| total_baffa | baffa_notional_abs | position_count | gross_notional | baffa_percentage | |
|---|---|---|---|---|---|
| 1 | -444,519 | 16,061,700 | 105 | 212,471,393 | -0.002 |
| ric | assetKey | quoteCountry | rawBeta | alpha_decile | alpha | mktcap | alpha_sign | pos_sign | postOptWeights | target_contracts | priceCloseUSD | target_notional | target_notional_abs | baffa | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 3019.TW | @ASIAO7 | TW | 0.451836 | 3.0 | -0.028 | 1,340 | -1.0 | 1 | 0.001647 | 16,000 | 5.453326 | 87,253 | 87,253 | -2,403 |
| 10 | 0291.HK | @CHINA288 | HK | 2.122818 | 7.0 | 0.097 | 5,076 | 1.0 | -1 | 0.000000 | -1,000 | 3.259491 | -3,259 | 3,259 | -316 |
| 11 | 2380.HK | @CHINA318 | HK | 0.549769 | 4.0 | 0.043 | 1,779 | 1.0 | 0 | 0.000000 | 0 | 0.399384 | 0 | 0 | 0 |
| 40 | MGR.AX | @MIRVA2 | AU | 0.043791 | 5.0 | -0.050 | 4,711 | -1.0 | 1 | 0.006906 | 306,459 | 1.193845 | 365,864 | 365,864 | -18,456 |
| 65 | 2382.HK | @SUNNY10 | HK | 2.103061 | 3.0 | 0.026 | 6,337 | 1.0 | -1 | -0.000854 | -5,000 | 9.044119 | -45,221 | 45,221 | -1,195 |
| 69 | TLKM.JK | @TELEK12 | ID | -0.035423 | 2.0 | -0.012 | 16,536 | -1.0 | 1 | 0.003098 | 983,200 | 0.166923 | 164,119 | 164,119 | -1,970 |
| 70 | TLMM.KL | @TELEK13 | MY | 0.127425 | 2.0 | -0.017 | 5,836 | -1.0 | 1 | 0.010465 | 364,600 | 1.520742 | 554,463 | 554,463 | -9,671 |
| 73 | 9001.T | @TOBUR1 | JP | 0.249918 | 4.0 | -0.038 | 3,269 | -1.0 | 1 | 0.008710 | 28,400 | 16.247979 | 461,443 | 461,443 | -17,725 |
| 93 | 0267.HK | @CITIC10 | HK | 1.385219 | 4.0 | 0.046 | 9,259 | 1.0 | -1 | -0.007053 | -317,000 | 1.178828 | -373,688 | 373,688 | -17,073 |
| 97 | 2222.T | @KOTOB1 | JP | 0.826581 | 3.0 | -0.029 | 1,526 | -1.0 | 1 | 0.003883 | 14,900 | 13.805556 | 205,703 | 205,703 | -5,922 |
| 98 | 2871.T | @NICHI31 | JP | 0.100476 | 2.0 | -0.018 | 3,391 | -1.0 | 1 | 0.010163 | 20,400 | 26.394651 | 538,451 | 538,451 | -9,571 |
| 108 | 5333.T | @NGKIN2 | JP | 0.568351 | 1.0 | -0.002 | 3,979 | -1.0 | 1 | 0.007414 | 30,800 | 12.753824 | 392,818 | 392,818 | -867 |
| 113 | 4194.T | @VISIO77 | JP | 0.204375 | 1.0 | -0.008 | 2,016 | -1.0 | 1 | 0.000671 | 700 | 50.793547 | 35,555 | 35,555 | -285 |
| 114 | 2212.T | @YAMAZ1 | JP | 0.346054 | 1.0 | -0.006 | 3,533 | -1.0 | 1 | 0.002358 | 6,700 | 18.649221 | 124,950 | 124,950 | -804 |
