Generated at 16:19 on Sunday 10/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
478 |
-19,908,952 |
| 0 |
63 |
0 |
| 1 |
459 |
21,916,402 |
|
target_notional |
| target_notional |
2,007,449 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
824,132 |
2,007,449 |
4,526,004 |
41,825,354 |
0.020 |
0.048 |
0.108 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,714,859 |
| 0 |
0 |
| 1 |
15,538,991 |
|
alpha_notional |
| alpha_notional |
4,526,004 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,303,022 |
| 0 |
0 |
| 1 |
3,222,982 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
71 |
-1,048,819 |
2,568,666 |
-0.408 |
0.061 |
| CHN |
203 |
-192,553 |
7,438,823 |
-0.026 |
0.178 |
| HKG |
150 |
359,399 |
6,612,168 |
0.054 |
0.158 |
| IDN |
14 |
472,324 |
472,324 |
1.000 |
0.011 |
| JPN |
301 |
-857,001 |
14,815,397 |
-0.058 |
0.354 |
| KOR |
131 |
524,807 |
3,801,301 |
0.138 |
0.091 |
| MYS |
6 |
334,684 |
334,684 |
1.000 |
0.008 |
| NZL |
2 |
-148,433 |
148,433 |
-1.000 |
0.004 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
15 |
-89,833 |
670,517 |
-0.134 |
0.016 |
| THA |
16 |
1,049,600 |
1,049,600 |
1.000 |
0.025 |
| TWN |
84 |
1,471,308 |
3,781,474 |
0.389 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-1,808,743 |
| 1 |
17 |
759,923 |
| CHN |
-1 |
83 |
-3,815,688 |
| 0 |
36 |
0 |
| 1 |
84 |
3,623,135 |
| HKG |
-1 |
80 |
-3,126,384 |
| 0 |
2 |
0 |
| 1 |
68 |
3,485,784 |
| IDN |
1 |
14 |
472,324 |
| JPN |
-1 |
174 |
-7,836,199 |
| 1 |
127 |
6,979,198 |
| KOR |
-1 |
54 |
-1,638,247 |
| 0 |
8 |
0 |
| 1 |
69 |
2,163,054 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
334,684 |
| NZL |
-1 |
2 |
-148,433 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
8 |
-380,175 |
| 0 |
2 |
0 |
| 1 |
5 |
290,342 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,600 |
| TWN |
-1 |
23 |
-1,155,083 |
| 0 |
13 |
0 |
| 1 |
48 |
2,626,391 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-1,808,743 |
-1,808,743 |
-1,299,953 |
0.87 |
-0.061 |
-0.054 |
128,107 |
| 1 |
17 |
759,923 |
759,923 |
136,130 |
0.52 |
0.066 |
0.072 |
54,911 |
| CHN |
-1 |
83 |
-3,815,688 |
-3,815,688 |
-2,711,157 |
1.08 |
-0.179 |
-0.180 |
584,688 |
| 0 |
36 |
0 |
0 |
0 |
1.42 |
-0.129 |
-0.123 |
0 |
| 1 |
84 |
3,623,135 |
3,623,135 |
2,913,578 |
1.21 |
0.050 |
0.052 |
237,716 |
| HKG |
-1 |
80 |
-3,126,384 |
-3,126,384 |
-2,551,355 |
0.95 |
-0.040 |
-0.012 |
202,609 |
| 0 |
2 |
0 |
0 |
0 |
1.06 |
0.029 |
0.029 |
0 |
| 1 |
68 |
3,485,784 |
3,485,784 |
2,797,592 |
0.91 |
0.123 |
0.124 |
519,248 |
| IDN |
1 |
14 |
472,324 |
472,324 |
245,284 |
0.56 |
0.211 |
0.213 |
95,609 |
| JPN |
-1 |
174 |
-7,836,199 |
-7,836,199 |
-4,509,103 |
0.71 |
-0.026 |
-0.017 |
324,460 |
| 1 |
127 |
6,979,198 |
6,979,198 |
3,642,997 |
0.64 |
0.085 |
0.084 |
735,564 |
| KOR |
-1 |
54 |
-1,638,247 |
-1,638,247 |
-2,663,862 |
1.76 |
-0.065 |
-0.063 |
125,473 |
| 0 |
8 |
0 |
0 |
0 |
1.37 |
0.026 |
0.061 |
0 |
| 1 |
69 |
2,163,054 |
2,163,054 |
2,238,404 |
1.14 |
0.248 |
0.239 |
614,454 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.073 |
0.073 |
0 |
| 1 |
5 |
334,684 |
334,684 |
90,351 |
0.42 |
0.170 |
0.157 |
74,856 |
| NZL |
-1 |
2 |
-148,433 |
-148,433 |
-78,612 |
0.44 |
-0.027 |
-0.027 |
3,219 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.115 |
0.122 |
15,902 |
| SGP |
-1 |
8 |
-380,175 |
-380,175 |
-263,727 |
0.67 |
0.009 |
0.007 |
1,349 |
| 0 |
2 |
0 |
0 |
0 |
0.73 |
0.051 |
0.051 |
0 |
| 1 |
5 |
290,342 |
290,342 |
96,248 |
0.30 |
0.114 |
0.109 |
30,511 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.44 |
0.163 |
0.163 |
0 |
| 1 |
15 |
1,049,600 |
1,049,600 |
206,306 |
0.36 |
0.184 |
0.173 |
243,872 |
| TWN |
-1 |
23 |
-1,155,083 |
-1,155,083 |
-637,090 |
0.92 |
0.033 |
0.062 |
-66,883 |
| 0 |
13 |
0 |
0 |
0 |
1.05 |
0.172 |
0.156 |
0 |
| 1 |
48 |
2,626,391 |
2,626,391 |
3,132,998 |
1.31 |
0.205 |
0.202 |
600,339 |