Generated at 15:19 on Sunday 09/27/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
479 |
-19,939,409 |
| 0 |
45 |
0 |
| 1 |
466 |
22,032,834 |
|
target_notional |
| target_notional |
2,093,425 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,540,999 |
2,093,425 |
4,492,365 |
41,972,243 |
0.037 |
0.050 |
0.107 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,349,524 |
| 0 |
0 |
| 1 |
15,890,523 |
|
alpha_notional |
| alpha_notional |
4,492,365 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,639,850 |
| 0 |
0 |
| 1 |
2,852,515 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
73 |
-1,049,583 |
2,648,361 |
-0.396 |
0.063 |
| CHN |
187 |
67,296 |
6,996,008 |
0.010 |
0.167 |
| HKG |
153 |
520,294 |
6,595,831 |
0.079 |
0.157 |
| IDN |
14 |
510,804 |
510,804 |
1.000 |
0.012 |
| JPN |
322 |
-1,043,242 |
15,299,546 |
-0.068 |
0.365 |
| KOR |
119 |
563,027 |
3,552,448 |
0.158 |
0.085 |
| MYS |
6 |
380,187 |
380,187 |
1.000 |
0.009 |
| NZL |
2 |
-152,501 |
152,501 |
-1.000 |
0.004 |
| PHL |
7 |
135,995 |
135,995 |
1.000 |
0.003 |
| SGP |
13 |
-371,304 |
733,512 |
-0.506 |
0.017 |
| THA |
15 |
1,049,304 |
1,049,304 |
1.000 |
0.025 |
| TWN |
78 |
1,494,120 |
3,906,774 |
0.382 |
0.093 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-1,848,972 |
| 0 |
1 |
0 |
| 1 |
18 |
799,389 |
| CHN |
-1 |
92 |
-3,464,356 |
| 0 |
21 |
0 |
| 1 |
74 |
3,531,652 |
| HKG |
-1 |
77 |
-3,037,769 |
| 0 |
4 |
0 |
| 1 |
72 |
3,558,063 |
| IDN |
1 |
14 |
510,804 |
| JPN |
-1 |
168 |
-8,171,394 |
| 0 |
16 |
0 |
| 1 |
138 |
7,128,152 |
| KOR |
-1 |
51 |
-1,494,710 |
| 0 |
1 |
0 |
| 1 |
67 |
2,057,738 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
380,187 |
| NZL |
-1 |
2 |
-152,501 |
| PHL |
1 |
7 |
135,995 |
| SGP |
-1 |
10 |
-552,408 |
| 1 |
3 |
181,104 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,049,304 |
| TWN |
-1 |
24 |
-1,206,327 |
| 1 |
54 |
2,700,447 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-1,848,972 |
-1,848,972 |
-1,448,210 |
0.84 |
-0.067 |
-0.054 |
162,489 |
| 0 |
1 |
0 |
0 |
0 |
0.18 |
-0.024 |
-0.024 |
0 |
| 1 |
18 |
799,389 |
799,389 |
154,185 |
0.41 |
0.070 |
0.077 |
60,709 |
| CHN |
-1 |
92 |
-3,464,356 |
-3,464,356 |
-3,318,332 |
1.45 |
-0.174 |
-0.169 |
562,314 |
| 0 |
21 |
0 |
0 |
0 |
1.68 |
-0.195 |
-0.203 |
0 |
| 1 |
74 |
3,531,652 |
3,531,652 |
2,930,156 |
1.06 |
0.070 |
0.066 |
321,293 |
| HKG |
-1 |
77 |
-3,037,769 |
-3,037,769 |
-2,497,230 |
1.01 |
-0.015 |
-0.014 |
129,238 |
| 0 |
4 |
0 |
0 |
0 |
1.77 |
-0.062 |
-0.090 |
0 |
| 1 |
72 |
3,558,063 |
3,558,063 |
3,193,199 |
0.98 |
0.139 |
0.137 |
584,917 |
| IDN |
1 |
14 |
510,804 |
510,804 |
246,041 |
0.52 |
0.211 |
0.205 |
99,736 |
| JPN |
-1 |
168 |
-8,171,394 |
-8,171,394 |
-3,730,712 |
0.54 |
-0.086 |
-0.080 |
762,792 |
| 0 |
16 |
0 |
0 |
0 |
0.87 |
-0.059 |
-0.054 |
0 |
| 1 |
138 |
7,128,152 |
7,128,152 |
4,136,855 |
0.75 |
0.035 |
0.028 |
350,151 |
| KOR |
-1 |
51 |
-1,494,710 |
-1,494,710 |
-2,282,913 |
1.63 |
-0.035 |
-0.013 |
105,138 |
| 0 |
1 |
0 |
0 |
0 |
1.77 |
0.099 |
0.099 |
0 |
| 1 |
67 |
2,057,738 |
2,057,738 |
1,888,625 |
1.08 |
0.241 |
0.234 |
565,695 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.003 |
0.003 |
0 |
| 1 |
5 |
380,187 |
380,187 |
104,954 |
0.37 |
0.129 |
0.096 |
65,211 |
| NZL |
-1 |
2 |
-152,501 |
-152,501 |
-72,770 |
0.39 |
-0.036 |
-0.036 |
5,550 |
| PHL |
1 |
7 |
135,995 |
135,995 |
39,054 |
0.26 |
0.118 |
0.103 |
15,459 |
| SGP |
-1 |
10 |
-552,408 |
-552,408 |
-384,334 |
0.66 |
-0.034 |
-0.031 |
20,405 |
| 1 |
3 |
181,104 |
181,104 |
53,110 |
0.23 |
0.018 |
0.034 |
-460 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.153 |
0.153 |
0 |
| 1 |
14 |
1,049,304 |
1,049,304 |
206,406 |
0.31 |
0.159 |
0.155 |
198,134 |
| TWN |
-1 |
24 |
-1,206,327 |
-1,206,327 |
-599,879 |
0.62 |
0.095 |
0.114 |
-108,282 |
| 1 |
54 |
2,700,447 |
2,700,447 |
2,937,938 |
1.29 |
0.216 |
0.219 |
591,670 |