| 127 | 9888.HK | @BAIDU10 | HK | 1.766970 | 9.0 | 0.140 | 24,620 | 1.0 | -1 | -0.001192 | -5,850 | 10.796257 | -63,158 | 63,158 | -8,848 |
| 131 | ANTM.JK | @ANEKA4 | ID | 0.572663 | 1.0 | -0.005 | 790 | -1.0 | 1 | 0.002060 | 1,161,900 | 0.093933 | 109,141 | 109,141 | -560 |
| 136 | 1378.HK | @CHINA1377 | HK | 1.564973 | 6.0 | 0.069 | 4,248 | 1.0 | -1 | -0.001227 | -43,500 | 1.494470 | -65,009 | 65,009 | -4,472 |
| 142 | 2883.HK | @CHINA258 | HK | 0.897448 | 3.0 | 0.026 | 1,605 | 1.0 | -1 | -0.000937 | -56,000 | 0.886375 | -49,637 | 49,637 | -1,293 |
| 147 | 2367.HK | @GIANT18 | HK | 1.749374 | 7.0 | 0.090 | 6,531 | 1.0 | -1 | -0.001007 | -8,400 | 6.351498 | -53,353 | 53,353 | -4,784 |
| 150 | 0921.HK | @GUANG52 | HK | 1.682585 | 4.0 | 0.044 | 1,059 | 1.0 | -1 | -0.000238 | -4,000 | 3.156423 | -12,626 | 12,626 | -555 |
| 152 | HLBB.KL | @HONGL12 | MY | 0.069005 | 2.0 | -0.012 | 3,762 | -1.0 | 0 | -0.000000 | 0 | 4.566700 | 0 | 0 | -0 |
| 158 | PMET.KL | @PRESS18 | MY | 0.492073 | 4.0 | -0.042 | 5,947 | -1.0 | 1 | 0.002595 | 125,700 | 1.093593 | 137,465 | 137,465 | -5,745 |
| 165 | 0780.HK | @TONGC1 | HK | 1.693760 | 3.0 | 0.031 | 3,063 | 1.0 | -1 | -0.000723 | -16,000 | 2.393729 | -38,300 | 38,300 | -1,195 |
| 168 | 2400.HK | @XDINC1 | HK | 1.898854 | 2.0 | 0.015 | 1,553 | 1.0 | -1 | -0.001349 | -22,600 | 3.162866 | -71,481 | 71,481 | -1,064 |
| 170 | 4088.T | @AIRWA2 | JP | 0.490636 | 3.0 | -0.030 | 2,790 | -1.0 | 1 | 0.006601 | 28,800 | 12.142426 | 349,702 | 349,702 | -10,363 |
| 173 | 4114.T | @NIPPO49 | JP | 0.438930 | 1.0 | -0.008 | 1,893 | -1.0 | 1 | 0.010511 | 45,900 | 12.132923 | 556,901 | 556,901 | -4,229 |
| 175 | 8227.T | @SHIMA7 | JP | 0.181073 | 1.0 | -0.001 | 2,845 | -1.0 | 1 | 0.003478 | 3,300 | 55.843124 | 184,282 | 184,282 | -113 |
| 176 | 4203.T | @SUMIT28 | JP | 0.821738 | 3.0 | -0.028 | 1,956 | -1.0 | 1 | 0.001158 | 2,500 | 24.544618 | 61,362 | 61,362 | -1,744 |
| 181 | 6028.T | @TECHN181 | JP | 0.271993 | 2.0 | -0.011 | 1,997 | -1.0 | 1 | 0.003933 | 11,100 | 18.772768 | 208,378 | 208,378 | -2,350 |
| 195 | STO.AX | @SANTO10 | AU | 0.100953 | 5.0 | -0.052 | 13,450 | -1.0 | 1 | 0.010078 | 128,934 | 4.141148 | 533,935 | 533,935 | -27,903 |
| 198 | 4403.T | @NOFCO2 | JP | 0.658263 | 3.0 | -0.028 | 3,390 | -1.0 | 1 | 0.007993 | 30,300 | 13.976620 | 423,492 | 423,492 | -11,739 |
| 209 | 1109.HK | @CHINA182 | HK | 2.142348 | 9.0 | 0.173 | 8,287 | 1.0 | -1 | 0.000000 | -1,500 | 2.905198 | -4,358 | 4,358 | -756 |
