Generated at 15:20 on Thursday 10/15/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
511 |
-19,886,116 |
| 0 |
46 |
0 |
| 1 |
474 |
22,019,077 |
|
target_notional |
| target_notional |
2,132,962 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,283,267 |
2,132,962 |
4,450,048 |
41,905,193 |
0.031 |
0.051 |
0.106 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,798,313 |
| 0 |
0 |
| 1 |
15,081,581 |
|
alpha_notional |
| alpha_notional |
4,450,048 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,315,016 |
| 0 |
0 |
| 1 |
3,135,031 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
81 |
-1,049,577 |
2,798,674 |
-0.375 |
0.067 |
| CHN |
198 |
-452,930 |
7,405,161 |
-0.061 |
0.177 |
| HKG |
151 |
419,985 |
6,388,516 |
0.066 |
0.152 |
| IDN |
14 |
461,693 |
461,693 |
1.000 |
0.011 |
| JPN |
333 |
-749,053 |
15,382,143 |
-0.049 |
0.367 |
| KOR |
127 |
741,998 |
3,392,466 |
0.219 |
0.081 |
| MYS |
6 |
337,767 |
337,767 |
1.000 |
0.008 |
| NZL |
2 |
-144,925 |
144,925 |
-1.000 |
0.003 |
| PHL |
7 |
131,966 |
131,966 |
1.000 |
0.003 |
| SGP |
14 |
30,348 |
676,647 |
0.045 |
0.016 |
| THA |
15 |
1,051,790 |
1,051,790 |
1.000 |
0.025 |
| TWN |
83 |
1,353,901 |
3,733,447 |
0.363 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
59 |
-1,924,125 |
| 0 |
3 |
0 |
| 1 |
19 |
874,548 |
| CHN |
-1 |
100 |
-3,929,045 |
| 0 |
22 |
0 |
| 1 |
76 |
3,476,115 |
| HKG |
-1 |
82 |
-2,984,265 |
| 1 |
69 |
3,404,250 |
| IDN |
1 |
14 |
461,693 |
| JPN |
-1 |
181 |
-8,065,598 |
| 0 |
9 |
0 |
| 1 |
143 |
7,316,545 |
| KOR |
-1 |
54 |
-1,325,234 |
| 0 |
5 |
0 |
| 1 |
68 |
2,067,232 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
337,767 |
| NZL |
-1 |
2 |
-144,925 |
| PHL |
1 |
7 |
131,966 |
| SGP |
-1 |
8 |
-323,150 |
| 1 |
6 |
353,497 |
| THA |
1 |
15 |
1,051,790 |
| TWN |
-1 |
25 |
-1,189,773 |
| 0 |
6 |
0 |
| 1 |
52 |
2,543,674 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
59 |
-1,924,125 |
-1,924,125 |
-1,407,500 |
0.85 |
-0.049 |
-0.041 |
139,939 |
| 0 |
3 |
0 |
0 |
0 |
0.42 |
0.076 |
0.042 |
0 |
| 1 |
19 |
874,548 |
874,548 |
149,431 |
0.45 |
0.079 |
0.084 |
70,416 |
| CHN |
-1 |
100 |
-3,929,045 |
-3,929,045 |
-2,676,308 |
1.12 |
-0.176 |
-0.169 |
570,015 |
| 0 |
22 |
0 |
0 |
0 |
1.49 |
-0.146 |
-0.147 |
0 |
| 1 |
76 |
3,476,115 |
3,476,115 |
2,523,736 |
1.06 |
0.050 |
0.044 |
207,344 |
| HKG |
-1 |
82 |
-2,984,265 |
-2,984,265 |
-2,354,249 |
0.94 |
-0.042 |
-0.035 |
190,893 |
| 1 |
69 |
3,404,250 |
3,404,250 |
2,628,202 |
0.90 |
0.126 |
0.129 |
522,850 |
| IDN |
1 |
14 |
461,693 |
461,693 |
237,763 |
0.56 |
0.218 |
0.215 |
96,185 |
| JPN |
-1 |
181 |
-8,065,598 |
-8,065,598 |
-4,266,328 |
0.67 |
-0.035 |
-0.028 |
403,024 |
| 0 |
9 |
0 |
0 |
0 |
1.30 |
0.064 |
0.069 |
0 |
| 1 |
143 |
7,316,545 |
7,316,545 |
4,134,405 |
0.76 |
0.093 |
0.093 |
761,650 |
| KOR |
-1 |
54 |
-1,325,234 |
-1,325,234 |
-2,124,431 |
1.68 |
-0.026 |
-0.030 |
53,201 |
| 0 |
5 |
0 |
0 |
0 |
1.41 |
0.073 |
0.137 |
0 |
| 1 |
68 |
2,067,232 |
2,067,232 |
2,041,094 |
1.15 |
0.264 |
0.259 |
565,149 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.076 |
0.076 |
0 |
| 1 |
5 |
337,767 |
337,767 |
90,087 |
0.42 |
0.167 |
0.147 |
74,173 |
| NZL |
-1 |
2 |
-144,925 |
-144,925 |
-76,930 |
0.44 |
-0.017 |
-0.017 |
2,483 |
| PHL |
1 |
7 |
131,966 |
131,966 |
39,103 |
0.26 |
0.119 |
0.126 |
16,531 |
| SGP |
-1 |
8 |
-323,150 |
-323,150 |
-222,423 |
0.67 |
0.022 |
0.020 |
-3,784 |
| 1 |
6 |
353,497 |
353,497 |
119,642 |
0.34 |
0.101 |
0.096 |
34,405 |
| THA |
1 |
15 |
1,051,790 |
1,051,790 |
210,279 |
0.40 |
0.179 |
0.157 |
239,394 |
| TWN |
-1 |
25 |
-1,189,773 |
-1,189,773 |
-670,144 |
0.91 |
0.024 |
0.045 |
-40,754 |
| 0 |
6 |
0 |
0 |
0 |
0.40 |
0.112 |
0.120 |
0 |
| 1 |
52 |
2,543,674 |
2,543,674 |
2,907,837 |
1.28 |
0.193 |
0.187 |
546,935 |