Generated at 15:19 on Monday 07/27/2026
targets
|
|
ct |
target_notional |
| intgt |
pos_sign |
|
|
| True |
-1 |
408 |
-18,714,140 |
| 0 |
14 |
0 |
| 1 |
374 |
21,085,187 |
|
target_notional |
| target_notional |
2,371,047 |
|
rawBeta_notional |
target_notional |
alpha_notional |
target_notional_abs |
beta_percentage |
delta_percentage |
alpha_percentage |
| intgt |
|
|
|
|
|
|
|
| True |
2,504,565 |
2,371,047 |
3,792,012 |
39,799,326 |
0.063 |
0.060 |
0.095 |
|
rawBeta_notional |
| pos_sign |
|
| -1 |
-13,692,878 |
| 0 |
0 |
| 1 |
16,197,443 |
|
alpha_notional |
| alpha_notional |
3,792,012 |
|
alpha_notional |
| pos_sign |
|
| -1 |
1,127,226 |
| 0 |
0 |
| 1 |
2,664,786 |
|
ct |
target_notional |
target_notional_abs |
delta_percentage |
gross_percentage |
| RkdExchCtry |
|
|
|
|
|
| AUS |
74 |
-1,049,731 |
3,092,890 |
-0.339 |
0.078 |
| CHN |
79 |
457,198 |
3,756,599 |
0.122 |
0.094 |
| HKG |
148 |
531,150 |
7,359,024 |
0.072 |
0.185 |
| IDN |
14 |
586,993 |
586,993 |
1.000 |
0.015 |
| JPN |
296 |
-1,026,132 |
16,875,436 |
-0.061 |
0.424 |
| KOR |
61 |
248,733 |
1,642,756 |
0.151 |
0.041 |
| MYS |
7 |
586,519 |
586,519 |
1.000 |
0.015 |
| NZL |
3 |
-156,962 |
156,962 |
-1.000 |
0.004 |
| PHL |
6 |
151,947 |
151,947 |
1.000 |
0.004 |
| SGP |
13 |
-414,070 |
740,106 |
-0.559 |
0.019 |
| THA |
21 |
1,052,252 |
1,052,252 |
1.000 |
0.026 |
| TWN |
74 |
1,403,149 |
3,797,841 |
0.369 |
0.095 |
|
|
ct |
target_notional |
| RkdExchCtry |
pos_sign |
|
|
| AUS |
-1 |
56 |
-2,071,310 |
| 1 |
18 |
1,021,579 |
| CHN |
-1 |
33 |
-1,649,701 |
| 0 |
1 |
0 |
| 1 |
45 |
2,106,899 |
| HKG |
-1 |
75 |
-3,413,937 |
| 1 |
73 |
3,945,087 |
| IDN |
1 |
14 |
586,993 |
| JPN |
-1 |
171 |
-8,950,784 |
| 0 |
8 |
0 |
| 1 |
117 |
7,924,652 |
| KOR |
-1 |
36 |
-697,011 |
| 0 |
2 |
0 |
| 1 |
23 |
945,745 |
| MYS |
1 |
7 |
586,519 |
| NZL |
-1 |
3 |
-156,962 |
| PHL |
1 |
6 |
151,947 |
| SGP |
-1 |
9 |
-577,088 |
| 1 |
4 |
163,018 |
| THA |
1 |
21 |
1,052,252 |
| TWN |
-1 |
25 |
-1,197,346 |
| 0 |
3 |
0 |
| 1 |
46 |
2,600,495 |
|
|
ct |
net_notional |
gross_notional |
net_beta |
abeta |
alpha_avg |
alpha_med |
net_alpha |
| RkdExchCtry |
pos_sign |
|
|
|
|
|
|
|
|
| AUS |
-1 |
56 |
-2,071,310 |
-2,071,310 |
-1,671,092 |
0.82 |
-0.084 |
-0.080 |
177,151 |
| 1 |
18 |
1,021,579 |
1,021,579 |
360,274 |
0.38 |
0.019 |
0.022 |
28,347 |
| CHN |
-1 |
33 |
-1,649,701 |
-1,649,701 |
-1,465,899 |
1.34 |
-0.085 |
-0.061 |
117,167 |
| 0 |
1 |
0 |
0 |
0 |
1.79 |
-0.176 |
-0.176 |
0 |
| 1 |
45 |
2,106,899 |
2,106,899 |
1,941,591 |
1.15 |
0.057 |
0.058 |
149,271 |
| HKG |
-1 |
75 |
-3,413,937 |
-3,413,937 |
-3,690,657 |
1.29 |
0.013 |
0.021 |
93,797 |
| 1 |
73 |
3,945,087 |
3,945,087 |
4,706,888 |
1.23 |
0.138 |
0.137 |
604,708 |
| IDN |
1 |
14 |
586,993 |
586,993 |
303,727 |
0.53 |
0.203 |
0.200 |
117,777 |
| JPN |
-1 |
171 |
-8,950,784 |
-8,950,784 |
-4,923,225 |
0.66 |
-0.081 |
-0.071 |
841,041 |
| 0 |
8 |
0 |
0 |
0 |
0.67 |
0.023 |
0.020 |
0 |
| 1 |
117 |
7,924,652 |
7,924,652 |
5,290,041 |
0.82 |
0.063 |
0.070 |
581,500 |
| KOR |
-1 |
36 |
-697,011 |
-697,011 |
-812,795 |
1.15 |
0.012 |
0.009 |
10,045 |
| 0 |
2 |
0 |
0 |
0 |
1.59 |
-0.050 |
-0.050 |
0 |
| 1 |
23 |
945,745 |
945,745 |
439,468 |
0.77 |
0.244 |
0.245 |
261,142 |
| MYS |
1 |
7 |
586,519 |
586,519 |
270,363 |
0.34 |
0.138 |
0.131 |
103,295 |
| NZL |
-1 |
3 |
-156,962 |
-156,962 |
-59,182 |
0.31 |
-0.085 |
-0.085 |
13,673 |
| PHL |
1 |
6 |
151,947 |
151,947 |
57,073 |
0.39 |
0.125 |
0.121 |
18,567 |
| SGP |
-1 |
9 |
-577,088 |
-577,088 |
-445,919 |
0.79 |
0.005 |
-0.002 |
-3,273 |
| 1 |
4 |
163,018 |
163,018 |
62,360 |
0.32 |
0.078 |
0.074 |
11,235 |
| THA |
1 |
21 |
1,052,252 |
1,052,252 |
318,635 |
0.44 |
0.181 |
0.180 |
207,457 |
| TWN |
-1 |
25 |
-1,197,346 |
-1,197,346 |
-624,110 |
0.60 |
0.088 |
0.110 |
-122,376 |
| 0 |
3 |
0 |
0 |
0 |
1.17 |
0.208 |
0.179 |
0 |
| 1 |
46 |
2,600,495 |
2,600,495 |
2,447,024 |
1.05 |
0.215 |
0.217 |
581,486 |