Generated at 15:19 on Monday 09/28/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
462 |
-19,909,075 |
| 0 |
67 |
0 |
| 1 |
457 |
22,035,645 |
|
target_notional |
| target_notional |
2,126,570 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,345,856 |
2,126,570 |
4,581,229 |
41,944,720 |
0.032 |
0.051 |
0.109 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,253,047 |
| 0 |
0 |
| 1 |
15,598,903 |
|
alpha_notional |
| alpha_notional |
4,581,229 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,673,886 |
| 0 |
0 |
| 1 |
2,907,342 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
73 |
-1,048,978 |
2,602,888 |
-0.403 |
0.062 |
| CHN |
180 |
-3,885 |
6,976,944 |
-0.001 |
0.166 |
| HKG |
152 |
524,027 |
6,600,282 |
0.079 |
0.157 |
| IDN |
14 |
505,018 |
505,018 |
1.000 |
0.012 |
| JPN |
313 |
-1,046,471 |
15,464,343 |
-0.068 |
0.369 |
| KOR |
128 |
591,639 |
3,673,598 |
0.161 |
0.088 |
| MYS |
6 |
349,642 |
349,642 |
1.000 |
0.008 |
| NZL |
2 |
-151,723 |
151,723 |
-1.000 |
0.004 |
| PHL |
7 |
133,600 |
133,600 |
1.000 |
0.003 |
| SGP |
13 |
-365,797 |
728,327 |
-0.502 |
0.017 |
| THA |
15 |
1,049,856 |
1,049,856 |
1.000 |
0.025 |
| TWN |
82 |
1,589,643 |
3,708,499 |
0.429 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-1,825,933 |
| 0 |
4 |
0 |
| 1 |
17 |
776,955 |
| CHN |
-1 |
85 |
-3,490,415 |
| 0 |
23 |
0 |
| 1 |
72 |
3,486,530 |
| HKG |
-1 |
77 |
-3,038,127 |
| 0 |
3 |
0 |
| 1 |
72 |
3,562,154 |
| IDN |
1 |
14 |
505,018 |
| JPN |
-1 |
160 |
-8,255,407 |
| 0 |
21 |
0 |
| 1 |
132 |
7,208,936 |
| KOR |
-1 |
57 |
-1,540,979 |
| 0 |
5 |
0 |
| 1 |
66 |
2,132,618 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
349,642 |
| NZL |
-1 |
2 |
-151,723 |
| PHL |
1 |
7 |
133,600 |
| SGP |
-1 |
10 |
-547,062 |
| 1 |
3 |
181,265 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,049,856 |
| TWN |
-1 |
19 |
-1,059,428 |
| 0 |
8 |
0 |
| 1 |
55 |
2,649,071 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-1,825,933 |
-1,825,933 |
-1,400,725 |
0.86 |
-0.075 |
-0.061 |
162,846 |
| 0 |
4 |
0 |
0 |
0 |
0.30 |
0.012 |
0.006 |
0 |
| 1 |
17 |
776,955 |
776,955 |
147,023 |
0.45 |
0.066 |
0.073 |
53,299 |
| CHN |
-1 |
85 |
-3,490,415 |
-3,490,415 |
-2,830,515 |
1.27 |
-0.179 |
-0.172 |
552,833 |
| 0 |
23 |
0 |
0 |
0 |
1.77 |
-0.165 |
-0.166 |
0 |
| 1 |
72 |
3,486,530 |
3,486,530 |
2,893,014 |
1.07 |
0.067 |
0.057 |
288,078 |
| HKG |
-1 |
77 |
-3,038,127 |
-3,038,127 |
-2,478,538 |
1.01 |
-0.021 |
-0.016 |
153,824 |
| 0 |
3 |
0 |
0 |
0 |
1.65 |
-0.125 |
-0.110 |
0 |
| 1 |
72 |
3,562,154 |
3,562,154 |
3,156,856 |
0.98 |
0.135 |
0.144 |
562,454 |
| IDN |
1 |
14 |
505,018 |
505,018 |
244,382 |
0.52 |
0.229 |
0.231 |
110,526 |
| JPN |
-1 |
160 |
-8,255,407 |
-8,255,407 |
-4,161,287 |
0.58 |
-0.086 |
-0.081 |
763,728 |
| 0 |
21 |
0 |
0 |
0 |
0.62 |
-0.028 |
-0.035 |
0 |
| 1 |
132 |
7,208,936 |
7,208,936 |
3,894,548 |
0.72 |
0.036 |
0.030 |
377,977 |
| KOR |
-1 |
57 |
-1,540,979 |
-1,540,979 |
-2,385,103 |
1.66 |
-0.058 |
-0.083 |
116,451 |
| 0 |
5 |
0 |
0 |
0 |
1.54 |
-0.056 |
-0.030 |
0 |
| 1 |
66 |
2,132,618 |
2,132,618 |
1,993,252 |
1.06 |
0.247 |
0.235 |
611,688 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.011 |
0.011 |
0 |
| 1 |
5 |
349,642 |
349,642 |
87,554 |
0.37 |
0.126 |
0.112 |
63,310 |
| NZL |
-1 |
2 |
-151,723 |
-151,723 |
-72,483 |
0.39 |
-0.035 |
-0.035 |
5,149 |
| PHL |
1 |
7 |
133,600 |
133,600 |
38,451 |
0.26 |
0.159 |
0.149 |
21,103 |
| SGP |
-1 |
10 |
-547,062 |
-547,062 |
-379,534 |
0.66 |
-0.022 |
-0.012 |
15,854 |
| 1 |
3 |
181,265 |
181,265 |
53,133 |
0.23 |
0.030 |
0.044 |
2,568 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.170 |
0.170 |
0 |
| 1 |
14 |
1,049,856 |
1,049,856 |
204,491 |
0.31 |
0.179 |
0.182 |
218,708 |
| TWN |
-1 |
19 |
-1,059,428 |
-1,059,428 |
-544,863 |
0.67 |
0.085 |
0.106 |
-96,797 |
| 0 |
8 |
0 |
0 |
0 |
0.91 |
0.212 |
0.210 |
0 |
| 1 |
55 |
2,649,071 |
2,649,071 |
2,886,198 |
1.29 |
0.214 |
0.216 |
597,631 |