Generated at 15:19 on Thursday 10/29/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
313 |
-9,470,177 |
| 0 |
36 |
0 |
| 1 |
308 |
10,541,625 |
|
target_notional |
| target_notional |
1,071,449 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
617,824 |
1,071,449 |
2,319,918 |
20,011,802 |
0.031 |
0.054 |
0.116 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-6,340,210 |
| 0 |
0 |
| 1 |
6,958,034 |
|
alpha_notional |
| alpha_notional |
2,319,918 |
|
alpha_notional |
| pos_sign |
|
| -1 |
717,977 |
| 0 |
0 |
| 1 |
1,601,940 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
44 |
-498,840 |
1,396,124 |
-0.357 |
0.070 |
| CHN |
129 |
-376,991 |
3,330,079 |
-0.113 |
0.166 |
| HKG |
100 |
288,711 |
3,321,404 |
0.087 |
0.166 |
| IDN |
7 |
199,400 |
199,400 |
1.000 |
0.010 |
| JPN |
200 |
-478,124 |
6,602,172 |
-0.072 |
0.330 |
| KOR |
87 |
290,707 |
1,764,076 |
0.165 |
0.088 |
| MYS |
6 |
196,677 |
196,677 |
1.000 |
0.010 |
| NZL |
1 |
-65,807 |
65,807 |
-1.000 |
0.003 |
| PHL |
2 |
73,289 |
73,289 |
1.000 |
0.004 |
| SGP |
6 |
182,304 |
348,896 |
0.523 |
0.017 |
| THA |
10 |
500,365 |
500,365 |
1.000 |
0.025 |
| TWN |
65 |
759,757 |
2,213,514 |
0.343 |
0.111 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
32 |
-947,482 |
| 1 |
12 |
448,642 |
| CHN |
-1 |
72 |
-1,853,535 |
| 0 |
15 |
0 |
| 1 |
42 |
1,476,544 |
| HKG |
-1 |
47 |
-1,516,346 |
| 0 |
1 |
0 |
| 1 |
52 |
1,805,058 |
| IDN |
1 |
7 |
199,400 |
| JPN |
-1 |
100 |
-3,540,148 |
| 0 |
9 |
0 |
| 1 |
91 |
3,062,024 |
| KOR |
-1 |
42 |
-736,685 |
| 1 |
45 |
1,027,392 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
196,677 |
| NZL |
-1 |
1 |
-65,807 |
| PHL |
1 |
2 |
73,289 |
| SGP |
-1 |
2 |
-83,296 |
| 1 |
4 |
265,600 |
| THA |
0 |
1 |
0 |
| 1 |
9 |
500,365 |
| TWN |
-1 |
17 |
-726,879 |
| 0 |
9 |
0 |
| 1 |
39 |
1,486,636 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
32 |
-947,482 |
-947,482 |
-765,036 |
0.97 |
-0.105 |
-0.087 |
89,190 |
| 1 |
12 |
448,642 |
448,642 |
96,298 |
0.36 |
0.078 |
0.091 |
40,029 |
| CHN |
-1 |
72 |
-1,853,535 |
-1,853,535 |
-963,804 |
1.07 |
-0.186 |
-0.197 |
283,774 |
| 0 |
15 |
0 |
0 |
0 |
1.45 |
-0.235 |
-0.252 |
0 |
| 1 |
42 |
1,476,544 |
1,476,544 |
1,035,265 |
0.90 |
0.059 |
0.058 |
108,334 |
| HKG |
-1 |
47 |
-1,516,346 |
-1,516,346 |
-1,294,392 |
0.98 |
-0.031 |
-0.004 |
88,083 |
| 0 |
1 |
0 |
0 |
0 |
1.02 |
-0.021 |
-0.021 |
0 |
| 1 |
52 |
1,805,058 |
1,805,058 |
1,305,446 |
0.86 |
0.152 |
0.150 |
313,816 |
| IDN |
1 |
7 |
199,400 |
199,400 |
100,996 |
0.59 |
0.274 |
0.266 |
53,246 |
| JPN |
-1 |
100 |
-3,540,148 |
-3,540,148 |
-1,706,665 |
0.55 |
-0.069 |
-0.056 |
249,380 |
| 0 |
9 |
0 |
0 |
0 |
1.19 |
0.039 |
0.053 |
0 |
| 1 |
91 |
3,062,024 |
3,062,024 |
1,719,019 |
0.80 |
0.091 |
0.087 |
305,463 |
| KOR |
-1 |
42 |
-736,685 |
-736,685 |
-1,174,369 |
1.74 |
-0.091 |
-0.067 |
38,862 |
| 1 |
45 |
1,027,392 |
1,027,392 |
934,412 |
1.06 |
0.230 |
0.230 |
251,757 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.16 |
0.059 |
0.059 |
0 |
| 1 |
5 |
196,677 |
196,677 |
55,407 |
0.42 |
0.170 |
0.169 |
40,847 |
| NZL |
-1 |
1 |
-65,807 |
-65,807 |
-39,409 |
0.60 |
-0.021 |
-0.021 |
1,385 |
| PHL |
1 |
2 |
73,289 |
73,289 |
23,031 |
0.31 |
0.146 |
0.146 |
10,724 |
| SGP |
-1 |
2 |
-83,296 |
-83,296 |
-51,147 |
0.62 |
-0.044 |
-0.044 |
3,746 |
| 1 |
4 |
265,600 |
265,600 |
85,553 |
0.26 |
0.087 |
0.087 |
20,722 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.44 |
0.160 |
0.160 |
0 |
| 1 |
9 |
500,365 |
500,365 |
89,895 |
0.32 |
0.206 |
0.205 |
115,354 |
| TWN |
-1 |
17 |
-726,879 |
-726,879 |
-345,387 |
0.59 |
0.032 |
0.042 |
-36,441 |
| 0 |
9 |
0 |
0 |
0 |
0.57 |
0.145 |
0.153 |
0 |
| 1 |
39 |
1,486,636 |
1,486,636 |
1,512,711 |
1.20 |
0.213 |
0.210 |
341,649 |