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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: Rising Open Interest Breakdown, Record-High Open Interest | 2026-10-19

Bearish. Apple AP2701 [10-16 settlement] 6096, close 5998 (-3.32% vs previous settlement), daily close broke below the prior 20-day low of 6113, 5-day -13.44%, 20-day -20.24%, price at the 0.4th percentile of the 20-day range (5992–7550); main open interest 169,448 lots (+8,411) at the 100th percentile over the past year, notional open interest 10.16 billion yuan, daily change +504 million yuan, a decline on rising open interest with shorts taking the initiative; top 20 seats net short 6,624 lots (widened by 705 lots vs previous day). Next pivot P 6058, S1 5932, ATR14 is 182.57. Invalidation condition: daily close back above 6229.67 (pivot R1) with open interest falling back.