Generated at 15:18 on Thursday 11/05/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
339 |
-9,491,434 |
| 0 |
35 |
0 |
| 1 |
326 |
10,513,973 |
|
target_notional |
| target_notional |
1,022,540 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
394,010 |
1,022,540 |
2,129,302 |
20,005,407 |
0.020 |
0.051 |
0.106 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-5,951,774 |
| 0 |
0 |
| 1 |
6,345,785 |
|
alpha_notional |
| alpha_notional |
2,129,302 |
|
alpha_notional |
| pos_sign |
|
| -1 |
640,108 |
| 0 |
0 |
| 1 |
1,489,194 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
55 |
-500,490 |
1,445,588 |
-0.346 |
0.072 |
| CHN |
127 |
-326,553 |
3,260,784 |
-0.100 |
0.163 |
| HKG |
98 |
293,578 |
3,281,397 |
0.089 |
0.164 |
| IDN |
8 |
222,707 |
222,707 |
1.000 |
0.011 |
| JPN |
237 |
-444,689 |
6,939,788 |
-0.064 |
0.347 |
| KOR |
87 |
268,996 |
1,726,180 |
0.156 |
0.086 |
| MYS |
6 |
198,135 |
198,135 |
1.000 |
0.010 |
| NZL |
1 |
-69,186 |
69,186 |
-1.000 |
0.003 |
| SGP |
7 |
268,498 |
351,567 |
0.764 |
0.018 |
| THA |
11 |
500,019 |
500,019 |
1.000 |
0.025 |
| TWN |
63 |
611,524 |
2,010,056 |
0.304 |
0.100 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
41 |
-973,039 |
| 1 |
14 |
472,549 |
| CHN |
-1 |
74 |
-1,793,669 |
| 0 |
9 |
0 |
| 1 |
44 |
1,467,115 |
| HKG |
-1 |
47 |
-1,493,910 |
| 0 |
2 |
0 |
| 1 |
49 |
1,787,487 |
| IDN |
1 |
8 |
222,707 |
| JPN |
-1 |
115 |
-3,692,239 |
| 0 |
14 |
0 |
| 1 |
108 |
3,247,550 |
| KOR |
-1 |
42 |
-728,592 |
| 1 |
45 |
997,588 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
198,135 |
| NZL |
-1 |
1 |
-69,186 |
| SGP |
-1 |
2 |
-41,534 |
| 1 |
5 |
310,032 |
| THA |
0 |
1 |
0 |
| 1 |
10 |
500,019 |
| TWN |
-1 |
17 |
-699,266 |
| 0 |
8 |
0 |
| 1 |
38 |
1,310,790 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
41 |
-973,039 |
-973,039 |
-731,725 |
0.91 |
-0.084 |
-0.066 |
77,329 |
| 1 |
14 |
472,549 |
472,549 |
72,206 |
0.20 |
0.098 |
0.101 |
49,339 |
| CHN |
-1 |
74 |
-1,793,669 |
-1,793,669 |
-842,883 |
1.07 |
-0.188 |
-0.203 |
260,278 |
| 0 |
9 |
0 |
0 |
0 |
1.09 |
-0.238 |
-0.222 |
0 |
| 1 |
44 |
1,467,115 |
1,467,115 |
991,074 |
0.93 |
0.050 |
0.041 |
101,937 |
| HKG |
-1 |
47 |
-1,493,910 |
-1,493,910 |
-1,207,964 |
0.96 |
-0.043 |
-0.017 |
104,240 |
| 0 |
2 |
0 |
0 |
0 |
1.20 |
-0.029 |
-0.029 |
0 |
| 1 |
49 |
1,787,487 |
1,787,487 |
1,220,127 |
0.81 |
0.118 |
0.123 |
243,553 |
| IDN |
1 |
8 |
222,707 |
222,707 |
126,606 |
0.69 |
0.240 |
0.243 |
52,032 |
| JPN |
-1 |
115 |
-3,692,239 |
-3,692,239 |
-1,650,666 |
0.60 |
-0.039 |
-0.037 |
174,052 |
| 0 |
14 |
0 |
0 |
0 |
1.47 |
0.092 |
0.138 |
0 |
| 1 |
108 |
3,247,550 |
3,247,550 |
1,625,954 |
0.78 |
0.110 |
0.108 |
350,268 |
| KOR |
-1 |
42 |
-728,592 |
-728,592 |
-1,163,082 |
1.82 |
-0.071 |
-0.065 |
50,074 |
| 1 |
45 |
997,588 |
997,588 |
877,710 |
1.11 |
0.228 |
0.223 |
222,841 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.072 |
0.072 |
0 |
| 1 |
5 |
198,135 |
198,135 |
53,199 |
0.41 |
0.155 |
0.162 |
35,368 |
| NZL |
-1 |
1 |
-69,186 |
-69,186 |
-46,118 |
0.67 |
-0.046 |
-0.046 |
3,186 |
| SGP |
-1 |
2 |
-41,534 |
-41,534 |
-28,683 |
0.64 |
-0.038 |
-0.038 |
1,370 |
| 1 |
5 |
310,032 |
310,032 |
111,154 |
0.33 |
0.114 |
0.098 |
30,875 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.129 |
0.129 |
0 |
| 1 |
10 |
500,019 |
500,019 |
64,605 |
0.29 |
0.196 |
0.184 |
106,254 |
| TWN |
-1 |
17 |
-699,266 |
-699,266 |
-280,653 |
0.54 |
0.033 |
0.038 |
-30,420 |
| 0 |
8 |
0 |
0 |
0 |
0.66 |
0.142 |
0.131 |
0 |
| 1 |
38 |
1,310,790 |
1,310,790 |
1,203,150 |
1.12 |
0.213 |
0.209 |
296,726 |