Generated at 15:20 on Thursday 10/22/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
483 |
-19,908,016 |
| 0 |
33 |
0 |
| 1 |
454 |
21,986,561 |
|
target_notional |
| target_notional |
2,078,545 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
1,065,024 |
2,078,545 |
4,468,239 |
41,894,577 |
0.025 |
0.050 |
0.107 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,493,392 |
| 0 |
0 |
| 1 |
14,558,416 |
|
alpha_notional |
| alpha_notional |
4,468,239 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,421,012 |
| 0 |
0 |
| 1 |
3,047,227 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
75 |
-1,045,816 |
3,039,289 |
-0.344 |
0.073 |
| CHN |
176 |
-649,471 |
7,187,556 |
-0.090 |
0.172 |
| HKG |
149 |
624,436 |
6,065,766 |
0.103 |
0.145 |
| IDN |
12 |
383,770 |
383,770 |
1.000 |
0.009 |
| JPN |
316 |
-794,175 |
15,938,057 |
-0.050 |
0.380 |
| KOR |
121 |
638,206 |
3,299,583 |
0.193 |
0.079 |
| MYS |
6 |
350,396 |
350,396 |
1.000 |
0.008 |
| NZL |
2 |
-140,179 |
140,179 |
-1.000 |
0.003 |
| PHL |
5 |
93,763 |
93,763 |
1.000 |
0.002 |
| SGP |
10 |
187,808 |
732,726 |
0.256 |
0.017 |
| THA |
16 |
1,058,343 |
1,058,343 |
1.000 |
0.025 |
| TWN |
82 |
1,371,464 |
3,605,149 |
0.380 |
0.086 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,042,552 |
| 1 |
19 |
996,737 |
| CHN |
-1 |
99 |
-3,918,513 |
| 0 |
11 |
0 |
| 1 |
66 |
3,269,042 |
| HKG |
-1 |
78 |
-2,720,665 |
| 0 |
3 |
0 |
| 1 |
68 |
3,345,101 |
| IDN |
0 |
1 |
0 |
| 1 |
11 |
383,770 |
| JPN |
-1 |
166 |
-8,366,116 |
| 0 |
7 |
0 |
| 1 |
143 |
7,571,941 |
| KOR |
-1 |
57 |
-1,330,688 |
| 0 |
1 |
0 |
| 1 |
63 |
1,968,895 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
350,396 |
| NZL |
-1 |
2 |
-140,179 |
| PHL |
1 |
5 |
93,763 |
| SGP |
-1 |
4 |
-272,459 |
| 1 |
6 |
460,267 |
| THA |
1 |
16 |
1,058,343 |
| TWN |
-1 |
21 |
-1,116,843 |
| 0 |
9 |
0 |
| 1 |
52 |
2,488,306 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,042,552 |
-2,042,552 |
-1,581,035 |
0.94 |
-0.076 |
-0.067 |
162,705 |
| 1 |
19 |
996,737 |
996,737 |
171,945 |
0.45 |
0.068 |
0.067 |
69,932 |
| CHN |
-1 |
99 |
-3,918,513 |
-3,918,513 |
-2,676,024 |
1.21 |
-0.178 |
-0.193 |
597,205 |
| 0 |
11 |
0 |
0 |
0 |
1.06 |
-0.154 |
-0.153 |
0 |
| 1 |
66 |
3,269,042 |
3,269,042 |
2,244,358 |
0.95 |
0.055 |
0.054 |
244,388 |
| HKG |
-1 |
78 |
-2,720,665 |
-2,720,665 |
-2,132,380 |
0.95 |
-0.013 |
0.010 |
108,208 |
| 0 |
3 |
0 |
0 |
0 |
1.04 |
0.032 |
0.050 |
0 |
| 1 |
68 |
3,345,101 |
3,345,101 |
2,557,585 |
0.85 |
0.146 |
0.150 |
578,889 |
| IDN |
0 |
1 |
0 |
0 |
0 |
1.18 |
0.274 |
0.274 |
0 |
| 1 |
11 |
383,770 |
383,770 |
188,678 |
0.56 |
0.205 |
0.208 |
77,072 |
| JPN |
-1 |
166 |
-8,366,116 |
-8,366,116 |
-4,125,133 |
0.60 |
-0.047 |
-0.043 |
549,737 |
| 0 |
7 |
0 |
0 |
0 |
1.29 |
0.048 |
0.067 |
0 |
| 1 |
143 |
7,571,941 |
7,571,941 |
4,322,332 |
0.76 |
0.083 |
0.083 |
712,868 |
| KOR |
-1 |
57 |
-1,330,688 |
-1,330,688 |
-2,113,618 |
1.71 |
-0.034 |
-0.016 |
42,249 |
| 0 |
1 |
0 |
0 |
0 |
3.02 |
-0.052 |
-0.052 |
0 |
| 1 |
63 |
1,968,895 |
1,968,895 |
1,794,042 |
1.07 |
0.230 |
0.224 |
476,793 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.072 |
0.072 |
0 |
| 1 |
5 |
350,396 |
350,396 |
92,383 |
0.42 |
0.151 |
0.167 |
65,461 |
| NZL |
-1 |
2 |
-140,179 |
-140,179 |
-74,174 |
0.44 |
-0.025 |
-0.025 |
2,839 |
| PHL |
1 |
5 |
93,763 |
93,763 |
29,102 |
0.29 |
0.120 |
0.127 |
12,692 |
| SGP |
-1 |
4 |
-272,459 |
-272,459 |
-187,171 |
0.69 |
0.009 |
0.019 |
774 |
| 1 |
6 |
460,267 |
460,267 |
142,792 |
0.34 |
0.083 |
0.083 |
37,627 |
| THA |
1 |
16 |
1,058,343 |
1,058,343 |
213,555 |
0.40 |
0.173 |
0.162 |
224,508 |
| TWN |
-1 |
21 |
-1,116,843 |
-1,116,843 |
-603,857 |
0.83 |
0.033 |
0.033 |
-42,705 |
| 0 |
9 |
0 |
0 |
0 |
0.63 |
0.113 |
0.107 |
0 |
| 1 |
52 |
2,488,306 |
2,488,306 |
2,801,645 |
1.27 |
0.201 |
0.201 |
546,997 |