Generated at 10:47 on Sunday 10/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
485 |
-19,922,911 |
| 0 |
53 |
0 |
| 1 |
468 |
22,038,558 |
|
target_notional |
| target_notional |
2,115,647 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,193,048 |
2,115,647 |
4,584,516 |
41,961,469 |
0.028 |
0.050 |
0.109 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,359,606 |
| 0 |
0 |
| 1 |
15,552,654 |
|
alpha_notional |
| alpha_notional |
4,584,516 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,340,292 |
| 0 |
0 |
| 1 |
3,244,224 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
74 |
-1,050,713 |
2,669,668 |
-0.394 |
0.064 |
| CHN |
188 |
-346,863 |
7,708,113 |
-0.045 |
0.184 |
| HKG |
150 |
438,924 |
6,446,546 |
0.068 |
0.154 |
| IDN |
14 |
469,486 |
469,486 |
1.000 |
0.011 |
| JPN |
329 |
-580,281 |
14,637,237 |
-0.040 |
0.349 |
| KOR |
125 |
499,506 |
3,799,154 |
0.131 |
0.091 |
| MYS |
6 |
333,068 |
333,068 |
1.000 |
0.008 |
| NZL |
2 |
-149,916 |
149,916 |
-1.000 |
0.004 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
15 |
-164,150 |
683,392 |
-0.240 |
0.016 |
| THA |
16 |
1,049,935 |
1,049,935 |
1.000 |
0.025 |
| TWN |
80 |
1,484,683 |
3,882,988 |
0.382 |
0.093 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-1,860,190 |
| 0 |
2 |
0 |
| 1 |
16 |
809,478 |
| CHN |
-1 |
82 |
-4,027,488 |
| 0 |
22 |
0 |
| 1 |
84 |
3,680,625 |
| HKG |
-1 |
80 |
-3,003,811 |
| 0 |
2 |
0 |
| 1 |
68 |
3,442,735 |
| IDN |
1 |
14 |
469,486 |
| JPN |
-1 |
172 |
-7,608,759 |
| 0 |
22 |
0 |
| 1 |
135 |
7,028,478 |
| KOR |
-1 |
56 |
-1,649,824 |
| 1 |
69 |
2,149,330 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
333,068 |
| NZL |
-1 |
2 |
-149,916 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
8 |
-423,771 |
| 0 |
2 |
0 |
| 1 |
5 |
259,621 |
| THA |
0 |
2 |
0 |
| 1 |
14 |
1,049,935 |
| TWN |
-1 |
29 |
-1,199,152 |
| 1 |
51 |
2,683,836 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-1,860,190 |
-1,860,190 |
-1,354,784 |
0.85 |
-0.065 |
-0.058 |
130,648 |
| 0 |
2 |
0 |
0 |
0 |
0.88 |
0.052 |
0.052 |
0 |
| 1 |
16 |
809,478 |
809,478 |
141,625 |
0.49 |
0.069 |
0.070 |
60,031 |
| CHN |
-1 |
82 |
-4,027,488 |
-4,027,488 |
-2,431,003 |
1.10 |
-0.169 |
-0.163 |
596,500 |
| 0 |
22 |
0 |
0 |
0 |
1.36 |
-0.147 |
-0.151 |
0 |
| 1 |
84 |
3,680,625 |
3,680,625 |
2,949,845 |
1.16 |
0.046 |
0.045 |
237,222 |
| HKG |
-1 |
80 |
-3,003,811 |
-3,003,811 |
-2,367,262 |
0.94 |
-0.030 |
-0.010 |
175,773 |
| 0 |
2 |
0 |
0 |
0 |
1.51 |
-0.196 |
-0.196 |
0 |
| 1 |
68 |
3,442,735 |
3,442,735 |
2,779,592 |
0.91 |
0.124 |
0.129 |
515,669 |
| IDN |
1 |
14 |
469,486 |
469,486 |
244,266 |
0.56 |
0.217 |
0.221 |
95,871 |
| JPN |
-1 |
172 |
-7,608,759 |
-7,608,759 |
-4,463,811 |
0.73 |
-0.032 |
-0.021 |
343,144 |
| 0 |
22 |
0 |
0 |
0 |
0.94 |
0.034 |
0.039 |
0 |
| 1 |
135 |
7,028,478 |
7,028,478 |
3,582,992 |
0.66 |
0.092 |
0.091 |
785,628 |
| KOR |
-1 |
56 |
-1,649,824 |
-1,649,824 |
-2,696,110 |
1.76 |
-0.070 |
-0.086 |
155,707 |
| 1 |
69 |
2,149,330 |
2,149,330 |
2,212,484 |
1.14 |
0.237 |
0.223 |
612,383 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.063 |
0.063 |
0 |
| 1 |
5 |
333,068 |
333,068 |
89,707 |
0.42 |
0.164 |
0.125 |
75,047 |
| NZL |
-1 |
2 |
-149,916 |
-149,916 |
-79,506 |
0.44 |
-0.024 |
-0.024 |
2,916 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.111 |
0.105 |
14,819 |
| SGP |
-1 |
8 |
-423,771 |
-423,771 |
-296,558 |
0.67 |
0.004 |
0.003 |
828 |
| 0 |
2 |
0 |
0 |
0 |
0.73 |
0.044 |
0.044 |
0 |
| 1 |
5 |
259,621 |
259,621 |
87,389 |
0.30 |
0.104 |
0.107 |
24,346 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.30 |
0.156 |
0.156 |
0 |
| 1 |
14 |
1,049,935 |
1,049,935 |
215,013 |
0.37 |
0.176 |
0.164 |
230,276 |
| TWN |
-1 |
29 |
-1,199,152 |
-1,199,152 |
-670,573 |
0.80 |
0.058 |
0.086 |
-65,224 |
| 1 |
51 |
2,683,836 |
2,683,836 |
3,210,637 |
1.33 |
0.194 |
0.189 |
592,931 |