| 221 | 6618.HK | @JDHEA1 | HK | 2.277731 | 3.0 | 0.025 | 3,835 | 1.0 | -1 | -0.002479 | -36,150 | 3.633107 | -131,337 | 131,337 | -3,317 |
| 222 | 2801.T | @KIKKO2 | JP | 0.445511 | 2.0 | -0.011 | 10,825 | -1.0 | 1 | 0.002508 | 11,900 | 11.166724 | 132,884 | 132,884 | -1,514 |
| 237 | 3407.T | @ASAHI19 | JP | 0.443274 | 4.0 | -0.035 | 9,648 | -1.0 | 1 | 0.001019 | 7,800 | 6.921785 | 53,990 | 53,990 | -1,866 |
| 238 | 8593.T | @DIAMO14 | JP | 0.399621 | 3.0 | -0.025 | 7,941 | -1.0 | 1 | 0.018442 | 148,000 | 6.601831 | 977,071 | 977,071 | -24,650 |
| 245 | 9433.T | @KDDIC3 | JP | -0.008693 | 1.0 | -0.006 | 52,513 | -1.0 | 1 | 0.007838 | 13,000 | 31.944750 | 415,282 | 415,282 | -2,483 |
| 249 | 2891.TW | @CHINA244 | TW | 0.413924 | 3.0 | 0.034 | 23,581 | 1.0 | -1 | -0.012885 | -568,000 | 1.201864 | -682,659 | 682,659 | -23,359 |
| 251 | 9022.T | @CENTR72 | JP | 0.209127 | 3.0 | -0.026 | 19,349 | -1.0 | 1 | 0.016878 | 47,600 | 18.785439 | 894,187 | 894,187 | -22,929 |
| 253 | RHC.AX | @RAMSA1 | AU | 0.353475 | 2.0 | -0.020 | 3,984 | -1.0 | 0 | 0.000000 | 0 | 21.103690 | 0 | 0 | -0 |
| 263 | 4021.T | @NISSA12 | JP | 0.320940 | 5.0 | -0.058 | 4,321 | -1.0 | 1 | 0.000829 | 1,400 | 31.355528 | 43,898 | 43,898 | -2,546 |
| 267 | 8410.T | @SEVEN15 | JP | 0.323848 | 1.0 | -0.005 | 1,444 | -1.0 | 1 | 0.009069 | 243,300 | 1.974847 | 480,480 | 480,480 | -2,387 |
| 274 | 1833.HK | @PAGOO1 | HK | 2.283275 | 4.0 | 0.038 | 481 | 1.0 | -1 | -0.001318 | -86,000 | 0.811652 | -69,802 | 69,802 | -2,656 |
| 280 | 9901.HK | @NEWOR8 | HK | 1.228476 | 2.0 | 0.013 | 9,573 | 1.0 | -1 | -0.001420 | -12,000 | 6.267754 | -75,213 | 75,213 | -1,003 |
| 301 | 2269.HK | @WUXIB5 | HK | 2.728915 | 4.0 | 0.044 | 8,060 | 1.0 | -1 | 0.000000 | -4,000 | 2.282932 | -9,132 | 9,132 | -400 |
| 305 | REA.AX | @REALE5 | AU | 0.465248 | 1.0 | -0.001 | 7,529 | -1.0 | 1 | 0.000971 | 352 | 146.127806 | 51,437 | 51,437 | -71 |
| 308 | 6862.HK | @HAIDI1 | HK | 2.159184 | 9.0 | 0.147 | 7,569 | 1.0 | -1 | -0.000754 | -20,000 | 1.996921 | -39,938 | 39,938 | -5,886 |
| 325 | 7735.T | @DAINI14 | JP | 0.787246 | 1.0 | -0.001 | 6,108 | -1.0 | 1 | 0.000794 | 700 | 60.126077 | 42,088 | 42,088 | -40 |
| 327 | 0902.HK | @HUANE3 | HK | 0.642225 | 1.0 | 0.011 | 2,239 | 1.0 | -1 | -0.000661 | -64,000 | 0.547543 | -35,043 | 35,043 | -374 |
