Generated at 15:18 on Monday 09/07/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-25,921 |
| True |
-1 |
471 |
-19,898,757 |
| 0 |
44 |
0 |
| 1 |
442 |
21,759,793 |
|
target_notional |
| target_notional |
1,861,036 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| False |
-35,782 |
-25,921 |
3,936 |
25,921 |
-1.380 |
-1.000 |
0.152 |
| True |
813,230 |
1,861,036 |
4,057,573 |
41,658,551 |
0.020 |
0.045 |
0.097 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,365,160 |
| 0 |
0 |
| 1 |
15,178,390 |
|
alpha_notional |
| alpha_notional |
4,057,573 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,312,826 |
| 0 |
0 |
| 1 |
2,744,747 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
78 |
-1,049,986 |
3,046,096 |
-0.345 |
0.073 |
| CHN |
160 |
823,421 |
5,737,707 |
0.144 |
0.138 |
| HKG |
150 |
136,625 |
7,080,066 |
0.019 |
0.170 |
| IDN |
13 |
557,739 |
557,739 |
1.000 |
0.013 |
| JPN |
323 |
-1,012,930 |
16,333,657 |
-0.062 |
0.392 |
| KOR |
109 |
501,472 |
2,915,611 |
0.172 |
0.070 |
| MYS |
6 |
430,937 |
430,937 |
1.000 |
0.010 |
| NZL |
3 |
-151,379 |
151,379 |
-1.000 |
0.004 |
| PHL |
7 |
147,073 |
147,073 |
1.000 |
0.004 |
| SGP |
14 |
-703,171 |
731,019 |
-0.962 |
0.018 |
| THA |
16 |
1,049,407 |
1,049,407 |
1.000 |
0.025 |
| TWN |
78 |
1,131,828 |
3,477,859 |
0.325 |
0.083 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-2,048,041 |
| 1 |
21 |
998,055 |
| CHN |
-1 |
77 |
-2,457,143 |
| 0 |
15 |
0 |
| 1 |
68 |
3,280,564 |
| HKG |
-1 |
77 |
-3,471,720 |
| 0 |
2 |
0 |
| 1 |
71 |
3,608,345 |
| IDN |
1 |
13 |
557,739 |
| JPN |
-1 |
171 |
-8,673,294 |
| 0 |
9 |
0 |
| 1 |
143 |
7,660,363 |
| KOR |
-1 |
52 |
-1,207,070 |
| 0 |
2 |
0 |
| 1 |
55 |
1,708,542 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
430,937 |
| NZL |
-1 |
3 |
-151,379 |
| PHL |
1 |
7 |
147,073 |
| SGP |
-1 |
11 |
-717,095 |
| 0 |
1 |
0 |
| 1 |
2 |
13,924 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,407 |
| TWN |
-1 |
23 |
-1,173,015 |
| 0 |
13 |
0 |
| 1 |
42 |
2,304,843 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-2,048,041 |
-2,048,041 |
-1,669,410 |
0.90 |
-0.079 |
-0.074 |
156,334 |
| 1 |
21 |
998,055 |
998,055 |
287,377 |
0.40 |
0.065 |
0.067 |
78,538 |
| CHN |
-1 |
77 |
-2,457,143 |
-2,457,143 |
-2,427,940 |
1.34 |
-0.175 |
-0.169 |
319,532 |
| 0 |
15 |
0 |
0 |
0 |
1.66 |
-0.164 |
-0.159 |
0 |
| 1 |
68 |
3,280,564 |
3,280,564 |
2,632,393 |
1.03 |
0.060 |
0.065 |
210,623 |
| HKG |
-1 |
77 |
-3,471,720 |
-3,471,720 |
-3,217,259 |
1.08 |
-0.040 |
-0.017 |
261,751 |
| 0 |
2 |
0 |
0 |
0 |
0.76 |
0.043 |
0.043 |
0 |
| 1 |
71 |
3,608,345 |
3,608,345 |
3,241,720 |
0.94 |
0.103 |
0.100 |
480,309 |
| IDN |
1 |
13 |
557,739 |
557,739 |
259,365 |
0.47 |
0.187 |
0.182 |
103,538 |
| JPN |
-1 |
171 |
-8,673,294 |
-8,673,294 |
-4,034,311 |
0.56 |
-0.064 |
-0.055 |
642,516 |
| 0 |
9 |
0 |
0 |
0 |
1.02 |
-0.036 |
-0.057 |
0 |
| 1 |
143 |
7,660,363 |
7,660,363 |
4,868,035 |
0.76 |
0.058 |
0.052 |
545,985 |
| KOR |
-1 |
52 |
-1,207,070 |
-1,207,070 |
-1,822,263 |
1.54 |
0.016 |
0.057 |
17,068 |
| 0 |
2 |
0 |
0 |
0 |
1.48 |
0.172 |
0.172 |
0 |
| 1 |
55 |
1,708,542 |
1,708,542 |
1,226,064 |
0.95 |
0.252 |
0.255 |
490,369 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.006 |
0.006 |
0 |
| 1 |
5 |
430,937 |
430,937 |
130,926 |
0.37 |
0.156 |
0.150 |
83,599 |
| NZL |
-1 |
3 |
-151,379 |
-151,379 |
-70,064 |
0.32 |
-0.027 |
-0.032 |
5,184 |
| PHL |
1 |
7 |
147,073 |
147,073 |
42,248 |
0.26 |
0.119 |
0.122 |
20,160 |
| SGP |
-1 |
11 |
-717,095 |
-717,095 |
-501,417 |
0.66 |
-0.036 |
-0.031 |
28,120 |
| 0 |
1 |
0 |
0 |
0 |
1.02 |
-0.050 |
-0.050 |
0 |
| 1 |
2 |
13,924 |
13,924 |
2,655 |
0.23 |
0.051 |
0.051 |
674 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.159 |
0.159 |
0 |
| 1 |
15 |
1,049,407 |
1,049,407 |
198,531 |
0.29 |
0.161 |
0.161 |
190,170 |
| TWN |
-1 |
23 |
-1,173,015 |
-1,173,015 |
-622,497 |
0.69 |
0.094 |
0.113 |
-117,679 |
| 0 |
13 |
0 |
0 |
0 |
1.62 |
0.216 |
0.195 |
0 |
| 1 |
42 |
2,304,843 |
2,304,843 |
2,289,077 |
1.10 |
0.225 |
0.223 |
540,783 |