Generated at 15:19 on Sunday 10/04/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
484 |
-19,909,737 |
| 0 |
35 |
0 |
| 1 |
460 |
21,922,132 |
|
target_notional |
| target_notional |
2,012,395 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
787,610 |
2,012,395 |
4,527,879 |
41,831,869 |
0.019 |
0.048 |
0.108 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,875,318 |
| 0 |
0 |
| 1 |
15,662,928 |
|
alpha_notional |
| alpha_notional |
4,527,879 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,296,037 |
| 0 |
0 |
| 1 |
3,231,842 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
68 |
-1,049,288 |
2,667,099 |
-0.393 |
0.064 |
| CHN |
172 |
103,315 |
7,380,827 |
0.014 |
0.176 |
| HKG |
151 |
384,191 |
6,558,074 |
0.059 |
0.157 |
| IDN |
14 |
468,097 |
468,097 |
1.000 |
0.011 |
| JPN |
318 |
-973,891 |
14,784,330 |
-0.066 |
0.353 |
| KOR |
125 |
560,297 |
3,802,017 |
0.147 |
0.091 |
| MYS |
6 |
335,278 |
335,278 |
1.000 |
0.008 |
| NZL |
2 |
-154,771 |
154,771 |
-1.000 |
0.004 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
13 |
-336,122 |
698,608 |
-0.481 |
0.017 |
| THA |
16 |
1,049,298 |
1,049,298 |
1.000 |
0.025 |
| TWN |
87 |
1,494,024 |
3,801,503 |
0.393 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
51 |
-1,858,193 |
| 0 |
1 |
0 |
| 1 |
16 |
808,905 |
| CHN |
-1 |
87 |
-3,638,756 |
| 1 |
85 |
3,742,071 |
| HKG |
-1 |
80 |
-3,086,942 |
| 0 |
3 |
0 |
| 1 |
68 |
3,471,132 |
| IDN |
1 |
14 |
468,097 |
| JPN |
-1 |
174 |
-7,879,110 |
| 0 |
17 |
0 |
| 1 |
127 |
6,905,220 |
| KOR |
-1 |
56 |
-1,620,860 |
| 1 |
69 |
2,181,157 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
335,278 |
| NZL |
-1 |
2 |
-154,771 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
10 |
-517,365 |
| 1 |
3 |
181,243 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,298 |
| TWN |
-1 |
24 |
-1,153,739 |
| 0 |
12 |
0 |
| 1 |
51 |
2,647,764 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
51 |
-1,858,193 |
-1,858,193 |
-1,363,346 |
0.85 |
-0.066 |
-0.054 |
143,239 |
| 0 |
1 |
0 |
0 |
0 |
-0.26 |
0.000 |
0.000 |
0 |
| 1 |
16 |
808,905 |
808,905 |
157,103 |
0.51 |
0.075 |
0.068 |
68,436 |
| CHN |
-1 |
87 |
-3,638,756 |
-3,638,756 |
-2,732,388 |
1.19 |
-0.175 |
-0.175 |
566,016 |
| 1 |
85 |
3,742,071 |
3,742,071 |
3,003,531 |
1.12 |
0.050 |
0.046 |
249,907 |
| HKG |
-1 |
80 |
-3,086,942 |
-3,086,942 |
-2,477,290 |
0.94 |
-0.026 |
-0.009 |
147,239 |
| 0 |
3 |
0 |
0 |
0 |
1.20 |
-0.104 |
-0.139 |
0 |
| 1 |
68 |
3,471,132 |
3,471,132 |
2,812,664 |
0.91 |
0.130 |
0.139 |
546,750 |
| IDN |
1 |
14 |
468,097 |
468,097 |
243,907 |
0.56 |
0.205 |
0.204 |
88,879 |
| JPN |
-1 |
174 |
-7,879,110 |
-7,879,110 |
-4,564,154 |
0.71 |
-0.035 |
-0.024 |
342,618 |
| 0 |
17 |
0 |
0 |
0 |
1.23 |
-0.009 |
0.014 |
0 |
| 1 |
127 |
6,905,220 |
6,905,220 |
3,590,370 |
0.64 |
0.088 |
0.083 |
764,896 |
| KOR |
-1 |
56 |
-1,620,860 |
-1,620,860 |
-2,657,338 |
1.76 |
-0.105 |
-0.104 |
162,583 |
| 1 |
69 |
2,181,157 |
2,181,157 |
2,277,121 |
1.14 |
0.235 |
0.236 |
600,378 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.054 |
0.054 |
0 |
| 1 |
5 |
335,278 |
335,278 |
90,227 |
0.42 |
0.165 |
0.145 |
67,835 |
| NZL |
-1 |
2 |
-154,771 |
-154,771 |
-82,104 |
0.44 |
-0.032 |
-0.032 |
4,399 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.107 |
0.098 |
14,277 |
| SGP |
-1 |
10 |
-517,365 |
-517,365 |
-363,570 |
0.68 |
0.006 |
0.015 |
1,230 |
| 1 |
3 |
181,243 |
181,243 |
58,828 |
0.25 |
0.059 |
0.063 |
8,102 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.44 |
0.164 |
0.164 |
0 |
| 1 |
15 |
1,049,298 |
1,049,298 |
223,639 |
0.36 |
0.171 |
0.162 |
222,141 |
| TWN |
-1 |
24 |
-1,153,739 |
-1,153,739 |
-635,127 |
0.88 |
0.041 |
0.073 |
-71,288 |
| 0 |
12 |
0 |
0 |
0 |
1.25 |
0.205 |
0.217 |
0 |
| 1 |
51 |
2,647,764 |
2,647,764 |
3,166,434 |
1.33 |
0.204 |
0.203 |
600,242 |