Generated at 15:19 on Sunday 09/13/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-3,135 |
| True |
-1 |
488 |
-19,910,148 |
| 0 |
38 |
0 |
| 1 |
462 |
21,758,878 |
|
target_notional |
| target_notional |
1,848,730 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| False |
-6,172 |
-3,135 |
194 |
3,135 |
-1.969 |
-1.000 |
0.062 |
| True |
1,009,358 |
1,848,730 |
4,106,008 |
41,669,027 |
0.024 |
0.044 |
0.099 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,534,100 |
| 0 |
0 |
| 1 |
15,543,459 |
|
alpha_notional |
| alpha_notional |
4,106,008 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,307,212 |
| 0 |
0 |
| 1 |
2,798,797 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
82 |
-1,048,898 |
3,000,412 |
-0.350 |
0.072 |
| CHN |
166 |
569,158 |
5,734,360 |
0.099 |
0.138 |
| HKG |
150 |
172,567 |
6,841,512 |
0.025 |
0.164 |
| IDN |
13 |
551,710 |
551,710 |
1.000 |
0.013 |
| JPN |
324 |
-1,014,228 |
16,147,001 |
-0.063 |
0.388 |
| KOR |
121 |
440,744 |
3,329,339 |
0.132 |
0.080 |
| MYS |
6 |
427,202 |
427,202 |
1.000 |
0.010 |
| NZL |
3 |
-143,244 |
143,244 |
-1.000 |
0.003 |
| PHL |
7 |
142,093 |
142,093 |
1.000 |
0.003 |
| SGP |
13 |
-571,357 |
733,791 |
-0.779 |
0.018 |
| THA |
17 |
1,048,701 |
1,048,701 |
1.000 |
0.025 |
| TWN |
85 |
1,293,179 |
3,550,765 |
0.364 |
0.085 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
60 |
-2,024,655 |
| 1 |
22 |
975,757 |
| CHN |
-1 |
82 |
-2,582,601 |
| 0 |
12 |
0 |
| 1 |
72 |
3,151,759 |
| HKG |
-1 |
78 |
-3,334,473 |
| 0 |
1 |
0 |
| 1 |
71 |
3,507,039 |
| IDN |
1 |
13 |
551,710 |
| JPN |
-1 |
171 |
-8,580,614 |
| 0 |
10 |
0 |
| 1 |
143 |
7,566,386 |
| KOR |
-1 |
59 |
-1,444,298 |
| 0 |
1 |
0 |
| 1 |
61 |
1,885,042 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
427,202 |
| NZL |
-1 |
3 |
-143,244 |
| PHL |
1 |
7 |
142,093 |
| SGP |
-1 |
11 |
-652,574 |
| 1 |
2 |
81,217 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,048,701 |
| TWN |
-1 |
23 |
-1,128,793 |
| 0 |
12 |
0 |
| 1 |
50 |
2,421,972 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
60 |
-2,024,655 |
-2,024,655 |
-1,642,429 |
0.88 |
-0.053 |
-0.035 |
114,562 |
| 1 |
22 |
975,757 |
975,757 |
286,863 |
0.43 |
0.062 |
0.055 |
71,225 |
| CHN |
-1 |
82 |
-2,582,601 |
-2,582,601 |
-2,549,662 |
1.37 |
-0.167 |
-0.165 |
325,091 |
| 0 |
12 |
0 |
0 |
0 |
1.82 |
-0.204 |
-0.197 |
0 |
| 1 |
72 |
3,151,759 |
3,151,759 |
2,527,686 |
1.08 |
0.063 |
0.063 |
223,506 |
| HKG |
-1 |
78 |
-3,334,473 |
-3,334,473 |
-3,099,204 |
1.07 |
-0.025 |
-0.013 |
171,085 |
| 0 |
1 |
0 |
0 |
0 |
1.18 |
-0.080 |
-0.080 |
0 |
| 1 |
71 |
3,507,039 |
3,507,039 |
3,154,219 |
0.94 |
0.111 |
0.109 |
494,989 |
| IDN |
1 |
13 |
551,710 |
551,710 |
257,147 |
0.47 |
0.191 |
0.183 |
101,825 |
| JPN |
-1 |
171 |
-8,580,614 |
-8,580,614 |
-3,928,070 |
0.55 |
-0.069 |
-0.060 |
695,486 |
| 0 |
10 |
0 |
0 |
0 |
0.79 |
-0.013 |
-0.010 |
0 |
| 1 |
143 |
7,566,386 |
7,566,386 |
4,782,137 |
0.75 |
0.057 |
0.052 |
521,406 |
| KOR |
-1 |
59 |
-1,444,298 |
-1,444,298 |
-2,232,302 |
1.60 |
-0.038 |
-0.021 |
105,770 |
| 0 |
1 |
0 |
0 |
0 |
1.20 |
-0.266 |
-0.266 |
0 |
| 1 |
61 |
1,885,042 |
1,885,042 |
1,566,847 |
1.03 |
0.236 |
0.226 |
495,674 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.034 |
0.034 |
0 |
| 1 |
5 |
427,202 |
427,202 |
127,822 |
0.37 |
0.159 |
0.160 |
79,887 |
| NZL |
-1 |
3 |
-143,244 |
-143,244 |
-67,478 |
0.32 |
-0.003 |
-0.021 |
2,900 |
| PHL |
1 |
7 |
142,093 |
142,093 |
40,679 |
0.26 |
0.094 |
0.121 |
17,674 |
| SGP |
-1 |
11 |
-652,574 |
-652,574 |
-455,272 |
0.66 |
-0.013 |
-0.004 |
5,944 |
| 1 |
2 |
81,217 |
81,217 |
27,125 |
0.23 |
0.081 |
0.081 |
7,015 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.172 |
0.172 |
0 |
| 1 |
16 |
1,048,701 |
1,048,701 |
196,831 |
0.28 |
0.158 |
0.162 |
189,637 |
| TWN |
-1 |
23 |
-1,128,793 |
-1,128,793 |
-533,599 |
0.69 |
0.097 |
0.103 |
-114,371 |
| 0 |
12 |
0 |
0 |
0 |
1.43 |
0.228 |
0.221 |
0 |
| 1 |
50 |
2,421,972 |
2,421,972 |
2,576,103 |
1.24 |
0.235 |
0.227 |
595,958 |