Generated at 15:18 on Monday 11/02/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
333 |
-9,473,082 |
| 0 |
21 |
0 |
| 1 |
319 |
10,512,020 |
|
target_notional |
| target_notional |
1,038,938 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
553,100 |
1,038,938 |
2,270,172 |
19,985,101 |
0.028 |
0.052 |
0.114 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-6,008,150 |
| 0 |
0 |
| 1 |
6,561,250 |
|
alpha_notional |
| alpha_notional |
2,270,172 |
|
alpha_notional |
| pos_sign |
|
| -1 |
671,831 |
| 0 |
0 |
| 1 |
1,598,341 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
52 |
-498,911 |
1,444,631 |
-0.345 |
0.072 |
| CHN |
135 |
-368,860 |
3,308,829 |
-0.111 |
0.166 |
| HKG |
100 |
306,339 |
3,278,749 |
0.093 |
0.164 |
| IDN |
8 |
218,272 |
218,272 |
1.000 |
0.011 |
| JPN |
198 |
-487,917 |
6,659,151 |
-0.073 |
0.333 |
| KOR |
88 |
268,521 |
1,781,342 |
0.151 |
0.089 |
| MYS |
6 |
198,626 |
198,626 |
1.000 |
0.010 |
| NZL |
1 |
-64,890 |
64,890 |
-1.000 |
0.003 |
| PHL |
2 |
0 |
0 |
nan |
0.000 |
| SGP |
7 |
243,244 |
353,446 |
0.688 |
0.018 |
| THA |
11 |
499,650 |
499,650 |
1.000 |
0.025 |
| TWN |
65 |
724,864 |
2,177,513 |
0.333 |
0.109 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
39 |
-971,771 |
| 1 |
13 |
472,860 |
| CHN |
-1 |
83 |
-1,838,845 |
| 0 |
7 |
0 |
| 1 |
45 |
1,469,985 |
| HKG |
-1 |
47 |
-1,486,205 |
| 0 |
1 |
0 |
| 1 |
52 |
1,792,544 |
| IDN |
1 |
8 |
218,272 |
| JPN |
-1 |
101 |
-3,573,534 |
| 1 |
97 |
3,085,617 |
| KOR |
-1 |
43 |
-756,411 |
| 1 |
45 |
1,024,931 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
198,626 |
| NZL |
-1 |
1 |
-64,890 |
| PHL |
0 |
2 |
0 |
| SGP |
-1 |
2 |
-55,101 |
| 1 |
5 |
298,345 |
| THA |
0 |
1 |
0 |
| 1 |
10 |
499,650 |
| TWN |
-1 |
17 |
-726,325 |
| 0 |
9 |
0 |
| 1 |
39 |
1,451,189 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
39 |
-971,771 |
-971,771 |
-712,254 |
0.92 |
-0.074 |
-0.058 |
70,016 |
| 1 |
13 |
472,860 |
472,860 |
69,457 |
0.14 |
0.111 |
0.116 |
52,856 |
| CHN |
-1 |
83 |
-1,838,845 |
-1,838,845 |
-837,955 |
1.08 |
-0.195 |
-0.206 |
281,167 |
| 0 |
7 |
0 |
0 |
0 |
1.30 |
-0.240 |
-0.274 |
0 |
| 1 |
45 |
1,469,985 |
1,469,985 |
972,841 |
0.89 |
0.052 |
0.055 |
108,226 |
| HKG |
-1 |
47 |
-1,486,205 |
-1,486,205 |
-1,201,937 |
0.96 |
-0.030 |
-0.003 |
83,398 |
| 0 |
1 |
0 |
0 |
0 |
1.02 |
-0.053 |
-0.053 |
0 |
| 1 |
52 |
1,792,544 |
1,792,544 |
1,217,930 |
0.84 |
0.135 |
0.140 |
283,836 |
| IDN |
1 |
8 |
218,272 |
218,272 |
124,047 |
0.69 |
0.273 |
0.269 |
59,489 |
| JPN |
-1 |
101 |
-3,573,534 |
-3,573,534 |
-1,640,380 |
0.56 |
-0.053 |
-0.047 |
203,096 |
| 1 |
97 |
3,085,617 |
3,085,617 |
1,578,936 |
0.76 |
0.104 |
0.101 |
344,809 |
| KOR |
-1 |
43 |
-756,411 |
-756,411 |
-1,239,926 |
1.83 |
-0.097 |
-0.092 |
55,974 |
| 1 |
45 |
1,024,931 |
1,024,931 |
950,978 |
1.11 |
0.228 |
0.224 |
242,236 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.084 |
0.084 |
0 |
| 1 |
5 |
198,626 |
198,626 |
53,031 |
0.41 |
0.174 |
0.184 |
40,787 |
| NZL |
-1 |
1 |
-64,890 |
-64,890 |
-43,255 |
0.67 |
-0.012 |
-0.012 |
766 |
| PHL |
0 |
2 |
0 |
0 |
0 |
0.31 |
0.108 |
0.108 |
0 |
| SGP |
-1 |
2 |
-55,101 |
-55,101 |
-35,616 |
0.64 |
-0.023 |
-0.023 |
1,214 |
| 1 |
5 |
298,345 |
298,345 |
108,999 |
0.33 |
0.141 |
0.139 |
36,181 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.177 |
0.177 |
0 |
| 1 |
10 |
499,650 |
499,650 |
63,387 |
0.30 |
0.225 |
0.223 |
122,374 |
| TWN |
-1 |
17 |
-726,325 |
-726,325 |
-296,826 |
0.54 |
0.016 |
0.029 |
-23,800 |
| 0 |
9 |
0 |
0 |
0 |
0.68 |
0.130 |
0.135 |
0 |
| 1 |
39 |
1,451,189 |
1,451,189 |
1,421,644 |
1.17 |
0.193 |
0.188 |
307,547 |