
| TWN |
73 |
1,050,648 |
3,423,345 |
0.307 |
0.082 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,046,959 |
| 1 |
21 |
997,736 |
| CHN |
-1 |
79 |
-2,443,204 |
| 0 |
10 |
0 |
| 1 |
68 |
3,338,135 |
| HKG |
-1 |
76 |
-3,459,697 |
| 0 |
4 |
0 |
| 1 |
73 |
3,703,646 |
| IDN |
1 |
13 |
557,187 |
| JPN |
-1 |
169 |
-8,738,325 |
| 0 |
15 |
0 |
| 1 |
145 |
7,704,495 |
| KOR |
-1 |
52 |
-1,185,518 |
| 1 |
54 |
1,688,430 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
434,500 |
| NZL |
-1 |
3 |
-148,186 |
| 0 |
1 |
0 |
| PHL |
1 |
7 |
148,386 |
| SGP |
-1 |
12 |
-713,875 |
| 0 |
1 |
0 |
| 1 |
2 |
13,883 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,658 |
| TWN |
-1 |
25 |
-1,186,349 |
| 0 |
7 |
0 |
| 1 |
41 |
2,236,996 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-2,046,959 |
-2,046,959 |
-1,686,362 |
0.90 |
-0.069 |
-0.061 |
134,108 |
| 1 |
21 |
997,736 |
997,736 |
286,200 |
0.40 |
0.078 |
0.080 |
88,055 |
| CHN |
-1 |
79 |
-2,443,204 |
-2,443,204 |
-2,368,400 |
1.33 |
-0.169 |
-0.171 |
318,294 |
| 0 |
10 |
0 |
0 |
0 |
1.69 |
-0.219 |
-0.249 |
0 |
| 1 |
68 |
3,338,135 |
3,338,135 |
2,666,962 |
1.03 |
0.055 |
0.055 |
198,477 |
| HKG |
-1 |
76 |
-3,459,697 |
-3,459,697 |
-3,172,352 |
1.06 |
-0.048 |
-0.019 |
288,070 |
| 0 |
4 |
0 |
0 |
0 |
1.57 |
0.013 |
0.012 |
0 |
| 1 |
73 |
3,703,646 |
3,703,646 |
3,311,796 |
0.93 |
0.093 |
0.093 |
460,264 |
| IDN |
1 |
13 |
557,187 |
557,187 |
259,059 |
0.47 |
0.187 |
0.184 |
102,489 |
| JPN |
-1 |
169 |
-8,738,325 |
-8,738,325 |
-3,937,778 |
0.53 |
-0.056 |
-0.044 |
582,720 |
| 0 |
15 |
0 |
0 |
0 |
0.64 |
-0.038 |
-0.016 |
0 |
| 1 |
145 |
7,704,495 |
7,704,495 |
4,860,900 |
0.77 |
0.065 |
0.057 |
592,322 |
| KOR |
-1 |
52 |
-1,185,518 |
-1,185,518 |
-1,781,526 |
1.52 |
0.033 |
0.048 |
28,144 |
| 1 |
54 |
1,688,430 |
1,688,430 |
1,191,330 |
0.95 |
0.247 |
0.247 |
474,548 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.027 |
0.027 |
0 |
| 1 |
5 |
434,500 |
434,500 |
132,287 |
0.37 |
0.163 |
0.134 |
82,771 |
| NZL |
-1 |
3 |
-148,186 |
-148,186 |
-69,423 |
0.32 |
-0.016 |
-0.019 |
3,122 |
| 0 |
1 |
0 |
0 |
0 |
0.07 |
0.025 |
0.025 |
0 |
| PHL |
1 |
7 |
148,386 |
148,386 |
42,583 |
0.26 |
0.122 |
0.142 |
20,487 |
| SGP |
-1 |
12 |
-713,875 |
-713,875 |
-500,903 |
0.69 |
-0.027 |
-0.033 |
18,890 |
| 0 |
1 |
0 |
0 |
0 |
0.56 |
0.015 |
0.015 |
0 |
| 1 |
2 |
13,883 |
13,883 |
2,662 |
0.23 |
0.062 |
0.062 |
821 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.172 |
0.172 |
0 |
| 1 |
15 |
1,049,658 |
1,049,658 |
201,560 |
0.29 |
0.173 |
0.170 |
204,962 |
| TWN |
-1 |
25 |
-1,186,349 |
-1,186,349 |
-644,492 |
0.77 |
0.097 |
0.112 |
-120,636 |
| 0 |
7 |
0 |
0 |
0 |
1.30 |
0.200 |
0.199 |
0 |
| 1 |
41 |
2,236,996 |
2,236,996 |
2,185,841 |
1.10 |
0.210 |
0.212 |
479,174 |