Generated at 15:19 on Tuesday 09/15/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
499 |
-19,925,307 |
| 0 |
37 |
0 |
| 1 |
467 |
21,830,916 |
|
target_notional |
| target_notional |
1,905,609 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,088,990 |
1,905,609 |
4,140,746 |
41,756,223 |
0.026 |
0.046 |
0.099 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,495,187 |
| 0 |
0 |
| 1 |
15,584,177 |
|
alpha_notional |
| alpha_notional |
4,140,746 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,427,338 |
| 0 |
0 |
| 1 |
2,713,408 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
83 |
-1,049,554 |
2,952,847 |
-0.355 |
0.071 |
| CHN |
175 |
443,152 |
6,134,336 |
0.072 |
0.147 |
| HKG |
152 |
100,507 |
6,886,193 |
0.015 |
0.165 |
| IDN |
13 |
549,458 |
549,458 |
1.000 |
0.013 |
| JPN |
324 |
-1,028,398 |
15,695,601 |
-0.066 |
0.376 |
| KOR |
125 |
545,717 |
3,423,164 |
0.159 |
0.082 |
| MYS |
6 |
419,914 |
419,914 |
1.000 |
0.010 |
| NZL |
2 |
-130,337 |
130,337 |
-1.000 |
0.003 |
| PHL |
7 |
140,371 |
140,371 |
1.000 |
0.003 |
| SGP |
14 |
-483,793 |
733,961 |
-0.659 |
0.018 |
| THA |
18 |
1,050,167 |
1,050,167 |
1.000 |
0.025 |
| TWN |
83 |
1,367,316 |
3,620,963 |
0.378 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
61 |
-2,001,200 |
| 0 |
2 |
0 |
| 1 |
20 |
951,647 |
| CHN |
-1 |
92 |
-2,845,592 |
| 0 |
11 |
0 |
| 1 |
72 |
3,288,744 |
| HKG |
-1 |
78 |
-3,392,843 |
| 0 |
1 |
0 |
| 1 |
73 |
3,493,350 |
| IDN |
1 |
13 |
549,458 |
| JPN |
-1 |
170 |
-8,361,999 |
| 0 |
11 |
0 |
| 1 |
143 |
7,333,601 |
| KOR |
-1 |
60 |
-1,438,723 |
| 0 |
2 |
0 |
| 1 |
63 |
1,984,440 |
| MYS |
1 |
6 |
419,914 |
| NZL |
-1 |
2 |
-130,337 |
| PHL |
1 |
7 |
140,371 |
| SGP |
-1 |
11 |
-608,877 |
| 1 |
3 |
125,084 |
| THA |
0 |
2 |
0 |
| 1 |
16 |
1,050,167 |
| TWN |
-1 |
24 |
-1,126,823 |
| 0 |
8 |
0 |
| 1 |
51 |
2,494,139 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
61 |
-2,001,200 |
-2,001,200 |
-1,615,395 |
0.92 |
-0.056 |
-0.039 |
115,908 |
| 0 |
2 |
0 |
0 |
0 |
0.62 |
0.002 |
0.002 |
0 |
| 1 |
20 |
951,647 |
951,647 |
247,734 |
0.41 |
0.057 |
0.057 |
63,364 |
| CHN |
-1 |
92 |
-2,845,592 |
-2,845,592 |
-2,783,557 |
1.37 |
-0.169 |
-0.166 |
356,912 |
| 0 |
11 |
0 |
0 |
0 |
1.71 |
-0.190 |
-0.187 |
0 |
| 1 |
72 |
3,288,744 |
3,288,744 |
2,623,462 |
1.03 |
0.064 |
0.055 |
271,682 |
| HKG |
-1 |
78 |
-3,392,843 |
-3,392,843 |
-3,137,806 |
1.05 |
-0.031 |
-0.020 |
225,912 |
| 0 |
1 |
0 |
0 |
0 |
1.18 |
-0.063 |
-0.063 |
0 |
| 1 |
73 |
3,493,350 |
3,493,350 |
3,089,127 |
0.93 |
0.114 |
0.106 |
489,277 |
| IDN |
1 |
13 |
549,458 |
549,458 |
256,057 |
0.47 |
0.177 |
0.173 |
90,073 |
| JPN |
-1 |
170 |
-8,361,999 |
-8,361,999 |
-3,735,942 |
0.54 |
-0.080 |
-0.067 |
733,121 |
| 0 |
11 |
0 |
0 |
0 |
0.63 |
-0.021 |
-0.010 |
0 |
| 1 |
143 |
7,333,601 |
7,333,601 |
4,679,424 |
0.79 |
0.042 |
0.043 |
396,170 |
| KOR |
-1 |
60 |
-1,438,723 |
-1,438,723 |
-2,178,498 |
1.60 |
-0.043 |
-0.019 |
89,839 |
| 0 |
2 |
0 |
0 |
0 |
1.42 |
-0.010 |
-0.010 |
0 |
| 1 |
63 |
1,984,440 |
1,984,440 |
1,655,905 |
1.07 |
0.253 |
0.248 |
550,061 |
| MYS |
1 |
6 |
419,914 |
419,914 |
124,293 |
0.33 |
0.136 |
0.132 |
78,114 |
| NZL |
-1 |
2 |
-130,337 |
-130,337 |
-62,436 |
0.39 |
-0.020 |
-0.020 |
1,499 |
| PHL |
1 |
7 |
140,371 |
140,371 |
40,224 |
0.26 |
0.119 |
0.134 |
18,908 |
| SGP |
-1 |
11 |
-608,877 |
-608,877 |
-426,552 |
0.66 |
-0.018 |
-0.022 |
7,167 |
| 1 |
3 |
125,084 |
125,084 |
42,211 |
0.23 |
0.059 |
0.063 |
7,923 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.31 |
0.159 |
0.159 |
0 |
| 1 |
16 |
1,050,167 |
1,050,167 |
185,404 |
0.29 |
0.130 |
0.132 |
173,753 |
| TWN |
-1 |
24 |
-1,126,823 |
-1,126,823 |
-528,896 |
0.68 |
0.085 |
0.103 |
-104,334 |
| 0 |
8 |
0 |
0 |
0 |
1.22 |
0.245 |
0.250 |
0 |
| 1 |
51 |
2,494,139 |
2,494,139 |
2,640,335 |
1.26 |
0.225 |
0.227 |
574,082 |