| 330 | 4516.T | @NIPPO92 | JP | 0.777114 | 2.0 | -0.015 | 1,775 | -1.0 | 1 | 0.000286 | 600 | 25.273227 | 15,164 | 15,164 | -226 |
| 331 | 4528.T | @ONOPH2 | JP | 0.385988 | 2.0 | -0.013 | 5,164 | -1.0 | 1 | 0.002346 | 12,000 | 10.355751 | 124,269 | 124,269 | -1,616 |
| 338 | GMG.AX | @MACQU55 | AU | 0.337262 | 5.0 | -0.049 | 43,230 | -1.0 | 1 | 0.001739 | 4,075 | 22.614645 | 92,155 | 92,155 | -4,527 |
| 352 | 2897.T | @NISSI10 | JP | 0.303491 | 4.0 | -0.035 | 5,937 | -1.0 | 1 | 0.000411 | 900 | 24.221496 | 21,799 | 21,799 | -763 |
| 378 | 8331.T | @CHIBA1 | JP | 0.783261 | 1.0 | -0.009 | 6,317 | -1.0 | 1 | 0.000205 | 1,400 | 7.745430 | 10,844 | 10,844 | -96 |
| 394 | 1398.HK | @INDUS124 | HK | 0.573271 | 6.0 | 0.070 | 57,811 | 1.0 | -1 | -0.004702 | -374,000 | 0.666070 | -249,110 | 249,110 | -17,413 |
| 404 | 9024.T | @SEIBU5 | JP | -0.036779 | 3.0 | -0.029 | 5,522 | -1.0 | 1 | 0.000460 | 1,200 | 20.325022 | 24,390 | 24,390 | -705 |
| 416 | 1044.HK | @HENGA2 | HK | 1.059711 | 2.0 | 0.017 | 3,361 | 1.0 | -1 | -0.001310 | -24,000 | 2.892314 | -69,416 | 69,416 | -1,153 |
| 420 | 2233.HK | @WESTC16 | HK | 1.526634 | 2.0 | 0.016 | 844 | 1.0 | -1 | -0.000362 | -88,000 | 0.217729 | -19,160 | 19,160 | -312 |
| 423 | 0998.HK | @CHINA536 | HK | 0.636940 | 1.0 | 0.011 | 6,589 | 1.0 | -1 | -0.002533 | -194,000 | 0.691836 | -134,216 | 134,216 | -1,464 |
| 435 | 0914.HK | @ANHUI11 | HK | 1.562597 | 5.0 | 0.048 | 2,999 | 1.0 | -1 | -0.000191 | -4,000 | 2.535445 | -10,142 | 10,142 | -482 |
| 439 | 3328.HK | @BANKO15 | HK | 0.694194 | 3.0 | 0.029 | 28,869 | 1.0 | -1 | -0.000809 | -52,000 | 0.824535 | -42,876 | 42,876 | -1,237 |
| 441 | 1157.HK | @CHANG56 | HK | 1.764388 | 1.0 | 0.005 | 999 | 1.0 | -1 | 0.000000 | -10,000 | 0.717603 | -7,176 | 7,176 | -39 |
| 442 | 0956.HK | @CHINA1317 | HK | 1.110494 | 1.0 | 0.003 | 860 | 1.0 | -1 | 0.000000 | -12,000 | 0.467666 | -5,612 | 5,612 | -19 |
| 443 | 0390.HK | @CHINA710 | HK | 1.344047 | 4.0 | 0.035 | 2,152 | 1.0 | -1 | -0.000270 | -28,000 | 0.511469 | -14,321 | 14,321 | -502 |
| 444 | 3529.TWO | @EMEMO1 | TW | 1.216787 | 7.0 | 0.083 | 7,506 | 1.0 | 0 | 0.000000 | 0 | 100.536175 | 0 | 0 | 0 |
| 447 | 1658.HK | @PSBCA1 | HK | 0.739723 | 3.0 | 0.023 | 6,430 | 1.0 | -1 | -0.001245 | -112,000 | 0.588770 | -65,942 | 65,942 | -1,546 |
| 451 | 2313.HK | @SHENZ21 | HK | 1.164392 | 1.0 | 0.007 | 6,964 | 1.0 | -1 | -0.001206 | -8,000 | 7.987684 | -63,901 | 63,901 | -428 |
