Generated at 15:21 on Monday 10/19/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
495 |
-19,923,624 |
| 0 |
51 |
0 |
| 1 |
458 |
21,985,665 |
|
target_notional |
| target_notional |
2,062,041 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
999,672 |
2,062,041 |
4,503,031 |
41,909,290 |
0.024 |
0.049 |
0.107 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,957,888 |
| 0 |
0 |
| 1 |
14,957,559 |
|
alpha_notional |
| alpha_notional |
4,503,031 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,382,707 |
| 0 |
0 |
| 1 |
3,120,324 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
76 |
-1,048,223 |
2,901,788 |
-0.361 |
0.069 |
| CHN |
188 |
-141,990 |
6,811,237 |
-0.021 |
0.163 |
| HKG |
152 |
315,691 |
6,559,809 |
0.048 |
0.157 |
| IDN |
14 |
389,144 |
389,144 |
1.000 |
0.009 |
| JPN |
326 |
-929,755 |
15,630,682 |
-0.059 |
0.373 |
| KOR |
125 |
619,893 |
3,589,982 |
0.173 |
0.086 |
| MYS |
6 |
343,851 |
343,851 |
1.000 |
0.008 |
| NZL |
2 |
-138,891 |
138,891 |
-1.000 |
0.003 |
| PHL |
5 |
93,763 |
93,763 |
1.000 |
0.002 |
| SGP |
11 |
153,311 |
707,802 |
0.217 |
0.017 |
| THA |
15 |
1,049,835 |
1,049,835 |
1.000 |
0.025 |
| TWN |
84 |
1,355,412 |
3,692,505 |
0.367 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
57 |
-1,975,005 |
| 1 |
19 |
926,782 |
| CHN |
-1 |
93 |
-3,476,614 |
| 0 |
26 |
0 |
| 1 |
69 |
3,334,624 |
| HKG |
-1 |
83 |
-3,122,059 |
| 0 |
1 |
0 |
| 1 |
68 |
3,437,750 |
| IDN |
1 |
14 |
389,144 |
| JPN |
-1 |
177 |
-8,280,219 |
| 0 |
9 |
0 |
| 1 |
140 |
7,350,464 |
| KOR |
-1 |
56 |
-1,485,045 |
| 0 |
3 |
0 |
| 1 |
66 |
2,104,938 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
343,851 |
| NZL |
-1 |
2 |
-138,891 |
| PHL |
1 |
5 |
93,763 |
| SGP |
-1 |
4 |
-277,245 |
| 0 |
1 |
0 |
| 1 |
6 |
430,557 |
| THA |
0 |
1 |
0 |
| 1 |
14 |
1,049,835 |
| TWN |
-1 |
23 |
-1,168,547 |
| 0 |
9 |
0 |
| 1 |
52 |
2,523,958 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
57 |
-1,975,005 |
-1,975,005 |
-1,479,675 |
0.88 |
-0.064 |
-0.059 |
158,532 |
| 1 |
19 |
926,782 |
926,782 |
158,435 |
0.45 |
0.069 |
0.073 |
69,341 |
| CHN |
-1 |
93 |
-3,476,614 |
-3,476,614 |
-2,216,143 |
1.09 |
-0.166 |
-0.156 |
467,257 |
| 0 |
26 |
0 |
0 |
0 |
1.52 |
-0.131 |
-0.159 |
0 |
| 1 |
69 |
3,334,624 |
3,334,624 |
2,318,098 |
0.96 |
0.054 |
0.056 |
220,587 |
| HKG |
-1 |
83 |
-3,122,059 |
-3,122,059 |
-2,622,878 |
0.95 |
-0.043 |
-0.030 |
189,067 |
| 0 |
1 |
0 |
0 |
0 |
3.81 |
0.049 |
0.049 |
0 |
| 1 |
68 |
3,437,750 |
3,437,750 |
2,645,271 |
0.86 |
0.123 |
0.130 |
518,670 |
| IDN |
1 |
14 |
389,144 |
389,144 |
199,412 |
0.56 |
0.304 |
0.309 |
112,355 |
| JPN |
-1 |
177 |
-8,280,219 |
-8,280,219 |
-4,326,204 |
0.64 |
-0.048 |
-0.040 |
520,935 |
| 0 |
9 |
0 |
0 |
0 |
1.05 |
0.007 |
0.062 |
0 |
| 1 |
140 |
7,350,464 |
7,350,464 |
4,255,102 |
0.77 |
0.081 |
0.080 |
686,114 |
| KOR |
-1 |
56 |
-1,485,045 |
-1,485,045 |
-2,398,660 |
1.73 |
-0.066 |
-0.056 |
109,040 |
| 0 |
3 |
0 |
0 |
0 |
1.82 |
0.138 |
0.210 |
0 |
| 1 |
66 |
2,104,938 |
2,104,938 |
2,029,950 |
1.12 |
0.235 |
0.238 |
541,651 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.095 |
0.095 |
0 |
| 1 |
5 |
343,851 |
343,851 |
91,267 |
0.42 |
0.175 |
0.170 |
74,460 |
| NZL |
-1 |
2 |
-138,891 |
-138,891 |
-73,603 |
0.44 |
0.003 |
0.003 |
-904 |
| PHL |
1 |
5 |
93,763 |
93,763 |
29,102 |
0.29 |
0.129 |
0.136 |
13,046 |
| SGP |
-1 |
4 |
-277,245 |
-277,245 |
-190,559 |
0.69 |
0.022 |
0.033 |
-2,159 |
| 0 |
1 |
0 |
0 |
0 |
0.58 |
-0.015 |
-0.015 |
0 |
| 1 |
6 |
430,557 |
430,557 |
132,950 |
0.34 |
0.100 |
0.098 |
42,614 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.44 |
0.163 |
0.163 |
0 |
| 1 |
14 |
1,049,835 |
1,049,835 |
210,950 |
0.39 |
0.198 |
0.186 |
248,450 |
| TWN |
-1 |
23 |
-1,168,547 |
-1,168,547 |
-650,166 |
0.84 |
0.047 |
0.040 |
-59,062 |
| 0 |
9 |
0 |
0 |
0 |
0.87 |
0.153 |
0.145 |
0 |
| 1 |
52 |
2,523,958 |
2,523,958 |
2,887,022 |
1.27 |
0.214 |
0.209 |
593,036 |