Generated at 15:34 on Wednesday 09/30/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
477 |
-20,042,367 |
| 0 |
38 |
0 |
| 1 |
470 |
21,884,292 |
|
target_notional |
| target_notional |
1,841,925 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
739,842 |
1,841,925 |
4,532,123 |
41,926,658 |
0.018 |
0.044 |
0.108 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,827,821 |
| 0 |
0 |
| 1 |
15,567,663 |
|
alpha_notional |
| alpha_notional |
4,532,123 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,516,481 |
| 0 |
0 |
| 1 |
3,015,642 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
70 |
-1,049,512 |
2,637,182 |
-0.398 |
0.063 |
| CHN |
172 |
103,380 |
7,382,102 |
0.014 |
0.176 |
| HKG |
151 |
409,897 |
6,813,635 |
0.060 |
0.163 |
| IDN |
14 |
481,277 |
481,277 |
1.000 |
0.011 |
| JPN |
324 |
-1,056,526 |
14,847,912 |
-0.071 |
0.354 |
| KOR |
128 |
504,505 |
3,734,580 |
0.135 |
0.089 |
| MYS |
6 |
335,714 |
335,714 |
1.000 |
0.008 |
| NZL |
2 |
-156,611 |
156,611 |
-1.000 |
0.004 |
| PHL |
7 |
131,078 |
131,078 |
1.000 |
0.003 |
| SGP |
13 |
-357,721 |
720,122 |
-0.497 |
0.017 |
| THA |
15 |
1,048,649 |
1,048,649 |
1.000 |
0.025 |
| TWN |
83 |
1,447,794 |
3,637,797 |
0.398 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
52 |
-1,843,347 |
| 0 |
2 |
0 |
| 1 |
16 |
793,835 |
| CHN |
-1 |
87 |
-3,639,361 |
| 1 |
85 |
3,742,741 |
| HKG |
-1 |
79 |
-3,201,869 |
| 1 |
72 |
3,611,766 |
| IDN |
1 |
14 |
481,277 |
| JPN |
-1 |
172 |
-7,952,219 |
| 0 |
18 |
0 |
| 1 |
134 |
6,895,693 |
| KOR |
-1 |
55 |
-1,615,037 |
| 0 |
3 |
0 |
| 1 |
70 |
2,119,543 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
335,714 |
| NZL |
-1 |
2 |
-156,611 |
| PHL |
1 |
7 |
131,078 |
| SGP |
-1 |
10 |
-538,921 |
| 1 |
3 |
181,200 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,048,649 |
| TWN |
-1 |
20 |
-1,095,001 |
| 0 |
13 |
0 |
| 1 |
50 |
2,542,796 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
52 |
-1,843,347 |
-1,843,347 |
-1,479,902 |
0.84 |
-0.074 |
-0.057 |
162,312 |
| 0 |
2 |
0 |
0 |
0 |
0.43 |
-0.070 |
-0.070 |
0 |
| 1 |
16 |
793,835 |
793,835 |
157,599 |
0.47 |
0.070 |
0.067 |
53,618 |
| CHN |
-1 |
87 |
-3,639,361 |
-3,639,361 |
-2,732,836 |
1.19 |
-0.167 |
-0.158 |
538,143 |
| 1 |
85 |
3,742,741 |
3,742,741 |
3,004,067 |
1.12 |
0.059 |
0.060 |
267,267 |
| HKG |
-1 |
79 |
-3,201,869 |
-3,201,869 |
-2,598,786 |
0.98 |
-0.040 |
-0.018 |
204,932 |
| 1 |
72 |
3,611,766 |
3,611,766 |
2,924,252 |
0.90 |
0.124 |
0.130 |
541,883 |
| IDN |
1 |
14 |
481,277 |
481,277 |
252,143 |
0.56 |
0.215 |
0.214 |
99,320 |
| JPN |
-1 |
172 |
-7,952,219 |
-7,952,219 |
-4,331,928 |
0.69 |
-0.063 |
-0.050 |
565,621 |
| 0 |
18 |
0 |
0 |
0 |
0.68 |
0.001 |
-0.006 |
0 |
| 1 |
134 |
6,895,693 |
6,895,693 |
3,788,316 |
0.77 |
0.061 |
0.057 |
559,865 |
| KOR |
-1 |
55 |
-1,615,037 |
-1,615,037 |
-2,647,217 |
1.81 |
-0.052 |
-0.051 |
119,434 |
| 0 |
3 |
0 |
0 |
0 |
0.96 |
0.115 |
0.186 |
0 |
| 1 |
70 |
2,119,543 |
2,119,543 |
2,162,051 |
1.13 |
0.240 |
0.242 |
591,065 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.024 |
0.024 |
0 |
| 1 |
5 |
335,714 |
335,714 |
90,941 |
0.42 |
0.147 |
0.121 |
67,187 |
| NZL |
-1 |
2 |
-156,611 |
-156,611 |
-83,758 |
0.44 |
-0.035 |
-0.035 |
5,350 |
| PHL |
1 |
7 |
131,078 |
131,078 |
38,742 |
0.26 |
0.151 |
0.170 |
21,434 |
| SGP |
-1 |
10 |
-538,921 |
-538,921 |
-381,722 |
0.68 |
-0.005 |
-0.000 |
6,341 |
| 1 |
3 |
181,200 |
181,200 |
58,750 |
0.25 |
0.053 |
0.059 |
6,830 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.44 |
0.175 |
0.175 |
0 |
| 1 |
14 |
1,048,649 |
1,048,649 |
220,822 |
0.32 |
0.187 |
0.188 |
224,096 |
| TWN |
-1 |
20 |
-1,095,001 |
-1,095,001 |
-571,671 |
0.72 |
0.064 |
0.089 |
-85,653 |
| 0 |
13 |
0 |
0 |
0 |
1.56 |
0.215 |
0.204 |
0 |
| 1 |
50 |
2,542,796 |
2,542,796 |
2,869,980 |
1.26 |
0.214 |
0.204 |
583,076 |