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【数据看盘】四大期指多头大幅加仓 量化席位超5亿甩卖有研新材

[Data Watch] The four major futures contracts have seen a significant increase in long positions, with algo positions exceeding 0.5 billion selling off grinm advanced materials.

cls.cn ·  Nov 22 17:50

①The main contracts of the four major stock index futures have all increased their long positions by more than 3000 contracts, and the amount of increase is greater than the short positions. ②Concept stocks of solid state batteries, Grinm Advanced Materials, were sold by GTJA headquarters for 0.505 billion in algo trading. The stock is also fiercely contested by first-tier speculative funds.

Today, the total turnover of Shanghai and Shenzhen Stock Connect was 205.358 billion, with Kweichow Moutai and Contemporary Amperex Technology leading the turnover in the Shanghai and Shenzhen Stock Connect programs. In terms of sector main funds, the cultural media sector had the highest net inflow of main funds. As for ETF trading, the turnover of the Zongzi ETF (510210) increased by 150% month-on-month. Regarding futures positions, the main long positions of the IM index futures increased significantly more than the short positions. As for the Dragon and Tiger List, Longyan Zhuoyue New Energy was bought by institutions for over 40 million; Sichuan Jiuzhou Electric was bought by institutions for over 80 million, and was collectively sold by four first-tier speculative funds for over 0.4 billion; Yidian Tianxia was sold by institutions for 0.294 billion; Yilian Technology was sold by institutions for over 30 million; TRS Information Technology was bought by three first-tier speculative funds for over 0.3 billion; Hytera Communications Corporation was collectively sold by two first-tier speculative funds for nearly 0.3 billion; Shenzhen H&T Intelligent Control was sold by GTJA at Guanghua Road, Peking for 0.294 billion.

1. The top ten turnover of Shanghai and Shenzhen Stock Connect.

Today, the total turnover of the Shanghai Stock Connect was 960..0.6 billion, and the total turnover of the Shenzhen Stock Connect was 109.297 billion.

Looking at the top ten trading stocks in HK->SH Stock Connect, Kweichow Moutai ranked first; Citic Securities and Ping An Insurance ranked second and third respectively.

Looking at the top ten traded stocks in the Shenzhen Stock Connect, Contemporary Amperex Technology ranked first; East Money Information and BYD ranked second and third respectively.

2. Sector individual stock block orders funding.

In terms of sector performance, only the internet e-commerce sector rose, while sectors such as photovoltaics, photoresists, CRO, securities, etc., were among the top decliners.

According to the main sector fund monitoring data, the cultural media sector has the largest net inflow of main funds.

In terms of main capital outflows by sector, the electronics sector saw a net outflow of main capital.

From the monitoring data of block orders for individual stocks, the sectors of the top ten stocks with net inflows of block orders are relatively mixed, with Leo Group Co., Ltd. leading in net inflows.

The sectors to which the top ten stocks with the highest net outflows of main funds belong are relatively mixed, with Sichuan Changhong Electric ranking first in net outflows.

III. ETF trading

Looking at the top ten ETFs by trading volume, E Fund CSI Hong Kong Bond Investment Theme ETF (513090) ranks first in trading volume; 300ETF (510300) ranks second in trading volume.
Looking at the top ten ETFs with the highest month-on-month growth in trading volume, Zongzhietf (510210) ranked first with a month-on-month growth of 150%, while Dow Jones ETF (513400) ranked second with a month-on-month growth of 126%.

IV. Futures contract positions

Both long and short sides of the four major futures main contracts have significantly increased their positions, with the long positions exceeding the short ones. Among them, the IM contract's long positions are noticeably higher than the short ones.

Five, Dragon and Tiger List

1. Institutions

Today's institutional activity on the Dragon and Tiger List is moderate. In terms of buying, Longyan Zhuoyue New Energy received institutional buy orders exceeding 40 million; while low-altitude economy concept stock Sichuan Jiuzhou Electric received institutional buy orders exceeding 80 million.

On the selling side, AI application concept stock Yidian Tianxia faced institutional sell-offs of 0.294 billion; while the new stock Yi Lian Technology faced institutional sell-offs exceeding 30 million.

2. Retail Investors

The activity of first-tier private equity funds has increased somewhat. AI application concept stock TRS Information Technology received buy orders totaling over 0.3 billion from three first-tier private equity funds; Hytera Communications Corporation faced sell-offs totaling nearly 0.3 billion from two first-tier private equity funds; Sichuan Jiuzhou Electric faced sell-offs totaling over 0.4 billion from four first-tier private equity funds; and Shenzhen H&T Intelligent Control was sold off by Guotai Junan Securities Peking Guanghua Road for 0.294 billion.
The activity of algorithmic funds is moderate. Grinm Advanced Materials faced sell-offs of 0.505 billion from Guotai Junan Securities Headquarters Business Department while buying 0.177 billion at the same time.

The translation is provided by third-party software.


The above content is for informational or educational purposes only and does not constitute any investment advice related to Futu. Although we strive to ensure the truthfulness, accuracy, and originality of all such content, we cannot guarantee it.
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