DZ20231201
Event
- President Xi Jinping held forum in further promoting integrated development of Yangtze River Delta Region on Nov 30 and emphasized to form up higher-level reform and opening-up.
Financials
- MoF: Jan-Oct state-owned firms saw accumulated earnings cny 68.97tn, up 3.9% y/y and net income cny 3.83tn, up 7.1% y/y.
Sectors
- The 4th batch of centralized procurement on high-value medical consumables disclosed bidding results with average price cut by around 70% on ICL and sport medicine related.
Co Focus
- Bestore (603719 CH) will initiate new round of reform and to carry forward price cut at most scale in 17 years with average price cut on 300 products by 22%, at most by 45%.
- Evergrande seeks to avoid liquidation with revised debt plan, Reuters reported.
Nov 30 Block Trade Info
*Discount
- Everbright Photonics (688048 CH) saw 3 block trades worth 77.67mn at 55.28yuan per share, 17.98pct discount from last closing.
- BAIC BluePark (600733 CH) saw 2 block trades worth 68.32mn at 6.10yuan per share, 5.86pct discount from last closing.
- Offcn Education (002607 CH) saw 3 block trades worth 144.78mn at 4.73/4.88yuan per share, 0/3.07pct discount from last closing.
*Premium
- Tech-Bank Food (002124 CH) saw 3 block trades worth 156.85mn at 3.93yuan per share, 0.77pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.5925 trillion |
Total Short Selling Balance |
79.45billion |
|
SH Margin Balance |
0.8329 trillion |
SH Short Selling Balance |
51.38 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
688256 |
75.05mio |
601006 |
12.79mio |
|
600775 |
72.85mio |
601398 |
3.80mio |
|
601059 |
70.30mio |
601868 |
2.84mio |
|
600157 |
67.40mio |
600398 |
2.24mio |
|
603985 |
66.40mio |
600261 |
1.73mio |
|
SZ Margin Balance |
0.7587 trillion |
SZ Short Selling Balance |
28.08 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300131 |
86.21mio |
000625 |
2.04mio |
|
000625 |
64.89mio |
003816 |
1.96mio |
|
002020 |
61.54mio |
000982 |
0.95mio |
|
000829 |
50.84mio |
300142 |
0.62mio |
|
300601 |
49.57mio |
002131 |
0.61mio |
*Connection Trade
|
SH-HK Connection (bn cny/HK dollar) |
SZ-HK Connection (bn cny/HK dollar) |
||||
|
Northbound Net Cash Flow |
+6.38 |
Northbound Net Cash Flow |
+2.14 |
||
|
Southbound Net Cash Flow |
+1.20 |
Southbound Net Cash Flow |
+0.52 |
||
|
Top 5 Northbound Inflow |
Top 5 Northbound Outflow |
||||
|
Name |
Market Value (mio cny) |
‰ out of ttl share outstanding |
Name |
Market Value (mio cny) |
‰ out of ttl share outstanding |
|
600900 |
499 |
0.91 |
000858 |
290 |
0.50 |
|
688271 |
472 |
4.16 |
000625 |
247 |
1.20 |
|
600519 |
452 |
0.20 |
300059 |
138 |
0.60 |
|
002594 |
425 |
0.72 |
000333 |
121 |
0.33 |
|
688041 |
410 |
2.50 |
600079 |
116 |
2.81 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2312 |
81,408 |
1,543 |
115,692 |
-4,247 |
149,306 |
-5,559 |
|
IF2401 |
7,268 |
132 |
8,071 |
325 |
9,947 |
641 |
|
IF2403 |
18,873 |
1,696 |
39,436 |
-138 |
50,388 |
-29 |
|
IF2406 |
7,069 |
760 |
17,697 |
590 |
25,662 |
1,032 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2312 |
52,491 |
-436 |
61,168 |
-3,448 |
81,332 |
-3,791 |
|
IH2403 |
10,141 |
-1,082 |
16,552 |
-995 |
23,235 |
-994 |
|
IH2406 |
5,150 |
840 |
7,215 |
329 |
10,451 |
487 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2312 |
66,768 |
11,063 |
120,620 |
3,005 |
129,155 |
2,539 |
|
IC2401 |
8,559 |
2,097 |
10,732 |
1,725 |
10,921 |
1,644 |
|
IC2403 |
22,132 |
3,991 |
64,814 |
1,015 |
73,591 |
1,515 |
|
IC2406 |
14,108 |
4,483 |
40,723 |
887 |
44,770 |
1,120 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2312 |
