Generated at 09:57 on Sunday 10/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
474 |
-19,896,221 |
| 0 |
42 |
0 |
| 1 |
453 |
21,944,621 |
|
target_notional |
| target_notional |
2,048,400 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
769,331 |
2,048,400 |
4,617,761 |
41,840,841 |
0.018 |
0.049 |
0.110 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,950,759 |
| 0 |
0 |
| 1 |
15,720,090 |
|
alpha_notional |
| alpha_notional |
4,617,761 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,382,335 |
| 0 |
0 |
| 1 |
3,235,426 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
67 |
-1,049,300 |
2,648,239 |
-0.396 |
0.063 |
| CHN |
172 |
103,315 |
7,380,827 |
0.014 |
0.176 |
| HKG |
150 |
315,896 |
6,551,307 |
0.048 |
0.157 |
| IDN |
14 |
473,441 |
473,441 |
1.000 |
0.011 |
| JPN |
313 |
-888,407 |
14,913,797 |
-0.060 |
0.356 |
| KOR |
126 |
505,246 |
3,802,741 |
0.133 |
0.091 |
| MYS |
6 |
336,000 |
336,000 |
1.000 |
0.008 |
| NZL |
2 |
-153,405 |
153,405 |
-1.000 |
0.004 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
13 |
-283,125 |
646,336 |
-0.438 |
0.015 |
| THA |
16 |
1,050,310 |
1,050,310 |
1.000 |
0.025 |
| TWN |
83 |
1,506,464 |
3,752,469 |
0.401 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
50 |
-1,848,770 |
| 0 |
2 |
0 |
| 1 |
15 |
799,470 |
| CHN |
-1 |
87 |
-3,638,756 |
| 1 |
85 |
3,742,071 |
| HKG |
-1 |
79 |
-3,117,706 |
| 0 |
3 |
0 |
| 1 |
68 |
3,433,602 |
| IDN |
1 |
14 |
473,441 |
| JPN |
-1 |
172 |
-7,901,102 |
| 0 |
12 |
0 |
| 1 |
129 |
7,012,695 |
| KOR |
-1 |
52 |
-1,648,748 |
| 0 |
9 |
0 |
| 1 |
65 |
2,153,994 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
336,000 |
| NZL |
-1 |
2 |
-153,405 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
10 |
-464,731 |
| 1 |
3 |
181,606 |
| THA |
0 |
2 |
0 |
| 1 |
14 |
1,050,310 |
| TWN |
-1 |
22 |
-1,123,003 |
| 0 |
13 |
0 |
| 1 |
48 |
2,629,467 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
50 |
-1,848,770 |
-1,848,770 |
-1,310,830 |
0.86 |
-0.062 |
-0.058 |
140,171 |
| 0 |
2 |
0 |
0 |
0 |
0.88 |
0.027 |
0.027 |
0 |
| 1 |
15 |
799,470 |
799,470 |
144,356 |
0.47 |
0.078 |
0.082 |
62,791 |
| CHN |
-1 |
87 |
-3,638,756 |
-3,638,756 |
-2,732,388 |
1.19 |
-0.170 |
-0.164 |
546,586 |
| 1 |
85 |
3,742,071 |
3,742,071 |
3,003,531 |
1.12 |
0.049 |
0.043 |
255,984 |
| HKG |
-1 |
79 |
-3,117,706 |
-3,117,706 |
-2,528,700 |
0.95 |
-0.027 |
-0.007 |
172,136 |
| 0 |
3 |
0 |
0 |
0 |
1.05 |
-0.086 |
-0.125 |
0 |
| 1 |
68 |
3,433,602 |
3,433,602 |
2,775,757 |
0.91 |
0.128 |
0.132 |
551,442 |
| IDN |
1 |
14 |
473,441 |
473,441 |
246,902 |
0.56 |
0.203 |
0.202 |
93,445 |
| JPN |
-1 |
172 |
-7,901,102 |
-7,901,102 |
-4,673,512 |
0.70 |
-0.047 |
-0.039 |
439,526 |
| 0 |
12 |
0 |
0 |
0 |
1.17 |
0.026 |
0.016 |
0 |
| 1 |
129 |
7,012,695 |
7,012,695 |
3,708,830 |
0.66 |
0.085 |
0.075 |
747,186 |
| KOR |
-1 |
52 |
-1,648,748 |
-1,648,748 |
-2,704,186 |
1.74 |
-0.099 |
-0.117 |
169,674 |
| 0 |
9 |
0 |
0 |
0 |
1.64 |
0.039 |
0.070 |
0 |
| 1 |
65 |
2,153,994 |
2,153,994 |
2,264,617 |
1.13 |
0.255 |
0.255 |
626,129 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.040 |
0.040 |
0 |
| 1 |
5 |
336,000 |
336,000 |
89,922 |
0.42 |
0.166 |
0.141 |
68,372 |
| NZL |
-1 |
2 |
-153,405 |
-153,405 |
-81,690 |
0.44 |
-0.022 |
-0.022 |
3,707 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.110 |
0.119 |
14,896 |
| SGP |
-1 |
10 |
-464,731 |
-464,731 |
-323,474 |
0.68 |
0.006 |
0.016 |
-1,022 |
| 1 |
3 |
181,606 |
181,606 |
58,990 |
0.25 |
0.058 |
0.063 |
8,308 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.30 |
0.135 |
0.135 |
0 |
| 1 |
14 |
1,050,310 |
1,050,310 |
221,444 |
0.37 |
0.166 |
0.160 |
225,372 |
| TWN |
-1 |
22 |
-1,123,003 |
-1,123,003 |
-595,978 |
0.83 |
0.070 |
0.091 |
-88,442 |
| 0 |
13 |
0 |
0 |
0 |
1.13 |
0.152 |
0.171 |
0 |
| 1 |
48 |
2,629,467 |
2,629,467 |
3,166,638 |
1.35 |
0.206 |
0.200 |
581,500 |