Generated at 10:23 on Sunday 10/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
472 |
-19,917,612 |
| 0 |
73 |
0 |
| 1 |
446 |
21,869,787 |
|
target_notional |
| target_notional |
1,952,175 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
825,087 |
1,952,175 |
4,659,815 |
41,787,398 |
0.020 |
0.047 |
0.112 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,766,504 |
| 0 |
0 |
| 1 |
15,591,591 |
|
alpha_notional |
| alpha_notional |
4,659,815 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,399,271 |
| 0 |
0 |
| 1 |
3,260,544 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
68 |
-1,047,836 |
2,649,072 |
-0.396 |
0.063 |
| CHN |
182 |
-143,069 |
7,401,287 |
-0.019 |
0.177 |
| HKG |
150 |
394,967 |
6,545,123 |
0.060 |
0.157 |
| IDN |
14 |
475,042 |
475,042 |
1.000 |
0.011 |
| JPN |
321 |
-796,548 |
14,754,252 |
-0.054 |
0.353 |
| KOR |
128 |
550,490 |
3,804,366 |
0.145 |
0.091 |
| MYS |
6 |
338,059 |
338,059 |
1.000 |
0.008 |
| NZL |
2 |
-153,240 |
153,240 |
-1.000 |
0.004 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
13 |
-312,915 |
677,815 |
-0.462 |
0.016 |
| THA |
16 |
1,049,910 |
1,049,910 |
1.000 |
0.025 |
| TWN |
84 |
1,465,349 |
3,807,267 |
0.385 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
49 |
-1,848,454 |
| 0 |
4 |
0 |
| 1 |
15 |
800,618 |
| CHN |
-1 |
85 |
-3,772,178 |
| 0 |
17 |
0 |
| 1 |
80 |
3,629,109 |
| HKG |
-1 |
80 |
-3,075,078 |
| 0 |
2 |
0 |
| 1 |
68 |
3,470,045 |
| IDN |
1 |
14 |
475,042 |
| JPN |
-1 |
172 |
-7,775,400 |
| 0 |
20 |
0 |
| 1 |
129 |
6,978,852 |
| KOR |
-1 |
51 |
-1,626,938 |
| 0 |
13 |
0 |
| 1 |
64 |
2,177,428 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
338,059 |
| NZL |
-1 |
2 |
-153,240 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
10 |
-495,365 |
| 1 |
3 |
182,450 |
| THA |
0 |
2 |
0 |
| 1 |
14 |
1,049,910 |
| TWN |
-1 |
23 |
-1,170,959 |
| 0 |
14 |
0 |
| 1 |
47 |
2,636,308 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
49 |
-1,848,454 |
-1,848,454 |
-1,276,769 |
0.85 |
-0.061 |
-0.059 |
139,950 |
| 0 |
4 |
0 |
0 |
0 |
0.71 |
-0.005 |
0.026 |
0 |
| 1 |
15 |
800,618 |
800,618 |
140,433 |
0.47 |
0.074 |
0.077 |
62,605 |
| CHN |
-1 |
85 |
-3,772,178 |
-3,772,178 |
-2,751,654 |
1.19 |
-0.175 |
-0.174 |
578,433 |
| 0 |
17 |
0 |
0 |
0 |
1.40 |
-0.112 |
-0.151 |
0 |
| 1 |
80 |
3,629,109 |
3,629,109 |
2,835,500 |
1.09 |
0.051 |
0.048 |
274,825 |
| HKG |
-1 |
80 |
-3,075,078 |
-3,075,078 |
-2,448,678 |
0.94 |
-0.029 |
-0.013 |
174,871 |
| 0 |
2 |
0 |
0 |
0 |
1.51 |
-0.167 |
-0.167 |
0 |
| 1 |
68 |
3,470,045 |
3,470,045 |
2,813,758 |
0.91 |
0.124 |
0.129 |
529,550 |
| IDN |
1 |
14 |
475,042 |
475,042 |
247,429 |
0.56 |
0.204 |
0.205 |
92,409 |
| JPN |
-1 |
172 |
-7,775,400 |
-7,775,400 |
-4,597,495 |
0.71 |
-0.040 |
-0.028 |
418,933 |
| 0 |
20 |
0 |
0 |
0 |
1.21 |
0.038 |
0.034 |
0 |
| 1 |
129 |
6,978,852 |
6,978,852 |
3,676,480 |
0.66 |
0.089 |
0.087 |
763,408 |
| KOR |
-1 |
51 |
-1,626,938 |
-1,626,938 |
-2,633,753 |
1.70 |
-0.069 |
-0.064 |
131,256 |
| 0 |
13 |
0 |
0 |
0 |
1.54 |
0.075 |
0.102 |
0 |
| 1 |
64 |
2,177,428 |
2,177,428 |
2,318,585 |
1.17 |
0.252 |
0.245 |
626,049 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.057 |
0.057 |
0 |
| 1 |
5 |
338,059 |
338,059 |
90,348 |
0.42 |
0.169 |
0.153 |
68,546 |
| NZL |
-1 |
2 |
-153,240 |
-153,240 |
-81,485 |
0.44 |
-0.021 |
-0.021 |
3,030 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.099 |
0.101 |
13,504 |
| SGP |
-1 |
10 |
-495,365 |
-495,365 |
-346,393 |
0.68 |
-0.004 |
0.005 |
3,718 |
| 1 |
3 |
182,450 |
182,450 |
59,217 |
0.25 |
0.060 |
0.059 |
8,201 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.30 |
0.137 |
0.137 |
0 |
| 1 |
14 |
1,049,910 |
1,049,910 |
213,654 |
0.37 |
0.166 |
0.162 |
225,085 |
| TWN |
-1 |
23 |
-1,170,959 |
-1,170,959 |
-630,276 |
0.84 |
0.039 |
0.066 |
-50,919 |
| 0 |
14 |
0 |
0 |
0 |
1.37 |
0.168 |
0.146 |
0 |
| 1 |
47 |
2,636,308 |
2,636,308 |
3,157,083 |
1.30 |
0.207 |
0.207 |
596,362 |