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 |