Generated at 15:18 on Wednesday 09/09/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
474 |
-19,888,723 |
| 0 |
46 |
0 |
| 1 |
445 |
21,699,249 |
|
target_notional |
| target_notional |
1,810,526 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
627,683 |
1,810,526 |
4,128,448 |
41,587,972 |
0.015 |
0.044 |
0.099 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,727,289 |
| 0 |
0 |
| 1 |
15,354,972 |
|
alpha_notional |
| alpha_notional |
4,128,448 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,197,221 |
| 0 |
0 |
| 1 |
2,931,227 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
79 |
-1,051,111 |
3,044,963 |
-0.345 |
0.073 |
| CHN |
159 |
714,834 |
5,714,935 |
0.125 |
0.137 |
| HKG |
148 |
161,107 |
7,037,142 |
0.023 |
0.169 |
| IDN |
13 |
561,418 |
561,418 |
1.000 |
0.013 |
| JPN |
324 |
-1,002,116 |
16,036,110 |
-0.062 |
0.386 |
| KOR |
115 |
439,755 |
3,189,037 |
0.138 |
0.077 |
| MYS |
6 |
434,686 |
434,686 |
1.000 |
0.010 |
| NZL |
3 |
-150,758 |
150,758 |
-1.000 |
0.004 |
| PHL |
7 |
146,789 |
146,789 |
1.000 |
0.004 |
| SGP |
13 |
-692,898 |
733,083 |
-0.945 |
0.018 |
| THA |
16 |
1,049,942 |
1,049,942 |
1.000 |
0.025 |
| TWN |
82 |
1,198,880 |
3,489,110 |
0.344 |
0.084 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
58 |
-2,048,037 |
| 0 |
1 |
0 |
| 1 |
20 |
996,926 |
| CHN |
-1 |
77 |
-2,500,051 |
| 0 |
15 |
0 |
| 1 |
67 |
3,214,884 |
| HKG |
-1 |
75 |
-3,438,018 |
| 0 |
2 |
0 |
| 1 |
71 |
3,599,124 |
| IDN |
1 |
13 |
561,418 |
| JPN |
-1 |
174 |
-8,519,113 |
| 0 |
11 |
0 |
| 1 |
139 |
7,516,997 |
| KOR |
-1 |
53 |
-1,374,641 |
| 0 |
1 |
0 |
| 1 |
61 |
1,814,396 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
434,686 |
| NZL |
-1 |
3 |
-150,758 |
| PHL |
1 |
7 |
146,789 |
| SGP |
-1 |
11 |
-712,991 |
| 1 |
2 |
20,092 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,942 |
| TWN |
-1 |
23 |
-1,145,115 |
| 0 |
14 |
0 |
| 1 |
45 |
2,343,995 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
58 |
-2,048,037 |
-2,048,037 |
-1,704,148 |
0.89 |
-0.057 |
-0.041 |
108,270 |
| 0 |
1 |
0 |
0 |
0 |
0.15 |
0.041 |
0.041 |
0 |
| 1 |
20 |
996,926 |
996,926 |
292,961 |
0.42 |
0.084 |
0.094 |
93,328 |
| CHN |
-1 |
77 |
-2,500,051 |
-2,500,051 |
-2,670,962 |
1.40 |
-0.176 |
-0.180 |
334,289 |
| 0 |
15 |
0 |
0 |
0 |
1.49 |
-0.174 |
-0.191 |
0 |
| 1 |
67 |
3,214,884 |
3,214,884 |
2,561,045 |
1.04 |
0.049 |
0.055 |
187,635 |
| HKG |
-1 |
75 |
-3,438,018 |
-3,438,018 |
-3,152,130 |
1.07 |
-0.032 |
-0.004 |
226,771 |
| 0 |
2 |
0 |
0 |
0 |
1.59 |
-0.095 |
-0.095 |
0 |
| 1 |
71 |
3,599,124 |
3,599,124 |
3,250,272 |
0.94 |
0.106 |
0.107 |
502,722 |
| IDN |
1 |
13 |
561,418 |
561,418 |
261,507 |
0.47 |
0.170 |
0.167 |
95,477 |
| JPN |
-1 |
174 |
-8,519,113 |
-8,519,113 |
-3,977,175 |
0.56 |
-0.045 |
-0.034 |
489,823 |
| 0 |
11 |
0 |
0 |
0 |
1.35 |
0.066 |
0.074 |
0 |
| 1 |
139 |
7,516,997 |
7,516,997 |
4,779,819 |
0.76 |
0.079 |
0.072 |
705,545 |
| KOR |
-1 |
53 |
-1,374,641 |
-1,374,641 |
-2,111,840 |
1.53 |
-0.022 |
-0.006 |
113,429 |
| 0 |
1 |
0 |
0 |
0 |
1.78 |
0.166 |
0.166 |
0 |
| 1 |
61 |
1,814,396 |
1,814,396 |
1,444,827 |
1.05 |
0.258 |
0.256 |
524,364 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
-0.000 |
-0.000 |
0 |
| 1 |
5 |
434,686 |
434,686 |
132,208 |
0.37 |
0.157 |
0.130 |
80,021 |
| NZL |
-1 |
3 |
-150,758 |
-150,758 |
-69,648 |
0.32 |
-0.013 |
-0.026 |
3,853 |
| PHL |
1 |
7 |
146,789 |
146,789 |
42,075 |
0.26 |
0.079 |
0.077 |
13,227 |
| SGP |
-1 |
11 |
-712,991 |
-712,991 |
-498,101 |
0.66 |
-0.020 |
-0.012 |
14,314 |
| 1 |
2 |
20,092 |
20,092 |
4,142 |
0.23 |
0.066 |
0.066 |
1,289 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.162 |
0.162 |
0 |
| 1 |
15 |
1,049,942 |
1,049,942 |
197,808 |
0.29 |
0.157 |
0.159 |
191,616 |
| TWN |
-1 |
23 |
-1,145,115 |
-1,145,115 |
-543,285 |
0.69 |
0.075 |
0.107 |
-93,529 |
| 0 |
14 |
0 |
0 |
0 |
1.79 |
0.223 |
0.224 |
0 |
| 1 |
45 |
2,343,995 |
2,343,995 |
2,388,308 |
1.16 |
0.217 |
0.216 |
536,003 |