Generated at 15:19 on Monday 09/21/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
468 |
-19,927,380 |
| 0 |
35 |
0 |
| 1 |
467 |
21,981,013 |
|
target_notional |
| target_notional |
2,053,633 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,450,564 |
2,053,633 |
4,280,938 |
41,908,392 |
0.035 |
0.049 |
0.102 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,773,939 |
| 0 |
0 |
| 1 |
16,224,503 |
|
alpha_notional |
| alpha_notional |
4,280,938 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,352,222 |
| 0 |
0 |
| 1 |
2,928,715 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
78 |
-1,050,224 |
2,714,567 |
-0.387 |
0.065 |
| CHN |
175 |
201,339 |
6,732,926 |
0.030 |
0.161 |
| HKG |
153 |
243,117 |
6,872,933 |
0.035 |
0.164 |
| IDN |
13 |
520,926 |
520,926 |
1.000 |
0.012 |
| JPN |
306 |
-970,957 |
15,364,098 |
-0.063 |
0.367 |
| KOR |
120 |
552,427 |
3,415,472 |
0.162 |
0.082 |
| MYS |
6 |
415,225 |
415,225 |
1.000 |
0.010 |
| NZL |
2 |
-144,394 |
144,394 |
-1.000 |
0.003 |
| PHL |
7 |
135,347 |
135,347 |
1.000 |
0.003 |
| SGP |
14 |
-366,088 |
702,776 |
-0.521 |
0.017 |
| THA |
16 |
1,049,730 |
1,049,730 |
1.000 |
0.025 |
| TWN |
79 |
1,503,503 |
3,803,678 |
0.395 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-1,882,396 |
| 0 |
4 |
0 |
| 1 |
18 |
832,172 |
| CHN |
-1 |
87 |
-3,265,793 |
| 0 |
14 |
0 |
| 1 |
74 |
3,467,133 |
| HKG |
-1 |
77 |
-3,314,908 |
| 0 |
3 |
0 |
| 1 |
73 |
3,558,025 |
| IDN |
1 |
13 |
520,926 |
| JPN |
-1 |
164 |
-8,167,527 |
| 1 |
142 |
7,196,570 |
| KOR |
-1 |
51 |
-1,431,522 |
| 0 |
3 |
0 |
| 1 |
66 |
1,983,949 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
415,225 |
| NZL |
-1 |
2 |
-144,394 |
| PHL |
1 |
7 |
135,347 |
| SGP |
-1 |
10 |
-534,432 |
| 0 |
1 |
0 |
| 1 |
3 |
168,344 |
| THA |
0 |
2 |
0 |
| 1 |
14 |
1,049,730 |
| TWN |
-1 |
20 |
-1,150,088 |
| 0 |
7 |
0 |
| 1 |
52 |
2,653,591 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-1,882,396 |
-1,882,396 |
-1,470,510 |
0.87 |
-0.057 |
-0.045 |
131,256 |
| 0 |
4 |
0 |
0 |
0 |
0.92 |
-0.023 |
-0.030 |
0 |
| 1 |
18 |
832,172 |
832,172 |
157,267 |
0.37 |
0.060 |
0.061 |
59,540 |
| CHN |
-1 |
87 |
-3,265,793 |
-3,265,793 |
-3,560,345 |
1.46 |
-0.175 |
-0.183 |
521,403 |
| 0 |
14 |
0 |
0 |
0 |
1.63 |
-0.120 |
-0.105 |
0 |
| 1 |
74 |
3,467,133 |
3,467,133 |
2,893,301 |
1.08 |
0.065 |
0.056 |
320,192 |
| HKG |
-1 |
77 |
-3,314,908 |
-3,314,908 |
-2,951,924 |
1.02 |
-0.027 |
-0.020 |
192,726 |
| 0 |
3 |
0 |
0 |
0 |
1.20 |
0.044 |
0.090 |
0 |
| 1 |
73 |
3,558,025 |
3,558,025 |
3,173,182 |
0.94 |
0.130 |
0.126 |
546,983 |
| IDN |
1 |
13 |
520,926 |
520,926 |
242,986 |
0.47 |
0.206 |
0.209 |
104,106 |
| JPN |
-1 |
164 |
-8,167,527 |
-8,167,527 |
-3,558,736 |
0.52 |
-0.057 |
-0.050 |
537,029 |
| 1 |
142 |
7,196,570 |
7,196,570 |
4,624,295 |
0.80 |
0.056 |
0.058 |
479,623 |
| KOR |
-1 |
51 |
-1,431,522 |
-1,431,522 |
-2,182,579 |
1.66 |
-0.021 |
0.014 |
58,283 |
| 0 |
3 |
0 |
0 |
0 |
1.31 |
0.172 |
0.188 |
0 |
| 1 |
66 |
1,983,949 |
1,983,949 |
1,817,226 |
1.08 |
0.247 |
0.239 |
557,025 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.054 |
0.054 |
0 |
| 1 |
5 |
415,225 |
415,225 |
122,728 |
0.37 |
0.162 |
0.170 |
72,236 |
| NZL |
-1 |
2 |
-144,394 |
-144,394 |
-68,619 |
0.39 |
-0.031 |
-0.031 |
4,217 |
| PHL |
1 |
7 |
135,347 |
135,347 |
38,919 |
0.26 |
0.124 |
0.139 |
22,000 |
| SGP |
-1 |
10 |
-534,432 |
-534,432 |
-372,931 |
0.66 |
0.004 |
0.008 |
-2,877 |
| 0 |
1 |
0 |
0 |
0 |
0.60 |
-0.025 |
-0.025 |
0 |
| 1 |
3 |
168,344 |
168,344 |
49,829 |
0.23 |
0.057 |
0.064 |
7,451 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.24 |
0.116 |
0.116 |
0 |
| 1 |
14 |
1,049,730 |
1,049,730 |
200,146 |
0.31 |
0.139 |
0.146 |
184,338 |
| TWN |
-1 |
20 |
-1,150,088 |
-1,150,088 |
-558,160 |
0.66 |
0.071 |
0.099 |
-92,185 |
| 0 |
7 |
0 |
0 |
0 |
0.89 |
0.202 |
0.175 |
0 |
| 1 |
52 |
2,653,591 |
2,653,591 |
2,904,624 |
1.27 |
0.209 |
0.205 |
575,223 |