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