Generated at 15:20 on Sunday 10/25/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
491 |
-19,944,808 |
| 0 |
22 |
0 |
| 1 |
457 |
22,019,714 |
|
target_notional |
| target_notional |
2,074,906 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
942,779 |
2,074,906 |
4,355,609 |
41,964,522 |
0.022 |
0.049 |
0.104 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,646,179 |
| 0 |
0 |
| 1 |
14,588,959 |
|
alpha_notional |
| alpha_notional |
4,355,609 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,345,879 |
| 0 |
0 |
| 1 |
3,009,729 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
77 |
-1,048,768 |
3,043,147 |
-0.345 |
0.073 |
| CHN |
176 |
-636,117 |
7,236,241 |
-0.088 |
0.172 |
| HKG |
147 |
646,099 |
6,093,822 |
0.106 |
0.145 |
| IDN |
11 |
366,779 |
366,779 |
1.000 |
0.009 |
| JPN |
319 |
-682,621 |
15,961,934 |
-0.043 |
0.380 |
| KOR |
120 |
592,486 |
3,228,377 |
0.184 |
0.077 |
| MYS |
6 |
347,114 |
347,114 |
1.000 |
0.008 |
| NZL |
2 |
-137,735 |
137,735 |
-1.000 |
0.003 |
| PHL |
5 |
93,763 |
93,763 |
1.000 |
0.002 |
| SGP |
10 |
184,188 |
730,953 |
0.252 |
0.017 |
| THA |
16 |
1,048,880 |
1,048,880 |
1.000 |
0.025 |
| TWN |
81 |
1,300,836 |
3,675,777 |
0.354 |
0.088 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
58 |
-2,045,957 |
| 1 |
19 |
997,190 |
| CHN |
-1 |
102 |
-3,936,179 |
| 0 |
8 |
0 |
| 1 |
66 |
3,300,062 |
| HKG |
-1 |
77 |
-2,723,862 |
| 0 |
1 |
0 |
| 1 |
69 |
3,369,960 |
| IDN |
1 |
11 |
366,779 |
| JPN |
-1 |
162 |
-8,322,277 |
| 0 |
11 |
0 |
| 1 |
146 |
7,639,657 |
| KOR |
-1 |
57 |
-1,317,945 |
| 1 |
63 |
1,910,432 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
347,114 |
| NZL |
-1 |
2 |
-137,735 |
| PHL |
1 |
5 |
93,763 |
| SGP |
-1 |
4 |
-273,382 |
| 1 |
6 |
457,571 |
| THA |
0 |
1 |
0 |
| 1 |
15 |
1,048,880 |
| TWN |
-1 |
29 |
-1,187,470 |
| 1 |
52 |
2,488,306 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
58 |
-2,045,957 |
-2,045,957 |
-1,516,818 |
0.89 |
-0.057 |
-0.058 |
136,472 |
| 1 |
19 |
997,190 |
997,190 |
162,506 |
0.45 |
0.081 |
0.078 |
71,324 |
| CHN |
-1 |
102 |
-3,936,179 |
-3,936,179 |
-2,947,837 |
1.27 |
-0.183 |
-0.197 |
607,509 |
| 0 |
8 |
0 |
0 |
0 |
0.83 |
-0.188 |
-0.191 |
0 |
| 1 |
66 |
3,300,062 |
3,300,062 |
2,284,531 |
0.95 |
0.052 |
0.053 |
227,579 |
| HKG |
-1 |
77 |
-2,723,862 |
-2,723,862 |
-2,160,991 |
0.96 |
-0.014 |
0.007 |
109,815 |
| 0 |
1 |
0 |
0 |
0 |
0.30 |
0.006 |
0.006 |
0 |
| 1 |
69 |
3,369,960 |
3,369,960 |
2,554,255 |
0.85 |
0.140 |
0.138 |
559,846 |
| IDN |
1 |
11 |
366,779 |
366,779 |
179,701 |
0.56 |
0.197 |
0.199 |
70,879 |
| JPN |
-1 |
162 |
-8,322,277 |
-8,322,277 |
-4,003,067 |
0.58 |
-0.039 |
-0.037 |
482,946 |
| 0 |
11 |
0 |
0 |
0 |
0.64 |
-0.005 |
-0.018 |
0 |
| 1 |
146 |
7,639,657 |
7,639,657 |
4,395,885 |
0.78 |
0.092 |
0.092 |
771,668 |
| KOR |
-1 |
57 |
-1,317,945 |
-1,317,945 |
-2,085,280 |
1.71 |
-0.038 |
-0.025 |
48,190 |
| 1 |
63 |
1,910,432 |
1,910,432 |
1,732,368 |
1.07 |
0.222 |
0.221 |
444,628 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.059 |
0.059 |
0 |
| 1 |
5 |
347,114 |
347,114 |
91,622 |
0.42 |
0.153 |
0.148 |
66,531 |
| NZL |
-1 |
2 |
-137,735 |
-137,735 |
-73,168 |
0.44 |
-0.006 |
-0.006 |
1,270 |
| PHL |
1 |
5 |
93,763 |
93,763 |
29,102 |
0.29 |
0.114 |
0.118 |
11,673 |
| SGP |
-1 |
4 |
-273,382 |
-273,382 |
-187,681 |
0.69 |
-0.002 |
0.003 |
4,220 |
| 1 |
6 |
457,571 |
457,571 |
142,341 |
0.34 |
0.074 |
0.073 |
32,908 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.44 |
0.131 |
0.131 |
0 |
| 1 |
15 |
1,048,880 |
1,048,880 |
215,002 |
0.40 |
0.164 |
0.162 |
203,529 |
| TWN |
-1 |
29 |
-1,187,470 |
-1,187,470 |
-671,336 |
0.75 |
0.047 |
0.064 |
-44,543 |
| 1 |
52 |
2,488,306 |
2,488,306 |
2,801,645 |
1.27 |
0.203 |
0.205 |
549,166 |