Generated at 15:19 on Monday 10/26/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
360 |
-13,287,574 |
| 0 |
248 |
0 |
| 1 |
348 |
14,741,187 |
|
target_notional |
| target_notional |
1,453,613 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
716,869 |
1,453,613 |
3,065,008 |
28,028,761 |
0.026 |
0.052 |
0.109 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-9,104,561 |
| 0 |
0 |
| 1 |
9,821,430 |
|
alpha_notional |
| alpha_notional |
3,065,008 |
|
alpha_notional |
| pos_sign |
|
| -1 |
917,797 |
| 0 |
0 |
| 1 |
2,147,211 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
77 |
-699,648 |
1,950,108 |
-0.359 |
0.070 |
| CHN |
172 |
-450,102 |
4,452,767 |
-0.101 |
0.159 |
| HKG |
146 |
357,841 |
4,679,321 |
0.076 |
0.167 |
| IDN |
11 |
240,454 |
240,454 |
1.000 |
0.009 |
| JPN |
309 |
-553,918 |
9,444,975 |
-0.059 |
0.337 |
| KOR |
120 |
307,588 |
2,535,820 |
0.121 |
0.090 |
| MYS |
6 |
270,840 |
270,840 |
1.000 |
0.010 |
| NZL |
2 |
-104,423 |
104,423 |
-1.000 |
0.004 |
| PHL |
5 |
93,763 |
93,763 |
1.000 |
0.003 |
| SGP |
10 |
210,233 |
489,238 |
0.430 |
0.017 |
| THA |
16 |
699,626 |
699,626 |
1.000 |
0.025 |
| TWN |
82 |
1,081,359 |
3,067,425 |
0.353 |
0.109 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-1,324,878 |
| 0 |
23 |
0 |
| 1 |
14 |
625,230 |
| CHN |
-1 |
80 |
-2,451,435 |
| 0 |
46 |
0 |
| 1 |
46 |
2,001,333 |
| HKG |
-1 |
65 |
-2,160,740 |
| 0 |
23 |
0 |
| 1 |
58 |
2,518,581 |
| IDN |
0 |
4 |
0 |
| 1 |
7 |
240,454 |
| JPN |
-1 |
98 |
-4,999,447 |
| 0 |
117 |
0 |
| 1 |
94 |
4,445,529 |
| KOR |
-1 |
51 |
-1,114,116 |
| 0 |
13 |
0 |
| 1 |
56 |
1,421,704 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
270,840 |
| NZL |
-1 |
2 |
-104,423 |
| PHL |
1 |
5 |
93,763 |
| SGP |
-1 |
3 |
-139,503 |
| 0 |
3 |
0 |
| 1 |
4 |
349,736 |
| THA |
0 |
5 |
0 |
| 1 |
11 |
699,626 |
| TWN |
-1 |
21 |
-993,033 |
| 0 |
13 |
0 |
| 1 |
48 |
2,074,392 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-1,324,878 |
-1,324,878 |
-1,001,466 |
0.93 |
-0.058 |
-0.047 |
95,512 |
| 0 |
23 |
0 |
0 |
0 |
0.75 |
-0.025 |
-0.017 |
0 |
| 1 |
14 |
625,230 |
625,230 |
118,387 |
0.43 |
0.086 |
0.081 |
54,635 |
| CHN |
-1 |
80 |
-2,451,435 |
-2,451,435 |
-1,637,149 |
1.20 |
-0.190 |
-0.198 |
393,380 |
| 0 |
46 |
0 |
0 |
0 |
1.32 |
-0.101 |
-0.073 |
0 |
| 1 |
46 |
2,001,333 |
2,001,333 |
1,361,333 |
0.91 |
0.056 |
0.057 |
143,665 |
| HKG |
-1 |
65 |
-2,160,740 |
-2,160,740 |
-1,793,099 |
1.00 |
-0.023 |
-0.006 |
108,710 |
| 0 |
23 |
0 |
0 |
0 |
0.83 |
0.065 |
0.080 |
0 |
| 1 |
58 |
2,518,581 |
2,518,581 |
1,809,017 |
0.83 |
0.137 |
0.138 |
402,173 |
| IDN |
0 |
4 |
0 |
0 |
0 |
0.50 |
0.190 |
0.185 |
0 |
| 1 |
7 |
240,454 |
240,454 |
121,588 |
0.59 |
0.210 |
0.203 |
47,850 |
| JPN |
-1 |
98 |
-4,999,447 |
-4,999,447 |
-2,277,918 |
0.50 |
-0.053 |
-0.051 |
307,729 |
| 0 |
117 |
0 |
0 |
0 |
0.73 |
0.029 |
0.031 |
0 |
| 1 |
94 |
4,445,529 |
4,445,529 |
2,460,716 |
0.78 |
0.102 |
0.095 |
464,385 |
| KOR |
-1 |
51 |
-1,114,116 |
-1,114,116 |
-1,767,173 |
1.70 |
-0.047 |
-0.028 |
43,284 |
| 0 |
13 |
0 |
0 |
0 |
1.43 |
0.140 |
0.135 |
0 |
| 1 |
56 |
1,421,704 |
1,421,704 |
1,297,304 |
1.07 |
0.234 |
0.240 |
344,080 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.064 |
0.064 |
0 |
| 1 |
5 |
270,840 |
270,840 |
74,362 |
0.42 |
0.167 |
0.166 |
56,056 |
| NZL |
-1 |
2 |
-104,423 |
-104,423 |
-58,790 |
0.44 |
0.006 |
0.006 |
365 |
| PHL |
1 |
5 |
93,763 |
93,763 |
29,102 |
0.29 |
0.118 |
0.120 |
12,130 |
| SGP |
-1 |
3 |
-139,503 |
-139,503 |
-87,596 |
0.71 |
-0.008 |
-0.028 |
5,381 |
| 0 |
3 |
0 |
0 |
0 |
0.46 |
0.067 |
0.087 |
0 |
| 1 |
4 |
349,736 |
349,736 |
108,607 |
0.32 |
0.080 |
0.076 |
27,451 |
| THA |
0 |
5 |
0 |
0 |
0 |
0.37 |
0.131 |
0.132 |
0 |
| 1 |
11 |
699,626 |
699,626 |
137,934 |
0.41 |
0.178 |
0.174 |
142,598 |
| TWN |
-1 |
21 |
-993,033 |
-993,033 |
-481,371 |
0.75 |
0.020 |
0.017 |
-36,563 |
| 0 |
13 |
0 |
0 |
0 |
1.07 |
0.162 |
0.139 |
0 |
| 1 |
48 |
2,074,392 |
2,074,392 |
2,303,081 |
1.24 |
0.198 |
0.200 |
452,188 |