77,056 |
19,411 |
88,394 |
3,527 |
99,767 |
3,517 |
|
IM2401 |
7,843 |
2,292 |
8,695 |
1,296 |
9,066 |
1,325 |
|
IM2403 |
18,256 |
2,375 |
57,455 |
1,449 |
57,982 |
1,553 |
|
IM2406 |
10,861 |
2,950 |
34,901 |
892 |
39,561 |
1,164 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2312 |
95172 |
-6556 |
88379 |
-172 |
96636 |
-596 |
|
IO2403 |
2332 |
392 |
24363 |
9 |
27747 |
76 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2312 |
129160 |
32037 |
53462 |
-333 |
61366 |
347 |
|
MO2403 |
4116 |
1029 |
17403 |
211 |
20427 |
377 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2312 |
45250 |
-2196 |
46834 |
647 |
49817 |
309 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2312 |
1,358 |
-36,237 |
8,049 |
-383 |
8,049 |
-384 |
|
TS2403 |
74,239 |
-941 |
43,874 |
1,246 |
45,658 |
1,666 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2312 |
982 |
-43,091 |
3,675 |
-244 |
3,675 |
-244 |
|
TF2403 |
97,909 |
-8,884 |
80,187 |
1,808 |
78,141 |
2,637 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2312 |
316 |
-73,470 |
5,971 |
-107 |
5,971 |
-107 |
|
T2403 |
106,295 |
-14,868 |
132,700 |
3,431 |
126,394 |
3,603 |
|
T2406 |
3,136 |
387 |
9,879 |
366 |
10,111 |
430 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2312 |
316 |
-21,564 |
985 |
-23 |
985 |
-23 |
|
TL2403 |
41,609 |
-2,084 |
23,199 |
972 |
24,949 |
786 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2401 |
2,135.0 |
+3.57% |
49,873 |
115,851 |
|
Low Sulfur Fuel Oil |
LU2402 |
4,407.0 |
+2.78% |
70,028 |
35,242 |
|
Soda Ash |
SA401 |
2,442.0 |
+1.58% |
262,284 |
618,291 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Nickel |
NI2401 |
129,130.0 |
-2.74% |
201,788 |
101,711 |
|
Stainless Steel |
SS2401 |
13,805.0 |
-1.25% |
70,012 |
104,758 |
|
Crude Oil |
SC2401 |
576.6 |
-1.1% |
276,738 |
35,732 |
* Commodities (night session):
* Global crude oil price closed down collectively. January NYMEX crude oil contract down 2.89% to closed at $75.61/b, February Brent contract down 2.96% to closed at $80.43/b. INE crude oil active contract down 1.10% to 576.6 yuan/b.
* Precious metals closed down collectively, COMEX gold active contract down 0.53% and closed at $2056.1/oz. SHFE gold active contract down 0.17% and closed at 474.86 yuan/gram.
* Metals closed down mostly, LME nickel down 2.84%, LME tin down 1.32%, LME zinc down 1.14%, LME copper up 0.64% on the contrast. SHFE nickel down 2.74%, SHFE tin down 0.65%, SHFE zinc down 0.53%..
* Commodity futures closed up mostly, chemistry and energy products performed strong, fuel oil up 2.78%, butadiene rubber up 1.79%, soda ash up 1.58%.. Black series closed up collectively, coking coal up 3.57%, coke up 1.07%, iron ore up 1.05%. Agricultural products closed mixed, cotton up 1.11%, sugar down 1.08%.
DISCLAIMER
The report is issued by Orient Securities Co. LTD (Orient Securities) and Shanghai Orient Futures Co. LTD (Orient Futures) to institutional investors. Opinions expressed may differ from those of other divisions of Orient Securities, including Orient Securities Research Institute. Orient Securities may trade as principal in instruments identified herein and may accumulate/have accumulated a long or short position in instruments or derivatives thereof. Orient Securities has policies designed to negate conflicts of interest. This e-mail is not an official confirmation of terms and unless stated, is not a recommendation, offer or solicitation to buy or sell. Any prices or quotations contained herein are indicative only. Communications may be monitored.
