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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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%.
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.
