| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 679 | -88,138,725 |
| 0 | 26 | 0 | |
| 1 | 575 | 84,707,637 |
| target_notional | |
|---|---|
| target_notional | -3,431,088 |
| rawBeta_notional | target_notional | alpha_notional | target_notional_abs | beta_percentage | delta_percentage | alpha_percentage | |
|---|---|---|---|---|---|---|---|
| intgt | |||||||
| True | -1,503,260 | -3,431,088 | 14,943,656 | 172,846,362 | -0.009 | -0.020 | 0.086 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -79,598,625 |
| 0 | 0 |
| 1 | 78,095,365 |
| alpha_notional | |
|---|---|
| alpha_notional | 14,943,656 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 6,600,709 |
| 0 | 0 |
| 1 | 8,342,947 |
| ct | target_notional | target_notional_abs | delta_percentage | gross_percentage | |
|---|---|---|---|---|---|
| RkdExchCtry | |||||
| AUS | 76 | -4,290,616 | 14,593,308 | -0.294 | 0.084 |
| CHN | 738 | -1,537,488 | 77,052,187 | -0.020 | 0.446 |
| HKG | 98 | 3,122,881 | 16,495,877 | 0.189 | 0.095 |
| IDN | 7 | 2,008,832 | 2,008,832 | 1.000 | 0.012 |
| JPN | 233 | 983,277 | 39,326,729 | 0.025 | 0.228 |
| MYS | 8 | 2,103,141 | 2,103,141 | 1.000 | 0.012 |
| NZL | 2 | -822,213 | 822,213 | -1.000 | 0.005 |
| PHL | 1 | -615,233 | 615,233 | -1.000 | 0.004 |
| SGP | 10 | -2,361,980 | 2,455,069 | -0.962 | 0.014 |
| THA | 19 | -1,837,897 | 3,878,166 | -0.474 | 0.022 |
| TWN | 88 | -183,792 | 13,495,608 | -0.014 | 0.078 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 48 | -9,441,962 |
| 0 | 1 | 0 | |
| 1 | 27 | 5,151,346 | |
| CHN | -1 | 379 | -39,294,838 |
| 0 | 22 | 0 | |
| 1 | 337 | 37,757,350 | |
| HKG | -1 | 44 | -6,686,498 |
| 0 | 1 | 0 | |
| 1 | 53 | 9,809,379 | |
| IDN | 1 | 7 | 2,008,832 |
| JPN | -1 | 131 | -19,171,726 |
| 1 | 102 | 20,155,003 | |
| MYS | 1 | 8 | 2,103,141 |
| NZL | -1 | 2 | -822,213 |
| PHL | -1 | 1 | -615,233 |
| SGP | -1 | 9 | -2,408,524 |
| 1 | 1 | 46,545 | |
| THA | -1 | 15 | -2,858,032 |
| 1 | 4 | 1,020,134 | |
| TWN | -1 | 50 | -6,839,700 |
| 0 | 2 | 0 | |
| 1 | 36 | 6,655,908 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 48 | -9,441,962 | -9,441,962 | -3,993,177 | 0.53 | 983,997 |
| 0 | 1 | 0 | 0 | 0 | 0.13 | 0 | |
| 1 | 27 | 5,151,346 | 5,151,346 | 1,348,288 | 0.36 | 25,794 | |
| CHN | -1 | 379 | -39,294,838 | -39,294,838 | -50,041,499 | 1.43 | 3,196,524 |
| 0 | 22 | 0 | 0 | 0 | 1.46 | 0 | |
| 1 | 337 | 37,757,350 | 37,757,350 | 45,441,579 | 1.32 | 4,276,989 | |
| HKG | -1 | 44 | -6,686,498 | -6,686,498 | -8,074,787 | 1.32 | 85,047 |
| 0 | 1 | 0 | 0 | 0 | 2.97 | 0 | |
| 1 | 53 | 9,809,379 | 9,809,379 | 13,221,363 | 1.52 | 1,701,612 | |
| IDN | 1 | 7 | 2,008,832 | 2,008,832 | 316,611 | 0.00 | 99,571 |
| JPN | -1 | 131 | -19,171,726 | -19,171,726 | -12,109,217 | 0.69 | 964,328 |
| 1 | 102 | 20,155,003 | 20,155,003 | 12,795,386 | 0.67 | 1,594,849 | |
| MYS | 1 | 8 | 2,103,141 | 2,103,141 | 523,367 | 0.27 | 53,612 |
| NZL | -1 | 2 | -822,213 | -822,213 | 18,818 | -0.08 | 144,676 |
| PHL | -1 | 1 | -615,233 | -615,233 | -169,882 | 0.28 | 105,303 |
| SGP | -1 | 9 | -2,408,524 | -2,408,524 | -896,603 | 0.37 | 168,139 |
| 1 | 1 | 46,545 | 46,545 | 10,737 | 0.23 | 281 | |
| THA | -1 | 15 | -2,858,032 | -2,858,032 | -658,517 | 0.33 | 565,408 |
| 1 | 4 | 1,020,134 | 1,020,134 | 147,820 | 0.38 | 55,518 | |
| TWN | -1 | 50 | -6,839,700 | -6,839,700 | -3,673,761 | 0.59 | 387,287 |
| 0 | 2 | 0 | 0 | 0 | 0.84 | 0 | |
| 1 | 36 | 6,655,908 | 6,655,908 | 4,290,214 | 0.71 | 534,720 |