Generated at 15:19 on Wednesday 10/28/2026
targets
ct target_notional
intgt pos_sign
True -1 303 -9,482,593
0 27 0
1 302 10,473,324

target_notional
target_notional 990,732

rawBeta_notional target_notional alpha_notional target_notional_abs beta_percentage delta_percentage alpha_percentage
intgt
True 413,024 990,732 2,318,338 19,955,917 0.021 0.050 0.116

rawBeta_notional
pos_sign
-1 -6,576,625
0 0
1 6,989,649

alpha_notional
alpha_notional 2,318,338

alpha_notional
pos_sign
-1 717,912
0 0
1 1,600,426

ct target_notional target_notional_abs delta_percentage gross_percentage
RkdExchCtry
AUS 42 -499,410 1,370,626 -0.364 0.069
CHN 121 -403,677 3,374,920 -0.120 0.169
HKG 103 281,835 3,339,412 0.084 0.167
IDN 7 205,021 205,021 1.000 0.010
JPN 185 -492,185 6,439,908 -0.076 0.323
KOR 85 250,379 1,812,113 0.138 0.091
MYS 6 196,131 196,131 1.000 0.010
NZL 1 -65,713 65,713 -1.000 0.003
PHL 2 73,289 73,289 1.000 0.004
SGP 6 180,828 348,777 0.518 0.017
THA 9 500,081 500,081 1.000 0.025
TWN 65 764,154 2,229,927 0.343 0.112

ct target_notional
RkdExchCtry pos_sign
AUS -1 29 -935,018
0 2 0
1 11 435,608
CHN -1 72 -1,889,298
0 7 0
1 42 1,485,621
HKG -1 47 -1,528,789
0 4 0
1 52 1,810,623
IDN 1 7 205,021
JPN -1 94 -3,466,046
0 3 0
1 88 2,973,861
KOR -1 40 -780,867
1 45 1,031,246
MYS 0 1 0
1 5 196,131
NZL -1 1 -65,713
PHL 1 2 73,289
SGP -1 2 -83,974
1 4 264,802
THA 0 1 0
1 8 500,081
TWN -1 18 -732,887
0 9 0
1 38 1,497,040

ct net_notional gross_notional net_beta abeta alpha_avg alpha_med net_alpha
RkdExchCtry pos_sign
AUS -1 29 -935,018 -935,018 -755,266 0.94 -0.101 -0.082 90,558
0 2 0 0 0 0.91 -0.036 -0.036 0
1 11 435,608 435,608 94,409 0.41 0.083 0.089 37,944
CHN -1 72 -1,889,298 -1,889,298 -1,186,506 1.12 -0.201 -0.214 301,909
0 7 0 0 0 1.44 -0.247 -0.211 0
1 42 1,485,621 1,485,621 1,045,425 0.89 0.061 0.066 111,051
HKG -1 47 -1,528,789 -1,528,789 -1,317,011 0.98 -0.029 -0.005 84,055
0 4 0 0 0 1.00 0.010 0.010 0
1 52 1,810,623 1,810,623 1,318,849 0.86 0.150 0.147 310,841
IDN 1 7 205,021 205,021 103,765 0.59 0.262 0.252 52,900
JPN -1 94 -3,466,046 -3,466,046 -1,628,396 0.52 -0.065 -0.056 230,636
0 3 0 0 0 1.83 0.120 0.121 0
1 88 2,973,861 2,973,861 1,699,000 0.82 0.097 0.097 299,660
KOR -1 40 -780,867 -780,867 -1,248,891 1.73 -0.080 -0.064 41,967
1 45 1,031,246 1,031,246 947,176 1.06 0.239 0.238 261,465
MYS 0 1 0 0 0 0.16 0.054 0.054 0
1 5 196,131 196,131 55,295 0.42 0.168 0.165 40,691
NZL -1 1 -65,713 -65,713 -39,353 0.60 -0.024 -0.024 1,603
PHL 1 2 73,289 73,289 23,031 0.31 0.154 0.154 11,257
SGP -1 2 -83,974 -83,974 -51,446 0.62 -0.049 -0.049 4,226
1 4 264,802 264,802 85,474 0.26 0.083 0.082 19,093
THA 0 1 0 0 0 0.44 0.153 0.153 0
1 8 500,081 500,081 89,868 0.32 0.193 0.188 111,901
TWN -1 18 -732,887 -732,887 -349,757 0.60 0.029 0.041 -37,041
0 9 0 0 0 0.70 0.162 0.152 0
1 38 1,497,040 1,497,040 1,527,360 1.18 0.211 0.210 343,624