| 453 | 0168.HK | @TSING5 | HK | 1.925024 | 4.0 | 0.044 | 4,343 | 1.0 | 0 | 0.000000 | 0 | 7.053640 | 0 | 0 | 0 |
| 458 | 688639.SH | @ANHUI137 | CN | 1.927888 | 1.0 | 0.004 | 1,009 | 1.0 | -1 | 0.000000 | -78 | 4.392713 | -343 | 343 | -1 |
| 471 | 688166.SH | @BRIGH82 | CN | 2.138617 | 1.0 | 0.001 | 1,686 | 1.0 | -1 | 0.000000 | -27 | 4.246108 | -115 | 115 | -0 |
| 479 | 601916.SH | @CHINA2460 | CN | 0.653001 | 3.0 | 0.026 | 6,225 | 1.0 | -1 | -0.003880 | -505,200 | 0.406936 | -205,584 | 205,584 | -5,379 |
| 481 | 600026.SH | @CHINA337 | CN | 1.102658 | 3.0 | 0.033 | 2,162 | 1.0 | -1 | 0.000000 | -12 | 1.637334 | -20 | 20 | -1 |
| 483 | 601390.SH | @CHINA696 | CN | 0.990593 | 4.0 | 0.046 | 7,888 | 1.0 | -1 | 0.000000 | -99 | 0.893340 | -88 | 88 | -4 |
| 488 | 300919.ZK | @CNGRA1 | CN | 2.108468 | 1.0 | 0.001 | 2,354 | 1.0 | -1 | -0.001020 | -10,544 | 5.125746 | -54,046 | 54,046 | -81 |
| 489 | 002511.ZK | @CSPAP1 | CN | 1.565575 | 4.0 | 0.046 | 618 | 1.0 | -1 | -0.001428 | -79,200 | 0.954997 | -75,636 | 75,636 | -3,461 |
| 505 | 000690.ZK | @GUANG36 | CN | 0.969246 | 2.0 | 0.022 | 1,125 | 1.0 | -1 | 0.000000 | -10 | 0.630271 | -6 | 6 | -0 |
| 510 | 600570.SH | @HANGZ8 | CN | 2.108860 | 2.0 | 0.011 | 6,034 | 1.0 | -1 | 0.000000 | -80 | 4.032362 | -323 | 323 | -4 |
| 530 | 688017.SH | @LEADE63 | CN | 2.978505 | 5.0 | 0.060 | 2,589 | 1.0 | -1 | 0.000000 | -68 | 15.338872 | -1,043 | 1,043 | -63 |
| 549 | 300596.ZK | @RIANL1 | CN | 2.013000 | 2.0 | -0.013 | 687 | -1.0 | 0 | 0.000000 | 0 | 4.398195 | 0 | 0 | -0 |
| 561 | 688025.SH | @SHENZ288 | CN | 2.420866 | NaN | nan | 547 | NaN | 1 | -0.000000 | 85 | 6.695941 | 569 | 569 | nan |
| 577 | 601231.SH | @UNIVE294 | CN | 1.696486 | 4.0 | 0.037 | 1,168 | 1.0 | 0 | 0.000000 | 0 | 2.321041 | 0 | 0 | 0 |
| 597 | 002273.ZK | @ZHEJI84 | CN | 1.691766 | 4.0 | 0.039 | 3,834 | 1.0 | 0 | 0.000000 | 0 | 3.206159 | 0 | 0 | 0 |
| 598 | 000685.ZK | @ZHONG3 | CN | 1.103266 | 4.0 | 0.038 | 974 | 1.0 | -1 | -0.001989 | -81,400 | 1.294795 | -105,396 | 105,396 | -4,050 |
| 627 | 000544.ZK | @WHITE34 | CN | 1.189534 | 3.0 | 0.024 | 367 | 1.0 | -1 | -0.001335 | -58,200 | 1.215326 | -70,732 | 70,732 | -1,717 |
| 650 | 605499.SH | @EASTR12 | CN | 0.891358 | 3.0 | 0.023 | 16,506 | 1.0 | -1 | -0.007667 | -12,030 | 33.767441 | -406,222 | 406,222 | -9,320 |
