Generated at 15:20 on Tuesday 09/22/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
465 |
-19,966,231 |
| 0 |
23 |
0 |
| 1 |
466 |
21,954,488 |
|
target_notional |
| target_notional |
1,988,256 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,311,565 |
1,988,256 |
4,327,263 |
41,920,719 |
0.031 |
0.047 |
0.103 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,922,417 |
| 0 |
0 |
| 1 |
16,233,981 |
|
alpha_notional |
| alpha_notional |
4,327,263 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,420,305 |
| 0 |
0 |
| 1 |
2,906,958 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
75 |
-1,049,826 |
2,644,346 |
-0.397 |
0.063 |
| CHN |
168 |
69,031 |
6,850,728 |
0.010 |
0.164 |
| HKG |
152 |
300,606 |
6,838,955 |
0.044 |
0.163 |
| IDN |
13 |
512,854 |
512,854 |
1.000 |
0.012 |
| JPN |
306 |
-970,957 |
15,364,098 |
-0.063 |
0.367 |
| KOR |
118 |
547,265 |
3,434,480 |
0.159 |
0.082 |
| MYS |
6 |
413,981 |
413,981 |
1.000 |
0.010 |
| NZL |
2 |
-147,233 |
147,233 |
-1.000 |
0.004 |
| PHL |
7 |
134,815 |
134,815 |
1.000 |
0.003 |
| SGP |
13 |
-367,732 |
717,488 |
-0.513 |
0.017 |
| THA |
15 |
1,049,493 |
1,049,493 |
1.000 |
0.025 |
| TWN |
78 |
1,532,277 |
3,775,930 |
0.406 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-1,847,086 |
| 0 |
1 |
0 |
| 1 |
17 |
797,260 |
| CHN |
-1 |
84 |
-3,390,849 |
| 0 |
11 |
0 |
| 1 |
73 |
3,459,880 |
| HKG |
-1 |
77 |
-3,269,174 |
| 0 |
2 |
0 |
| 1 |
73 |
3,569,780 |
| IDN |
1 |
13 |
512,854 |
| JPN |
-1 |
164 |
-8,167,527 |
| 1 |
142 |
7,196,570 |
| KOR |
-1 |
50 |
-1,443,607 |
| 0 |
1 |
0 |
| 1 |
67 |
1,990,873 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
413,981 |
| NZL |
-1 |
2 |
-147,233 |
| PHL |
1 |
7 |
134,815 |
| SGP |
-1 |
10 |
-542,610 |
| 1 |
3 |
174,878 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,049,493 |
| TWN |
-1 |
20 |
-1,121,827 |
| 0 |
6 |
0 |
| 1 |
52 |
2,654,103 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-1,847,086 |
-1,847,086 |
-1,469,858 |
0.89 |
-0.063 |
-0.059 |
143,052 |
| 0 |
1 |
0 |
0 |
0 |
-0.03 |
0.072 |
0.072 |
0 |
| 1 |
17 |
797,260 |
797,260 |
148,512 |
0.39 |
0.056 |
0.052 |
57,172 |
| CHN |
-1 |
84 |
-3,390,849 |
-3,390,849 |
-3,714,094 |
1.43 |
-0.172 |
-0.177 |
570,973 |
| 0 |
11 |
0 |
0 |
0 |
1.74 |
-0.127 |
-0.120 |
0 |
| 1 |
73 |
3,459,880 |
3,459,880 |
2,915,934 |
1.12 |
0.067 |
0.056 |
314,119 |
| HKG |
-1 |
77 |
-3,269,174 |
-3,269,174 |
-2,921,766 |
1.04 |
-0.025 |
-0.014 |
170,473 |
| 0 |
2 |
0 |
0 |
0 |
0.68 |
-0.009 |
-0.009 |
0 |
| 1 |
73 |
3,569,780 |
3,569,780 |
3,181,508 |
0.94 |
0.135 |
0.129 |
570,763 |
| IDN |
1 |
13 |
512,854 |
512,854 |
239,387 |
0.47 |
0.211 |
0.212 |
100,522 |
| JPN |
-1 |
164 |
-8,167,527 |
-8,167,527 |
-3,558,736 |
0.52 |
-0.057 |
-0.050 |
533,590 |
| 1 |
142 |
7,196,570 |
7,196,570 |
4,624,295 |
0.80 |
0.052 |
0.052 |
451,321 |
| KOR |
-1 |
50 |
-1,443,607 |
-1,443,607 |
-2,210,037 |
1.67 |
-0.025 |
-0.011 |
81,869 |
| 0 |
1 |
0 |
0 |
0 |
1.08 |
0.160 |
0.160 |
0 |
| 1 |
67 |
1,990,873 |
1,990,873 |
1,825,793 |
1.08 |
0.230 |
0.223 |
542,139 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.030 |
0.030 |
0 |
| 1 |
5 |
413,981 |
413,981 |
122,635 |
0.37 |
0.150 |
0.146 |
70,015 |
| NZL |
-1 |
2 |
-147,233 |
-147,233 |
-69,978 |
0.39 |
-0.042 |
-0.042 |
6,069 |
| PHL |
1 |
7 |
134,815 |
134,815 |
38,707 |
0.26 |
0.129 |
0.145 |
21,804 |
| SGP |
-1 |
10 |
-542,610 |
-542,610 |
-378,752 |
0.66 |
-0.018 |
-0.012 |
10,796 |
| 1 |
3 |
174,878 |
174,878 |
51,794 |
0.23 |
0.035 |
0.049 |
2,803 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.125 |
0.125 |
0 |
| 1 |
14 |
1,049,493 |
1,049,493 |
199,467 |
0.31 |
0.138 |
0.130 |
182,185 |
| TWN |
-1 |
20 |
-1,121,827 |
-1,121,827 |
-549,061 |
0.66 |
0.078 |
0.100 |
-98,766 |
| 0 |
6 |
0 |
0 |
0 |
0.76 |
0.212 |
0.202 |
0 |
| 1 |
52 |
2,654,103 |
2,654,103 |
2,885,949 |
1.27 |
0.216 |
0.207 |
594,114 |