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