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【数据看盘】IM期指空头大幅减仓 游资、量化联手甩卖常山北明

[Data Analysis] Large reduction in short positions of IM futures, speculative funds and algo working together to sell shijiazhuang changshan beiming technology.

cls.cn ·  Sep 23 17:54

①In the IM futures main contract, short positions of the block orders decreased by over a thousand lots, while long positions slightly increased. ②Hongmeng and state-owned enterprise reform concept stocks Changshan Beiming Technology were sold by two first-line private investors, and at the same time sold by a quantitative trading seat by over 50 million.

The total turnover of Shanghai-Hong Kong Stock Connect today was 86.633 billion, with Guizhou Moutai and Contemporary Amperex Technology ranking first in the turnover of Shanghai and Shenzhen Stock Connect respectively. In terms of sector block fund flows, the communication sector had the highest net inflow. In terms of ETF trading, the turnover of the CSI 300 ETF (510300) ranked first. As for futures positions, the short positions of the IH and IF main contracts exceeded the long positions. Regarding the Dragon and Tiger List, Deye shares were sold by institutions by 0.191 billion; Qiming Information Technology was sold by institutions by over 30 million; Shenzhen Farben Information Technology was bought by two first-line private investors, and Haili shares were bought by GTJA Nanjing Taiping Nan Road by over 40 million while being sold by over 15 million.

I. Top ten trading volumes of the Shanghai-Hong Kong Stock Connect

Today, the total turnover of Shanghai Stock Connect was 44.4 billion, and the total turnover of Shenzhen Stock Connect was 42.233 billion.

89EL3DGrCT.pngLooking at the top ten turnover stocks in Shanghai Stock Connect, Kweichow Moutai ranked first, followed by Wuxi Apptec, with both stocks having a turnover amount exceeding 1 billion.

Looking at the top ten turnover stocks in Shenzhen Stock Connect, Contemporary Amperex Technology ranked first with a turnover amount exceeding 1 billion; Midea Group Co., Ltd., and BYD Company Limited ranked second and third respectively.

II. Bulk orders of individual stocks in different sectors

In terms of sector performance, banks, Huawei concept, vehicle networking, and CRO sectors led the gains, while wind power, photovoltaic, ophthalmology, and pork sectors led the declines.

a6zXL43596.pngFrom the main sector fund monitoring data, the main funds had the highest net inflow in the communication sector.

In terms of sector capital outflows, the computer sector saw the largest net outflow of capital in major sectors.

719CV9k48x.pngFrom the main stock fund monitoring data, there are many Huawei concept stocks among the top ten stocks with net inflows of main funds, and Cambridge Technology ranks first in net inflows.

Among the top ten stocks with net outflows of main funds, there are many Huawei concept stocks, and Baoding Tianwei Baobian Electric had the highest net outflow.

III. ETF trading

JQ277RVB4s.pngLooking at the top ten ETFs in terms of turnover, the turnover of the Shanghai and Shenzhen 300ETF (510300) ranks first, while the second to fourth places are all related to the Hang Seng Index ETFs.
Kh3olY7R72.pngLooking at the top ten ETFs in terms of MoM turnover growth, the turnover of the Shanghai Stock Exchange Index ETF (510210) grew by 103% MoM, ranking first; two dividend ETFs ranked second and fourth.

IV. Futures positions

DWC62zXQ1Z.pngAmong the four main contracts of stock index futures, the IH and IF contracts saw both bulls and bears slightly reducing positions, with more bearish reductions; the IC contract saw both bulls and bears slightly increasing positions, with more bearish additions; the IM contract saw bulls slightly increasing positions and bears significantly reducing positions.

V. Dragon-Tiger List

1. Institutions

M7oYsb9R7Q.pngInstitutional activity on the Dragon-Tiger List has been continuously weak, with all listed stocks experiencing net selling. Among them, photovoltaic concept stock DeYe shares were sold by institutions for 0.191 billion; while the innovation concept stock Qiming Information Technology was sold by institutions for over 30 million.

2. Institutional investors

An9d7RzX3h.pngThe activity of first-tier private equity investors has declined, with the innovation concept stock Farben Information receiving buy votes from two first-tier private equity investors, while Changshan Beiming was sold by two first-tier private equity investors; during the trading day, Haili shares staged a "land-plank" with Guotai Junan Nanjing Taiping Nan Road buying over 40 million and selling over 15 million.

Quantitative funds have moderate activity, with Changshan Beiming being sold by a quantitative position for over 50 million.

The translation is provided by third-party software.


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