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