| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 579 | -70,501,034 |
| 0 | 69 | 0 | |
| 1 | 477 | 68,922,479 |
| target_notional | |
|---|---|
| target_notional | -1,578,554 |
| rawBeta_notional | target_notional | alpha_notional | target_notional_abs | beta_percentage | delta_percentage | alpha_percentage | |
|---|---|---|---|---|---|---|---|
| intgt | |||||||
| True | 620,265 | -1,578,554 | 12,905,389 | 139,423,513 | 0.004 | -0.011 | 0.093 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -61,990,952 |
| 0 | 0 |
| 1 | 62,611,217 |
| alpha_notional | |
|---|---|
| alpha_notional | 12,905,389 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 5,414,942 |
| 0 | 0 |
| 1 | 7,490,446 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 50 | -3,489,326 |
| CHN | 637 | -685,450 |
| HKG | 89 | 3,451,311 |
| IDN | 7 | 2,003,945 |
| JPN | 210 | 655,118 |
| MYS | 8 | 1,951,502 |
| NZL | 2 | -669,561 |
| PHL | 1 | -647,847 |
| SGP | 7 | -1,904,167 |
| THA | 28 | -1,221,319 |
| TWN | 86 | -1,022,759 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 32 | -7,238,113 |
| 1 | 18 | 3,748,787 | |
| CHN | -1 | 323 | -27,266,501 |
| 0 | 45 | 0 | |
| 1 | 269 | 26,581,051 | |
| HKG | -1 | 38 | -6,481,166 |
| 0 | 2 | 0 | |
| 1 | 49 | 9,932,476 | |
| IDN | 1 | 7 | 2,003,945 |
| JPN | -1 | 112 | -16,859,834 |
| 0 | 9 | 0 | |
| 1 | 89 | 17,514,951 | |
| MYS | 1 | 8 | 1,951,502 |
| NZL | -1 | 2 | -669,561 |
| PHL | -1 | 1 | -647,847 |
| SGP | -1 | 7 | -1,904,167 |
| THA | -1 | 12 | -2,278,008 |
| 0 | 12 | 0 | |
| 1 | 4 | 1,056,689 | |
| TWN | -1 | 52 | -7,155,837 |
| 0 | 1 | 0 | |
| 1 | 33 | 6,133,078 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 32 | -7,238,113 | -7,238,113 | -2,749,563 | 0.49 | 855,649 |
| 1 | 18 | 3,748,787 | 3,748,787 | 1,013,624 | 0.32 | 125,611 | |
| CHN | -1 | 323 | -27,266,501 | -27,266,501 | -34,542,824 | 1.40 | 2,345,075 |
| 0 | 45 | 0 | 0 | 0 | 1.39 | 0 | |
| 1 | 269 | 26,581,051 | 26,581,051 | 32,772,230 | 1.37 | 2,792,141 | |
| HKG | -1 | 38 | -6,481,166 | -6,481,166 | -8,819,853 | 1.45 | 362,273 |
| 0 | 2 | 0 | 0 | 0 | 1.23 | 0 | |
| 1 | 49 | 9,932,476 | 9,932,476 | 12,993,853 | 1.50 | 1,858,161 | |
| IDN | 1 | 7 | 2,003,945 | 2,003,945 | 317,144 | 0.00 | 176,044 |
| JPN | -1 | 112 | -16,859,834 | -16,859,834 | -10,644,804 | 0.68 | 562,766 |
| 0 | 9 | 0 | 0 | 0 | 0.84 | 0 | |
| 1 | 89 | 17,514,951 | 17,514,951 | 10,898,236 | 0.66 | 1,760,252 | |
| MYS | 1 | 8 | 1,951,502 | 1,951,502 | 553,748 | 0.30 | 61,028 |
| NZL | -1 | 2 | -669,561 | -669,561 | -1,116 | -0.08 | 141,468 |
| PHL | -1 | 1 | -647,847 | -647,847 | -178,888 | 0.28 | 128,164 |
| SGP | -1 | 7 | -1,904,167 | -1,904,167 | -716,192 | 0.38 | 154,871 |
| THA | -1 | 12 | -2,278,008 | -2,278,008 | -479,703 | 0.31 | 429,863 |
| 0 | 12 | 0 | 0 | 0 | 0.27 | 0 | |
| 1 | 4 | 1,056,689 | 1,056,689 | 162,836 | 0.38 | 56,210 | |
| TWN | -1 | 52 | -7,155,837 | -7,155,837 | -3,858,010 | 0.59 | 434,814 |
| 0 | 1 | 0 | 0 | 0 | 0.66 | 0 | |
| 1 | 33 | 6,133,078 | 6,133,078 | 3,899,545 | 0.71 | 660,999 |