Quantitative Research

A-share Margin Trading Weekly (Jul 10th): GUOTAI HAITONG SECURITIES, ZTE, SMIC, CAMBRICON

10 Jul 2026 By Ke Yan, CFA
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Abstract: We analyzed A-share margin trading positions for stocks with market cap of at least USD 500m as of July 10th, covering 2,999 stocks with an aggregated net margin trading position of USD 397,076m. The aggregate position decreased 2.3% week-on-week, underperforming the CSI 300 index which fell 1.3%, with 1,830 stocks seeing margin loan increases versus 1,169 with decreases. On the buy side, Biwin Storage led inflows with a weekly increase of USD 319m (+17.1%), followed by Hengtong Optic-Electric (+USD 318m, +29.0%) and GigaDevice Semiconductor (+USD 287m, +10.1%). On the sell side, Cambricon saw the largest outflow at -USD 548m (-13.5%), followed by SMIC (-USD 436m, -18.8%) and Dawning Information Industry (-USD 268m, -16.2%). By absolute position, Zhongji Innolight held the largest net margin loan at USD 6,551m, while Guangzhou Automobile remained the most crowded name relative to turnover at 24.9x ADT.

SMIC (688981 CH) ZTE (000063 CH) DAWNING INFORMATION INDUSTRY (603019 CH) CAMBRICON (688256 CH) GUOTAI HAITONG SECURITIES (601211 CH)

Highlighted Stocks

SMIC, ZTE, DAWNING INFORMATION INDUSTRY, CAMBRICON, GUOTAI HAITONG SECURITIES

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