| ct | target_notional | ||
|---|---|---|---|
| intgt | pos_sign | ||
| True | -1 | 367 | -16,424,294 |
| 0 | 46 | 0 | |
| 1 | 245 | 16,393,295 |
| target_notional | |
|---|---|
| target_notional | -30,998 |
| rawBeta_notional | |
|---|---|
| rawBeta_notional | 584,150 |
| rawBeta_notional | |
|---|---|
| pos_sign | |
| -1 | -15,880,340 |
| 0 | 0 |
| 1 | 16,464,490 |
| alpha_notional | |
|---|---|
| alpha_notional | 3,469,912 |
| alpha_notional | |
|---|---|
| pos_sign | |
| -1 | 1,671,780 |
| 0 | 0 |
| 1 | 1,798,132 |
| ct | target_notional | |
|---|---|---|
| RkdExchCtry | ||
| AUS | 19 | 524,781 |
| CHN | 394 | -1,017,270 |
| HKG | 36 | 424,895 |
| IDN | 5 | 416,908 |
| JPN | 99 | -778,814 |
| MYS | 8 | 567,987 |
| NZL | 2 | -157,221 |
| PHL | 2 | -174,447 |
| SGP | 6 | -485,055 |
| THA | 17 | 254,117 |
| TWN | 70 | 393,119 |
| ct | target_notional | ||
|---|---|---|---|
| RkdExchCtry | pos_sign | ||
| AUS | -1 | 8 | -360,183 |
| 0 | 3 | 0 | |
| 1 | 8 | 884,965 | |
| CHN | -1 | 229 | -9,784,111 |
| 0 | 13 | 0 | |
| 1 | 152 | 8,766,841 | |
| HKG | -1 | 14 | -1,145,955 |
| 0 | 1 | 0 | |
| 1 | 21 | 1,570,850 | |
| IDN | 1 | 5 | 416,908 |
| JPN | -1 | 57 | -2,926,935 |
| 0 | 17 | 0 | |
| 1 | 25 | 2,148,121 | |
| MYS | 0 | 2 | 0 |
| 1 | 6 | 567,987 | |
| NZL | -1 | 1 | -157,221 |
| 0 | 1 | 0 | |
| PHL | -1 | 1 | -174,447 |
| 0 | 1 | 0 | |
| SGP | -1 | 6 | -485,055 |
| THA | -1 | 10 | -169,170 |
| 0 | 1 | 0 | |
| 1 | 6 | 423,287 | |
| TWN | -1 | 41 | -1,221,217 |
| 0 | 7 | 0 | |
| 1 | 22 | 1,614,336 |
| ct | net_notional | gross_notional | net_beta | abeta | net_alpha | ||
|---|---|---|---|---|---|---|---|
| RkdExchCtry | pos_sign | ||||||
| AUS | -1 | 8 | -360,183 | -360,183 | -150,385 | 0.71 | 36,310 |
| 0 | 3 | 0 | 0 | 0 | 0.48 | 0 | |
| 1 | 8 | 884,965 | 884,965 | 317,851 | 0.40 | 131,115 | |
| CHN | -1 | 229 | -9,784,111 | -9,784,111 | -10,695,360 | 1.24 | 1,305,379 |
| 0 | 13 | 0 | 0 | 0 | 1.26 | 0 | |
| 1 | 152 | 8,766,841 | 8,766,841 | 10,715,920 | 1.35 | 639,923 | |
| HKG | -1 | 14 | -1,145,955 | -1,145,955 | -1,118,348 | 1.07 | 53,272 |
| 0 | 1 | 0 | 0 | 0 | 1.77 | 0 | |
| 1 | 21 | 1,570,850 | 1,570,850 | 1,962,324 | 1.45 | 335,735 | |
| IDN | 1 | 5 | 416,908 | 416,908 | 108,167 | 0.45 | 33,490 |
| JPN | -1 | 57 | -2,926,935 | -2,926,935 | -2,561,344 | 1.01 | 102,636 |
| 0 | 17 | 0 | 0 | 0 | 1.04 | 0 | |
| 1 | 25 | 2,148,121 | 2,148,121 | 1,681,716 | 0.75 | 310,021 | |
| MYS | 0 | 2 | 0 | 0 | 0 | 0.55 | 0 |
| 1 | 6 | 567,987 | 567,987 | 106,727 | 0.18 | 65,136 | |
| NZL | -1 | 1 | -157,221 | -157,221 | -20,259 | 0.13 | 22,321 |
| 0 | 1 | 0 | 0 | 0 | -0.02 | 0 | |
| PHL | -1 | 1 | -174,447 | -174,447 | -65,446 | 0.38 | 24,716 |
| 0 | 1 | 0 | 0 | 0 | 0.53 | 0 | |
| SGP | -1 | 6 | -485,055 | -485,055 | -301,930 | 0.61 | 37,999 |
| THA | -1 | 10 | -169,170 | -169,170 | -100,602 | 0.56 | 8,166 |
| 0 | 1 | 0 | 0 | 0 | 0.27 | 0 | |
| 1 | 6 | 423,287 | 423,287 | 116,743 | 0.43 | 55,566 | |
| TWN | -1 | 41 | -1,221,217 | -1,221,217 | -866,667 | 0.78 | 80,982 |
| 0 | 7 | 0 | 0 | 0 | 0.55 | 0 | |
| 1 | 22 | 1,614,336 | 1,614,336 | 1,455,044 | 0.82 | 227,147 |