| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 622 | -46,050,672 |
| 0 | 44 | 0 | |
| 1 | 478 | 45,268,154 |
| target_notional | |
|---|---|
| target_notional | -782,518 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 68,358 | 91,318,825 | 0.001 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -42,785,544 |
| 0 | 0 |
| 1 | 42,853,903 |
| alpha_notional | |
|---|---|
| alpha_notional | 8,036,265 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 3,764,983 |
| 0 | 0 |
| 1 | 4,271,282 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 72 | -1,337,612 |
| CHN | 591 | -940,030 |
| HKG | 60 | 1,875,150 |
| IDN | 4 | 403,439 |
| JPN | 299 | 11,952 |
| MYS | 6 | 566,587 |
| NZL | 2 | -430,394 |
| PHL | 1 | -171,006 |
| SGP | 9 | -826,133 |
| THA | 33 | 9,688 |
| TWN | 67 | 55,841 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 41 | -4,429,348 |
| 0 | 3 | 0 | |
| 1 | 28 | 3,091,736 | |
| CHN | -1 | 322 | -24,266,346 |
| 1 | 269 | 23,326,316 | |
| HKG | -1 | 21 | -2,125,404 |
| 0 | 3 | 0 | |
| 1 | 36 | 4,000,554 | |
| IDN | 1 | 4 | 403,439 |
| JPN | -1 | 162 | -11,118,291 |
| 0 | 31 | 0 | |
| 1 | 106 | 11,130,243 | |
| MYS | 1 | 6 | 566,587 |
| NZL | -1 | 2 | -430,394 |
| PHL | -1 | 1 | -171,006 |
| SGP | -1 | 9 | -826,133 |
| THA | -1 | 18 | -1,068,768 |
| 0 | 7 | 0 | |
| 1 | 8 | 1,078,456 | |
| TWN | -1 | 46 | -1,614,981 |
| 1 | 21 | 1,670,822 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 41 | -4,429,348 | -4,429,348 | -1,613,683 | 0.48 | 291,889 |
| 0 | 3 | 0 | 0 | 0 | 0.45 | 0 | |
| 1 | 28 | 3,091,736 | 3,091,736 | 695,963 | 0.42 | 214,506 | |
| CHN | -1 | 322 | -24,266,346 | -24,266,346 | -29,869,153 | 1.38 | 3,128,428 |
| 1 | 269 | 23,326,316 | 23,326,316 | 28,698,992 | 1.38 | 1,331,699 | |
| HKG | -1 | 21 | -2,125,404 | -2,125,404 | -2,871,771 | 1.20 | 157,020 |
| 0 | 3 | 0 | 0 | 0 | 1.88 | 0 | |
| 1 | 36 | 4,000,554 | 4,000,554 | 4,161,578 | 1.40 | 794,938 | |
| IDN | 1 | 4 | 403,439 | 403,439 | 52,101 | -0.17 | 38,742 |
| JPN | -1 | 162 | -11,118,291 | -11,118,291 | -6,843,948 | 0.66 | -83,624 |
| 0 | 31 | 0 | 0 | 0 | 0.66 | 0 | |
| 1 | 106 | 11,130,243 | 11,130,243 | 7,886,925 | 0.73 | 1,519,215 | |
| MYS | 1 | 6 | 566,587 | 566,587 | 52,878 | 0.10 | 22,743 |
| NZL | -1 | 2 | -430,394 | -430,394 | 1,560 | -0.08 | 64,537 |
| PHL | -1 | 1 | -171,006 | -171,006 | -47,222 | 0.28 | 16,159 |
| SGP | -1 | 9 | -826,133 | -826,133 | -314,949 | 0.40 | 42,054 |
| THA | -1 | 18 | -1,068,768 | -1,068,768 | -317,346 | 0.29 | 69,948 |
| 0 | 7 | 0 | 0 | 0 | 0.27 | 0 | |
| 1 | 8 | 1,078,456 | 1,078,456 | 171,789 | 0.28 | 132,664 | |
| TWN | -1 | 46 | -1,614,981 | -1,614,981 | -909,033 | 0.58 | 78,571 |
| 1 | 21 | 1,670,822 | 1,670,822 | 1,133,676 | 0.64 | 216,774 |