Generated at 15:21 on Tuesday 10/20/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
496 |
-19,908,338 |
| 0 |
45 |
0 |
| 1 |
454 |
22,009,048 |
|
target_notional |
| target_notional |
2,100,710 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,101,497 |
2,100,710 |
4,465,034 |
41,917,385 |
0.026 |
0.050 |
0.107 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,675,798 |
| 0 |
0 |
| 1 |
14,777,295 |
|
alpha_notional |
| alpha_notional |
4,465,034 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,327,304 |
| 0 |
0 |
| 1 |
3,137,730 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
77 |
-1,047,416 |
2,950,067 |
-0.355 |
0.070 |
| CHN |
182 |
-524,541 |
7,195,869 |
-0.073 |
0.172 |
| HKG |
151 |
490,352 |
6,380,240 |
0.077 |
0.152 |
| IDN |
14 |
393,151 |
393,151 |
1.000 |
0.009 |
| JPN |
326 |
-695,348 |
15,612,475 |
-0.045 |
0.372 |
| KOR |
125 |
622,230 |
3,404,551 |
0.183 |
0.081 |
| MYS |
6 |
342,719 |
342,719 |
1.000 |
0.008 |
| NZL |
2 |
-137,800 |
137,800 |
-1.000 |
0.003 |
| PHL |
5 |
93,763 |
93,763 |
1.000 |
0.002 |
| SGP |
10 |
174,343 |
724,564 |
0.241 |
0.017 |
| THA |
16 |
1,049,871 |
1,049,871 |
1.000 |
0.025 |
| TWN |
81 |
1,339,386 |
3,632,315 |
0.369 |
0.087 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-1,998,742 |
| 0 |
2 |
0 |
| 1 |
19 |
951,326 |
| CHN |
-1 |
101 |
-3,860,205 |
| 0 |
16 |
0 |
| 1 |
65 |
3,335,664 |
| HKG |
-1 |
82 |
-2,944,944 |
| 0 |
1 |
0 |
| 1 |
68 |
3,435,296 |
| IDN |
0 |
2 |
0 |
| 1 |
12 |
393,151 |
| JPN |
-1 |
171 |
-8,153,912 |
| 0 |
13 |
0 |
| 1 |
142 |
7,458,564 |
| KOR |
-1 |
57 |
-1,391,161 |
| 0 |
3 |
0 |
| 1 |
65 |
2,013,390 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
342,719 |
| NZL |
-1 |
2 |
-137,800 |
| PHL |
1 |
5 |
93,763 |
| SGP |
-1 |
4 |
-275,111 |
| 1 |
6 |
449,454 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,871 |
| TWN |
-1 |
23 |
-1,146,465 |
| 0 |
6 |
0 |
| 1 |
52 |
2,485,850 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-1,998,742 |
-1,998,742 |
-1,503,662 |
0.90 |
-0.059 |
-0.052 |
149,083 |
| 0 |
2 |
0 |
0 |
0 |
0.36 |
-0.054 |
-0.054 |
0 |
| 1 |
19 |
951,326 |
951,326 |
161,722 |
0.45 |
0.077 |
0.074 |
75,374 |
| CHN |
-1 |
101 |
-3,860,205 |
-3,860,205 |
-2,566,876 |
1.17 |
-0.171 |
-0.169 |
533,418 |
| 0 |
16 |
0 |
0 |
0 |
1.36 |
-0.132 |
-0.109 |
0 |
| 1 |
65 |
3,335,664 |
3,335,664 |
2,307,579 |
0.94 |
0.053 |
0.056 |
223,048 |
| HKG |
-1 |
82 |
-2,944,944 |
-2,944,944 |
-2,378,564 |
0.94 |
-0.037 |
-0.022 |
180,561 |
| 0 |
1 |
0 |
0 |
0 |
1.68 |
0.092 |
0.092 |
0 |
| 1 |
68 |
3,435,296 |
3,435,296 |
2,628,439 |
0.86 |
0.127 |
0.122 |
527,873 |
| IDN |
0 |
2 |
0 |
0 |
0 |
0.27 |
0.244 |
0.244 |
0 |
| 1 |
12 |
393,151 |
393,151 |
199,120 |
0.61 |
0.228 |
0.229 |
84,573 |
| JPN |
-1 |
171 |
-8,153,912 |
-8,153,912 |
-4,080,339 |
0.62 |
-0.035 |
-0.036 |
441,778 |
| 0 |
13 |
0 |
0 |
0 |
1.14 |
0.040 |
0.059 |
0 |
| 1 |
142 |
7,458,564 |
7,458,564 |
4,309,262 |
0.76 |
0.096 |
0.096 |
800,871 |
| KOR |
-1 |
57 |
-1,391,161 |
-1,391,161 |
-2,245,617 |
1.73 |
-0.048 |
-0.046 |
74,411 |
| 0 |
3 |
0 |
0 |
0 |
2.12 |
0.164 |
0.208 |
0 |
| 1 |
65 |
2,013,390 |
2,013,390 |
1,866,632 |
1.09 |
0.233 |
0.233 |
496,484 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.089 |
0.089 |
0 |
| 1 |
5 |
342,719 |
342,719 |
90,965 |
0.42 |
0.168 |
0.166 |
72,475 |
| NZL |
-1 |
2 |
-137,800 |
-137,800 |
-73,004 |
0.44 |
-0.002 |
-0.002 |
-186 |
| PHL |
1 |
5 |
93,763 |
93,763 |
29,102 |
0.29 |
0.115 |
0.118 |
11,802 |
| SGP |
-1 |
4 |
-275,111 |
-275,111 |
-188,877 |
0.69 |
0.017 |
0.026 |
-800 |
| 1 |
6 |
449,454 |
449,454 |
138,181 |
0.34 |
0.093 |
0.090 |
40,333 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.44 |
0.145 |
0.145 |
0 |
| 1 |
15 |
1,049,871 |
1,049,871 |
214,390 |
0.40 |
0.188 |
0.179 |
233,950 |
| TWN |
-1 |
23 |
-1,146,465 |
-1,146,465 |
-638,859 |
0.84 |
0.041 |
0.045 |
-50,960 |
| 0 |
6 |
0 |
0 |
0 |
0.40 |
0.127 |
0.121 |
0 |
| 1 |
52 |
2,485,850 |
2,485,850 |
2,831,903 |
1.27 |
0.210 |
0.211 |
570,946 |