Generated at 15:18 on Sunday 11/01/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
317 |
-9,472,996 |
| 0 |
38 |
0 |
| 1 |
317 |
10,574,246 |
|
target_notional |
| target_notional |
1,101,250 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
542,298 |
1,101,250 |
2,315,899 |
20,047,242 |
0.027 |
0.055 |
0.116 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-6,036,381 |
| 0 |
0 |
| 1 |
6,578,679 |
|
alpha_notional |
| alpha_notional |
2,315,899 |
|
alpha_notional |
| pos_sign |
|
| -1 |
740,940 |
| 0 |
0 |
| 1 |
1,574,959 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
48 |
-499,424 |
1,422,055 |
-0.351 |
0.071 |
| CHN |
128 |
-379,137 |
3,286,732 |
-0.115 |
0.164 |
| HKG |
100 |
306,542 |
3,285,285 |
0.093 |
0.164 |
| IDN |
8 |
210,776 |
210,776 |
1.000 |
0.011 |
| JPN |
211 |
-493,753 |
6,723,902 |
-0.073 |
0.335 |
| KOR |
87 |
302,000 |
1,748,902 |
0.173 |
0.087 |
| MYS |
6 |
195,253 |
195,253 |
1.000 |
0.010 |
| NZL |
1 |
-65,603 |
65,603 |
-1.000 |
0.003 |
| PHL |
2 |
73,289 |
73,289 |
1.000 |
0.004 |
| SGP |
6 |
213,966 |
351,520 |
0.609 |
0.018 |
| THA |
10 |
499,564 |
499,564 |
1.000 |
0.025 |
| TWN |
65 |
737,778 |
2,184,362 |
0.338 |
0.109 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
36 |
-960,740 |
| 0 |
1 |
0 |
| 1 |
11 |
461,316 |
| CHN |
-1 |
72 |
-1,832,935 |
| 0 |
11 |
0 |
| 1 |
45 |
1,453,797 |
| HKG |
-1 |
47 |
-1,489,372 |
| 0 |
1 |
0 |
| 1 |
52 |
1,795,913 |
| IDN |
1 |
8 |
210,776 |
| JPN |
-1 |
101 |
-3,608,827 |
| 0 |
13 |
0 |
| 1 |
97 |
3,115,075 |
| KOR |
-1 |
41 |
-723,451 |
| 0 |
1 |
0 |
| 1 |
45 |
1,025,451 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
195,253 |
| NZL |
-1 |
1 |
-65,603 |
| PHL |
1 |
2 |
73,289 |
| SGP |
-1 |
2 |
-68,777 |
| 1 |
4 |
282,743 |
| THA |
0 |
1 |
0 |
| 1 |
9 |
499,564 |
| TWN |
-1 |
17 |
-723,292 |
| 0 |
9 |
0 |
| 1 |
39 |
1,461,070 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
36 |
-960,740 |
-960,740 |
-716,546 |
0.95 |
-0.088 |
-0.070 |
79,370 |
| 0 |
1 |
0 |
0 |
0 |
1.23 |
0.025 |
0.025 |
0 |
| 1 |
11 |
461,316 |
461,316 |
67,082 |
0.22 |
0.099 |
0.109 |
47,691 |
| CHN |
-1 |
72 |
-1,832,935 |
-1,832,935 |
-885,981 |
1.03 |
-0.187 |
-0.192 |
287,725 |
| 0 |
11 |
0 |
0 |
0 |
1.36 |
-0.206 |
-0.203 |
0 |
| 1 |
45 |
1,453,797 |
1,453,797 |
960,235 |
0.89 |
0.053 |
0.047 |
105,372 |
| HKG |
-1 |
47 |
-1,489,372 |
-1,489,372 |
-1,203,549 |
0.96 |
-0.036 |
-0.008 |
93,717 |
| 0 |
1 |
0 |
0 |
0 |
1.02 |
-0.051 |
-0.051 |
0 |
| 1 |
52 |
1,795,913 |
1,795,913 |
1,222,204 |
0.84 |
0.137 |
0.140 |
287,711 |
| IDN |
1 |
8 |
210,776 |
210,776 |
119,320 |
0.69 |
0.294 |
0.299 |
62,175 |
| JPN |
-1 |
101 |
-3,608,827 |
-3,608,827 |
-1,664,547 |
0.56 |
-0.068 |
-0.058 |
254,349 |
| 0 |
13 |
0 |
0 |
0 |
0.92 |
0.007 |
-0.012 |
0 |
| 1 |
97 |
3,115,075 |
3,115,075 |
1,593,036 |
0.76 |
0.090 |
0.087 |
306,223 |
| KOR |
-1 |
41 |
-723,451 |
-723,451 |
-1,185,756 |
1.82 |
-0.092 |
-0.086 |
48,610 |
| 0 |
1 |
0 |
0 |
0 |
1.84 |
-0.208 |
-0.208 |
0 |
| 1 |
45 |
1,025,451 |
1,025,451 |
943,988 |
1.11 |
0.237 |
0.232 |
252,764 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.085 |
0.085 |
0 |
| 1 |
5 |
195,253 |
195,253 |
52,513 |
0.41 |
0.188 |
0.188 |
44,381 |
| NZL |
-1 |
1 |
-65,603 |
-65,603 |
-43,730 |
0.67 |
-0.021 |
-0.021 |
1,391 |
| PHL |
1 |
2 |
73,289 |
73,289 |
22,584 |
0.31 |
0.109 |
0.109 |
7,994 |
| SGP |
-1 |
2 |
-68,777 |
-68,777 |
-44,728 |
0.64 |
-0.032 |
-0.032 |
2,135 |
| 1 |
4 |
282,743 |
282,743 |
104,087 |
0.30 |
0.123 |
0.119 |
29,261 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.181 |
0.181 |
0 |
| 1 |
9 |
499,564 |
499,564 |
63,012 |
0.29 |
0.223 |
0.216 |
121,877 |
| TWN |
-1 |
17 |
-723,292 |
-723,292 |
-291,544 |
0.54 |
0.018 |
0.027 |
-26,358 |
| 0 |
9 |
0 |
0 |
0 |
0.68 |
0.133 |
0.142 |
0 |
| 1 |
39 |
1,461,070 |
1,461,070 |
1,430,618 |
1.17 |
0.196 |
0.192 |
309,510 |