Generated at 15:19 on Thursday 09/24/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
484 |
-19,929,692 |
| 0 |
32 |
0 |
| 1 |
470 |
22,007,360 |
|
target_notional |
| target_notional |
2,077,668 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,509,969 |
2,077,668 |
4,401,774 |
41,937,052 |
0.036 |
0.050 |
0.105 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,726,541 |
| 0 |
0 |
| 1 |
16,236,510 |
|
alpha_notional |
| alpha_notional |
4,401,774 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,570,093 |
| 0 |
0 |
| 1 |
2,831,682 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
80 |
-1,046,695 |
2,642,099 |
-0.396 |
0.063 |
| CHN |
171 |
83,668 |
6,941,877 |
0.012 |
0.166 |
| HKG |
152 |
481,229 |
6,813,958 |
0.071 |
0.163 |
| IDN |
14 |
522,218 |
522,218 |
1.000 |
0.012 |
| JPN |
330 |
-1,040,585 |
15,159,254 |
-0.069 |
0.362 |
| KOR |
116 |
561,975 |
3,442,381 |
0.163 |
0.082 |
| MYS |
6 |
396,147 |
396,147 |
1.000 |
0.009 |
| NZL |
2 |
-155,568 |
155,568 |
-1.000 |
0.004 |
| PHL |
7 |
134,011 |
134,011 |
1.000 |
0.003 |
| SGP |
13 |
-368,169 |
733,589 |
-0.502 |
0.018 |
| THA |
16 |
1,049,783 |
1,049,783 |
1.000 |
0.025 |
| TWN |
78 |
1,495,483 |
3,910,339 |
0.382 |
0.093 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-1,844,397 |
| 0 |
7 |
0 |
| 1 |
18 |
797,702 |
| CHN |
-1 |
96 |
-3,429,105 |
| 1 |
75 |
3,512,772 |
| HKG |
-1 |
77 |
-3,166,365 |
| 0 |
2 |
0 |
| 1 |
73 |
3,647,593 |
| IDN |
1 |
14 |
522,218 |
| JPN |
-1 |
170 |
-8,099,919 |
| 0 |
20 |
0 |
| 1 |
140 |
7,059,334 |
| KOR |
-1 |
49 |
-1,440,203 |
| 1 |
67 |
2,002,178 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
396,147 |
| NZL |
-1 |
2 |
-155,568 |
| PHL |
1 |
7 |
134,011 |
| SGP |
-1 |
10 |
-550,879 |
| 1 |
3 |
182,710 |
| THA |
0 |
2 |
0 |
| 1 |
14 |
1,049,783 |
| TWN |
-1 |
24 |
-1,207,428 |
| 1 |
54 |
2,702,911 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-1,844,397 |
-1,844,397 |
-1,421,526 |
0.82 |
-0.076 |
-0.066 |
170,764 |
| 0 |
7 |
0 |
0 |
0 |
1.23 |
-0.041 |
-0.046 |
0 |
| 1 |
18 |
797,702 |
797,702 |
156,695 |
0.41 |
0.061 |
0.067 |
54,108 |
| CHN |
-1 |
96 |
-3,429,105 |
-3,429,105 |
-3,697,911 |
1.42 |
-0.186 |
-0.184 |
580,180 |
| 1 |
75 |
3,512,772 |
3,512,772 |
2,950,409 |
1.10 |
0.064 |
0.066 |
313,424 |
| HKG |
-1 |
77 |
-3,166,365 |
-3,166,365 |
-2,751,216 |
1.04 |
-0.025 |
-0.023 |
159,319 |
| 0 |
2 |
0 |
0 |
0 |
0.79 |
0.002 |
0.002 |
0 |
| 1 |
73 |
3,647,593 |
3,647,593 |
3,286,534 |
0.99 |
0.132 |
0.134 |
567,158 |
| IDN |
1 |
14 |
522,218 |
522,218 |
251,159 |
0.52 |
0.215 |
0.220 |
101,329 |
| JPN |
-1 |
170 |
-8,099,919 |
-8,099,919 |
-3,562,438 |
0.50 |
-0.074 |
-0.066 |
658,192 |
| 0 |
20 |
0 |
0 |
0 |
1.03 |
-0.002 |
-0.001 |
0 |
| 1 |
140 |
7,059,334 |
7,059,334 |
4,392,072 |
0.80 |
0.036 |
0.027 |
364,372 |
| KOR |
-1 |
49 |
-1,440,203 |
-1,440,203 |
-2,185,801 |
1.66 |
-0.023 |
0.018 |
78,635 |
| 1 |
67 |
2,002,178 |
2,002,178 |
1,849,313 |
1.08 |
0.242 |
0.238 |
554,953 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.005 |
0.005 |
0 |
| 1 |
5 |
396,147 |
396,147 |
112,794 |
0.37 |
0.126 |
0.119 |
61,399 |
| NZL |
-1 |
2 |
-155,568 |
-155,568 |
-74,365 |
0.39 |
-0.048 |
-0.048 |
7,751 |
| PHL |
1 |
7 |
134,011 |
134,011 |
38,489 |
0.26 |
0.134 |
0.123 |
18,740 |
| SGP |
-1 |
10 |
-550,879 |
-550,879 |
-383,399 |
0.66 |
-0.033 |
-0.032 |
18,353 |
| 1 |
3 |
182,710 |
182,710 |
53,852 |
0.23 |
0.026 |
0.045 |
518 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.36 |
0.115 |
0.115 |
0 |
| 1 |
14 |
1,049,783 |
1,049,783 |
204,574 |
0.31 |
0.154 |
0.150 |
196,414 |
| TWN |
-1 |
24 |
-1,207,428 |
-1,207,428 |
-600,426 |
0.62 |
0.096 |
0.113 |
-105,896 |
| 1 |
54 |
2,702,911 |
2,702,911 |
2,940,618 |
1.29 |
0.218 |
0.216 |
599,266 |