Generated at 15:35 on Wednesday 07/22/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
420 |
-18,559,403 |
| 0 |
13 |
0 |
| 1 |
380 |
20,970,337 |
|
target_notional |
| target_notional |
2,410,933 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
2,638,839 |
2,410,933 |
3,699,350 |
39,529,740 |
0.067 |
0.061 |
0.094 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,598,149 |
| 0 |
0 |
| 1 |
16,236,988 |
|
alpha_notional |
| alpha_notional |
3,699,350 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,034,863 |
| 0 |
0 |
| 1 |
2,664,487 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
75 |
-1,049,424 |
3,093,431 |
-0.339 |
0.078 |
| CHN |
90 |
457,436 |
3,767,519 |
0.121 |
0.095 |
| HKG |
155 |
503,334 |
7,292,710 |
0.069 |
0.184 |
| IDN |
14 |
599,678 |
599,678 |
1.000 |
0.015 |
| JPN |
302 |
-1,062,886 |
16,783,625 |
-0.063 |
0.425 |
| KOR |
57 |
351,974 |
1,479,025 |
0.238 |
0.037 |
| MYS |
8 |
581,735 |
581,735 |
1.000 |
0.015 |
| NZL |
3 |
-156,967 |
156,967 |
-1.000 |
0.004 |
| PHL |
6 |
151,924 |
151,924 |
1.000 |
0.004 |
| SGP |
14 |
-426,715 |
740,964 |
-0.576 |
0.019 |
| THA |
19 |
1,050,603 |
1,050,603 |
1.000 |
0.027 |
| TWN |
70 |
1,410,243 |
3,831,558 |
0.368 |
0.097 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,071,427 |
| 0 |
1 |
0 |
| 1 |
19 |
1,022,004 |
| CHN |
-1 |
40 |
-1,655,042 |
| 0 |
2 |
0 |
| 1 |
48 |
2,112,477 |
| HKG |
-1 |
76 |
-3,394,688 |
| 0 |
5 |
0 |
| 1 |
74 |
3,898,022 |
| IDN |
1 |
14 |
599,678 |
| JPN |
-1 |
177 |
-8,923,256 |
| 0 |
4 |
0 |
| 1 |
121 |
7,860,370 |
| KOR |
-1 |
34 |
-563,526 |
| 1 |
23 |
915,499 |
| MYS |
1 |
8 |
581,735 |
| NZL |
-1 |
3 |
-156,967 |
| PHL |
1 |
6 |
151,924 |
| SGP |
-1 |
10 |
-583,840 |
| 1 |
4 |
157,124 |
| THA |
1 |
19 |
1,050,603 |
| TWN |
-1 |
25 |
-1,210,658 |
| 0 |
1 |
0 |
| 1 |
44 |
2,620,901 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,071,427 |
-2,071,427 |
-1,589,550 |
0.80 |
-0.088 |
-0.084 |
185,683 |
| 0 |
1 |
0 |
0 |
0 |
1.09 |
-0.082 |
-0.082 |
0 |
| 1 |
19 |
1,022,004 |
1,022,004 |
379,421 |
0.42 |
0.020 |
0.020 |
30,135 |
| CHN |
-1 |
40 |
-1,655,042 |
-1,655,042 |
-1,735,504 |
1.31 |
-0.076 |
-0.064 |
113,022 |
| 0 |
2 |
0 |
0 |
0 |
1.75 |
-0.020 |
-0.020 |
0 |
| 1 |
48 |
2,112,477 |
2,112,477 |
1,949,515 |
1.16 |
0.045 |
0.045 |
134,466 |
| HKG |
-1 |
76 |
-3,394,688 |
-3,394,688 |
-3,598,399 |
1.26 |
0.017 |
0.032 |
89,031 |
| 0 |
5 |
0 |
0 |
0 |
1.02 |
0.057 |
0.053 |
0 |
| 1 |
74 |
3,898,022 |
3,898,022 |
4,665,210 |
1.22 |
0.145 |
0.149 |
619,932 |
| IDN |
1 |
14 |
599,678 |
599,678 |
310,271 |
0.53 |
0.173 |
0.168 |
102,181 |
| JPN |
-1 |
177 |
-8,923,256 |
-8,923,256 |
-4,864,502 |
0.66 |
-0.065 |
-0.055 |
726,359 |
| 0 |
4 |
0 |
0 |
0 |
1.24 |
0.059 |
0.096 |
0 |
| 1 |
121 |
7,860,370 |
7,860,370 |
5,286,097 |
0.81 |
0.074 |
0.077 |
671,292 |
| KOR |
-1 |
34 |
-563,526 |
-563,526 |
-667,144 |
1.16 |
0.017 |
0.016 |
-714 |
| 1 |
23 |
915,499 |
915,499 |
428,666 |
0.77 |
0.267 |
0.273 |
276,643 |
| MYS |
1 |
8 |
581,735 |
581,735 |
267,977 |
0.31 |
0.131 |
0.112 |
102,928 |
| NZL |
-1 |
3 |
-156,967 |
-156,967 |
-53,590 |
0.31 |
-0.082 |
-0.082 |
12,909 |
| PHL |
1 |
6 |
151,924 |
151,924 |
57,018 |
0.39 |
0.154 |
0.149 |
23,122 |
| SGP |
-1 |
10 |
-583,840 |
-583,840 |
-448,027 |
0.79 |
-0.006 |
-0.008 |
-223 |
| 1 |
4 |
157,124 |
157,124 |
60,974 |
0.32 |
0.064 |
0.064 |
9,898 |
| THA |
1 |
19 |
1,050,603 |
1,050,603 |
333,288 |
0.45 |
0.177 |
0.176 |
198,042 |
| TWN |
-1 |
25 |
-1,210,658 |
-1,210,658 |
-641,435 |
0.60 |
0.060 |
0.079 |
-91,204 |
| 0 |
1 |
0 |
0 |
0 |
1.23 |
0.245 |
0.245 |
0 |
| 1 |
44 |
2,620,901 |
2,620,901 |
2,498,553 |
1.04 |
0.182 |
0.189 |
495,848 |