Generated at 15:21 on Sunday 10/18/2026
targets
ct target_notional
intgt pos_sign
True -1 500 -19,895,688
0 33 0
1 467 22,039,534

target_notional
target_notional 2,143,846

rawBeta_notional target_notional alpha_notional target_notional_abs beta_percentage delta_percentage alpha_percentage
intgt
True 1,183,700 2,143,846 4,465,322 41,935,222 0.028 0.051 0.106

rawBeta_notional
pos_sign
-1 -13,950,672
0 0
1 15,134,372

alpha_notional
alpha_notional 4,465,322

alpha_notional
pos_sign
-1 1,362,845
0 0
1 3,102,477

ct target_notional target_notional_abs delta_percentage gross_percentage
RkdExchCtry
AUS 79 -1,048,335 2,876,587 -0.364 0.069
CHN 173 -69,024 7,021,934 -0.010 0.167
HKG 152 279,610 6,576,345 0.043 0.157
IDN 14 408,910 408,910 1.000 0.010
JPN 331 -929,600 15,530,816 -0.060 0.370
KOR 124 720,312 3,464,021 0.208 0.083
MYS 6 343,223 343,223 1.000 0.008
NZL 2 -144,470 144,470 -1.000 0.003
PHL 7 93,763 93,763 1.000 0.002
SGP 14 88,653 694,997 0.128 0.017
THA 15 1,049,679 1,049,679 1.000 0.025
TWN 83 1,351,125 3,730,476 0.362 0.089

ct target_notional
RkdExchCtry pos_sign
AUS -1 56 -1,962,461
0 4 0
1 19 914,126
CHN -1 96 -3,545,479
1 77 3,476,455
HKG -1 83 -3,148,368
1 69 3,427,978
IDN 1 14 408,910
JPN -1 180 -8,230,208
0 10 0
1 141 7,300,608
KOR -1 54 -1,371,854
0 3 0
1 67 2,092,166
MYS 0 1 0
1 5 343,223
NZL -1 2 -144,470
PHL 0 2 0
1 5 93,763
SGP -1 5 -303,172
0 3 0
1 6 391,825
THA 0 1 0
1 14 1,049,679
TWN -1 24 -1,189,675
0 9 0
1 50 2,540,801

ct net_notional gross_notional net_beta abeta alpha_avg alpha_med net_alpha
RkdExchCtry pos_sign
AUS -1 56 -1,962,461 -1,962,461 -1,477,152 0.89 -0.062 -0.051 157,018
0 4 0 0 0 0.12 0.001 0.003 0
1 19 914,126 914,126 157,091 0.45 0.070 0.074 72,214
CHN -1 96 -3,545,479 -3,545,479 -2,311,363 1.11 -0.167 -0.163 489,228
1 77 3,476,455 3,476,455 2,543,902 1.08 0.051 0.047 224,426
HKG -1 83 -3,148,368 -3,148,368 -2,620,852 0.95 -0.045 -0.039 193,645
1 69 3,427,978 3,427,978 2,653,015 0.90 0.124 0.122 524,410
IDN 1 14 408,910 408,910 210,277 0.56 0.295 0.300 114,644
JPN -1 180 -8,230,208 -8,230,208 -4,383,088 0.65 -0.050 -0.040 519,921
0 10 0 0 0 1.35 0.036 0.047 0
1 141 7,300,608 7,300,608 4,155,295 0.76 0.080 0.078 669,193
KOR -1 54 -1,371,854 -1,371,854 -2,203,338 1.73 -0.029 -0.026 57,956
0 3 0 0 0 1.47 -0.095 -0.136 0
1 67 2,092,166 2,092,166 2,046,149 1.14 0.248 0.248 552,907
MYS 0 1 0 0 0 0.16 0.087 0.087 0
1 5 343,223 343,223 91,029 0.42 0.172 0.156 73,734
NZL -1 2 -144,470 -144,470 -76,985 0.44 -0.004 -0.004 727
PHL 0 2 0 0 0 0.20 0.104 0.104 0
1 5 93,763 93,763 29,102 0.29 0.129 0.136 13,077
SGP -1 5 -303,172 -303,172 -208,894 0.67 0.020 0.021 -4,065
0 3 0 0 0 0.68 0.032 0.028 0
1 6 391,825 391,825 126,514 0.34 0.101 0.098 39,544
THA 0 1 0 0 0 0.44 0.153 0.153 0
1 14 1,049,679 1,049,679 209,318 0.39 0.188 0.177 242,646
TWN -1 24 -1,189,675 -1,189,675 -668,999 0.90 0.033 0.036 -51,586
0 9 0 0 0 0.80 0.130 0.137 0
1 50 2,540,801 2,540,801 2,912,681 1.29 0.205 0.202 575,682