Generated at 15:19 on Tuesday 07/21/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
416 |
-18,437,874 |
| 0 |
16 |
0 |
| 1 |
375 |
20,933,454 |
|
target_notional |
| target_notional |
2,495,581 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
2,517,308 |
2,495,581 |
3,580,993 |
39,371,328 |
0.064 |
0.063 |
0.091 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,587,555 |
| 0 |
0 |
| 1 |
16,104,863 |
|
alpha_notional |
| alpha_notional |
3,580,993 |
|
alpha_notional |
| pos_sign |
|
| -1 |
944,214 |
| 0 |
0 |
| 1 |
2,636,780 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
71 |
-1,049,685 |
3,093,796 |
-0.339 |
0.079 |
| CHN |
89 |
610,994 |
3,621,888 |
0.169 |
0.092 |
| HKG |
153 |
420,727 |
7,280,456 |
0.058 |
0.185 |
| IDN |
14 |
599,434 |
599,434 |
1.000 |
0.015 |
| JPN |
303 |
-1,059,670 |
16,821,480 |
-0.063 |
0.427 |
| KOR |
56 |
358,007 |
1,464,920 |
0.244 |
0.037 |
| MYS |
8 |
579,264 |
579,264 |
1.000 |
0.015 |
| NZL |
3 |
-157,037 |
157,037 |
-1.000 |
0.004 |
| PHL |
6 |
153,740 |
153,740 |
1.000 |
0.004 |
| SGP |
14 |
-425,227 |
739,832 |
-0.575 |
0.019 |
| THA |
19 |
1,050,090 |
1,050,090 |
1.000 |
0.027 |
| TWN |
71 |
1,414,943 |
3,809,391 |
0.371 |
0.097 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
53 |
-2,071,740 |
| 1 |
18 |
1,022,055 |
| CHN |
-1 |
36 |
-1,505,447 |
| 0 |
5 |
0 |
| 1 |
48 |
2,116,441 |
| HKG |
-1 |
79 |
-3,429,865 |
| 1 |
74 |
3,850,591 |
| IDN |
1 |
14 |
599,434 |
| JPN |
-1 |
177 |
-8,940,575 |
| 0 |
9 |
0 |
| 1 |
117 |
7,880,905 |
| KOR |
-1 |
33 |
-553,456 |
| 1 |
23 |
911,463 |
| MYS |
1 |
8 |
579,264 |
| NZL |
-1 |
3 |
-157,037 |
| PHL |
1 |
6 |
153,740 |
| SGP |
-1 |
10 |
-582,529 |
| 1 |
4 |
157,302 |
| THA |
1 |
19 |
1,050,090 |
| TWN |
-1 |
25 |
-1,197,224 |
| 0 |
2 |
0 |
| 1 |
44 |
2,612,167 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
53 |
-2,071,740 |
-2,071,740 |
-1,569,122 |
0.80 |
-0.082 |
-0.078 |
176,164 |
| 1 |
18 |
1,022,055 |
1,022,055 |
381,199 |
0.42 |
0.025 |
0.027 |
34,571 |
| CHN |
-1 |
36 |
-1,505,447 |
-1,505,447 |
-1,740,725 |
1.40 |
-0.071 |
-0.063 |
88,962 |
| 0 |
5 |
0 |
0 |
0 |
0.95 |
-0.091 |
-0.043 |
0 |
| 1 |
48 |
2,116,441 |
2,116,441 |
1,958,963 |
1.16 |
0.045 |
0.039 |
134,688 |
| HKG |
-1 |
79 |
-3,429,865 |
-3,429,865 |
-3,668,091 |
1.26 |
0.009 |
0.023 |
115,167 |
| 1 |
74 |
3,850,591 |
3,850,591 |
4,584,586 |
1.19 |
0.131 |
0.134 |
564,773 |
| IDN |
1 |
14 |
599,434 |
599,434 |
310,459 |
0.53 |
0.146 |
0.143 |
86,992 |
| JPN |
-1 |
177 |
-8,940,575 |
-8,940,575 |
-4,833,316 |
0.66 |
-0.060 |
-0.048 |
674,170 |
| 0 |
9 |
0 |
0 |
0 |
0.98 |
0.011 |
0.009 |
0 |
| 1 |
117 |
7,880,905 |
7,880,905 |
5,247,700 |
0.81 |
0.079 |
0.081 |
706,420 |
| KOR |
-1 |
33 |
-553,456 |
-553,456 |
-644,774 |
1.15 |
0.021 |
0.023 |
-2,025 |
| 1 |
23 |
911,463 |
911,463 |
421,300 |
0.77 |
0.270 |
0.280 |
277,332 |
| MYS |
1 |
8 |
579,264 |
579,264 |
267,540 |
0.31 |
0.117 |
0.098 |
92,540 |
| NZL |
-1 |
3 |
-157,037 |
-157,037 |
-52,336 |
0.31 |
-0.063 |
-0.064 |
9,957 |
| PHL |
1 |
6 |
153,740 |
153,740 |
57,640 |
0.39 |
0.130 |
0.122 |
19,855 |
| SGP |
-1 |
10 |
-582,529 |
-582,529 |
-446,597 |
0.79 |
0.006 |
0.006 |
-7,443 |
| 1 |
4 |
157,302 |
157,302 |
61,052 |
0.32 |
0.076 |
0.077 |
11,944 |
| THA |
1 |
19 |
1,050,090 |
1,050,090 |
338,057 |
0.45 |
0.155 |
0.151 |
174,149 |
| TWN |
-1 |
25 |
-1,197,224 |
-1,197,224 |
-632,595 |
0.60 |
0.076 |
0.097 |
-110,737 |
| 0 |
2 |
0 |
0 |
0 |
1.32 |
0.211 |
0.211 |
0 |
| 1 |
44 |
2,612,167 |
2,612,167 |
2,476,367 |
1.04 |
0.198 |
0.204 |
533,515 |