Generated at 15:40 on Monday 06/01/2026

		ct	target_notional
intgt	pos_sign
True	-1	614	-20,465,792
	0	29	-46,678
	1	548	21,013,747

	target_notional
target_notional	501,277

	rawBeta_notional	target_notional	alpha_notional	target_notional_abs	target_notional_stddev	beta_percentage	delta_percentage	alpha_percentage	stddev_percentage
intgt
True	2,171,418	501,277	3,402,772	43,633,926	915,563	0.050	0.011	0.078	0.021

	rawBeta_notional
pos_sign
-1	-16,573,645
0	-7,633
1	18,752,696

	alpha_notional
alpha_notional	3,402,772

	alpha_notional
pos_sign
-1	996,639
0	2,282
1	2,403,851

	ct	target_notional	target_notional_abs	target_notional_stddev	delta_percentage	gross_percentage
RkdExchCtry
AUS	74	-1,048,809	3,136,656	285,725	-0.334	0.072
CHN	434	-114,147	9,121,232	525,852	-0.013	0.209
HKG	176	417,317	7,364,873	399,149	0.057	0.169
IDN	19	413,551	413,551	96,179	1.000	0.009
JPN	353	-1,014,606	16,764,519	465,949	-0.061	0.384
KOR	2	11,151	11,151	4,218	1.000	0.000
MYS	10	608,499	608,499	104,731	1.000	0.014
NZL	1	-161,059	161,059	56,502	-1.000	0.004
PHL	8	150,267	150,271	46,954	1.000	0.003
SGP	15	-725,758	752,499	140,406	-0.964	0.017
THA	19	1,049,724	1,049,724	202,105	1.000	0.024
TWN	79	915,148	4,099,894	418,844	0.223	0.094

		ct	target_notional
RkdExchCtry	pos_sign
AUS	-1	49	-2,092,733
	0	1	0
	1	24	1,043,924
CHN	-1	245	-4,161,758
	0	8	-46,678
	1	181	4,094,288
HKG	-1	75	-2,829,178
	0	4	0
	1	97	3,246,494
IDN	1	19	413,551
JPN	-1	190	-8,889,562
	0	13	0
	1	150	7,874,956
KOR	1	2	11,151
MYS	1	10	608,499
NZL	-1	1	-161,059
PHL	-1	1	-2
	1	7	150,269
SGP	-1	14	-739,128
	1	1	13,370
THA	1	19	1,049,724
TWN	-1	38	-1,592,373
	0	3	0
	1	38	2,507,521

		ct	net_notional	gross_notional	net_beta	abeta	alpha_avg	alpha_med	net_alpha
RkdExchCtry	pos_sign
AUS	-1	49	-2,092,733	-2,092,733	-1,685,381	0.90	-0.098	-0.100	250,955
	0	1	0	0	0	0.83	0.004	0.004	0
	1	24	1,043,924	1,043,924	562,428	0.44	0.007	0.010	22,639
CHN	-1	245	-4,161,758	-4,161,758	-4,893,342	1.28	-0.079	-0.075	329,151
	0	8	-46,678	-46,678	-7,633	1.22	-0.088	-0.059	2,282
	1	181	4,094,288	4,094,288	4,390,836	1.18	0.022	0.025	333,412
HKG	-1	75	-2,829,178	-2,829,178	-3,116,220	1.31	0.028	0.035	38,776
	0	4	0	0	0	1.27	0.096	0.069	0
	1	97	3,246,494	3,246,494	4,526,830	1.37	0.163	0.175	646,072
IDN	1	19	413,551	413,551	123,340	0.35	0.201	0.204	79,674
JPN	-1	190	-8,889,562	-8,889,562	-5,213,227	0.68	-0.038	-0.033	448,687
	0	13	0	0	0	0.98	0.037	0.029	0
	1	150	7,874,956	7,874,956	5,703,711	0.81	0.071	0.072	625,760
KOR	1	2	11,151	11,151	5,365	0.48	0.175	0.175	1,952
MYS	1	10	608,499	608,499	263,253	0.32	0.094	0.095	81,160
NZL	-1	1	-161,059	-161,059	-94,187	0.58	-0.067	-0.067	10,829
PHL	-1	1	-2	-2	-0	0.26	0.047	0.047	-0
	1	7	150,269	150,269	47,960	0.39	0.077	0.098	15,321
SGP	-1	14	-739,128	-739,128	-535,078	0.72	0.002	0.018	101
	1	1	13,370	13,370	3,303	0.25	0.033	0.033	442
THA	1	19	1,049,724	1,049,724	391,872	0.47	0.179	0.174	236,777
TWN	-1	38	-1,592,373	-1,592,373	-1,036,209	0.75	0.026	0.035	-81,860
	0	3	0	0	0	0.99	0.109	0.159	0
	1	38	2,507,521	2,507,521	2,733,798	1.10	0.142	0.131	360,641