Generated at 15:19 on Thursday 07/23/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
409 |
-18,731,698 |
| 0 |
20 |
0 |
| 1 |
372 |
21,036,211 |
|
target_notional |
| target_notional |
2,304,513 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
2,474,037 |
2,304,513 |
3,765,799 |
39,767,910 |
0.062 |
0.058 |
0.095 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,847,987 |
| 0 |
0 |
| 1 |
16,322,023 |
|
alpha_notional |
| alpha_notional |
3,765,799 |
|
alpha_notional |
| pos_sign |
|
| -1 |
984,628 |
| 0 |
0 |
| 1 |
2,781,171 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
75 |
-1,048,773 |
3,092,501 |
-0.339 |
0.078 |
| CHN |
83 |
416,030 |
3,824,432 |
0.109 |
0.096 |
| HKG |
150 |
538,676 |
7,375,153 |
0.073 |
0.185 |
| IDN |
14 |
597,269 |
597,269 |
1.000 |
0.015 |
| JPN |
302 |
-1,083,950 |
16,767,377 |
-0.065 |
0.422 |
| KOR |
59 |
266,218 |
1,615,617 |
0.165 |
0.041 |
| MYS |
7 |
582,837 |
582,837 |
1.000 |
0.015 |
| NZL |
3 |
-156,947 |
156,947 |
-1.000 |
0.004 |
| PHL |
6 |
151,085 |
151,085 |
1.000 |
0.004 |
| SGP |
13 |
-415,607 |
739,675 |
-0.562 |
0.019 |
| THA |
19 |
1,048,676 |
1,048,676 |
1.000 |
0.026 |
| TWN |
70 |
1,409,000 |
3,816,342 |
0.369 |
0.096 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
55 |
-2,070,637 |
| 0 |
2 |
0 |
| 1 |
18 |
1,021,864 |
| CHN |
-1 |
34 |
-1,704,201 |
| 0 |
5 |
0 |
| 1 |
44 |
2,120,231 |
| HKG |
-1 |
74 |
-3,418,238 |
| 0 |
3 |
0 |
| 1 |
73 |
3,956,915 |
| IDN |
1 |
14 |
597,269 |
| JPN |
-1 |
173 |
-8,925,664 |
| 0 |
9 |
0 |
| 1 |
120 |
7,841,713 |
| KOR |
-1 |
36 |
-674,700 |
| 1 |
23 |
940,917 |
| MYS |
1 |
7 |
582,837 |
| NZL |
-1 |
3 |
-156,947 |
| PHL |
1 |
6 |
151,085 |
| SGP |
-1 |
9 |
-577,641 |
| 1 |
4 |
162,034 |
| THA |
1 |
19 |
1,048,676 |
| TWN |
-1 |
25 |
-1,203,671 |
| 0 |
1 |
0 |
| 1 |
44 |
2,612,671 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
55 |
-2,070,637 |
-2,070,637 |
-1,616,500 |
0.81 |
-0.088 |
-0.085 |
186,455 |
| 0 |
2 |
0 |
0 |
0 |
0.66 |
-0.007 |
-0.007 |
0 |
| 1 |
18 |
1,021,864 |
1,021,864 |
373,929 |
0.38 |
0.015 |
0.016 |
26,393 |
| CHN |
-1 |
34 |
-1,704,201 |
-1,704,201 |
-1,740,352 |
1.32 |
-0.085 |
-0.068 |
122,576 |
| 0 |
5 |
0 |
0 |
0 |
1.51 |
-0.063 |
-0.037 |
0 |
| 1 |
44 |
2,120,231 |
2,120,231 |
1,955,851 |
1.15 |
0.050 |
0.049 |
135,380 |
| HKG |
-1 |
74 |
-3,418,238 |
-3,418,238 |
-3,650,122 |
1.29 |
0.017 |
0.026 |
77,334 |
| 0 |
3 |
0 |
0 |
0 |
1.22 |
0.126 |
0.130 |
0 |
| 1 |
73 |
3,956,915 |
3,956,915 |
4,741,592 |
1.23 |
0.149 |
0.151 |
649,262 |
| IDN |
1 |
14 |
597,269 |
597,269 |
308,895 |
0.53 |
0.203 |
0.198 |
119,613 |
| JPN |
-1 |
173 |
-8,925,664 |
-8,925,664 |
-4,891,398 |
0.66 |
-0.061 |
-0.053 |
671,480 |
| 0 |
9 |
0 |
0 |
0 |
1.01 |
0.041 |
0.031 |
0 |
| 1 |
120 |
7,841,713 |
7,841,713 |
5,302,275 |
0.81 |
0.081 |
0.085 |
727,236 |
| KOR |
-1 |
36 |
-674,700 |
-674,700 |
-810,730 |
1.19 |
-0.009 |
-0.011 |
20,649 |
| 1 |
23 |
940,917 |
940,917 |
448,625 |
0.77 |
0.234 |
0.234 |
253,900 |
| MYS |
1 |
7 |
582,837 |
582,837 |
268,435 |
0.34 |
0.136 |
0.119 |
102,300 |
| NZL |
-1 |
3 |
-156,947 |
-156,947 |
-55,382 |
0.31 |
-0.096 |
-0.095 |
15,229 |
| PHL |
1 |
6 |
151,085 |
151,085 |
56,805 |
0.39 |
0.146 |
0.144 |
21,756 |
| SGP |
-1 |
9 |
-577,641 |
-577,641 |
-444,321 |
0.79 |
0.005 |
0.000 |
-5,959 |
| 1 |
4 |
162,034 |
162,034 |
61,963 |
0.32 |
0.075 |
0.074 |
11,712 |
| THA |
1 |
19 |
1,048,676 |
1,048,676 |
320,787 |
0.42 |
0.190 |
0.189 |
208,453 |
| TWN |
-1 |
25 |
-1,203,671 |
-1,203,671 |
-639,181 |
0.60 |
0.070 |
0.088 |
-103,136 |
| 0 |
1 |
0 |
0 |
0 |
1.23 |
0.261 |
0.261 |
0 |
| 1 |
44 |
2,612,671 |
2,612,671 |
2,482,866 |
1.04 |
0.194 |
0.200 |
525,166 |