Generated at 15:19 on Tuesday 09/29/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
477 |
-19,900,901 |
| 0 |
43 |
0 |
| 1 |
477 |
21,883,710 |
|
target_notional |
| target_notional |
1,982,809 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,036,858 |
1,982,809 |
4,567,621 |
41,784,611 |
0.025 |
0.047 |
0.109 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,572,952 |
| 0 |
0 |
| 1 |
15,609,810 |
|
alpha_notional |
| alpha_notional |
4,567,621 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,613,029 |
| 0 |
0 |
| 1 |
2,954,592 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
70 |
-1,050,095 |
2,635,722 |
-0.398 |
0.063 |
| CHN |
183 |
-22,710 |
7,417,243 |
-0.003 |
0.178 |
| HKG |
152 |
520,938 |
6,632,944 |
0.079 |
0.159 |
| IDN |
14 |
505,223 |
505,223 |
1.000 |
0.012 |
| JPN |
320 |
-1,055,670 |
14,813,446 |
-0.071 |
0.355 |
| KOR |
129 |
601,009 |
3,738,836 |
0.161 |
0.089 |
| MYS |
6 |
344,315 |
344,315 |
1.000 |
0.008 |
| NZL |
2 |
-150,506 |
150,506 |
-1.000 |
0.004 |
| PHL |
7 |
133,025 |
133,025 |
1.000 |
0.003 |
| SGP |
13 |
-365,833 |
728,016 |
-0.503 |
0.017 |
| THA |
15 |
1,049,408 |
1,049,408 |
1.000 |
0.025 |
| TWN |
86 |
1,473,707 |
3,635,928 |
0.405 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-1,842,909 |
| 0 |
2 |
0 |
| 1 |
17 |
792,814 |
| CHN |
-1 |
86 |
-3,719,977 |
| 0 |
12 |
0 |
| 1 |
85 |
3,697,267 |
| HKG |
-1 |
76 |
-3,056,003 |
| 0 |
4 |
0 |
| 1 |
72 |
3,576,941 |
| IDN |
1 |
14 |
505,223 |
| JPN |
-1 |
176 |
-7,934,558 |
| 0 |
6 |
0 |
| 1 |
138 |
6,878,888 |
| KOR |
-1 |
56 |
-1,568,914 |
| 0 |
3 |
0 |
| 1 |
70 |
2,169,923 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
344,315 |
| NZL |
-1 |
2 |
-150,506 |
| PHL |
1 |
7 |
133,025 |
| SGP |
-1 |
10 |
-546,925 |
| 1 |
3 |
181,091 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,049,408 |
| TWN |
-1 |
20 |
-1,081,110 |
| 0 |
14 |
0 |
| 1 |
52 |
2,554,817 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-1,842,909 |
-1,842,909 |
-1,421,088 |
0.81 |
-0.091 |
-0.084 |
195,254 |
| 0 |
2 |
0 |
0 |
0 |
1.73 |
-0.119 |
-0.119 |
0 |
| 1 |
17 |
792,814 |
792,814 |
146,330 |
0.45 |
0.051 |
0.056 |
44,392 |
| CHN |
-1 |
86 |
-3,719,977 |
-3,719,977 |
-3,078,613 |
1.26 |
-0.172 |
-0.165 |
576,719 |
| 0 |
12 |
0 |
0 |
0 |
1.60 |
-0.230 |
-0.211 |
0 |
| 1 |
85 |
3,697,267 |
3,697,267 |
3,264,100 |
1.18 |
0.065 |
0.072 |
311,612 |
| HKG |
-1 |
76 |
-3,056,003 |
-3,056,003 |
-2,511,704 |
1.01 |
-0.032 |
-0.023 |
183,128 |
| 0 |
4 |
0 |
0 |
0 |
1.49 |
-0.101 |
-0.129 |
0 |
| 1 |
72 |
3,576,941 |
3,576,941 |
3,175,876 |
0.98 |
0.130 |
0.143 |
553,571 |
| IDN |
1 |
14 |
505,223 |
505,223 |
245,537 |
0.52 |
0.224 |
0.225 |
106,865 |
| JPN |
-1 |
176 |
-7,934,558 |
-7,934,558 |
-4,111,394 |
0.66 |
-0.071 |
-0.064 |
635,390 |
| 0 |
6 |
0 |
0 |
0 |
1.53 |
-0.044 |
-0.058 |
0 |
| 1 |
138 |
6,878,888 |
6,878,888 |
3,576,312 |
0.73 |
0.048 |
0.044 |
449,970 |
| KOR |
-1 |
56 |
-1,568,914 |
-1,568,914 |
-2,445,198 |
1.74 |
-0.032 |
-0.035 |
86,378 |
| 0 |
3 |
0 |
0 |
0 |
1.93 |
-0.057 |
-0.015 |
0 |
| 1 |
70 |
2,169,923 |
2,169,923 |
2,087,114 |
1.09 |
0.241 |
0.232 |
591,515 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.18 |
0.029 |
0.029 |
0 |
| 1 |
5 |
344,315 |
344,315 |
85,885 |
0.37 |
0.147 |
0.130 |
67,244 |
| NZL |
-1 |
2 |
-150,506 |
-150,506 |
-71,891 |
0.39 |
-0.026 |
-0.026 |
3,961 |
| PHL |
1 |
7 |
133,025 |
133,025 |
38,332 |
0.26 |
0.150 |
0.156 |
20,501 |
| SGP |
-1 |
10 |
-546,925 |
-546,925 |
-379,531 |
0.66 |
-0.030 |
-0.020 |
21,589 |
| 1 |
3 |
181,091 |
181,091 |
53,078 |
0.23 |
0.020 |
0.032 |
1,399 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.36 |
0.169 |
0.169 |
0 |
| 1 |
14 |
1,049,408 |
1,049,408 |
204,409 |
0.31 |
0.177 |
0.181 |
216,812 |
| TWN |
-1 |
20 |
-1,081,110 |
-1,081,110 |
-553,532 |
0.69 |
0.071 |
0.099 |
-89,390 |
| 0 |
14 |
0 |
0 |
0 |
1.48 |
0.204 |
0.209 |
0 |
| 1 |
52 |
2,554,817 |
2,554,817 |
2,732,835 |
1.24 |
0.218 |
0.219 |
590,712 |