| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 372 | -16,433,271 |
| 0 | 27 | 0 | |
| 1 | 284 | 16,386,586 |
| target_notional | |
|---|---|
| target_notional | -46,685 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 471,128 | 32,819,857 | 0.01 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -15,805,044 |
| 0 | 0 |
| 1 | 16,276,172 |
| alpha_notional | |
|---|---|
| alpha_notional | 3,521,483 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 1,643,906 |
| 0 | 0 |
| 1 | 1,877,578 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 29 | 656,483 |
| CHN | 414 | -1,033,438 |
| HKG | 38 | 326,497 |
| IDN | 5 | 418,138 |
| JPN | 96 | -819,185 |
| MYS | 6 | 568,148 |
| NZL | 1 | -157,307 |
| PHL | 1 | -174,484 |
| SGP | 6 | -476,851 |
| THA | 19 | 245,408 |
| TWN | 68 | 399,906 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 12 | -385,142 |
| 0 | 1 | 0 | |
| 1 | 16 | 1,041,625 | |
| CHN | -1 | 226 | -9,585,366 |
| 0 | 9 | 0 | |
| 1 | 179 | 8,551,929 | |
| HKG | -1 | 17 | -1,155,764 |
| 1 | 21 | 1,482,261 | |
| IDN | 1 | 5 | 418,138 |
| JPN | -1 | 57 | -3,038,923 |
| 0 | 12 | 0 | |
| 1 | 27 | 2,219,738 | |
| MYS | 1 | 6 | 568,148 |
| NZL | -1 | 1 | -157,307 |
| PHL | -1 | 1 | -174,484 |
| SGP | -1 | 6 | -476,851 |
| THA | -1 | 10 | -231,835 |
| 0 | 1 | 0 | |
| 1 | 8 | 477,243 | |
| TWN | -1 | 42 | -1,227,598 |
| 0 | 4 | 0 | |
| 1 | 22 | 1,627,504 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 12 | -385,142 | -385,142 | -164,593 | 0.69 | 36,856 |
| 0 | 1 | 0 | 0 | 0 | 0.35 | 0 | |
| 1 | 16 | 1,041,625 | 1,041,625 | 356,312 | 0.38 | 162,877 | |
| CHN | -1 | 226 | -9,585,366 | -9,585,366 | -10,460,376 | 1.24 | 1,303,266 |
| 0 | 9 | 0 | 0 | 0 | 1.17 | 0 | |
| 1 | 179 | 8,551,929 | 8,551,929 | 10,470,912 | 1.34 | 718,559 | |
| HKG | -1 | 17 | -1,155,764 | -1,155,764 | -1,146,617 | 1.14 | 33,406 |
| 1 | 21 | 1,482,261 | 1,482,261 | 1,894,483 | 1.45 | 306,194 | |
| IDN | 1 | 5 | 418,138 | 418,138 | 107,182 | 0.45 | 32,933 |
| JPN | -1 | 57 | -3,038,923 | -3,038,923 | -2,679,949 | 0.94 | 96,577 |
| 0 | 12 | 0 | 0 | 0 | 1.09 | 0 | |
| 1 | 27 | 2,219,738 | 2,219,738 | 1,738,226 | 0.74 | 329,766 | |
| MYS | 1 | 6 | 568,148 | 568,148 | 106,566 | 0.18 | 61,800 |
| NZL | -1 | 1 | -157,307 | -157,307 | -20,270 | 0.13 | 20,732 |
| PHL | -1 | 1 | -174,484 | -174,484 | -65,460 | 0.38 | 34,851 |
| SGP | -1 | 6 | -476,851 | -476,851 | -295,906 | 0.61 | 29,300 |
| THA | -1 | 10 | -231,835 | -231,835 | -95,211 | 0.56 | 9,703 |
| 0 | 1 | 0 | 0 | 0 | 0.27 | 0 | |
| 1 | 8 | 477,243 | 477,243 | 131,770 | 0.42 | 66,249 | |
| TWN | -1 | 42 | -1,227,598 | -1,227,598 | -876,663 | 0.78 | 79,215 |
| 0 | 4 | 0 | 0 | 0 | 0.38 | 0 | |
| 1 | 22 | 1,627,504 | 1,627,504 | 1,470,722 | 0.82 | 199,199 |