| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 627 | -76,361,064 |
| 0 | 29 | 0 | |
| 1 | 536 | 74,469,316 |
| target_notional | |
|---|---|
| target_notional | -1,891,748 |
| rawBeta_notional | target_notional | alpha_notional | target_notional_abs | beta_percentage | delta_percentage | alpha_percentage | |
|---|---|---|---|---|---|---|---|
| intgt | |||||||
| True | 291,442 | -1,891,748 | 12,908,246 | 150,830,379 | 0.002 | -0.013 | 0.086 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -67,519,852 |
| 0 | 0 |
| 1 | 67,811,294 |
| alpha_notional | |
|---|---|
| alpha_notional | 12,908,246 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 5,604,653 |
| 0 | 0 |
| 1 | 7,303,593 |
| ct | target_notional | target_notional_abs | delta_percentage | gross_percentage | |
|---|---|---|---|---|---|
| RkdExchCtry | |||||
| AUS | 66 | -3,770,393 | 11,826,537 | -0.319 | 0.078 |
| CHN | 658 | -283,032 | 62,717,846 | -0.005 | 0.416 |
| HKG | 91 | 3,161,150 | 15,068,459 | 0.210 | 0.100 |
| IDN | 7 | 2,003,499 | 2,003,499 | 1.000 | 0.013 |
| JPN | 238 | 953,799 | 37,043,754 | 0.026 | 0.246 |
| MYS | 8 | 1,903,885 | 1,903,885 | 1.000 | 0.013 |
| NZL | 2 | -718,087 | 718,087 | -1.000 | 0.005 |
| PHL | 1 | -622,805 | 622,805 | -1.000 | 0.004 |
| SGP | 10 | -2,201,481 | 2,237,009 | -0.984 | 0.015 |
| THA | 26 | -1,550,666 | 3,623,674 | -0.428 | 0.024 |
| TWN | 85 | -767,617 | 13,064,824 | -0.059 | 0.087 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 40 | -7,798,465 |
| 0 | 1 | 0 | |
| 1 | 25 | 4,028,072 | |
| CHN | -1 | 341 | -31,500,439 |
| 0 | 14 | 0 | |
| 1 | 303 | 31,217,407 | |
| HKG | -1 | 39 | -5,953,655 |
| 0 | 1 | 0 | |
| 1 | 51 | 9,114,805 | |
| IDN | 1 | 7 | 2,003,499 |
| JPN | -1 | 131 | -18,044,977 |
| 0 | 3 | 0 | |
| 1 | 104 | 18,998,777 | |
| MYS | 1 | 8 | 1,903,885 |
| NZL | -1 | 2 | -718,087 |
| PHL | -1 | 1 | -622,805 |
| SGP | -1 | 9 | -2,219,245 |
| 1 | 1 | 17,764 | |
| THA | -1 | 13 | -2,587,170 |
| 0 | 9 | 0 | |
| 1 | 4 | 1,036,504 | |
| TWN | -1 | 51 | -6,916,220 |
| 0 | 1 | 0 | |
| 1 | 33 | 6,148,603 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 40 | -7,798,465 | -7,798,465 | -2,845,805 | 0.48 | 738,554 |
| 0 | 1 | 0 | 0 | 0 | -0.04 | 0 | |
| 1 | 25 | 4,028,072 | 4,028,072 | 1,177,379 | 0.36 | 43,831 | |
| CHN | -1 | 341 | -31,500,439 | -31,500,439 | -41,342,015 | 1.45 | 2,873,806 |
| 0 | 14 | 0 | 0 | 0 | 1.65 | 0 | |
| 1 | 303 | 31,217,407 | 31,217,407 | 37,207,528 | 1.31 | 3,301,817 | |
| HKG | -1 | 39 | -5,953,655 | -5,953,655 | -6,992,320 | 1.36 | 60,353 |
| 0 | 1 | 0 | 0 | 0 | -0.00 | 0 | |
| 1 | 51 | 9,114,805 | 9,114,805 | 12,370,418 | 1.55 | 1,708,399 | |
| IDN | 1 | 7 | 2,003,499 | 2,003,499 | 312,808 | 0.00 | 87,436 |
| JPN | -1 | 131 | -18,044,977 | -18,044,977 | -11,064,962 | 0.67 | 719,760 |
| 0 | 3 | 0 | 0 | 0 | 0.49 | 0 | |
| 1 | 104 | 18,998,777 | 18,998,777 | 12,127,568 | 0.69 | 1,573,974 | |
| MYS | 1 | 8 | 1,903,885 | 1,903,885 | 535,955 | 0.30 | 30,437 |
| NZL | -1 | 2 | -718,087 | -718,087 | 9,020 | -0.08 | 112,813 |
| PHL | -1 | 1 | -622,805 | -622,805 | -171,973 | 0.28 | 77,233 |
| SGP | -1 | 9 | -2,219,245 | -2,219,245 | -820,169 | 0.37 | 177,295 |
| 1 | 1 | 17,764 | 17,764 | 4,098 | 0.23 | 38 | |
| THA | -1 | 13 | -2,587,170 | -2,587,170 | -571,768 | 0.33 | 454,508 |
| 0 | 9 | 0 | 0 | 0 | 0.24 | 0 | |
| 1 | 4 | 1,036,504 | 1,036,504 | 164,489 | 0.38 | 68,657 | |
| TWN | -1 | 51 | -6,916,220 | -6,916,220 | -3,719,861 | 0.59 | 390,330 |
| 0 | 1 | 0 | 0 | 0 | 0.64 | 0 | |
| 1 | 33 | 6,148,603 | 6,148,603 | 3,911,052 | 0.71 | 489,004 |