| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 627 | -77,388,945 |
| 0 | 29 | 0 | |
| 1 | 536 | 74,717,811 |
| target_notional | |
|---|---|
| target_notional | -2,671,134 |
| rawBeta_notional | target_notional | alpha_notional | target_notional_abs | beta_percentage | delta_percentage | alpha_percentage | |
|---|---|---|---|---|---|---|---|
| intgt | |||||||
| True | -832,239 | -2,671,134 | 13,059,165 | 152,106,757 | -0.005 | -0.018 | 0.086 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -68,846,431 |
| 0 | 0 |
| 1 | 68,014,192 |
| alpha_notional | |
|---|---|
| alpha_notional | 13,059,165 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 5,724,022 |
| 0 | 0 |
| 1 | 7,335,143 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 66 | -3,786,674 |
| CHN | 658 | -1,031,356 |
| HKG | 91 | 3,159,402 |
| IDN | 7 | 2,000,297 |
| JPN | 238 | 960,911 |
| MYS | 8 | 1,902,109 |
| NZL | 2 | -726,947 |
| PHL | 1 | -625,939 |
| SGP | 10 | -2,205,868 |
| THA | 26 | -1,548,356 |
| TWN | 85 | -768,712 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 40 | -7,832,140 |
| 0 | 1 | 0 | |
| 1 | 25 | 4,045,466 | |
| CHN | -1 | 341 | -32,340,956 |
| 0 | 14 | 0 | |
| 1 | 303 | 31,309,600 | |
| HKG | -1 | 39 | -5,950,362 |
| 0 | 1 | 0 | |
| 1 | 51 | 9,109,764 | |
| IDN | 1 | 7 | 2,000,297 |
| JPN | -1 | 131 | -18,179,528 |
| 0 | 3 | 0 | |
| 1 | 104 | 19,140,439 | |
| MYS | 1 | 8 | 1,902,109 |
| NZL | -1 | 2 | -726,947 |
| PHL | -1 | 1 | -625,939 |
| SGP | -1 | 9 | -2,223,668 |
| 1 | 1 | 17,799 | |
| THA | -1 | 13 | -2,583,316 |
| 0 | 9 | 0 | |
| 1 | 4 | 1,034,960 | |
| TWN | -1 | 51 | -6,926,090 |
| 0 | 1 | 0 | |
| 1 | 33 | 6,157,378 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 40 | -7,832,140 | -7,832,140 | -2,858,093 | 0.48 | 751,394 |
| 0 | 1 | 0 | 0 | 0 | -0.04 | 0 | |
| 1 | 25 | 4,045,466 | 4,045,466 | 1,182,463 | 0.36 | 42,409 | |
| CHN | -1 | 341 | -32,340,956 | -32,340,956 | -42,570,822 | 1.45 | 2,985,531 |
| 0 | 14 | 0 | 0 | 0 | 1.65 | 0 | |
| 1 | 303 | 31,309,600 | 31,309,600 | 37,317,411 | 1.31 | 3,315,710 | |
| HKG | -1 | 39 | -5,950,362 | -5,950,362 | -6,988,453 | 1.36 | 56,049 |
| 0 | 1 | 0 | 0 | 0 | -0.00 | 0 | |
| 1 | 51 | 9,109,764 | 9,109,764 | 12,363,577 | 1.55 | 1,697,365 | |
| IDN | 1 | 7 | 2,000,297 | 2,000,297 | 312,308 | 0.00 | 91,692 |
| JPN | -1 | 131 | -18,179,528 | -18,179,528 | -11,147,466 | 0.67 | 720,291 |
| 0 | 3 | 0 | 0 | 0 | 0.49 | 0 | |
| 1 | 104 | 19,140,439 | 19,140,439 | 12,217,996 | 0.69 | 1,594,179 | |
| MYS | 1 | 8 | 1,902,109 | 1,902,109 | 535,454 | 0.30 | 32,838 |
| NZL | -1 | 2 | -726,947 | -726,947 | 9,131 | -0.08 | 115,290 |
| PHL | -1 | 1 | -625,939 | -625,939 | -172,838 | 0.28 | 79,754 |
| SGP | -1 | 9 | -2,223,668 | -2,223,668 | -821,804 | 0.37 | 177,809 |
| 1 | 1 | 17,799 | 17,799 | 4,106 | 0.23 | 15 | |
| THA | -1 | 13 | -2,583,316 | -2,583,316 | -570,916 | 0.33 | 455,173 |
| 0 | 9 | 0 | 0 | 0 | 0.24 | 0 | |
| 1 | 4 | 1,034,960 | 1,034,960 | 164,244 | 0.38 | 66,566 | |
| TWN | -1 | 51 | -6,926,090 | -6,926,090 | -3,725,169 | 0.59 | 382,730 |
| 0 | 1 | 0 | 0 | 0 | 0.64 | 0 | |
| 1 | 33 | 6,157,378 | 6,157,378 | 3,916,633 | 0.71 | 494,370 |