Generated at 15:18 on Tuesday 11/03/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
341 |
-9,458,161 |
| 0 |
37 |
0 |
| 1 |
323 |
10,512,464 |
|
target_notional |
| target_notional |
1,054,303 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
541,485 |
1,054,303 |
2,262,532 |
19,970,625 |
0.027 |
0.053 |
0.113 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-5,921,994 |
| 0 |
0 |
| 1 |
6,463,478 |
|
alpha_notional |
| alpha_notional |
2,262,532 |
|
alpha_notional |
| pos_sign |
|
| -1 |
666,819 |
| 0 |
0 |
| 1 |
1,595,713 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
53 |
-499,837 |
1,445,678 |
-0.346 |
0.072 |
| CHN |
141 |
-328,698 |
3,231,465 |
-0.102 |
0.162 |
| HKG |
100 |
301,713 |
3,283,177 |
0.092 |
0.164 |
| IDN |
8 |
213,555 |
213,555 |
1.000 |
0.011 |
| JPN |
221 |
-478,316 |
6,861,360 |
-0.070 |
0.344 |
| KOR |
88 |
285,492 |
1,728,894 |
0.165 |
0.087 |
| MYS |
6 |
196,482 |
196,482 |
1.000 |
0.010 |
| NZL |
1 |
-65,866 |
65,866 |
-1.000 |
0.003 |
| SGP |
7 |
262,544 |
350,195 |
0.750 |
0.018 |
| THA |
12 |
500,189 |
500,189 |
1.000 |
0.025 |
| TWN |
64 |
667,045 |
2,093,763 |
0.319 |
0.105 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
40 |
-972,757 |
| 1 |
13 |
472,921 |
| CHN |
-1 |
81 |
-1,780,081 |
| 0 |
16 |
0 |
| 1 |
44 |
1,451,383 |
| HKG |
-1 |
47 |
-1,490,732 |
| 0 |
2 |
0 |
| 1 |
51 |
1,792,445 |
| IDN |
1 |
8 |
213,555 |
| JPN |
-1 |
111 |
-3,669,838 |
| 0 |
8 |
0 |
| 1 |
102 |
3,191,522 |
| KOR |
-1 |
42 |
-721,701 |
| 0 |
1 |
0 |
| 1 |
45 |
1,007,193 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
196,482 |
| NZL |
-1 |
1 |
-65,866 |
| SGP |
-1 |
2 |
-43,826 |
| 1 |
5 |
306,369 |
| THA |
0 |
1 |
0 |
| 1 |
11 |
500,189 |
| TWN |
-1 |
17 |
-713,359 |
| 0 |
8 |
0 |
| 1 |
39 |
1,380,404 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
40 |
-972,757 |
-972,757 |
-713,274 |
0.91 |
-0.075 |
-0.057 |
72,640 |
| 1 |
13 |
472,921 |
472,921 |
69,464 |
0.14 |
0.115 |
0.120 |
53,809 |
| CHN |
-1 |
81 |
-1,780,081 |
-1,780,081 |
-774,770 |
1.07 |
-0.193 |
-0.204 |
260,576 |
| 0 |
16 |
0 |
0 |
0 |
1.11 |
-0.210 |
-0.200 |
0 |
| 1 |
44 |
1,451,383 |
1,451,383 |
957,550 |
0.90 |
0.054 |
0.046 |
107,395 |
| HKG |
-1 |
47 |
-1,490,732 |
-1,490,732 |
-1,196,864 |
0.96 |
-0.040 |
-0.015 |
96,563 |
| 0 |
2 |
0 |
0 |
0 |
1.64 |
0.051 |
0.051 |
0 |
| 1 |
51 |
1,792,445 |
1,792,445 |
1,213,784 |
0.81 |
0.128 |
0.133 |
272,738 |
| IDN |
1 |
8 |
213,555 |
213,555 |
121,206 |
0.69 |
0.278 |
0.278 |
58,350 |
| JPN |
-1 |
111 |
-3,669,838 |
-3,669,838 |
-1,709,107 |
0.60 |
-0.053 |
-0.044 |
208,881 |
| 0 |
8 |
0 |
0 |
0 |
1.39 |
0.044 |
0.051 |
0 |
| 1 |
102 |
3,191,522 |
3,191,522 |
1,630,305 |
0.76 |
0.102 |
0.098 |
357,097 |
| KOR |
-1 |
42 |
-721,701 |
-721,701 |
-1,166,194 |
1.82 |
-0.092 |
-0.083 |
52,821 |
| 0 |
1 |
0 |
0 |
0 |
2.07 |
-0.092 |
-0.092 |
0 |
| 1 |
45 |
1,007,193 |
1,007,193 |
915,083 |
1.11 |
0.232 |
0.229 |
240,331 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.080 |
0.080 |
0 |
| 1 |
5 |
196,482 |
196,482 |
52,630 |
0.41 |
0.166 |
0.178 |
38,706 |
| NZL |
-1 |
1 |
-65,866 |
-65,866 |
-43,905 |
0.67 |
-0.023 |
-0.023 |
1,544 |
| SGP |
-1 |
2 |
-43,826 |
-43,826 |
-29,718 |
0.64 |
-0.024 |
-0.024 |
997 |
| 1 |
5 |
306,369 |
306,369 |
110,326 |
0.33 |
0.138 |
0.132 |
36,756 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.166 |
0.166 |
0 |
| 1 |
11 |
500,189 |
500,189 |
62,819 |
0.30 |
0.217 |
0.207 |
118,238 |
| TWN |
-1 |
17 |
-713,359 |
-713,359 |
-288,161 |
0.54 |
0.025 |
0.043 |
-27,203 |
| 0 |
8 |
0 |
0 |
0 |
0.48 |
0.148 |
0.141 |
0 |
| 1 |
39 |
1,380,404 |
1,380,404 |
1,330,311 |
1.17 |
0.210 |
0.202 |
312,292 |