| 701 | 000100.ZK | @TCLCO2 | CN | 1.420349 | 2.0 | 0.021 | 13,354 | 1.0 | -1 | -0.008235 | -613,510 | 0.711110 | -436,273 | 436,273 | -9,328 |
| 715 | 600662.SH | @SQIAN1 | CN | 1.411100 | 1.0 | 0.000 | 472 | 1.0 | -1 | -0.001123 | -83,500 | 0.712480 | -59,492 | 59,492 | -8 |
| 720 | 002625.ZK | @ZHEJI134 | CN | 1.838566 | 1.0 | 0.001 | 9,095 | 1.0 | -1 | -0.001867 | -15,000 | 6.595921 | -98,939 | 98,939 | -129 |
| 729 | 002489.ZK | @YOTRI1 | CN | 1.440196 | 1.0 | 0.004 | 610 | 1.0 | -1 | -0.001388 | -162,200 | 0.453521 | -73,561 | 73,561 | -295 |
| 754 | 600248.SH | @YANGL1 | CN | 1.014385 | 2.0 | 0.015 | 797 | 1.0 | -1 | 0.000000 | -64 | 0.622050 | -40 | 40 | -1 |
| 766 | 000538.ZK | @YUNNA10 | CN | 0.992752 | 1.0 | 0.008 | 6,057 | 1.0 | -1 | -0.006095 | -39,000 | 8.279839 | -322,914 | 322,914 | -2,443 |
| 775 | 301267.ZK | @HUAXI18 | CN | 2.245641 | 3.0 | 0.028 | 1,458 | 1.0 | -1 | -0.000246 | -4,800 | 2.711534 | -13,015 | 13,015 | -366 |
| 779 | 600332.SH | @GUANG28 | CN | 1.015758 | 1.0 | 0.002 | 2,663 | 1.0 | -1 | -0.001430 | -19,200 | 3.946044 | -75,764 | 75,764 | -121 |
| 783 | 300308.ZK | @SHAND103 | CN | 2.021253 | 5.0 | 0.060 | 17,935 | 1.0 | -1 | -0.003379 | -9,960 | 17.973678 | -179,018 | 179,018 | -10,718 |
| 788 | 603529.SH | @AIMAT1 | CN | 0.801336 | 3.0 | 0.029 | 4,713 | 1.0 | -1 | -0.000774 | -7,500 | 5.469654 | -41,022 | 41,022 | -1,177 |
| 797 | 300618.ZK | @NANJI52 | CN | 2.726190 | 1.0 | 0.003 | 1,487 | 1.0 | -1 | -0.000209 | -2,300 | 4.821572 | -11,090 | 11,090 | -36 |
| 814 | 300025.ZK | @HANGZ11 | CN | 2.107071 | 2.0 | -0.020 | 663 | -1.0 | 0 | 0.000000 | 0 | 1.552384 | 0 | 0 | -0 |
| 815 | 300294.ZK | @JIANG137 | CN | 1.142226 | 2.0 | 0.015 | 1,494 | 1.0 | -1 | -0.000743 | -9,300 | 4.233775 | -39,374 | 39,374 | -578 |
| 816 | 300888.ZK | @WINNE10 | CN | 1.522501 | 2.0 | 0.019 | 1,013 | 1.0 | -1 | 0.000000 | -1,100 | 5.801231 | -6,381 | 6,381 | -118 |
| 827 | 600584.SH | @JIANG49 | CN | 1.797707 | 3.0 | -0.033 | 9,166 | -1.0 | 0 | 0.000000 | 0 | 5.887551 | 0 | 0 | -0 |
| 834 | 601006.SH | @DAQIN5 | CN | 0.332874 | 3.0 | 0.025 | 8,348 | 1.0 | -1 | -0.002192 | -124,477 | 0.933075 | -116,146 | 116,146 | -2,901 |
| 843 | 002291.ZK | @FOSHA5 | CN | 1.937069 | 3.0 | 0.033 | 738 | 1.0 | -1 | 0.000000 | -3 | 0.911152 | -3 | 3 | -0 |
| 853 | 603069.SH | @HAINA34 | CN | 1.470885 | 3.0 | -0.030 | 349 | -1.0 | 0 | 0.000000 | 0 | 2.507382 | 0 | 0 | -0 |
