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데이터 기준일: 2026-10-16 · 결제 기준: 거래소 결제가(베이징 시간 15:00 종가, 전일 결제 대비)

CZCE.AP(AP2701) In-Depth Analysis Report | Bearish Bias: Rising Open Interest Breakdown, Record-High Open Interest | 2026-10-18

Bearish bias. Apple AP2701 [10-16 settlement] 6096, close 5998 (-3.32% vs previous settlement), 5-day -13.44%, 20-day -20.24%; daily close broke below the prior 20-day low of 6113, 20-day channel position only 0.4%, approaching the 20-day low of 5992. Main open interest 169,448 lots (+8,411), at the 100th percentile over the past year; main notional open interest 10.16 billion yuan, daily change +504 million yuan, a pattern of active shorts driving the decline on rising open interest; top-20 seats net short 6,624 lots, widening by 705 lots vs the previous day. Invalidation conditions: daily close back above pivot P 6171.33 and break above R1 6229.67, or open interest retreating from its peak while price reclaims 6113.