Generated at 15:18 on Wednesday 11/11/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
377 |
-9,471,297 |
| 0 |
30 |
0 |
| 1 |
352 |
10,552,487 |
|
target_notional |
| target_notional |
1,081,190 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
653,245 |
1,081,190 |
2,068,785 |
20,023,783 |
0.033 |
0.054 |
0.103 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-5,793,172 |
| 0 |
0 |
| 1 |
6,446,417 |
|
alpha_notional |
| alpha_notional |
2,068,785 |
|
alpha_notional |
| pos_sign |
|
| -1 |
619,432 |
| 0 |
0 |
| 1 |
1,449,353 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
62 |
-415,331 |
1,445,216 |
-0.287 |
0.072 |
| CHN |
134 |
-192,479 |
3,323,439 |
-0.058 |
0.166 |
| HKG |
103 |
442,122 |
3,089,988 |
0.143 |
0.154 |
| IDN |
10 |
238,847 |
238,847 |
1.000 |
0.012 |
| JPN |
279 |
-499,356 |
7,347,722 |
-0.068 |
0.367 |
| KOR |
88 |
184,046 |
1,640,203 |
0.112 |
0.082 |
| MYS |
6 |
198,670 |
198,670 |
1.000 |
0.010 |
| NZL |
1 |
-70,800 |
70,800 |
-1.000 |
0.004 |
| SGP |
7 |
268,291 |
351,515 |
0.763 |
0.018 |
| THA |
10 |
499,713 |
499,713 |
1.000 |
0.025 |
| TWN |
59 |
427,467 |
1,817,669 |
0.235 |
0.091 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
46 |
-930,274 |
| 0 |
3 |
0 |
| 1 |
13 |
514,943 |
| CHN |
-1 |
69 |
-1,757,959 |
| 0 |
7 |
0 |
| 1 |
58 |
1,565,480 |
| HKG |
-1 |
50 |
-1,323,933 |
| 0 |
5 |
0 |
| 1 |
48 |
1,766,055 |
| IDN |
1 |
10 |
238,847 |
| JPN |
-1 |
149 |
-3,923,539 |
| 0 |
6 |
0 |
| 1 |
124 |
3,424,183 |
| KOR |
-1 |
43 |
-728,079 |
| 1 |
45 |
912,124 |
| MYS |
0 |
1 |
0 |
| 1 |
5 |
198,670 |
| NZL |
-1 |
1 |
-70,800 |
| SGP |
-1 |
2 |
-41,612 |
| 1 |
5 |
309,903 |
| THA |
0 |
1 |
0 |
| 1 |
9 |
499,713 |
| TWN |
-1 |
17 |
-695,101 |
| 0 |
7 |
0 |
| 1 |
35 |
1,122,568 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
46 |
-930,274 |
-930,274 |
-612,844 |
0.85 |
-0.093 |
-0.083 |
83,091 |
| 0 |
3 |
0 |
0 |
0 |
1.38 |
-0.036 |
-0.038 |
0 |
| 1 |
13 |
514,943 |
514,943 |
70,509 |
0.26 |
0.084 |
0.082 |
48,841 |
| CHN |
-1 |
69 |
-1,757,959 |
-1,757,959 |
-821,967 |
1.00 |
-0.199 |
-0.203 |
275,707 |
| 0 |
7 |
0 |
0 |
0 |
1.34 |
-0.257 |
-0.176 |
0 |
| 1 |
58 |
1,565,480 |
1,565,480 |
1,212,167 |
1.10 |
0.034 |
0.029 |
98,247 |
| HKG |
-1 |
50 |
-1,323,933 |
-1,323,933 |
-1,023,632 |
1.00 |
-0.028 |
-0.009 |
71,300 |
| 0 |
5 |
0 |
0 |
0 |
0.77 |
0.005 |
0.044 |
0 |
| 1 |
48 |
1,766,055 |
1,766,055 |
1,198,513 |
0.82 |
0.124 |
0.122 |
249,550 |
| IDN |
1 |
10 |
238,847 |
238,847 |
137,238 |
0.66 |
0.236 |
0.238 |
54,442 |
| JPN |
-1 |
149 |
-3,923,539 |
-3,923,539 |
-1,809,172 |
0.68 |
-0.032 |
-0.027 |
168,835 |
| 0 |
6 |
0 |
0 |
0 |
1.43 |
0.076 |
0.052 |
0 |
| 1 |
124 |
3,424,183 |
3,424,183 |
1,652,045 |
0.67 |
0.087 |
0.086 |
339,381 |
| KOR |
-1 |
43 |
-728,079 |
-728,079 |
-1,164,412 |
1.74 |
-0.056 |
-0.064 |
50,786 |
| 1 |
45 |
912,124 |
912,124 |
752,077 |
1.08 |
0.252 |
0.252 |
239,358 |
| MYS |
0 |
1 |
0 |
0 |
0 |
0.15 |
0.106 |
0.106 |
0 |
| 1 |
5 |
198,670 |
198,670 |
53,642 |
0.41 |
0.157 |
0.177 |
33,349 |
| NZL |
-1 |
1 |
-70,800 |
-70,800 |
-47,194 |
0.67 |
-0.060 |
-0.060 |
4,226 |
| SGP |
-1 |
2 |
-41,612 |
-41,612 |
-28,552 |
0.64 |
-0.054 |
-0.054 |
2,086 |
| 1 |
5 |
309,903 |
309,903 |
107,042 |
0.33 |
0.115 |
0.090 |
28,961 |
| THA |
0 |
1 |
0 |
0 |
0 |
0.37 |
0.137 |
0.137 |
0 |
| 1 |
9 |
499,713 |
499,713 |
64,805 |
0.26 |
0.220 |
0.196 |
109,865 |
| TWN |
-1 |
17 |
-695,101 |
-695,101 |
-285,398 |
0.54 |
0.037 |
0.050 |
-36,600 |
| 0 |
7 |
0 |
0 |
0 |
0.34 |
0.131 |
0.136 |
0 |
| 1 |
35 |
1,122,568 |
1,122,568 |
1,198,380 |
1.17 |
0.206 |
0.210 |
247,358 |