Generated at 16:42 on Monday 10/12/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
478 |
-19,885,563 |
| 0 |
60 |
0 |
| 1 |
460 |
22,013,671 |
|
target_notional |
| target_notional |
2,128,107 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
917,878 |
2,128,107 |
4,602,539 |
41,899,234 |
0.022 |
0.051 |
0.110 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,502,509 |
| 0 |
0 |
| 1 |
15,420,386 |
|
alpha_notional |
| alpha_notional |
4,602,539 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,361,514 |
| 0 |
0 |
| 1 |
3,241,025 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
73 |
-1,049,515 |
2,705,753 |
-0.388 |
0.065 |
| CHN |
187 |
-310,392 |
7,459,674 |
-0.042 |
0.178 |
| HKG |
150 |
361,170 |
6,585,065 |
0.055 |
0.157 |
| IDN |
14 |
465,003 |
465,003 |
1.000 |
0.011 |
| JPN |
322 |
-772,745 |
14,752,684 |
-0.052 |
0.352 |
| KOR |
126 |
600,564 |
3,748,262 |
0.160 |
0.089 |
| MYS |
6 |
336,586 |
336,586 |
1.000 |
0.008 |
| NZL |
2 |
-150,071 |
150,071 |
-1.000 |
0.004 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
14 |
-26,771 |
681,709 |
-0.039 |
0.016 |
| THA |
16 |
1,054,271 |
1,054,271 |
1.000 |
0.025 |
| TWN |
81 |
1,488,042 |
3,828,191 |
0.389 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-1,877,634 |
| 1 |
17 |
828,119 |
| CHN |
-1 |
85 |
-3,885,033 |
| 0 |
22 |
0 |
| 1 |
80 |
3,574,641 |
| HKG |
-1 |
81 |
-3,111,947 |
| 0 |
1 |
0 |
| 1 |
68 |
3,473,117 |
| IDN |
1 |
14 |
465,003 |
| JPN |
-1 |
171 |
-7,762,715 |
| 0 |
23 |
0 |
| 1 |
128 |
6,989,969 |
| KOR |
-1 |
52 |
-1,573,849 |
| 0 |
3 |
0 |
| 1 |
71 |
2,174,413 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
336,586 |
| NZL |
-1 |
2 |
-150,071 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
8 |
-354,240 |
| 1 |
6 |
327,469 |
| THA |
1 |
16 |
1,054,271 |
| TWN |
-1 |
23 |
-1,170,074 |
| 0 |
10 |
0 |
| 1 |
48 |
2,658,117 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-1,877,634 |
-1,877,634 |
-1,376,244 |
0.86 |
-0.065 |
-0.053 |
145,884 |
| 1 |
17 |
828,119 |
828,119 |
154,182 |
0.52 |
0.068 |
0.071 |
71,430 |
| CHN |
-1 |
85 |
-3,885,033 |
-3,885,033 |
-2,458,577 |
1.15 |
-0.178 |
-0.178 |
585,543 |
| 0 |
22 |
0 |
0 |
0 |
1.22 |
-0.170 |
-0.183 |
0 |
| 1 |
80 |
3,574,641 |
3,574,641 |
2,814,787 |
1.19 |
0.054 |
0.053 |
237,784 |
| HKG |
-1 |
81 |
-3,111,947 |
-3,111,947 |
-2,514,967 |
0.92 |
-0.045 |
-0.017 |
215,421 |
| 0 |
1 |
0 |
0 |
0 |
2.27 |
0.098 |
0.098 |
0 |
| 1 |
68 |
3,473,117 |
3,473,117 |
2,766,105 |
0.91 |
0.125 |
0.131 |
526,558 |
| IDN |
1 |
14 |
465,003 |
465,003 |
240,559 |
0.56 |
0.220 |
0.226 |
99,196 |
| JPN |
-1 |
171 |
-7,762,715 |
-7,762,715 |
-4,644,373 |
0.73 |
-0.037 |
-0.025 |
391,189 |
| 0 |
23 |
0 |
0 |
0 |
0.83 |
0.029 |
0.048 |
0 |
| 1 |
128 |
6,989,969 |
6,989,969 |
3,609,623 |
0.65 |
0.084 |
0.084 |
725,053 |
| KOR |
-1 |
52 |
-1,573,849 |
-1,573,849 |
-2,538,654 |
1.70 |
-0.035 |
-0.049 |
71,122 |
| 0 |
3 |
0 |
0 |
0 |
2.46 |
-0.101 |
-0.106 |
0 |
| 1 |
71 |
2,174,413 |
2,174,413 |
2,240,184 |
1.16 |
0.253 |
0.246 |
601,028 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.069 |
0.069 |
0 |
| 1 |
5 |
336,586 |
336,586 |
90,478 |
0.42 |
0.173 |
0.159 |
75,550 |
| NZL |
-1 |
2 |
-150,071 |
-150,071 |
-79,694 |
0.44 |
-0.029 |
-0.029 |
3,964 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.122 |
0.128 |
17,219 |
| SGP |
-1 |
8 |
-354,240 |
-354,240 |
-242,364 |
0.67 |
0.013 |
0.017 |
-104 |
| 1 |
6 |
327,469 |
327,469 |
107,317 |
0.34 |
0.110 |
0.102 |
34,105 |
| THA |
1 |
16 |
1,054,271 |
1,054,271 |
204,708 |
0.36 |
0.188 |
0.179 |
248,278 |
| TWN |
-1 |
23 |
-1,170,074 |
-1,170,074 |
-647,635 |
0.92 |
0.029 |
0.034 |
-51,505 |
| 0 |
10 |
0 |
0 |
0 |
0.99 |
0.180 |
0.162 |
0 |
| 1 |
48 |
2,658,117 |
2,658,117 |
3,153,338 |
1.31 |
0.201 |
0.194 |
604,824 |