Generated at 15:19 on Thursday 09/17/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
487 |
-19,933,641 |
| 0 |
36 |
0 |
| 1 |
463 |
21,854,677 |
|
target_notional |
| target_notional |
1,921,036 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,150,067 |
1,921,036 |
4,223,635 |
41,788,318 |
0.028 |
0.046 |
0.101 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,688,718 |
| 0 |
0 |
| 1 |
15,838,785 |
|
alpha_notional |
| alpha_notional |
4,223,635 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,516,257 |
| 0 |
0 |
| 1 |
2,707,378 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
80 |
-1,048,492 |
2,907,146 |
-0.361 |
0.070 |
| CHN |
174 |
363,984 |
6,415,252 |
0.057 |
0.154 |
| HKG |
152 |
160,175 |
6,798,362 |
0.024 |
0.163 |
| IDN |
13 |
539,869 |
539,869 |
1.000 |
0.013 |
| JPN |
314 |
-1,038,959 |
15,490,799 |
-0.067 |
0.371 |
| KOR |
124 |
544,332 |
3,413,243 |
0.159 |
0.082 |
| MYS |
6 |
421,205 |
421,205 |
1.000 |
0.010 |
| NZL |
2 |
-144,640 |
144,640 |
-1.000 |
0.003 |
| PHL |
7 |
140,830 |
140,830 |
1.000 |
0.003 |
| SGP |
14 |
-442,185 |
734,085 |
-0.602 |
0.018 |
| THA |
17 |
1,049,646 |
1,049,646 |
1.000 |
0.025 |
| TWN |
82 |
1,411,880 |
3,696,634 |
0.382 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
59 |
-1,977,819 |
| 0 |
1 |
0 |
| 1 |
20 |
929,327 |
| CHN |
-1 |
92 |
-3,025,634 |
| 0 |
14 |
0 |
| 1 |
68 |
3,389,618 |
| HKG |
-1 |
79 |
-3,319,093 |
| 0 |
1 |
0 |
| 1 |
72 |
3,479,269 |
| IDN |
1 |
13 |
539,869 |
| JPN |
-1 |
164 |
-8,264,879 |
| 0 |
8 |
0 |
| 1 |
142 |
7,225,920 |
| KOR |
-1 |
57 |
-1,434,456 |
| 0 |
2 |
0 |
| 1 |
65 |
1,978,788 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
421,205 |
| NZL |
-1 |
2 |
-144,640 |
| PHL |
1 |
7 |
140,830 |
| SGP |
-1 |
11 |
-588,135 |
| 1 |
3 |
145,950 |
| THA |
0 |
1 |
0 |
| 1 |
16 |
1,049,646 |
| TWN |
-1 |
22 |
-1,142,377 |
| 0 |
8 |
0 |
| 1 |
52 |
2,554,257 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
59 |
-1,977,819 |
-1,977,819 |
-1,544,019 |
0.91 |
-0.057 |
-0.048 |
125,552 |
| 0 |
1 |
0 |
0 |
0 |
0.38 |
0.030 |
0.030 |
0 |
| 1 |
20 |
929,327 |
929,327 |
239,065 |
0.41 |
0.045 |
0.055 |
58,983 |
| CHN |
-1 |
92 |
-3,025,634 |
-3,025,634 |
-3,355,021 |
1.45 |
-0.161 |
-0.163 |
434,055 |
| 0 |
14 |
0 |
0 |
0 |
1.79 |
-0.175 |
-0.175 |
0 |
| 1 |
68 |
3,389,618 |
3,389,618 |
2,761,887 |
1.05 |
0.069 |
0.059 |
291,673 |
| HKG |
-1 |
79 |
-3,319,093 |
-3,319,093 |
-2,977,330 |
1.05 |
-0.026 |
-0.013 |
209,298 |
| 0 |
1 |
0 |
0 |
0 |
1.18 |
-0.077 |
-0.077 |
0 |
| 1 |
72 |
3,479,269 |
3,479,269 |
3,085,986 |
0.94 |
0.121 |
0.109 |
512,440 |
| IDN |
1 |
13 |
539,869 |
539,869 |
251,561 |
0.47 |
0.186 |
0.189 |
96,648 |
| JPN |
-1 |
164 |
-8,264,879 |
-8,264,879 |
-3,573,253 |
0.52 |
-0.083 |
-0.074 |
762,204 |
| 0 |
8 |
0 |
0 |
0 |
1.21 |
-0.006 |
-0.012 |
0 |
| 1 |
142 |
7,225,920 |
7,225,920 |
4,605,602 |
0.80 |
0.037 |
0.036 |
323,859 |
| KOR |
-1 |
57 |
-1,434,456 |
-1,434,456 |
-2,161,562 |
1.62 |
-0.016 |
0.004 |
56,709 |
| 0 |
2 |
0 |
0 |
0 |
1.54 |
0.112 |
0.112 |
0 |
| 1 |
65 |
1,978,788 |
1,978,788 |
1,736,028 |
1.08 |
0.251 |
0.250 |
553,645 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.054 |
0.054 |
0 |
| 1 |
5 |
421,205 |
421,205 |
124,989 |
0.37 |
0.147 |
0.134 |
74,061 |
| NZL |
-1 |
2 |
-144,640 |
-144,640 |
-69,209 |
0.39 |
-0.049 |
-0.049 |
6,735 |
| PHL |
1 |
7 |
140,830 |
140,830 |
40,376 |
0.26 |
0.106 |
0.142 |
16,561 |
| SGP |
-1 |
11 |
-588,135 |
-588,135 |
-412,650 |
0.66 |
-0.016 |
-0.018 |
8,025 |
| 1 |
3 |
145,950 |
145,950 |
46,189 |
0.23 |
0.058 |
0.058 |
8,606 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.151 |
0.151 |
0 |
| 1 |
16 |
1,049,646 |
1,049,646 |
191,177 |
0.29 |
0.140 |
0.141 |
185,533 |
| TWN |
-1 |
22 |
-1,142,377 |
-1,142,377 |
-545,139 |
0.68 |
0.072 |
0.100 |
-90,847 |
| 0 |
8 |
0 |
0 |
0 |
1.11 |
0.221 |
0.239 |
0 |
| 1 |
52 |
2,554,257 |
2,554,257 |
2,755,925 |
1.27 |
0.220 |
0.216 |
585,368 |