| 860 | 300760.ZK | @SHENZ272 | CN | 1.259698 | 5.0 | 0.054 | 21,066 | 1.0 | 0 | 0.000000 | 0 | 35.458217 | 0 | 0 | 0 |
| 863 | 600461.SH | @JIANG69 | CN | 0.542131 | 2.0 | 0.016 | 932 | 1.0 | -1 | -0.001974 | -77,100 | 1.356452 | -104,582 | 104,582 | -1,625 |
| 865 | 601857.SH | @PETRO164 | CN | 0.707864 | 2.0 | 0.018 | 13,977 | 1.0 | -1 | -0.004618 | -198,400 | 1.233138 | -244,655 | 244,655 | -4,498 |
| 869 | 600477.SH | @ZHEJI24 | CN | 1.720647 | 1.0 | 0.008 | 854 | 1.0 | -1 | -0.000918 | -134,900 | 0.360350 | -48,611 | 48,611 | -393 |
| 875 | 002819.ZK | @BEIJI198 | CN | 1.348269 | 2.0 | 0.017 | 570 | 1.0 | -1 | 0.000000 | -91 | 3.884387 | -353 | 353 | -6 |
| 876 | 601985.SH | @CHINA1906 | CN | 0.357308 | 4.0 | 0.037 | 10,894 | 1.0 | -1 | -0.002082 | -78,400 | 1.407148 | -110,320 | 110,320 | -4,112 |
| 898 | 600309.SH | @YANTA4 | CN | 1.214640 | 3.0 | 0.028 | 16,610 | 1.0 | -1 | -0.010777 | -57,200 | 9.981572 | -570,946 | 570,946 | -16,191 |
| 902 | 000681.ZK | @FAREA26 | CN | 1.784076 | 2.0 | 0.019 | 2,103 | 1.0 | -1 | -0.000850 | -15,000 | 3.002008 | -45,030 | 45,030 | -854 |
| 904 | 600155.SH | @HEBEI2 | CN | 1.851513 | 5.0 | 0.054 | 1,997 | 1.0 | -1 | -0.001464 | -72,600 | 1.068720 | -77,589 | 77,589 | -4,160 |
| 921 | 601398.SH | @INDUS125 | CN | 0.174285 | 6.0 | 0.062 | 256,740 | 1.0 | -1 | -0.006938 | -386,000 | 0.952257 | -367,571 | 367,571 | -22,946 |
| 931 | 601328.SH | @BANKO37 | CN | 0.295031 | 4.0 | 0.037 | 42,056 | 1.0 | -1 | -0.003422 | -169,200 | 1.071460 | -181,291 | 181,291 | -6,731 |
| 946 | 002617.ZK | @ROSHO1 | CN | 1.980544 | 2.0 | 0.016 | 1,836 | 1.0 | -1 | -0.000554 | -25,200 | 1.164631 | -29,349 | 29,349 | -468 |
| 952 | 000001.ZK | @SHNDE1 | CN | 1.073317 | 2.0 | 0.019 | 15,887 | 1.0 | -1 | -0.000392 | -12,700 | 1.637334 | -20,794 | 20,794 | -400 |
| 969 | 601288.SH | @AGRIC27 | CN | 0.073510 | 5.0 | 0.057 | 234,891 | 1.0 | -1 | -0.009195 | -662,100 | 0.735773 | -487,155 | 487,155 | -27,858 |
| 970 | 601988.SH | @BANKO22 | CN | 0.120119 | 7.0 | 0.080 | 159,696 | 1.0 | 0 | 0.000000 | 0 | 0.757695 | 0 | 0 | 0 |
| 981 | 000725.ZK | @BOETE2 | CN | 1.233978 | 5.0 | 0.048 | 20,052 | 1.0 | 0 | 0.000000 | 0 | 0.609718 | 0 | 0 | 0 |
| 984 | 300502.ZK | @EOPTO1 | CN | 2.045235 | 9.0 | 0.143 | 11,697 | 1.0 | 0 | 0.000000 | 0 | 16.502134 | 0 | 0 | 0 |
| 993 | 001258.ZK | @XINJI68 | CN | 1.252745 | 8.0 | -0.116 | 385 | -1.0 | 0 | 0.000000 | 0 | 1.113935 | 0 | 0 | -0 |