Generated at 15:21 on Wednesday 10/21/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
486 |
-19,905,728 |
| 0 |
37 |
0 |
| 1 |
449 |
22,027,249 |
|
target_notional |
| target_notional |
2,121,521 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,217,780 |
2,121,521 |
4,459,170 |
41,932,976 |
0.029 |
0.051 |
0.106 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,555,279 |
| 0 |
0 |
| 1 |
14,773,058 |
|
alpha_notional |
| alpha_notional |
4,459,170 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,379,957 |
| 0 |
0 |
| 1 |
3,079,213 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
75 |
-1,050,003 |
2,985,118 |
-0.352 |
0.071 |
| CHN |
173 |
-582,205 |
7,177,764 |
-0.081 |
0.171 |
| HKG |
151 |
578,881 |
6,266,375 |
0.092 |
0.149 |
| IDN |
12 |
386,698 |
386,698 |
1.000 |
0.009 |
| JPN |
318 |
-715,611 |
15,700,403 |
-0.046 |
0.374 |
| KOR |
123 |
611,882 |
3,364,848 |
0.182 |
0.080 |
| MYS |
6 |
344,218 |
344,218 |
1.000 |
0.008 |
| NZL |
2 |
-141,594 |
141,594 |
-1.000 |
0.003 |
| PHL |
5 |
93,763 |
93,763 |
1.000 |
0.002 |
| SGP |
10 |
169,771 |
723,814 |
0.235 |
0.017 |
| THA |
16 |
1,049,452 |
1,049,452 |
1.000 |
0.025 |
| TWN |
81 |
1,376,269 |
3,698,929 |
0.372 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,017,560 |
| 0 |
2 |
0 |
| 1 |
18 |
967,558 |
| CHN |
-1 |
97 |
-3,879,984 |
| 0 |
12 |
0 |
| 1 |
64 |
3,297,779 |
| HKG |
-1 |
80 |
-2,843,747 |
| 0 |
3 |
0 |
| 1 |
68 |
3,422,628 |
| IDN |
1 |
12 |
386,698 |
| JPN |
-1 |
167 |
-8,208,007 |
| 0 |
10 |
0 |
| 1 |
141 |
7,492,396 |
| KOR |
-1 |
58 |
-1,376,483 |
| 0 |
2 |
0 |
| 1 |
63 |
1,988,365 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
344,218 |
| NZL |
-1 |
2 |
-141,594 |
| PHL |
1 |
5 |
93,763 |
| SGP |
-1 |
4 |
-277,022 |
| 1 |
6 |
446,793 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,049,452 |
| TWN |
-1 |
23 |
-1,161,330 |
| 0 |
6 |
0 |
| 1 |
52 |
2,537,599 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,017,560 |
-2,017,560 |
-1,545,511 |
0.92 |
-0.068 |
-0.057 |
158,837 |
| 0 |
2 |
0 |
0 |
0 |
0.20 |
0.049 |
0.049 |
0 |
| 1 |
18 |
967,558 |
967,558 |
162,103 |
0.43 |
0.068 |
0.064 |
64,350 |
| CHN |
-1 |
97 |
-3,879,984 |
-3,879,984 |
-2,558,667 |
1.18 |
-0.170 |
-0.170 |
555,852 |
| 0 |
12 |
0 |
0 |
0 |
1.70 |
-0.137 |
-0.147 |
0 |
| 1 |
64 |
3,297,779 |
3,297,779 |
2,278,324 |
0.94 |
0.056 |
0.057 |
230,490 |
| HKG |
-1 |
80 |
-2,843,747 |
-2,843,747 |
-2,236,214 |
0.94 |
-0.028 |
-0.005 |
148,977 |
| 0 |
3 |
0 |
0 |
0 |
1.33 |
0.004 |
0.052 |
0 |
| 1 |
68 |
3,422,628 |
3,422,628 |
2,615,999 |
0.86 |
0.135 |
0.128 |
549,755 |
| IDN |
1 |
12 |
386,698 |
386,698 |
191,611 |
0.61 |
0.221 |
0.224 |
79,817 |
| JPN |
-1 |
167 |
-8,208,007 |
-8,208,007 |
-4,104,011 |
0.61 |
-0.045 |
-0.041 |
511,820 |
| 0 |
10 |
0 |
0 |
0 |
0.97 |
0.020 |
0.041 |
0 |
| 1 |
141 |
7,492,396 |
7,492,396 |
4,325,693 |
0.76 |
0.088 |
0.086 |
745,951 |
| KOR |
-1 |
58 |
-1,376,483 |
-1,376,483 |
-2,194,003 |
1.73 |
-0.040 |
-0.035 |
49,288 |
| 0 |
2 |
0 |
0 |
0 |
1.71 |
0.287 |
0.287 |
0 |
| 1 |
63 |
1,988,365 |
1,988,365 |
1,831,258 |
1.07 |
0.232 |
0.230 |
482,227 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.080 |
0.080 |
0 |
| 1 |
5 |
344,218 |
344,218 |
91,525 |
0.42 |
0.163 |
0.163 |
71,747 |
| NZL |
-1 |
2 |
-141,594 |
-141,594 |
-74,963 |
0.44 |
-0.028 |
-0.028 |
3,402 |
| PHL |
1 |
5 |
93,763 |
93,763 |
29,102 |
0.29 |
0.119 |
0.125 |
12,470 |
| SGP |
-1 |
4 |
-277,022 |
-277,022 |
-190,428 |
0.69 |
0.003 |
0.013 |
2,811 |
| 1 |
6 |
446,793 |
446,793 |
137,478 |
0.34 |
0.082 |
0.080 |
35,921 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.44 |
0.151 |
0.151 |
0 |
| 1 |
15 |
1,049,452 |
1,049,452 |
214,181 |
0.40 |
0.190 |
0.178 |
232,578 |
| TWN |
-1 |
23 |
-1,161,330 |
-1,161,330 |
-651,482 |
0.84 |
0.038 |
0.040 |
-51,030 |
| 0 |
6 |
0 |
0 |
0 |
0.40 |
0.120 |
0.123 |
0 |
| 1 |
52 |
2,537,599 |
2,537,599 |
2,895,784 |
1.27 |
0.206 |
0.202 |
573,908 |