Generated at 15:20 on Wednesday 10/14/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
494 |
-19,916,645 |
| 0 |
31 |
0 |
| 1 |
471 |
22,042,003 |
|
target_notional |
| target_notional |
2,125,358 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,247,663 |
2,125,358 |
4,582,230 |
41,958,648 |
0.030 |
0.051 |
0.109 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-14,254,836 |
| 0 |
0 |
| 1 |
15,502,499 |
|
alpha_notional |
| alpha_notional |
4,582,230 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,408,133 |
| 0 |
0 |
| 1 |
3,174,098 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
74 |
-1,049,004 |
2,731,440 |
-0.384 |
0.065 |
| CHN |
187 |
-304,411 |
7,404,159 |
-0.041 |
0.176 |
| HKG |
151 |
398,041 |
6,478,307 |
0.061 |
0.154 |
| IDN |
14 |
467,440 |
467,440 |
1.000 |
0.011 |
| JPN |
320 |
-802,750 |
14,867,844 |
-0.054 |
0.354 |
| KOR |
123 |
610,584 |
3,803,258 |
0.161 |
0.091 |
| MYS |
6 |
335,502 |
335,502 |
1.000 |
0.008 |
| NZL |
2 |
-147,877 |
147,877 |
-1.000 |
0.004 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
14 |
-17,963 |
678,235 |
-0.026 |
0.016 |
| THA |
16 |
1,049,691 |
1,049,691 |
1.000 |
0.025 |
| TWN |
82 |
1,454,141 |
3,862,929 |
0.376 |
0.092 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
54 |
-1,890,222 |
| 1 |
20 |
841,218 |
| CHN |
-1 |
95 |
-3,854,285 |
| 0 |
11 |
0 |
| 1 |
81 |
3,549,874 |
| HKG |
-1 |
82 |
-3,040,133 |
| 1 |
69 |
3,438,174 |
| IDN |
1 |
14 |
467,440 |
| JPN |
-1 |
175 |
-7,835,297 |
| 0 |
11 |
0 |
| 1 |
134 |
7,032,547 |
| KOR |
-1 |
53 |
-1,596,337 |
| 1 |
70 |
2,206,921 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
335,502 |
| NZL |
-1 |
2 |
-147,877 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
8 |
-348,099 |
| 1 |
6 |
330,136 |
| THA |
0 |
2 |
0 |
| 1 |
14 |
1,049,691 |
| TWN |
-1 |
25 |
-1,204,394 |
| 0 |
6 |
0 |
| 1 |
51 |
2,658,535 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
54 |
-1,890,222 |
-1,890,222 |
-1,362,432 |
0.85 |
-0.055 |
-0.046 |
146,096 |
| 1 |
20 |
841,218 |
841,218 |
146,720 |
0.50 |
0.076 |
0.082 |
67,961 |
| CHN |
-1 |
95 |
-3,854,285 |
-3,854,285 |
-2,554,206 |
1.08 |
-0.174 |
-0.163 |
561,204 |
| 0 |
11 |
0 |
0 |
0 |
1.79 |
-0.172 |
-0.171 |
0 |
| 1 |
81 |
3,549,874 |
3,549,874 |
2,712,020 |
1.15 |
0.047 |
0.044 |
207,291 |
| HKG |
-1 |
82 |
-3,040,133 |
-3,040,133 |
-2,415,566 |
0.94 |
-0.047 |
-0.029 |
205,938 |
| 1 |
69 |
3,438,174 |
3,438,174 |
2,709,895 |
0.90 |
0.121 |
0.123 |
508,992 |
| IDN |
1 |
14 |
467,440 |
467,440 |
241,530 |
0.56 |
0.228 |
0.229 |
102,424 |
| JPN |
-1 |
175 |
-7,835,297 |
-7,835,297 |
-4,341,360 |
0.70 |
-0.041 |
-0.035 |
425,918 |
| 0 |
11 |
0 |
0 |
0 |
1.38 |
0.044 |
0.064 |
0 |
| 1 |
134 |
7,032,547 |
7,032,547 |
3,798,121 |
0.73 |
0.083 |
0.080 |
680,720 |
| KOR |
-1 |
53 |
-1,596,337 |
-1,596,337 |
-2,584,819 |
1.70 |
-0.037 |
-0.043 |
112,347 |
| 1 |
70 |
2,206,921 |
2,206,921 |
2,306,534 |
1.15 |
0.265 |
0.263 |
643,625 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.073 |
0.073 |
0 |
| 1 |
5 |
335,502 |
335,502 |
89,938 |
0.42 |
0.178 |
0.157 |
77,920 |
| NZL |
-1 |
2 |
-147,877 |
-147,877 |
-78,469 |
0.44 |
-0.027 |
-0.027 |
3,890 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.129 |
0.134 |
18,030 |
| SGP |
-1 |
8 |
-348,099 |
-348,099 |
-239,921 |
0.67 |
0.013 |
0.017 |
565 |
| 1 |
6 |
330,136 |
330,136 |
109,748 |
0.34 |
0.093 |
0.088 |
29,623 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.30 |
0.164 |
0.164 |
0 |
| 1 |
14 |
1,049,691 |
1,049,691 |
209,468 |
0.39 |
0.195 |
0.189 |
250,399 |
| TWN |
-1 |
25 |
-1,204,394 |
-1,204,394 |
-678,062 |
0.91 |
0.020 |
0.029 |
-47,826 |
| 0 |
6 |
0 |
0 |
0 |
0.40 |
0.130 |
0.134 |
0 |
| 1 |
51 |
2,658,535 |
2,658,535 |
3,139,422 |
1.30 |
0.198 |
0.194 |
587,113 |