Generated at 15:19 on Tuesday 10/27/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
294 |
-9,489,888 |
| 0 |
137 |
0 |
| 1 |
300 |
10,481,996 |
|
target_notional |
| target_notional |
992,108 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
381,248 |
992,108 |
2,314,911 |
19,971,884 |
0.019 |
0.050 |
0.116 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-6,488,687 |
| 0 |
0 |
| 1 |
6,869,935 |
|
alpha_notional |
| alpha_notional |
2,314,911 |
|
alpha_notional |
| pos_sign |
|
| -1 |
748,870 |
| 0 |
0 |
| 1 |
1,566,041 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
54 |
-499,444 |
1,381,702 |
-0.361 |
0.069 |
| CHN |
133 |
-358,195 |
3,332,936 |
-0.107 |
0.167 |
| HKG |
123 |
289,033 |
3,343,059 |
0.086 |
0.167 |
| IDN |
7 |
207,126 |
207,126 |
1.000 |
0.010 |
| JPN |
198 |
-505,133 |
6,482,559 |
-0.078 |
0.325 |
| KOR |
107 |
237,829 |
1,811,702 |
0.131 |
0.091 |
| MYS |
6 |
198,228 |
198,228 |
1.000 |
0.010 |
| NZL |
2 |
-66,188 |
66,188 |
-1.000 |
0.003 |
| PHL |
5 |
73,289 |
73,289 |
1.000 |
0.004 |
| SGP |
8 |
182,907 |
348,621 |
0.525 |
0.017 |
| THA |
12 |
499,531 |
499,531 |
1.000 |
0.025 |
| TWN |
76 |
733,126 |
2,226,944 |
0.329 |
0.112 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
29 |
-940,573 |
| 0 |
13 |
0 |
| 1 |
12 |
441,129 |
| CHN |
-1 |
69 |
-1,845,566 |
| 0 |
22 |
0 |
| 1 |
42 |
1,487,370 |
| HKG |
-1 |
48 |
-1,527,013 |
| 0 |
23 |
0 |
| 1 |
52 |
1,816,046 |
| IDN |
1 |
7 |
207,126 |
| JPN |
-1 |
87 |
-3,493,846 |
| 0 |
26 |
0 |
| 1 |
85 |
2,988,713 |
| KOR |
-1 |
40 |
-786,936 |
| 0 |
22 |
0 |
| 1 |
45 |
1,024,766 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
198,228 |
| NZL |
-1 |
1 |
-66,188 |
| 0 |
1 |
0 |
| PHL |
0 |
3 |
0 |
| 1 |
2 |
73,289 |
| SGP |
-1 |
2 |
-82,857 |
| 0 |
2 |
0 |
| 1 |
4 |
265,764 |
| THA |
0 |
4 |
0 |
| 1 |
8 |
499,531 |
| TWN |
-1 |
18 |
-746,909 |
| 0 |
20 |
0 |
| 1 |
38 |
1,480,035 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
29 |
-940,573 |
-940,573 |
-749,782 |
0.91 |
-0.083 |
-0.065 |
83,079 |
| 0 |
13 |
0 |
0 |
0 |
0.87 |
-0.024 |
-0.026 |
0 |
| 1 |
12 |
441,129 |
441,129 |
96,733 |
0.44 |
0.082 |
0.081 |
40,488 |
| CHN |
-1 |
69 |
-1,845,566 |
-1,845,566 |
-1,113,961 |
1.15 |
-0.194 |
-0.195 |
285,643 |
| 0 |
22 |
0 |
0 |
0 |
1.38 |
-0.150 |
-0.138 |
0 |
| 1 |
42 |
1,487,370 |
1,487,370 |
1,037,559 |
0.89 |
0.064 |
0.076 |
109,945 |
| HKG |
-1 |
48 |
-1,527,013 |
-1,527,013 |
-1,307,684 |
0.98 |
-0.031 |
-0.007 |
87,574 |
| 0 |
23 |
0 |
0 |
0 |
0.93 |
0.034 |
0.047 |
0 |
| 1 |
52 |
1,816,046 |
1,816,046 |
1,305,776 |
0.86 |
0.145 |
0.151 |
305,257 |
| IDN |
1 |
7 |
207,126 |
207,126 |
104,915 |
0.59 |
0.255 |
0.247 |
50,495 |
| JPN |
-1 |
87 |
-3,493,846 |
-3,493,846 |
-1,618,271 |
0.51 |
-0.076 |
-0.066 |
273,085 |
| 0 |
26 |
0 |
0 |
0 |
0.88 |
0.006 |
0.004 |
0 |
| 1 |
85 |
2,988,713 |
2,988,713 |
1,645,691 |
0.77 |
0.085 |
0.080 |
269,016 |
| KOR |
-1 |
40 |
-786,936 |
-786,936 |
-1,254,718 |
1.73 |
-0.083 |
-0.054 |
50,267 |
| 0 |
22 |
0 |
0 |
0 |
1.34 |
0.104 |
0.142 |
0 |
| 1 |
45 |
1,024,766 |
1,024,766 |
930,253 |
1.06 |
0.244 |
0.244 |
264,151 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.056 |
0.056 |
0 |
| 1 |
5 |
198,228 |
198,228 |
55,653 |
0.42 |
0.166 |
0.172 |
40,727 |
| NZL |
-1 |
1 |
-66,188 |
-66,188 |
-39,637 |
0.60 |
-0.006 |
-0.006 |
371 |
| 0 |
1 |
0 |
0 |
0 |
0.29 |
0.022 |
0.022 |
0 |
| PHL |
0 |
3 |
0 |
0 |
0 |
0.27 |
0.113 |
0.123 |
0 |
| 1 |
2 |
73,289 |
73,289 |
23,031 |
0.31 |
0.148 |
0.148 |
10,816 |
| SGP |
-1 |
2 |
-82,857 |
-82,857 |
-50,831 |
0.62 |
-0.037 |
-0.037 |
3,103 |
| 0 |
2 |
0 |
0 |
0 |
0.71 |
0.070 |
0.070 |
0 |
| 1 |
4 |
265,764 |
265,764 |
85,766 |
0.26 |
0.095 |
0.092 |
21,965 |
| THA |
0 |
4 |
0 |
0 |
0 |
0.62 |
0.173 |
0.171 |
0 |
| 1 |
8 |
499,531 |
499,531 |
90,011 |
0.32 |
0.188 |
0.187 |
107,356 |
| TWN |
-1 |
18 |
-746,909 |
-746,909 |
-353,804 |
0.60 |
0.030 |
0.043 |
-34,252 |
| 0 |
20 |
0 |
0 |
0 |
1.11 |
0.161 |
0.153 |
0 |
| 1 |
38 |
1,480,035 |
1,480,035 |
1,494,548 |
1.18 |
0.214 |
0.218 |
345,825 |