Generated at 15:19 on Thursday 10/01/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
479 |
-19,903,617 |
| 0 |
47 |
0 |
| 1 |
459 |
21,819,882 |
|
target_notional |
| target_notional |
1,916,265 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
601,360 |
1,916,265 |
4,538,907 |
41,723,499 |
0.014 |
0.046 |
0.109 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,805,544 |
| 0 |
0 |
| 1 |
15,406,904 |
|
alpha_notional |
| alpha_notional |
4,538,907 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,498,819 |
| 0 |
0 |
| 1 |
3,040,088 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
69 |
-1,049,251 |
2,578,126 |
-0.407 |
0.062 |
| CHN |
172 |
103,315 |
7,380,827 |
0.014 |
0.177 |
| HKG |
153 |
466,607 |
6,645,462 |
0.070 |
0.159 |
| IDN |
14 |
477,789 |
477,789 |
1.000 |
0.011 |
| JPN |
321 |
-1,059,561 |
14,819,967 |
-0.071 |
0.355 |
| KOR |
130 |
564,936 |
3,802,605 |
0.149 |
0.091 |
| MYS |
6 |
335,212 |
335,212 |
1.000 |
0.008 |
| NZL |
2 |
-156,286 |
156,286 |
-1.000 |
0.004 |
| PHL |
7 |
130,442 |
130,442 |
1.000 |
0.003 |
| SGP |
13 |
-343,440 |
707,709 |
-0.485 |
0.017 |
| THA |
16 |
1,049,683 |
1,049,683 |
1.000 |
0.025 |
| TWN |
82 |
1,396,821 |
3,639,393 |
0.384 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-1,813,689 |
| 0 |
3 |
0 |
| 1 |
15 |
764,438 |
| CHN |
-1 |
87 |
-3,638,756 |
| 1 |
85 |
3,742,071 |
| HKG |
-1 |
78 |
-3,089,427 |
| 0 |
6 |
0 |
| 1 |
69 |
3,556,034 |
| IDN |
1 |
14 |
477,789 |
| JPN |
-1 |
175 |
-7,939,764 |
| 0 |
19 |
0 |
| 1 |
127 |
6,880,203 |
| KOR |
-1 |
56 |
-1,618,835 |
| 0 |
5 |
0 |
| 1 |
69 |
2,183,771 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
335,212 |
| NZL |
-1 |
2 |
-156,286 |
| PHL |
1 |
7 |
130,442 |
| SGP |
-1 |
10 |
-525,575 |
| 1 |
3 |
182,134 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,683 |
| TWN |
-1 |
20 |
-1,121,286 |
| 0 |
12 |
0 |
| 1 |
50 |
2,518,107 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-1,813,689 |
-1,813,689 |
-1,400,570 |
0.83 |
-0.048 |
-0.035 |
116,191 |
| 0 |
3 |
0 |
0 |
0 |
0.36 |
-0.033 |
0.035 |
0 |
| 1 |
15 |
764,438 |
764,438 |
145,378 |
0.53 |
0.087 |
0.086 |
66,238 |
| CHN |
-1 |
87 |
-3,638,756 |
-3,638,756 |
-2,732,388 |
1.19 |
-0.166 |
-0.162 |
531,521 |
| 1 |
85 |
3,742,071 |
3,742,071 |
3,003,531 |
1.12 |
0.057 |
0.054 |
271,931 |
| HKG |
-1 |
78 |
-3,089,427 |
-3,089,427 |
-2,487,498 |
0.96 |
-0.036 |
-0.010 |
190,376 |
| 0 |
6 |
0 |
0 |
0 |
1.03 |
-0.003 |
0.006 |
0 |
| 1 |
69 |
3,556,034 |
3,556,034 |
2,865,010 |
0.91 |
0.128 |
0.136 |
554,349 |
| IDN |
1 |
14 |
477,789 |
477,789 |
249,798 |
0.56 |
0.214 |
0.217 |
97,732 |
| JPN |
-1 |
175 |
-7,939,764 |
-7,939,764 |
-4,495,225 |
0.71 |
-0.068 |
-0.056 |
592,626 |
| 0 |
19 |
0 |
0 |
0 |
1.07 |
-0.002 |
-0.005 |
0 |
| 1 |
127 |
6,880,203 |
6,880,203 |
3,612,373 |
0.70 |
0.055 |
0.052 |
537,490 |
| KOR |
-1 |
56 |
-1,618,835 |
-1,618,835 |
-2,639,176 |
1.76 |
-0.092 |
-0.104 |
146,149 |
| 0 |
5 |
0 |
0 |
0 |
1.37 |
0.178 |
0.208 |
0 |
| 1 |
69 |
2,183,771 |
2,183,771 |
2,272,322 |
1.14 |
0.246 |
0.250 |
629,938 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.041 |
0.041 |
0 |
| 1 |
5 |
335,212 |
335,212 |
90,178 |
0.42 |
0.149 |
0.130 |
63,363 |
| NZL |
-1 |
2 |
-156,286 |
-156,286 |
-83,037 |
0.44 |
-0.037 |
-0.037 |
4,982 |
| PHL |
1 |
7 |
130,442 |
130,442 |
38,645 |
0.26 |
0.141 |
0.161 |
20,808 |
| SGP |
-1 |
10 |
-525,575 |
-525,575 |
-370,890 |
0.68 |
0.002 |
0.008 |
1,998 |
| 1 |
3 |
182,134 |
182,134 |
59,107 |
0.25 |
0.057 |
0.063 |
7,383 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.44 |
0.171 |
0.171 |
0 |
| 1 |
15 |
1,049,683 |
1,049,683 |
219,297 |
0.36 |
0.179 |
0.181 |
216,362 |
| TWN |
-1 |
20 |
-1,121,286 |
-1,121,286 |
-596,759 |
0.72 |
0.067 |
0.099 |
-85,024 |
| 0 |
12 |
0 |
0 |
0 |
1.39 |
0.226 |
0.229 |
0 |
| 1 |
50 |
2,518,107 |
2,518,107 |
2,851,265 |
1.26 |
0.217 |
0.216 |
574,494 |