Generated at 15:24 on Thursday 05/07/2026

		ct	target_notional
intgt	pos_sign
True	-1	603	-20,862,430
	0	37	-54,207
	1	548	20,155,358

	target_notional
target_notional	-761,279

	rawBeta_notional	target_notional	alpha_notional	target_notional_abs	target_notional_stddev	beta_percentage	delta_percentage	alpha_percentage	stddev_percentage
intgt
True	850,832	-761,279	3,328,049	43,884,815	897,122	0.019	-0.017	0.076	0.020

	rawBeta_notional
pos_sign
-1	-17,369,845
0	-65,418
1	18,286,095

	alpha_notional
alpha_notional	3,328,049

	alpha_notional
pos_sign
-1	837,326
0	-302
1	2,491,025

	ct	target_notional	target_notional_abs	target_notional_stddev	delta_percentage	gross_percentage
RkdExchCtry
AUS	79	-1,048,289	3,096,822	275,385	-0.339	0.071
CHN	453	-776,713	10,625,533	572,355	-0.073	0.242
HKG	163	267,931	7,293,262	393,346	0.037	0.166
IDN	14	230,939	230,939	52,469	1.000	0.005
JPN	344	-799,786	16,211,126	443,605	-0.049	0.369
KOR	1	15,556	15,556	8,463	1.000	0.000
MYS	11	618,276	618,276	106,820	1.000	0.014
NZL	1	-162,513	162,513	47,933	-1.000	0.004
PHL	8	171,271	171,275	60,069	1.000	0.004
SGP	13	-746,533	746,533	146,174	-1.000	0.017
THA	17	1,049,447	1,049,447	209,303	1.000	0.024
TWN	84	419,132	3,663,533	304,712	0.114	0.083

		ct	target_notional
RkdExchCtry	pos_sign
AUS	-1	52	-2,072,555
	0	2	0
	1	25	1,024,267
CHN	-1	256	-4,931,059
	0	13	-54,207
	1	184	4,208,553
HKG	-1	72	-2,822,112
	0	2	0
	1	89	3,090,044
IDN	1	14	230,939
JPN	-1	165	-8,505,456
	0	12	0
	1	167	7,705,670
KOR	1	1	15,556
MYS	0	1	0
	1	10	618,276
NZL	-1	1	-162,513
PHL	-1	1	-2
	1	7	171,273
SGP	-1	13	-746,533
THA	1	17	1,049,447
TWN	-1	43	-1,622,201
	0	7	0
	1	34	2,041,333

		ct	net_notional	gross_notional	net_beta	abeta	alpha_avg	alpha_med	net_alpha
RkdExchCtry	pos_sign
AUS	-1	52	-2,072,555	-2,072,555	-1,623,715	0.81	-0.072	-0.066	179,182
	0	2	0	0	0	0.58	0.000	0.000	0
	1	25	1,024,267	1,024,267	530,497	0.44	0.025	0.032	43,964
CHN	-1	256	-4,931,059	-4,931,059	-5,588,800	1.35	-0.083	-0.083	339,711
	0	13	-54,207	-54,207	-65,418	1.48	-0.091	-0.031	-302
	1	184	4,208,553	4,208,553	4,341,688	1.19	0.030	0.034	525,590
HKG	-1	72	-2,822,112	-2,822,112	-3,304,362	1.38	0.033	0.041	21,108
	0	2	0	0	0	1.89	0.132	0.132	0
	1	89	3,090,044	3,090,044	4,321,632	1.34	0.154	0.161	626,536
IDN	1	14	230,939	230,939	46,542	0.29	0.108	0.105	20,509
JPN	-1	165	-8,505,456	-8,505,456	-5,184,090	0.69	-0.029	-0.024	353,254
	0	12	0	0	0	0.94	0.024	0.024	0
	1	167	7,705,670	7,705,670	6,142,097	0.90	0.082	0.081	700,394
KOR	1	1	15,556	15,556	13,137	0.84	0.102	0.102	1,583
MYS	0	1	0	0	0	0.58	-0.062	-0.062	0
	1	10	618,276	618,276	275,377	0.33	0.083	0.087	74,337
NZL	-1	1	-162,513	-162,513	-69,600	0.43	-0.151	-0.151	24,609
PHL	-1	1	-2	-2	-0	0.21	0.019	0.019	-0
	1	7	171,273	171,273	60,500	0.38	0.084	0.086	19,670
SGP	-1	13	-746,533	-746,533	-536,392	0.69	-0.027	-0.016	9,658
THA	1	17	1,049,447	1,049,447	407,489	0.55	0.155	0.151	204,527
TWN	-1	43	-1,622,201	-1,622,201	-1,062,885	0.72	0.025	0.027	-90,197
	0	7	0	0	0	1.50	0.167	0.168	0
	1	34	2,041,333	2,041,333	2,147,136	1.07	0.140	0.133	273,916