Generated at 15:19 on Monday 09/14/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| False |
-1 |
1 |
-2,661 |
| True |
-1 |
490 |
-19,933,992 |
| 0 |
35 |
0 |
| 1 |
467 |
21,858,653 |
|
target_notional |
| target_notional |
1,924,661 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| False |
-5,238 |
-2,661 |
118 |
2,661 |
-1.969 |
-1.000 |
0.045 |
| True |
1,117,453 |
1,924,661 |
4,052,537 |
41,792,644 |
0.027 |
0.046 |
0.097 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,512,342 |
| 0 |
0 |
| 1 |
15,629,796 |
|
alpha_notional |
| alpha_notional |
4,052,537 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,332,774 |
| 0 |
0 |
| 1 |
2,719,763 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
85 |
-1,048,757 |
3,010,354 |
-0.348 |
0.072 |
| CHN |
171 |
537,865 |
5,935,893 |
0.091 |
0.142 |
| HKG |
151 |
103,241 |
6,903,059 |
0.015 |
0.165 |
| IDN |
13 |
554,672 |
554,672 |
1.000 |
0.013 |
| JPN |
319 |
-1,030,259 |
15,943,283 |
-0.065 |
0.382 |
| KOR |
125 |
502,859 |
3,330,972 |
0.151 |
0.080 |
| MYS |
6 |
421,166 |
421,166 |
1.000 |
0.010 |
| NZL |
3 |
-135,121 |
135,121 |
-1.000 |
0.003 |
| PHL |
7 |
142,309 |
142,309 |
1.000 |
0.003 |
| SGP |
13 |
-503,087 |
734,403 |
-0.685 |
0.018 |
| THA |
18 |
1,049,524 |
1,049,524 |
1.000 |
0.025 |
| TWN |
80 |
1,349,423 |
3,612,714 |
0.374 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
61 |
-2,029,555 |
| 0 |
2 |
0 |
| 1 |
22 |
980,799 |
| CHN |
-1 |
83 |
-2,699,014 |
| 0 |
14 |
0 |
| 1 |
74 |
3,236,879 |
| HKG |
-1 |
78 |
-3,399,909 |
| 0 |
2 |
0 |
| 1 |
71 |
3,503,150 |
| IDN |
1 |
13 |
554,672 |
| JPN |
-1 |
171 |
-8,486,771 |
| 0 |
4 |
0 |
| 1 |
144 |
7,456,512 |
| KOR |
-1 |
60 |
-1,414,056 |
| 0 |
3 |
0 |
| 1 |
62 |
1,916,916 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
421,166 |
| NZL |
-1 |
2 |
-135,121 |
| 0 |
1 |
0 |
| PHL |
1 |
7 |
142,309 |
| SGP |
-1 |
11 |
-618,745 |
| 1 |
2 |
115,658 |
| THA |
0 |
1 |
0 |
| 1 |
17 |
1,049,524 |
| TWN |
-1 |
23 |
-1,131,645 |
| 0 |
7 |
0 |
| 1 |
50 |
2,481,069 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
61 |
-2,029,555 |
-2,029,555 |
-1,666,302 |
0.92 |
-0.052 |
-0.044 |
106,950 |
| 0 |
2 |
0 |
0 |
0 |
0.58 |
0.024 |
0.024 |
0 |
| 1 |
22 |
980,799 |
980,799 |
264,543 |
0.43 |
0.063 |
0.065 |
74,855 |
| CHN |
-1 |
83 |
-2,699,014 |
-2,699,014 |
-2,685,532 |
1.35 |
-0.168 |
-0.173 |
327,204 |
| 0 |
14 |
0 |
0 |
0 |
1.64 |
-0.141 |
-0.161 |
0 |
| 1 |
74 |
3,236,879 |
3,236,879 |
2,600,823 |
1.07 |
0.063 |
0.059 |
248,470 |
| HKG |
-1 |
78 |
-3,399,909 |
-3,399,909 |
-3,162,084 |
1.05 |
-0.030 |
-0.022 |
213,836 |
| 0 |
2 |
0 |
0 |
0 |
1.24 |
-0.122 |
-0.122 |
0 |
| 1 |
71 |
3,503,150 |
3,503,150 |
3,120,491 |
0.94 |
0.108 |
0.109 |
476,784 |
| IDN |
1 |
13 |
554,672 |
554,672 |
258,108 |
0.47 |
0.185 |
0.187 |
98,576 |
| JPN |
-1 |
171 |
-8,486,771 |
-8,486,771 |
-3,794,008 |
0.56 |
-0.074 |
-0.068 |
736,661 |
| 0 |
4 |
0 |
0 |
0 |
1.04 |
-0.006 |
0.015 |
0 |
| 1 |
144 |
7,456,512 |
7,456,512 |
4,758,168 |
0.78 |
0.049 |
0.044 |
438,764 |
| KOR |
-1 |
60 |
-1,414,056 |
-1,414,056 |
-2,144,481 |
1.55 |
-0.031 |
-0.010 |
57,182 |
| 0 |
3 |
0 |
0 |
0 |
1.31 |
0.203 |
0.248 |
0 |
| 1 |
62 |
1,916,916 |
1,916,916 |
1,615,008 |
1.06 |
0.246 |
0.252 |
498,884 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.049 |
0.049 |
0 |
| 1 |
5 |
421,166 |
421,166 |
125,234 |
0.37 |
0.166 |
0.150 |
84,306 |
| NZL |
-1 |
2 |
-135,121 |
-135,121 |
-64,922 |
0.39 |
-0.008 |
-0.008 |
426 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
0.048 |
0.048 |
0 |
| PHL |
1 |
7 |
142,309 |
142,309 |
40,759 |
0.26 |
0.100 |
0.121 |
17,236 |
| SGP |
-1 |
11 |
-618,745 |
-618,745 |
-433,817 |
0.66 |
-0.009 |
-0.015 |
4,512 |
| 1 |
2 |
115,658 |
115,658 |
40,076 |
0.23 |
0.082 |
0.082 |
9,768 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.181 |
0.181 |
0 |
| 1 |
17 |
1,049,524 |
1,049,524 |
187,342 |
0.29 |
0.157 |
0.158 |
192,079 |
| TWN |
-1 |
23 |
-1,131,645 |
-1,131,645 |
-534,726 |
0.69 |
0.099 |
0.111 |
-115,233 |
| 0 |
7 |
0 |
0 |
0 |
1.31 |
0.255 |
0.250 |
0 |
| 1 |
50 |
2,481,069 |
2,481,069 |
2,619,244 |
1.24 |
0.227 |
0.219 |
580,040 |