Generated at 15:18 on Monday 11/09/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
375 |
-9,460,326 |
| 0 |
35 |
0 |
| 1 |
342 |
10,544,438 |
|
target_notional |
| target_notional |
1,084,112 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
553,235 |
1,084,112 |
2,034,206 |
20,004,764 |
0.028 |
0.054 |
0.102 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-5,747,774 |
| 0 |
0 |
| 1 |
6,301,009 |
|
alpha_notional |
| alpha_notional |
2,034,206 |
|
alpha_notional |
| pos_sign |
|
| -1 |
573,799 |
| 0 |
0 |
| 1 |
1,460,407 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
60 |
-433,878 |
1,445,360 |
-0.300 |
0.072 |
| CHN |
132 |
-183,767 |
3,241,224 |
-0.057 |
0.162 |
| HKG |
105 |
367,142 |
3,177,427 |
0.116 |
0.159 |
| IDN |
8 |
227,161 |
227,161 |
1.000 |
0.011 |
| JPN |
274 |
-451,170 |
7,400,377 |
-0.061 |
0.370 |
| KOR |
86 |
235,876 |
1,590,460 |
0.148 |
0.080 |
| MYS |
6 |
197,027 |
197,027 |
1.000 |
0.010 |
| NZL |
1 |
-68,083 |
68,083 |
-1.000 |
0.003 |
| SGP |
7 |
271,533 |
351,561 |
0.772 |
0.018 |
| THA |
12 |
499,547 |
499,547 |
1.000 |
0.025 |
| TWN |
61 |
422,725 |
1,806,536 |
0.234 |
0.090 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-939,619 |
| 0 |
1 |
0 |
| 1 |
13 |
505,741 |
| CHN |
-1 |
67 |
-1,712,495 |
| 0 |
13 |
0 |
| 1 |
52 |
1,528,729 |
| HKG |
-1 |
53 |
-1,405,143 |
| 0 |
3 |
0 |
| 1 |
49 |
1,772,284 |
| IDN |
1 |
8 |
227,161 |
| JPN |
-1 |
147 |
-3,925,773 |
| 0 |
6 |
0 |
| 1 |
121 |
3,474,604 |
| KOR |
-1 |
42 |
-677,292 |
| 1 |
44 |
913,168 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
197,027 |
| NZL |
-1 |
1 |
-68,083 |
| SGP |
-1 |
2 |
-40,014 |
| 1 |
5 |
311,547 |
| THA |
0 |
2 |
0 |
| 1 |
10 |
499,547 |
| TWN |
-1 |
17 |
-691,906 |
| 0 |
9 |
0 |
| 1 |
35 |
1,114,630 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-939,619 |
-939,619 |
-708,014 |
0.88 |
-0.082 |
-0.067 |
77,054 |
| 0 |
1 |
0 |
0 |
0 |
-0.37 |
0.129 |
0.129 |
0 |
| 1 |
13 |
505,741 |
505,741 |
63,537 |
0.24 |
0.101 |
0.099 |
57,527 |
| CHN |
-1 |
67 |
-1,712,495 |
-1,712,495 |
-709,865 |
0.95 |
-0.198 |
-0.197 |
256,739 |
| 0 |
13 |
0 |
0 |
0 |
1.42 |
-0.165 |
-0.162 |
0 |
| 1 |
52 |
1,528,729 |
1,528,729 |
1,114,453 |
1.01 |
0.038 |
0.037 |
94,291 |
| HKG |
-1 |
53 |
-1,405,143 |
-1,405,143 |
-1,093,563 |
0.98 |
-0.037 |
-0.014 |
88,709 |
| 0 |
3 |
0 |
0 |
0 |
1.01 |
-0.097 |
-0.121 |
0 |
| 1 |
49 |
1,772,284 |
1,772,284 |
1,183,065 |
0.81 |
0.114 |
0.115 |
236,512 |
| IDN |
1 |
8 |
227,161 |
227,161 |
129,339 |
0.69 |
0.223 |
0.225 |
49,811 |
| JPN |
-1 |
147 |
-3,925,773 |
-3,925,773 |
-1,823,553 |
0.71 |
-0.019 |
-0.021 |
145,275 |
| 0 |
6 |
0 |
0 |
0 |
1.25 |
0.086 |
0.095 |
0 |
| 1 |
121 |
3,474,604 |
3,474,604 |
1,651,663 |
0.67 |
0.100 |
0.100 |
370,433 |
| KOR |
-1 |
42 |
-677,292 |
-677,292 |
-1,060,416 |
1.78 |
-0.058 |
-0.050 |
37,285 |
| 1 |
44 |
913,168 |
913,168 |
750,094 |
1.09 |
0.238 |
0.218 |
215,251 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.085 |
0.085 |
0 |
| 1 |
5 |
197,027 |
197,027 |
52,991 |
0.41 |
0.153 |
0.168 |
35,630 |
| NZL |
-1 |
1 |
-68,083 |
-68,083 |
-45,383 |
0.67 |
-0.047 |
-0.047 |
3,226 |
| SGP |
-1 |
2 |
-40,014 |
-40,014 |
-27,534 |
0.64 |
-0.035 |
-0.035 |
1,109 |
| 1 |
5 |
311,547 |
311,547 |
107,922 |
0.33 |
0.122 |
0.105 |
34,429 |
| THA |
0 |
2 |
0 |
0 |
0 |
0.58 |
0.160 |
0.160 |
0 |
| 1 |
10 |
499,547 |
499,547 |
64,583 |
0.25 |
0.212 |
0.191 |
108,337 |
| TWN |
-1 |
17 |
-691,906 |
-691,906 |
-279,446 |
0.54 |
0.036 |
0.039 |
-35,598 |
| 0 |
9 |
0 |
0 |
0 |
0.47 |
0.148 |
0.145 |
0 |
| 1 |
35 |
1,114,630 |
1,114,630 |
1,183,362 |
1.17 |
0.212 |
0.206 |
258,185 |