Generated at 15:19 on Tuesday 10/13/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
480 |
-19,908,068 |
| 0 |
71 |
0 |
| 1 |
471 |
22,032,625 |
|
target_notional |
| target_notional |
2,124,558 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,159,121 |
2,124,558 |
4,551,645 |
41,940,693 |
0.028 |
0.051 |
0.109 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,354,664 |
| 0 |
0 |
| 1 |
15,513,784 |
|
alpha_notional |
| alpha_notional |
4,551,645 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,439,226 |
| 0 |
0 |
| 1 |
3,112,419 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
74 |
-1,049,875 |
2,620,117 |
-0.401 |
0.062 |
| CHN |
191 |
-327,499 |
7,529,156 |
-0.043 |
0.180 |
| HKG |
152 |
402,610 |
6,544,800 |
0.062 |
0.156 |
| IDN |
14 |
463,837 |
463,837 |
1.000 |
0.011 |
| JPN |
337 |
-768,190 |
14,931,793 |
-0.051 |
0.356 |
| KOR |
125 |
610,293 |
3,691,762 |
0.165 |
0.088 |
| MYS |
6 |
335,914 |
335,914 |
1.000 |
0.008 |
| NZL |
2 |
-149,414 |
149,414 |
-1.000 |
0.004 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
14 |
-29,643 |
688,858 |
-0.043 |
0.016 |
| THA |
17 |
1,049,597 |
1,049,597 |
1.000 |
0.025 |
| TWN |
83 |
1,454,961 |
3,803,481 |
0.383 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-1,834,996 |
| 0 |
2 |
0 |
| 1 |
18 |
785,121 |
| CHN |
-1 |
88 |
-3,928,327 |
| 0 |
21 |
0 |
| 1 |
82 |
3,600,828 |
| HKG |
-1 |
81 |
-3,071,095 |
| 0 |
2 |
0 |
| 1 |
69 |
3,473,705 |
| IDN |
1 |
14 |
463,837 |
| JPN |
-1 |
171 |
-7,849,991 |
| 0 |
31 |
0 |
| 1 |
135 |
7,081,802 |
| KOR |
-1 |
51 |
-1,540,735 |
| 0 |
5 |
0 |
| 1 |
69 |
2,151,027 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
335,914 |
| NZL |
-1 |
2 |
-149,414 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
8 |
-359,250 |
| 1 |
6 |
329,607 |
| THA |
0 |
2 |
0 |
| 1 |
15 |
1,049,597 |
| TWN |
-1 |
25 |
-1,174,260 |
| 0 |
7 |
0 |
| 1 |
51 |
2,629,221 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-1,834,996 |
-1,834,996 |
-1,307,444 |
0.85 |
-0.056 |
-0.046 |
128,717 |
| 0 |
2 |
0 |
0 |
0 |
1.21 |
-0.024 |
-0.024 |
0 |
| 1 |
18 |
785,121 |
785,121 |
144,981 |
0.57 |
0.077 |
0.078 |
65,738 |
| CHN |
-1 |
88 |
-3,928,327 |
-3,928,327 |
-2,826,413 |
1.14 |
-0.183 |
-0.170 |
608,385 |
| 0 |
21 |
0 |
0 |
0 |
1.43 |
-0.152 |
-0.165 |
0 |
| 1 |
82 |
3,600,828 |
3,600,828 |
2,820,688 |
1.19 |
0.050 |
0.053 |
238,257 |
| HKG |
-1 |
81 |
-3,071,095 |
-3,071,095 |
-2,468,261 |
0.95 |
-0.046 |
-0.026 |
217,277 |
| 0 |
2 |
0 |
0 |
0 |
1.18 |
0.100 |
0.100 |
0 |
| 1 |
69 |
3,473,705 |
3,473,705 |
2,756,373 |
0.90 |
0.118 |
0.119 |
496,491 |
| IDN |
1 |
14 |
463,837 |
463,837 |
239,627 |
0.56 |
0.221 |
0.225 |
97,563 |
| JPN |
-1 |
171 |
-7,849,991 |
-7,849,991 |
-4,285,746 |
0.67 |
-0.041 |
-0.037 |
445,392 |
| 0 |
31 |
0 |
0 |
0 |
1.08 |
0.016 |
0.040 |
0 |
| 1 |
135 |
7,081,802 |
7,081,802 |
3,823,276 |
0.74 |
0.080 |
0.079 |
657,317 |
| KOR |
-1 |
51 |
-1,540,735 |
-1,540,735 |
-2,489,826 |
1.72 |
-0.030 |
-0.037 |
86,643 |
| 0 |
5 |
0 |
0 |
0 |
1.95 |
0.020 |
-0.000 |
0 |
| 1 |
69 |
2,151,027 |
2,151,027 |
2,195,372 |
1.14 |
0.254 |
0.240 |
577,594 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.069 |
0.069 |
0 |
| 1 |
5 |
335,914 |
335,914 |
90,156 |
0.42 |
0.171 |
0.157 |
74,305 |
| NZL |
-1 |
2 |
-149,414 |
-149,414 |
-79,392 |
0.44 |
-0.027 |
-0.027 |
4,083 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.119 |
0.124 |
16,815 |
| SGP |
-1 |
8 |
-359,250 |
-359,250 |
-248,267 |
0.67 |
0.015 |
0.019 |
-1,321 |
| 1 |
6 |
329,607 |
329,607 |
109,514 |
0.34 |
0.106 |
0.097 |
33,784 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.28 |
0.146 |
0.146 |
0 |
| 1 |
15 |
1,049,597 |
1,049,597 |
208,854 |
0.38 |
0.195 |
0.186 |
246,296 |
| TWN |
-1 |
25 |
-1,174,260 |
-1,174,260 |
-649,314 |
0.91 |
0.024 |
0.031 |
-49,949 |
| 0 |
7 |
0 |
0 |
0 |
0.63 |
0.147 |
0.146 |
0 |
| 1 |
51 |
2,629,221 |
2,629,221 |
3,085,840 |
1.30 |
0.210 |
0.201 |
608,258 |