| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 628 | -78,527,841 |
| 0 | 19 | 0 | |
| 1 | 536 | 77,164,384 |
| target_notional | |
|---|---|
| target_notional | -1,363,457 |
| rawBeta_notional | target_notional | alpha_notional | target_notional_abs | beta_percentage | delta_percentage | alpha_percentage | |
|---|---|---|---|---|---|---|---|
| intgt | |||||||
| True | 799,390 | -1,363,457 | 13,171,759 | 155,692,225 | 0.005 | -0.009 | 0.085 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -68,361,846 |
| 0 | 0 |
| 1 | 69,161,236 |
| alpha_notional | |
|---|---|
| alpha_notional | 13,171,759 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 5,677,502 |
| 0 | 0 |
| 1 | 7,494,257 |
| ct | target_notional | target_notional_abs | delta_percentage | gross_percentage | |
|---|---|---|---|---|---|
| RkdExchCtry | |||||
| AUS | 73 | -3,995,572 | 13,578,736 | -0.294 | 0.087 |
| CHN | 637 | 559,808 | 62,588,909 | 0.009 | 0.402 |
| HKG | 90 | 3,345,785 | 15,539,387 | 0.215 | 0.100 |
| IDN | 7 | 2,001,846 | 2,001,846 | 1.000 | 0.013 |
| JPN | 245 | 995,559 | 39,344,930 | 0.025 | 0.253 |
| MYS | 8 | 1,817,554 | 1,817,554 | 1.000 | 0.012 |
| NZL | 2 | -765,192 | 765,192 | -1.000 | 0.005 |
| PHL | 1 | -625,360 | 625,360 | -1.000 | 0.004 |
| SGP | 10 | -2,305,673 | 2,362,419 | -0.976 | 0.015 |
| THA | 21 | -1,806,460 | 3,817,616 | -0.473 | 0.025 |
| TWN | 89 | -585,753 | 13,250,274 | -0.044 | 0.085 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 47 | -8,787,154 |
| 1 | 26 | 4,791,582 | |
| CHN | -1 | 334 | -31,014,550 |
| 1 | 303 | 31,574,359 | |
| HKG | -1 | 39 | -6,096,801 |
| 1 | 51 | 9,442,586 | |
| IDN | 1 | 7 | 2,001,846 |
| JPN | -1 | 131 | -19,174,686 |
| 0 | 12 | 0 | |
| 1 | 102 | 20,170,245 | |
| MYS | 0 | 1 | 0 |
| 1 | 7 | 1,817,554 | |
| NZL | -1 | 2 | -765,192 |
| PHL | -1 | 1 | -625,360 |
| SGP | -1 | 9 | -2,334,046 |
| 1 | 1 | 28,373 | |
| THA | -1 | 14 | -2,812,038 |
| 0 | 3 | 0 | |
| 1 | 4 | 1,005,578 | |
| TWN | -1 | 51 | -6,918,014 |
| 0 | 3 | 0 | |
| 1 | 35 | 6,332,260 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 47 | -8,787,154 | -8,787,154 | -3,590,670 | 0.53 | 848,694 |
| 1 | 26 | 4,791,582 | 4,791,582 | 1,295,111 | 0.34 | 41,947 | |
| CHN | -1 | 334 | -31,014,550 | -31,014,550 | -40,097,168 | 1.45 | 2,668,544 |
| 1 | 303 | 31,574,359 | 31,574,359 | 37,283,231 | 1.31 | 3,203,767 | |
| HKG | -1 | 39 | -6,096,801 | -6,096,801 | -7,165,821 | 1.36 | 69,676 |
| 1 | 51 | 9,442,586 | 9,442,586 | 12,814,919 | 1.55 | 1,636,727 | |
| IDN | 1 | 7 | 2,001,846 | 2,001,846 | 315,579 | 0.00 | 110,127 |
| JPN | -1 | 131 | -19,174,686 | -19,174,686 | -12,081,860 | 0.69 | 813,856 |
| 0 | 12 | 0 | 0 | 0 | 0.67 | 0 | |
| 1 | 102 | 20,170,245 | 20,170,245 | 12,789,182 | 0.67 | 1,850,116 | |
| MYS | 0 | 1 | 0 | 0 | 0 | 0.38 | 0 |
| 1 | 7 | 1,817,554 | 1,817,554 | 502,697 | 0.29 | 25,233 | |
| NZL | -1 | 2 | -765,192 | -765,192 | 15,750 | -0.08 | 124,966 |
| PHL | -1 | 1 | -625,360 | -625,360 | -172,678 | 0.28 | 90,698 |
| SGP | -1 | 9 | -2,334,046 | -2,334,046 | -862,296 | 0.37 | 170,593 |
| 1 | 1 | 28,373 | 28,373 | 6,545 | 0.23 | 148 | |
| THA | -1 | 14 | -2,812,038 | -2,812,038 | -653,800 | 0.34 | 528,252 |
| 0 | 3 | 0 | 0 | 0 | 0.19 | 0 | |
| 1 | 4 | 1,005,578 | 1,005,578 | 144,967 | 0.38 | 65,129 | |
| TWN | -1 | 51 | -6,918,014 | -6,918,014 | -3,753,303 | 0.60 | 362,223 |
| 0 | 3 | 0 | 0 | 0 | 0.57 | 0 | |
| 1 | 35 | 6,332,260 | 6,332,260 | 4,009,005 | 0.70 | 561,063 |