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