Generated at 15:19 on Sunday 09/20/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
476 |
-19,940,335 |
| 0 |
35 |
0 |
| 1 |
468 |
21,937,141 |
|
target_notional |
| target_notional |
1,996,806 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,341,741 |
1,996,806 |
4,261,555 |
41,877,476 |
0.032 |
0.048 |
0.102 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,765,656 |
| 0 |
0 |
| 1 |
16,107,397 |
|
alpha_notional |
| alpha_notional |
4,261,555 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,440,892 |
| 0 |
0 |
| 1 |
2,820,663 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
82 |
-1,050,611 |
2,896,223 |
-0.363 |
0.069 |
| CHN |
173 |
264,035 |
6,583,786 |
0.040 |
0.157 |
| HKG |
152 |
184,187 |
6,803,058 |
0.027 |
0.163 |
| IDN |
13 |
526,954 |
526,954 |
1.000 |
0.013 |
| JPN |
306 |
-970,957 |
15,364,098 |
-0.063 |
0.367 |
| KOR |
124 |
559,976 |
3,376,981 |
0.166 |
0.081 |
| MYS |
6 |
419,650 |
419,650 |
1.000 |
0.010 |
| NZL |
2 |
-144,677 |
144,677 |
-1.000 |
0.003 |
| PHL |
7 |
136,544 |
136,544 |
1.000 |
0.003 |
| SGP |
14 |
-422,187 |
733,125 |
-0.576 |
0.018 |
| THA |
17 |
1,049,560 |
1,049,560 |
1.000 |
0.025 |
| TWN |
82 |
1,480,650 |
3,806,502 |
0.389 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-1,973,417 |
| 0 |
4 |
0 |
| 1 |
21 |
922,806 |
| CHN |
-1 |
90 |
-3,159,875 |
| 0 |
12 |
0 |
| 1 |
71 |
3,423,911 |
| HKG |
-1 |
78 |
-3,309,435 |
| 0 |
2 |
0 |
| 1 |
72 |
3,493,623 |
| IDN |
1 |
13 |
526,954 |
| JPN |
-1 |
164 |
-8,167,527 |
| 1 |
142 |
7,196,570 |
| KOR |
-1 |
52 |
-1,408,502 |
| 0 |
5 |
0 |
| 1 |
67 |
1,968,478 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
419,650 |
| NZL |
-1 |
2 |
-144,677 |
| PHL |
1 |
7 |
136,544 |
| SGP |
-1 |
11 |
-577,656 |
| 1 |
3 |
155,469 |
| THA |
0 |
2 |
0 |
| 1 |
15 |
1,049,560 |
| TWN |
-1 |
21 |
-1,162,926 |
| 0 |
9 |
0 |
| 1 |
52 |
2,643,576 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-1,973,417 |
-1,973,417 |
-1,543,975 |
0.90 |
-0.073 |
-0.064 |
169,628 |
| 0 |
4 |
0 |
0 |
0 |
0.92 |
-0.066 |
-0.031 |
0 |
| 1 |
21 |
922,806 |
922,806 |
228,324 |
0.38 |
0.044 |
0.055 |
55,484 |
| CHN |
-1 |
90 |
-3,159,875 |
-3,159,875 |
-3,494,328 |
1.45 |
-0.163 |
-0.166 |
466,183 |
| 0 |
12 |
0 |
0 |
0 |
1.68 |
-0.155 |
-0.151 |
0 |
| 1 |
71 |
3,423,911 |
3,423,911 |
2,812,960 |
1.06 |
0.073 |
0.065 |
319,439 |
| HKG |
-1 |
78 |
-3,309,435 |
-3,309,435 |
-2,957,819 |
1.02 |
-0.023 |
-0.009 |
188,102 |
| 0 |
2 |
0 |
0 |
0 |
2.12 |
0.013 |
0.013 |
0 |
| 1 |
72 |
3,493,623 |
3,493,623 |
3,113,290 |
0.94 |
0.132 |
0.132 |
551,022 |
| IDN |
1 |
13 |
526,954 |
526,954 |
245,921 |
0.47 |
0.184 |
0.187 |
95,093 |
| JPN |
-1 |
164 |
-8,167,527 |
-8,167,527 |
-3,558,736 |
0.52 |
-0.072 |
-0.061 |
648,137 |
| 1 |
142 |
7,196,570 |
7,196,570 |
4,624,295 |
0.80 |
0.045 |
0.044 |
387,223 |
| KOR |
-1 |
52 |
-1,408,502 |
-1,408,502 |
-2,135,561 |
1.63 |
-0.011 |
0.009 |
45,673 |
| 0 |
5 |
0 |
0 |
0 |
1.53 |
0.073 |
0.130 |
0 |
| 1 |
67 |
1,968,478 |
1,968,478 |
1,791,216 |
1.09 |
0.246 |
0.236 |
556,748 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.051 |
0.051 |
0 |
| 1 |
5 |
419,650 |
419,650 |
125,940 |
0.37 |
0.139 |
0.137 |
67,109 |
| NZL |
-1 |
2 |
-144,677 |
-144,677 |
-68,619 |
0.39 |
-0.040 |
-0.040 |
4,969 |
| PHL |
1 |
7 |
136,544 |
136,544 |
39,097 |
0.26 |
0.109 |
0.140 |
19,181 |
| SGP |
-1 |
11 |
-577,656 |
-577,656 |
-404,401 |
0.66 |
-0.011 |
-0.013 |
5,696 |
| 1 |
3 |
155,469 |
155,469 |
48,775 |
0.23 |
0.043 |
0.049 |
3,955 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.28 |
0.128 |
0.128 |
0 |
| 1 |
15 |
1,049,560 |
1,049,560 |
198,002 |
0.30 |
0.140 |
0.142 |
180,477 |
| TWN |
-1 |
21 |
-1,162,926 |
-1,162,926 |
-552,081 |
0.65 |
0.074 |
0.095 |
-91,003 |
| 0 |
9 |
0 |
0 |
0 |
1.12 |
0.195 |
0.212 |
0 |
| 1 |
52 |
2,643,576 |
2,643,576 |
2,879,577 |
1.27 |
0.214 |
0.209 |
584,933 |