| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 575 | -70,738,347 |
| 0 | 55 | 0 | |
| 1 | 475 | 68,978,071 |
| target_notional | |
|---|---|
| target_notional | -1,760,276 |
| rawBeta_notional | target_notional | alpha_notional | target_notional_abs | beta_percentage | delta_percentage | alpha_percentage | |
|---|---|---|---|---|---|---|---|
| intgt | |||||||
| True | 418,025 | -1,760,276 | 12,129,737 | 139,716,419 | 0.003 | -0.013 | 0.087 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -62,946,942 |
| 0 | 0 |
| 1 | 63,364,966 |
| alpha_notional | |
|---|---|
| alpha_notional | 12,129,737 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 5,103,370 |
| 0 | 0 |
| 1 | 7,026,368 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 52 | -3,502,175 |
| CHN | 606 | -1,112,132 |
| HKG | 93 | 3,666,521 |
| IDN | 7 | 2,026,918 |
| JPN | 217 | 642,093 |
| MYS | 8 | 1,911,018 |
| NZL | 2 | -669,535 |
| PHL | 1 | -641,066 |
| SGP | 7 | -1,887,490 |
| THA | 27 | -1,250,225 |
| TWN | 85 | -944,204 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 28 | -6,653,739 |
| 0 | 4 | 0 | |
| 1 | 20 | 3,151,564 | |
| CHN | -1 | 319 | -29,736,994 |
| 0 | 26 | 0 | |
| 1 | 261 | 28,624,862 | |
| HKG | -1 | 40 | -5,362,586 |
| 0 | 2 | 0 | |
| 1 | 51 | 9,029,107 | |
| IDN | 1 | 7 | 2,026,918 |
| JPN | -1 | 113 | -16,388,704 |
| 0 | 13 | 0 | |
| 1 | 91 | 17,030,797 | |
| MYS | 1 | 8 | 1,911,018 |
| NZL | -1 | 2 | -669,535 |
| PHL | -1 | 1 | -641,066 |
| SGP | -1 | 7 | -1,887,490 |
| THA | -1 | 13 | -2,291,286 |
| 0 | 10 | 0 | |
| 1 | 4 | 1,041,061 | |
| TWN | -1 | 52 | -7,106,948 |
| 1 | 33 | 6,162,743 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 28 | -6,653,739 | -6,653,739 | -2,502,924 | 0.51 | 597,906 |
| 0 | 4 | 0 | 0 | 0 | 0.35 | 0 | |
| 1 | 20 | 3,151,564 | 3,151,564 | 888,951 | 0.33 | 70,572 | |
| CHN | -1 | 319 | -29,736,994 | -29,736,994 | -38,281,472 | 1.42 | 3,211,859 |
| 0 | 26 | 0 | 0 | 0 | 1.50 | 0 | |
| 1 | 261 | 28,624,862 | 28,624,862 | 34,916,758 | 1.36 | 2,648,663 | |
| HKG | -1 | 40 | -5,362,586 | -5,362,586 | -6,904,041 | 1.38 | -93,856 |
| 0 | 2 | 0 | 0 | 0 | 2.00 | 0 | |
| 1 | 51 | 9,029,107 | 9,029,107 | 11,888,052 | 1.51 | 1,812,479 | |
| IDN | 1 | 7 | 2,026,918 | 2,026,918 | 316,897 | 0.00 | 100,220 |
| JPN | -1 | 113 | -16,388,704 | -16,388,704 | -10,038,824 | 0.68 | 387,025 |
| 0 | 13 | 0 | 0 | 0 | 0.77 | 0 | |
| 1 | 91 | 17,030,797 | 17,030,797 | 10,727,900 | 0.68 | 1,709,184 | |
| MYS | 1 | 8 | 1,911,018 | 1,911,018 | 542,604 | 0.30 | 60,026 |
| NZL | -1 | 2 | -669,535 | -669,535 | 2,355 | -0.08 | 101,467 |
| PHL | -1 | 1 | -641,066 | -641,066 | -177,015 | 0.28 | 91,065 |
| SGP | -1 | 7 | -1,887,490 | -1,887,490 | -709,870 | 0.38 | 120,424 |
| THA | -1 | 13 | -2,291,286 | -2,291,286 | -507,707 | 0.33 | 279,005 |
| 0 | 10 | 0 | 0 | 0 | 0.26 | 0 | |
| 1 | 4 | 1,041,061 | 1,041,061 | 162,271 | 0.38 | 70,224 | |
| TWN | -1 | 52 | -7,106,948 | -7,106,948 | -3,827,445 | 0.59 | 408,474 |
| 1 | 33 | 6,162,743 | 6,162,743 | 3,921,533 | 0.71 | 555,000 |