Generated at 15:18 on Sunday 11/08/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
375 |
-9,466,841 |
| 0 |
41 |
0 |
| 1 |
351 |
10,480,498 |
|
target_notional |
| target_notional |
1,013,657 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
469,893 |
1,013,657 |
2,060,357 |
19,947,339 |
0.024 |
0.051 |
0.103 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-5,833,783 |
| 0 |
0 |
| 1 |
6,303,675 |
|
alpha_notional |
| alpha_notional |
2,060,357 |
|
alpha_notional |
| pos_sign |
|
| -1 |
596,170 |
| 0 |
0 |
| 1 |
1,464,187 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
58 |
-426,647 |
1,443,731 |
-0.296 |
0.072 |
| CHN |
132 |
-330,126 |
3,385,023 |
-0.098 |
0.170 |
| HKG |
105 |
327,130 |
3,212,844 |
0.102 |
0.161 |
| IDN |
8 |
224,780 |
224,780 |
1.000 |
0.011 |
| JPN |
288 |
-320,212 |
7,179,383 |
-0.045 |
0.360 |
| KOR |
87 |
248,516 |
1,626,908 |
0.153 |
0.082 |
| MYS |
6 |
197,072 |
197,072 |
1.000 |
0.010 |
| NZL |
1 |
-66,853 |
66,853 |
-1.000 |
0.003 |
| SGP |
7 |
257,168 |
337,196 |
0.763 |
0.017 |
| THA |
12 |
499,097 |
499,097 |
1.000 |
0.025 |
| TWN |
63 |
403,732 |
1,774,453 |
0.228 |
0.089 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
44 |
-935,189 |
| 1 |
14 |
508,542 |
| CHN |
-1 |
73 |
-1,857,574 |
| 0 |
7 |
0 |
| 1 |
52 |
1,527,449 |
| HKG |
-1 |
54 |
-1,442,857 |
| 0 |
2 |
0 |
| 1 |
49 |
1,769,987 |
| IDN |
1 |
8 |
224,780 |
| JPN |
-1 |
143 |
-3,749,797 |
| 0 |
20 |
0 |
| 1 |
125 |
3,429,585 |
| KOR |
-1 |
41 |
-689,196 |
| 0 |
2 |
0 |
| 1 |
44 |
937,712 |
| MYS |
1 |
6 |
197,072 |
| NZL |
-1 |
1 |
-66,853 |
| SGP |
-1 |
2 |
-40,014 |
| 1 |
5 |
297,182 |
| THA |
0 |
1 |
0 |
| 1 |
11 |
499,097 |
| TWN |
-1 |
17 |
-685,360 |
| 0 |
9 |
0 |
| 1 |
37 |
1,089,093 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
44 |
-935,189 |
-935,189 |
-697,339 |
0.93 |
-0.092 |
-0.073 |
80,324 |
| 1 |
14 |
508,542 |
508,542 |
63,332 |
0.20 |
0.098 |
0.099 |
53,600 |
| CHN |
-1 |
73 |
-1,857,574 |
-1,857,574 |
-861,540 |
1.03 |
-0.200 |
-0.210 |
290,000 |
| 0 |
7 |
0 |
0 |
0 |
1.09 |
-0.166 |
-0.218 |
0 |
| 1 |
52 |
1,527,449 |
1,527,449 |
1,110,718 |
1.02 |
0.040 |
0.042 |
94,182 |
| HKG |
-1 |
54 |
-1,442,857 |
-1,442,857 |
-1,110,274 |
0.97 |
-0.039 |
-0.014 |
87,321 |
| 0 |
2 |
0 |
0 |
0 |
1.40 |
-0.154 |
-0.154 |
0 |
| 1 |
49 |
1,769,987 |
1,769,987 |
1,187,015 |
0.81 |
0.113 |
0.115 |
235,193 |
| IDN |
1 |
8 |
224,780 |
224,780 |
127,943 |
0.69 |
0.217 |
0.217 |
48,702 |
| JPN |
-1 |
143 |
-3,749,797 |
-3,749,797 |
-1,730,222 |
0.72 |
-0.014 |
-0.013 |
124,624 |
| 0 |
20 |
0 |
0 |
0 |
1.06 |
0.068 |
0.066 |
0 |
| 1 |
125 |
3,429,585 |
3,429,585 |
1,659,292 |
0.71 |
0.109 |
0.109 |
392,871 |
| KOR |
-1 |
41 |
-689,196 |
-689,196 |
-1,088,453 |
1.82 |
-0.070 |
-0.055 |
46,677 |
| 0 |
2 |
0 |
0 |
0 |
2.04 |
0.047 |
0.047 |
0 |
| 1 |
44 |
937,712 |
937,712 |
784,015 |
1.09 |
0.227 |
0.206 |
207,367 |
| MYS |
1 |
6 |
197,072 |
197,072 |
52,997 |
0.36 |
0.141 |
0.141 |
36,323 |
| NZL |
-1 |
1 |
-66,853 |
-66,853 |
-44,563 |
0.67 |
-0.045 |
-0.045 |
3,032 |
| SGP |
-1 |
2 |
-40,014 |
-40,014 |
-27,534 |
0.64 |
-0.042 |
-0.042 |
1,452 |
| 1 |
5 |
297,182 |
297,182 |
105,966 |
0.33 |
0.112 |
0.094 |
29,945 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.132 |
0.132 |
0 |
| 1 |
11 |
499,097 |
499,097 |
64,885 |
0.30 |
0.198 |
0.180 |
103,149 |
| TWN |
-1 |
17 |
-685,360 |
-685,360 |
-273,857 |
0.54 |
0.043 |
0.055 |
-37,261 |
| 0 |
9 |
0 |
0 |
0 |
0.45 |
0.144 |
0.146 |
0 |
| 1 |
37 |
1,089,093 |
1,089,093 |
1,147,512 |
1.16 |
0.221 |
0.218 |
262,855 |