Generated at 15:20 on Wednesday 09/23/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
475 |
-19,921,082 |
| 0 |
27 |
0 |
| 1 |
471 |
21,987,089 |
|
target_notional |
| target_notional |
2,066,007 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,328,741 |
2,066,007 |
4,342,928 |
41,908,172 |
0.032 |
0.049 |
0.104 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,919,328 |
| 0 |
0 |
| 1 |
16,248,069 |
|
alpha_notional |
| alpha_notional |
4,342,928 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,468,477 |
| 0 |
0 |
| 1 |
2,874,450 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
76 |
-1,048,900 |
2,634,799 |
-0.398 |
0.063 |
| CHN |
180 |
59,821 |
7,081,692 |
0.008 |
0.169 |
| HKG |
152 |
392,974 |
6,835,869 |
0.057 |
0.163 |
| IDN |
14 |
518,126 |
518,126 |
1.000 |
0.012 |
| JPN |
309 |
-991,544 |
14,979,163 |
-0.066 |
0.358 |
| KOR |
116 |
566,901 |
3,472,556 |
0.163 |
0.083 |
| MYS |
6 |
412,422 |
412,422 |
1.000 |
0.010 |
| NZL |
2 |
-148,420 |
148,420 |
-1.000 |
0.004 |
| PHL |
7 |
134,733 |
134,733 |
1.000 |
0.003 |
| SGP |
13 |
-363,856 |
723,983 |
-0.503 |
0.017 |
| THA |
16 |
1,049,907 |
1,049,907 |
1.000 |
0.025 |
| TWN |
81 |
1,520,161 |
3,880,182 |
0.392 |
0.093 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
58 |
-1,841,850 |
| 0 |
1 |
0 |
| 1 |
17 |
792,950 |
| CHN |
-1 |
97 |
-3,510,935 |
| 0 |
8 |
0 |
| 1 |
75 |
3,570,757 |
| HKG |
-1 |
77 |
-3,221,447 |
| 0 |
2 |
0 |
| 1 |
73 |
3,614,421 |
| IDN |
1 |
14 |
518,126 |
| JPN |
-1 |
161 |
-7,985,353 |
| 0 |
7 |
0 |
| 1 |
141 |
6,993,810 |
| KOR |
-1 |
49 |
-1,452,827 |
| 1 |
67 |
2,019,729 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
412,422 |
| NZL |
-1 |
2 |
-148,420 |
| PHL |
1 |
7 |
134,733 |
| SGP |
-1 |
10 |
-543,920 |
| 1 |
3 |
180,064 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,907 |
| TWN |
-1 |
20 |
-1,180,010 |
| 0 |
7 |
0 |
| 1 |
54 |
2,700,171 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
58 |
-1,841,850 |
-1,841,850 |
-1,498,704 |
0.91 |
-0.068 |
-0.058 |
147,260 |
| 0 |
1 |
0 |
0 |
0 |
0.16 |
0.016 |
0.016 |
0 |
| 1 |
17 |
792,950 |
792,950 |
148,686 |
0.39 |
0.056 |
0.054 |
55,617 |
| CHN |
-1 |
97 |
-3,510,935 |
-3,510,935 |
-3,819,395 |
1.41 |
-0.194 |
-0.198 |
600,320 |
| 0 |
8 |
0 |
0 |
0 |
1.60 |
-0.091 |
-0.066 |
0 |
| 1 |
75 |
3,570,757 |
3,570,757 |
3,012,008 |
1.10 |
0.062 |
0.057 |
312,830 |
| HKG |
-1 |
77 |
-3,221,447 |
-3,221,447 |
-2,884,296 |
1.04 |
-0.024 |
-0.016 |
159,084 |
| 0 |
2 |
0 |
0 |
0 |
0.86 |
0.026 |
0.026 |
0 |
| 1 |
73 |
3,614,421 |
3,614,421 |
3,242,948 |
0.95 |
0.138 |
0.143 |
588,218 |
| IDN |
1 |
14 |
518,126 |
518,126 |
244,354 |
0.52 |
0.202 |
0.193 |
94,398 |
| JPN |
-1 |
161 |
-7,985,353 |
-7,985,353 |
-3,439,113 |
0.52 |
-0.062 |
-0.053 |
558,343 |
| 0 |
7 |
0 |
0 |
0 |
0.37 |
-0.004 |
-0.003 |
0 |
| 1 |
141 |
6,993,810 |
6,993,810 |
4,383,080 |
0.81 |
0.049 |
0.050 |
421,168 |
| KOR |
-1 |
49 |
-1,452,827 |
-1,452,827 |
-2,204,961 |
1.66 |
-0.018 |
0.008 |
70,449 |
| 1 |
67 |
2,019,729 |
2,019,729 |
1,865,523 |
1.08 |
0.232 |
0.231 |
543,720 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.020 |
0.020 |
0 |
| 1 |
5 |
412,422 |
412,422 |
121,494 |
0.37 |
0.122 |
0.136 |
57,823 |
| NZL |
-1 |
2 |
-148,420 |
-148,420 |
-70,700 |
0.39 |
-0.038 |
-0.038 |
5,949 |
| PHL |
1 |
7 |
134,733 |
134,733 |
38,641 |
0.26 |
0.138 |
0.139 |
21,508 |
| SGP |
-1 |
10 |
-543,920 |
-543,920 |
-379,897 |
0.66 |
-0.030 |
-0.027 |
16,288 |
| 1 |
3 |
180,064 |
180,064 |
53,203 |
0.23 |
0.026 |
0.049 |
248 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.121 |
0.121 |
0 |
| 1 |
15 |
1,049,907 |
1,049,907 |
200,499 |
0.31 |
0.133 |
0.133 |
180,756 |
| TWN |
-1 |
20 |
-1,180,010 |
-1,180,010 |
-572,125 |
0.66 |
0.075 |
0.095 |
-91,651 |
| 0 |
7 |
0 |
0 |
0 |
0.89 |
0.225 |
0.204 |
0 |
| 1 |
54 |
2,700,171 |
2,700,171 |
2,937,633 |
1.29 |
0.217 |
0.213 |
598,162 |