Generated at 08:35 on Sunday 10/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
473 |
-19,898,446 |
| 0 |
48 |
0 |
| 1 |
455 |
21,910,828 |
|
target_notional |
| target_notional |
2,012,382 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
727,834 |
2,012,382 |
4,611,149 |
41,809,273 |
0.017 |
0.048 |
0.110 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,872,860 |
| 0 |
0 |
| 1 |
15,600,694 |
|
alpha_notional |
| alpha_notional |
4,611,149 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,351,174 |
| 0 |
0 |
| 1 |
3,259,975 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
67 |
-1,049,969 |
2,682,531 |
-0.391 |
0.064 |
| CHN |
172 |
103,315 |
7,380,827 |
0.014 |
0.177 |
| HKG |
151 |
373,364 |
6,459,163 |
0.058 |
0.154 |
| IDN |
14 |
462,523 |
462,523 |
1.000 |
0.011 |
| JPN |
314 |
-972,418 |
14,933,122 |
-0.065 |
0.357 |
| KOR |
129 |
567,730 |
3,802,567 |
0.149 |
0.091 |
| MYS |
6 |
338,939 |
338,939 |
1.000 |
0.008 |
| NZL |
2 |
-154,988 |
154,988 |
-1.000 |
0.004 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
13 |
-324,077 |
692,790 |
-0.468 |
0.017 |
| THA |
16 |
1,049,629 |
1,049,629 |
1.000 |
0.025 |
| TWN |
85 |
1,486,368 |
3,720,229 |
0.400 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-1,866,250 |
| 0 |
3 |
0 |
| 1 |
15 |
816,281 |
| CHN |
-1 |
87 |
-3,638,756 |
| 1 |
85 |
3,742,071 |
| HKG |
-1 |
81 |
-3,042,900 |
| 0 |
4 |
0 |
| 1 |
66 |
3,416,263 |
| IDN |
1 |
14 |
462,523 |
| JPN |
-1 |
168 |
-7,952,770 |
| 0 |
17 |
0 |
| 1 |
129 |
6,980,352 |
| KOR |
-1 |
54 |
-1,617,418 |
| 0 |
7 |
0 |
| 1 |
68 |
2,185,148 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
338,939 |
| NZL |
-1 |
2 |
-154,988 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
10 |
-508,433 |
| 1 |
3 |
184,356 |
| THA |
0 |
2 |
0 |
| 1 |
14 |
1,049,629 |
| TWN |
-1 |
22 |
-1,116,930 |
| 0 |
14 |
0 |
| 1 |
49 |
2,603,298 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-1,866,250 |
-1,866,250 |
-1,291,129 |
0.81 |
-0.069 |
-0.055 |
164,207 |
| 0 |
3 |
0 |
0 |
0 |
1.57 |
-0.011 |
-0.021 |
0 |
| 1 |
15 |
816,281 |
816,281 |
150,951 |
0.47 |
0.073 |
0.072 |
69,851 |
| CHN |
-1 |
87 |
-3,638,756 |
-3,638,756 |
-2,732,388 |
1.19 |
-0.172 |
-0.167 |
560,047 |
| 1 |
85 |
3,742,071 |
3,742,071 |
3,003,531 |
1.12 |
0.052 |
0.046 |
257,727 |
| HKG |
-1 |
81 |
-3,042,900 |
-3,042,900 |
-2,423,139 |
0.93 |
-0.020 |
-0.001 |
124,349 |
| 0 |
4 |
0 |
0 |
0 |
1.69 |
-0.074 |
-0.080 |
0 |
| 1 |
66 |
3,416,263 |
3,416,263 |
2,774,162 |
0.88 |
0.133 |
0.140 |
545,748 |
| IDN |
1 |
14 |
462,523 |
462,523 |
241,382 |
0.56 |
0.200 |
0.196 |
87,522 |
| JPN |
-1 |
168 |
-7,952,770 |
-7,952,770 |
-4,727,881 |
0.69 |
-0.047 |
-0.036 |
438,063 |
| 0 |
17 |
0 |
0 |
0 |
0.89 |
0.014 |
0.024 |
0 |
| 1 |
129 |
6,980,352 |
6,980,352 |
3,596,284 |
0.65 |
0.087 |
0.083 |
767,163 |
| KOR |
-1 |
54 |
-1,617,418 |
-1,617,418 |
-2,661,722 |
1.72 |
-0.105 |
-0.100 |
149,675 |
| 0 |
7 |
0 |
0 |
0 |
1.84 |
0.004 |
0.084 |
0 |
| 1 |
68 |
2,185,148 |
2,185,148 |
2,287,774 |
1.15 |
0.251 |
0.249 |
636,971 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.048 |
0.048 |
0 |
| 1 |
5 |
338,939 |
338,939 |
90,805 |
0.42 |
0.152 |
0.133 |
63,229 |
| NZL |
-1 |
2 |
-154,988 |
-154,988 |
-82,544 |
0.44 |
-0.032 |
-0.032 |
5,541 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.103 |
0.108 |
12,965 |
| SGP |
-1 |
10 |
-508,433 |
-508,433 |
-356,527 |
0.68 |
-0.000 |
-0.003 |
4,538 |
| 1 |
3 |
184,356 |
184,356 |
60,062 |
0.25 |
0.047 |
0.059 |
5,033 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.30 |
0.137 |
0.137 |
0 |
| 1 |
14 |
1,049,629 |
1,049,629 |
224,948 |
0.37 |
0.172 |
0.171 |
228,962 |
| TWN |
-1 |
22 |
-1,116,930 |
-1,116,930 |
-597,531 |
0.83 |
0.070 |
0.086 |
-95,245 |
| 0 |
14 |
0 |
0 |
0 |
1.22 |
0.146 |
0.188 |
0 |
| 1 |
49 |
2,603,298 |
2,603,298 |
3,131,693 |
1.34 |
0.211 |
0.216 |
584,803 |