Based on tick data of CSI800 index components during three years，this paper classifies the transaction orders into large，medium and small ones，and analyzes the relationship between pre-jump orders and jumps and the predictive power of pre-jump orders on jumps． Event study and regressions based on both the jump sample and information matched with the jump sample show that there are obvious and gradually strengthening abnormal trades before the jumps consistent with the jump directions，and that these abnormal trades have significant correlations with the probability，direction，size and matched information of the jumps． Further forecasting analyses show that abnormal trades can also promote the model’s performance on forecasting jumps after controlling liquidity measures． These results indicate that there are information leakages before jumps in the market，and that the leakages spread over time． Besides，event study，regressions and forecasting power comparisons all show that the medium orders before jumps are more informative than large and small orders，so stealth trading exists before extreme price changes in Chinese stock markets．