Generated at 15:19 on Sunday 07/26/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
406 |
-18,561,225 |
| 0 |
17 |
0 |
| 1 |
375 |
20,896,708 |
|
target_notional |
| target_notional |
2,335,483 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
2,527,453 |
2,335,483 |
3,767,771 |
39,457,932 |
0.064 |
0.059 |
0.095 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,536,597 |
| 0 |
0 |
| 1 |
16,064,050 |
|
alpha_notional |
| alpha_notional |
3,767,771 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,067,230 |
| 0 |
0 |
| 1 |
2,700,541 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
74 |
-1,048,541 |
3,092,038 |
-0.339 |
0.078 |
| CHN |
80 |
483,537 |
3,668,112 |
0.132 |
0.093 |
| HKG |
148 |
551,553 |
7,287,804 |
0.076 |
0.185 |
| IDN |
14 |
588,801 |
588,801 |
1.000 |
0.015 |
| JPN |
301 |
-1,075,371 |
16,758,162 |
-0.064 |
0.425 |
| KOR |
59 |
255,738 |
1,627,066 |
0.157 |
0.041 |
| MYS |
7 |
579,866 |
579,866 |
1.000 |
0.015 |
| NZL |
3 |
-156,929 |
156,929 |
-1.000 |
0.004 |
| PHL |
6 |
151,672 |
151,672 |
1.000 |
0.004 |
| SGP |
13 |
-413,761 |
739,984 |
-0.559 |
0.019 |
| THA |
21 |
1,049,336 |
1,049,336 |
1.000 |
0.027 |
| TWN |
72 |
1,369,581 |
3,758,162 |
0.364 |
0.095 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,070,289 |
| 1 |
18 |
1,021,749 |
| CHN |
-1 |
31 |
-1,592,287 |
| 0 |
5 |
0 |
| 1 |
44 |
2,075,825 |
| HKG |
-1 |
74 |
-3,368,126 |
| 0 |
1 |
0 |
| 1 |
73 |
3,919,678 |
| IDN |
1 |
14 |
588,801 |
| JPN |
-1 |
173 |
-8,916,767 |
| 0 |
7 |
0 |
| 1 |
121 |
7,841,396 |
| KOR |
-1 |
35 |
-685,664 |
| 0 |
1 |
0 |
| 1 |
23 |
941,402 |
| MYS |
1 |
7 |
579,866 |
| NZL |
-1 |
3 |
-156,929 |
| PHL |
1 |
6 |
151,672 |
| SGP |
-1 |
9 |
-576,872 |
| 1 |
4 |
163,112 |
| THA |
1 |
21 |
1,049,336 |
| TWN |
-1 |
25 |
-1,194,290 |
| 0 |
3 |
0 |
| 1 |
44 |
2,563,871 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,070,289 |
-2,070,289 |
-1,640,163 |
0.82 |
-0.083 |
-0.080 |
172,961 |
| 1 |
18 |
1,021,749 |
1,021,749 |
363,144 |
0.38 |
0.021 |
0.022 |
31,117 |
| CHN |
-1 |
31 |
-1,592,287 |
-1,592,287 |
-1,441,839 |
1.33 |
-0.093 |
-0.066 |
117,499 |
| 0 |
5 |
0 |
0 |
0 |
1.06 |
-0.076 |
-0.070 |
0 |
| 1 |
44 |
2,075,825 |
2,075,825 |
1,908,067 |
1.15 |
0.051 |
0.051 |
135,981 |
| HKG |
-1 |
74 |
-3,368,126 |
-3,368,126 |
-3,601,363 |
1.29 |
0.009 |
0.017 |
105,432 |
| 0 |
1 |
0 |
0 |
0 |
2.33 |
-0.036 |
-0.036 |
0 |
| 1 |
73 |
3,919,678 |
3,919,678 |
4,679,335 |
1.23 |
0.139 |
0.136 |
604,776 |
| IDN |
1 |
14 |
588,801 |
588,801 |
305,008 |
0.53 |
0.204 |
0.200 |
119,571 |
| JPN |
-1 |
173 |
-8,916,767 |
-8,916,767 |
-4,911,933 |
0.66 |
-0.070 |
-0.061 |
759,749 |
| 0 |
7 |
0 |
0 |
0 |
1.10 |
0.033 |
0.055 |
0 |
| 1 |
121 |
7,841,396 |
7,841,396 |
5,253,789 |
0.81 |
0.072 |
0.077 |
657,632 |
| KOR |
-1 |
35 |
-685,664 |
-685,664 |
-812,325 |
1.18 |
0.000 |
0.000 |
17,237 |
| 0 |
1 |
0 |
0 |
0 |
1.31 |
-0.057 |
-0.057 |
0 |
| 1 |
23 |
941,402 |
941,402 |
436,253 |
0.77 |
0.241 |
0.243 |
256,513 |
| MYS |
1 |
7 |
579,866 |
579,866 |
266,654 |
0.34 |
0.136 |
0.132 |
100,554 |
| NZL |
-1 |
3 |
-156,929 |
-156,929 |
-57,879 |
0.31 |
-0.095 |
-0.096 |
15,209 |
| PHL |
1 |
6 |
151,672 |
151,672 |
56,915 |
0.39 |
0.139 |
0.132 |
20,499 |
| SGP |
-1 |
9 |
-576,872 |
-576,872 |
-443,923 |
0.79 |
0.002 |
-0.003 |
-4,003 |
| 1 |
4 |
163,112 |
163,112 |
62,404 |
0.32 |
0.073 |
0.072 |
10,719 |
| THA |
1 |
21 |
1,049,336 |
1,049,336 |
317,004 |
0.44 |
0.184 |
0.187 |
206,140 |
| TWN |
-1 |
25 |
-1,194,290 |
-1,194,290 |
-627,173 |
0.60 |
0.082 |
0.104 |
-116,854 |
| 0 |
3 |
0 |
0 |
0 |
1.22 |
0.207 |
0.174 |
0 |
| 1 |
44 |
2,563,871 |
2,563,871 |
2,415,478 |
1.04 |
0.209 |
0.215 |
557,039 |