| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 599 | -46,401,171 |
| 0 | 38 | 0 | |
| 1 | 464 | 45,105,287 |
| target_notional | |
|---|---|
| target_notional | -1,295,884 |
| rawBeta_notional | target_notional_abs | beta_percentage | |
|---|---|---|---|
| intgt | |||
| True | 100,981 | 91,506,458 | 0.001 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -42,581,536 |
| 0 | 0 |
| 1 | 42,682,517 |
| alpha_notional | |
|---|---|
| alpha_notional | 7,907,192 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 3,682,139 |
| 0 | 0 |
| 1 | 4,225,053 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 69 | -1,874,667 |
| CHN | 591 | -939,032 |
| HKG | 59 | 2,120,964 |
| IDN | 4 | 423,137 |
| JPN | 263 | 423,313 |
| MYS | 6 | 547,325 |
| NZL | 2 | -430,392 |
| PHL | 1 | -171,504 |
| SGP | 9 | -886,763 |
| THA | 28 | -319,075 |
| TWN | 69 | -189,190 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 39 | -4,758,585 |
| 0 | 6 | 0 | |
| 1 | 24 | 2,883,919 | |
| CHN | -1 | 322 | -24,240,587 |
| 1 | 269 | 23,301,555 | |
| HKG | -1 | 21 | -2,117,201 |
| 1 | 38 | 4,238,165 | |
| IDN | 1 | 4 | 423,137 |
| JPN | -1 | 142 | -10,870,137 |
| 0 | 25 | 0 | |
| 1 | 96 | 11,293,451 | |
| MYS | 1 | 6 | 547,325 |
| NZL | -1 | 2 | -430,392 |
| PHL | -1 | 1 | -171,504 |
| SGP | -1 | 9 | -886,763 |
| THA | -1 | 16 | -1,232,281 |
| 0 | 5 | 0 | |
| 1 | 7 | 913,206 | |
| TWN | -1 | 47 | -1,693,719 |
| 0 | 2 | 0 | |
| 1 | 20 | 1,504,529 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 39 | -4,758,585 | -4,758,585 | -1,711,367 | 0.50 | 323,695 |
| 0 | 6 | 0 | 0 | 0 | 0.50 | 0 | |
| 1 | 24 | 2,883,919 | 2,883,919 | 688,721 | 0.38 | 233,715 | |
| CHN | -1 | 322 | -24,240,587 | -24,240,587 | -29,837,326 | 1.38 | 3,012,461 |
| 1 | 269 | 23,301,555 | 23,301,555 | 28,668,251 | 1.38 | 1,261,895 | |
| HKG | -1 | 21 | -2,117,201 | -2,117,201 | -2,954,152 | 1.22 | 115,008 |
| 1 | 38 | 4,238,165 | 4,238,165 | 4,504,518 | 1.40 | 706,115 | |
| IDN | 1 | 4 | 423,137 | 423,137 | 54,826 | -0.17 | 51,240 |
| JPN | -1 | 142 | -10,870,137 | -10,870,137 | -6,396,553 | 0.66 | -77,524 |
| 0 | 25 | 0 | 0 | 0 | 0.77 | 0 | |
| 1 | 96 | 11,293,451 | 11,293,451 | 7,554,559 | 0.69 | 1,663,230 | |
| MYS | 1 | 6 | 547,325 | 547,325 | 51,378 | 0.10 | 14,968 |
| NZL | -1 | 2 | -430,392 | -430,392 | 1,976 | -0.08 | 66,957 |
| PHL | -1 | 1 | -171,504 | -171,504 | -47,357 | 0.28 | 28,744 |
| SGP | -1 | 9 | -886,763 | -886,763 | -336,275 | 0.40 | 40,241 |
| THA | -1 | 16 | -1,232,281 | -1,232,281 | -347,758 | 0.29 | 82,488 |
| 0 | 5 | 0 | 0 | 0 | 0.13 | 0 | |
| 1 | 7 | 913,206 | 913,206 | 163,032 | 0.40 | 110,873 | |
| TWN | -1 | 47 | -1,693,719 | -1,693,719 | -952,723 | 0.60 | 90,070 |
| 0 | 2 | 0 | 0 | 0 | 0.57 | 0 | |
| 1 | 20 | 1,504,529 | 1,504,529 | 997,232 | 0.63 | 183,016 |