DZ20241106

Industrial Economy

-The 7th China International Import Expo opened in Shanghai, adhering to the theme of “new era, sharing the future”.

 

Data

-Caixin China service industry PMI for Oct was 52, Caixin China Composite PMI 51.9.

-Jan-Sep total import and export volume of China's service trade 5518.14bn, up 14.5% y/y. Among them, export vol 2273.34bn, up 15.3% y/y; import vol 3244.8bn, up 14% y/y; Service trade deficit 971.46bn. Jan-Sep the import and export of knowledge-intensive services reached 2133.42bn, up 5.3% y/y.

-As of the end of 2023, the total assets of state-owned enterprises in China 371.9tn yuan; The total assets of state-owned financial enterprises 445tn yuan; The total amount of administrative state-owned assets 64.2tn yuan; The total area of state-owned land 523.714mn hectares, and the total annual water resources 2578.25bn cubic meters.

 

Nov 5 Block Trade Info

*Discount

-Montage Tech(688008 CH) saw 1 block trades worth 99.97mn at 52.84yuan per share,23.42pct discount from last closing.

-IReader Tech (603533 CH) saw 1 block trades worth 146.20mn at 17.00yuan per share,11.69pct discount from last closing.

-Botanee Bio-Tech (300957 CH) saw 1 block trades worth 653.93mn at 51.74yuan per share,5.50pct discount from last closing.

-CATL (300750 CH) saw 1 block trades worth 103.51mn at 258.78yuan per share,1.00pct discount from last closing.

-Aerospace Ch Uav (002389 CH) saw 1 block trades worth 103.41mn at 17.83yuan per share,15.86pct discount from last closing.

 

*Flat

-Lian Chuang Optoelectronic (600363 CH) saw 1 block trades worth 133.66mn at 56.16yuan per share,flat from last closing.

 

*Margin Trade

Total Margin Balance

1.7067 trillion

Total Short Selling Balance

9.9 billion

SH Margin Balance

0.8907 trillion

SH Short Selling Balance

6.8 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

603019

423mio

600705

1.0mio

688981

395mio

601099

1.0mio

688503

289mio

601162

0.9mio

600418

286mio

600157

0.8mio

600030

283mio

600517

0.5mio

SZ Margin Balance

0.8357 trillion

SZ Short Selling Balance

3.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300059

1327mio

000750

0.9mio

300033

415mio

002500

0.6mio

002261

305mio

002340

0.4mio

000100

271mio

002378

0.2mio

002583

253mio

000998

0.2mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Turnover

125.38

Northbound Turnover

138.28

Southbound Net Cash Flow

+4.7

Southbound Net Cash Flow

+4.8

Top 5 Northbound Turnover/Shanghai

Top 5 Northbound Turnover/Shenzhen

Name

Market Value (mio cny)

Name

Market Value (mio cny)

600030

1945

300750

3161

600519

1904

300059

2274

601127

1640

000858

1335

601318

1226

300308

1325

601138

1134

002594

1222

           

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2411

76,934

22,595

40,129

5,860

42,373

5,415

IF2412

158,337

61,114

109,466

9,207

141,928

10,836

IF2503

38,347

17,637

41,612

3,725

56,206

4,434

IF2506

11,958

5,931

9,195

1,451

12,132

1,887

SSE 50
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2411

40,093

14,221

21,387

1,068

23,510

990

IH2412

78,173

32,042

49,651

7,380

64,650

7,333

IH2503

17,249

8,745

15,378

1,404

22,040

1,743

CSI 500
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2411

74,938

22,186

37,244

3,594

38,242

5,147

IC2412

116,195

36,599

100,445

4,330

107,067

6,973

IC2503

33,679

10,955

46,313

-97

50,354

10

IC2506

11,475

2,281

12,293

625

14,004

1,165

CSI 1000
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2411

113,595

21,719

51,986

3,071

54,646

2,947

IM2412

258,116

73,452

124,096

7,472

138,282

8,680

IM2503

58,333

19,251

62,988

3,372

71,190

4,098

IM2506

21,879

7,503

17,860

2,480

21,203

3,232

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2411

233087

131301

79195

3874

90788

2010

IO2412

61247

42688

47112

3728

56175

4633

CSI 1000 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2411

379243

187596

77752

70

82603

-595

MO2412

60823

28441

49646

1218

54173

787

MO2503

9333

4451

17059

-21

18171

-25

SSE50 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2411

85205

31779

36698

-160

43362

-1333

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2412

48,085

-11,131

44,644

-456

49,292

-139

TS2503

7,311

259

15,335

924

16,050

651

5-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2412

79,832

-669

99,448

-2,639

109,232

-2,191

TF2503

11,753

3,481

14,188

2,463

14,873

2,133

10-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2412

115,337

36,342

153,806

3,259

155,061

2,556

T2503

18,352

5,068

24,442

3,724

25,296

3,561

30-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2412

106,485

40,473

57,657

-1,070

59,995

-127

TL2503

17,556

4,878

16,945

1,194

16,556

1,023

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Fuel Oil

FU2501

3,102.0

+2.68%

314,920

196,215

Glass

FG501

1,389.0

+2.13%

756,230

1,092,108

Nickel

NI2412

126,600.0

+2.02%

117,082

77,640

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Coking Coal

JM2501

1,345.0

-1.47%

55,707

169,587

Lead

PB2412

16,670.0

-0.71%

23,593

43,791

Rapeseed Oil

OI501

9,514.0

-0.69%

114,804

257,772

 

* Commodities (night session):

* Global crude oil price closed up collectively. December NYMEX crude oil contract up about 0.74% to closed at $72.00/b, January Brent contract up about 0.53% to closed at $75.48/b. INE crude oil active contract up about 0.49% to 538.3 yuan/b.

* Precious metals closed up, COMEX gold active contract up 0.26% and closed at $2753.4/oz. SHFE gold active contract up 0.11% to closed at 625.28 yuan/gram.

* Metals closed up mostly, LME copper up 0.38%, LME zinc up 2.47%, LME nickel up 0.74%, LME aluminum up 1.49%, LME tin up0.73%, LME lead down 0.22%, aluminum oxide up 2.85%, SHFE nickel up 2.02%, SHFE zinc up 1.55%, stainless steel up 1%, SHFE aluminum up 0.79%, SHFE copper up 0.52%, SHFE tin up 0.5%, SHFE lead down 0.71%.

* Commodity futures closed up mostly, fuel oil up 2.68%, glass up 2.13%, bitumen up 1.67%, soda ash up 1.64%, low sulfur fuel oil up 1.35%, natural rubber up 1.21%, coking coal down 1.47%.

 

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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.