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 |