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