Generated at 15:19 on Monday 07/20/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
623 |
-18,307,198 |
| 0 |
38 |
0 |
| 1 |
478 |
20,789,411 |
|
target_notional |
| target_notional |
2,482,214 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
2,449,385 |
2,482,214 |
3,507,237 |
39,096,609 |
0.063 |
0.063 |
0.090 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,457,474 |
| 0 |
0 |
| 1 |
15,906,859 |
|
alpha_notional |
| alpha_notional |
3,507,237 |
|
alpha_notional |
| pos_sign |
|
| -1 |
868,403 |
| 0 |
0 |
| 1 |
2,638,834 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
71 |
-1,049,825 |
3,093,490 |
-0.339 |
0.079 |
| CHN |
380 |
690,076 |
3,571,751 |
0.193 |
0.091 |
| HKG |
177 |
407,571 |
7,241,001 |
0.056 |
0.185 |
| IDN |
14 |
599,660 |
599,660 |
1.000 |
0.015 |
| JPN |
308 |
-1,058,660 |
16,753,721 |
-0.063 |
0.429 |
| KOR |
56 |
346,901 |
1,422,560 |
0.244 |
0.036 |
| MYS |
8 |
580,306 |
580,306 |
1.000 |
0.015 |
| NZL |
3 |
-156,938 |
156,938 |
-1.000 |
0.004 |
| PHL |
7 |
155,966 |
155,970 |
1.000 |
0.004 |
| SGP |
15 |
-425,002 |
736,890 |
-0.577 |
0.019 |
| THA |
18 |
1,049,357 |
1,049,357 |
1.000 |
0.027 |
| TWN |
82 |
1,342,803 |
3,734,965 |
0.360 |
0.096 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,071,657 |
| 1 |
18 |
1,021,832 |
| CHN |
-1 |
227 |
-1,440,837 |
| 0 |
4 |
0 |
| 1 |
149 |
2,130,914 |
| HKG |
-1 |
81 |
-3,416,715 |
| 0 |
22 |
0 |
| 1 |
74 |
3,824,286 |
| IDN |
1 |
14 |
599,660 |
| JPN |
-1 |
181 |
-8,906,191 |
| 0 |
8 |
0 |
| 1 |
119 |
7,847,531 |
| KOR |
-1 |
33 |
-537,830 |
| 1 |
23 |
884,730 |
| MYS |
1 |
8 |
580,306 |
| NZL |
-1 |
3 |
-156,938 |
| PHL |
-1 |
1 |
-2 |
| 1 |
6 |
155,968 |
| SGP |
-1 |
10 |
-580,946 |
| 0 |
1 |
0 |
| 1 |
4 |
155,944 |
| THA |
1 |
18 |
1,049,357 |
| TWN |
-1 |
34 |
-1,196,081 |
| 0 |
3 |
0 |
| 1 |
45 |
2,538,884 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,071,657 |
-2,071,657 |
-1,561,277 |
0.80 |
-0.085 |
-0.081 |
183,432 |
| 1 |
18 |
1,021,832 |
1,021,832 |
381,252 |
0.42 |
0.023 |
0.025 |
32,816 |
| CHN |
-1 |
227 |
-1,440,837 |
-1,440,837 |
-1,741,522 |
1.27 |
-0.087 |
-0.079 |
86,576 |
| 0 |
4 |
0 |
0 |
0 |
1.65 |
-0.044 |
-0.075 |
0 |
| 1 |
149 |
2,130,914 |
2,130,914 |
1,985,197 |
1.20 |
-0.002 |
-0.001 |
126,084 |
| HKG |
-1 |
81 |
-3,416,715 |
-3,416,715 |
-3,635,913 |
1.25 |
-0.004 |
0.012 |
149,010 |
| 0 |
22 |
0 |
0 |
0 |
1.48 |
0.033 |
0.057 |
0 |
| 1 |
74 |
3,824,286 |
3,824,286 |
4,523,429 |
1.19 |
0.120 |
0.119 |
517,275 |
| IDN |
1 |
14 |
599,660 |
599,660 |
309,959 |
0.53 |
0.159 |
0.157 |
95,190 |
| JPN |
-1 |
181 |
-8,906,191 |
-8,906,191 |
-4,753,315 |
0.67 |
-0.047 |
-0.037 |
567,249 |
| 0 |
8 |
0 |
0 |
0 |
1.04 |
0.016 |
0.047 |
0 |
| 1 |
119 |
7,847,531 |
7,847,531 |
5,188,249 |
0.81 |
0.088 |
0.092 |
776,687 |
| KOR |
-1 |
33 |
-537,830 |
-537,830 |
-627,898 |
1.15 |
0.013 |
0.020 |
2,111 |
| 1 |
23 |
884,730 |
884,730 |
402,371 |
0.77 |
0.259 |
0.262 |
261,038 |
| MYS |
1 |
8 |
580,306 |
580,306 |
267,781 |
0.31 |
0.117 |
0.101 |
91,748 |
| NZL |
-1 |
3 |
-156,938 |
-156,938 |
-49,694 |
0.31 |
-0.062 |
-0.062 |
9,573 |
| PHL |
-1 |
1 |
-2 |
-2 |
-1 |
0.40 |
0.066 |
0.066 |
-0 |
| 1 |
6 |
155,968 |
155,968 |
58,320 |
0.39 |
0.107 |
0.097 |
16,575 |
| SGP |
-1 |
10 |
-580,946 |
-580,946 |
-445,735 |
0.79 |
0.011 |
0.012 |
-9,857 |
| 0 |
1 |
0 |
0 |
0 |
0.74 |
-0.112 |
-0.112 |
0 |
| 1 |
4 |
155,944 |
155,944 |
60,623 |
0.32 |
0.082 |
0.081 |
12,587 |
| THA |
1 |
18 |
1,049,357 |
1,049,357 |
339,715 |
0.46 |
0.153 |
0.151 |
172,377 |
| TWN |
-1 |
34 |
-1,196,081 |
-1,196,081 |
-642,121 |
0.69 |
0.073 |
0.088 |
-119,691 |
| 0 |
3 |
0 |
0 |
0 |
1.01 |
0.197 |
0.165 |
0 |
| 1 |
45 |
2,538,884 |
2,538,884 |
2,389,966 |
1.02 |
0.204 |
0.210 |
536,458 |