DZ20241028
Data
*National Bureau of Statistics: Jan-Sep national industrial enterprises above designated size achieve total profits cny 5228.16bn, down 3.5% y/y.
Industrial Economy
*The national medical insurance negotiation officially began, 162 varieties participated in the bidding with HengRui, KELUN PHARMA, AKESO, BEIGENE and other pharmaceutical companies’ multiple innovative drugs
*Beijing released implementation opinions on accelerating the construction of an international green economy benchmark city, which proposes to develop the intelligent network-connected NEV industry that integrates high-level autonomous driving technology.
Financial
*Premier Li Qiang presided over State Council executive meeting. Who emphasized to focus on achieving the annual economic and social development goals, continue to implement a package of incremental policies, timely evaluate and optimize policies.
Oct 25 Block Trade Info
*Discount
-Southwest Securities (600369 CH) saw 1 block trades worth 496.42mn at 4.63yuan per share,2.94pct discount from last closing.
-CATL (300750 CH) saw 1 block trades worth 153.77mn at 256.29yuan per share,1.00pct discount from last closing.
-Baiya Sanitary (003006 CH) saw 4 block trades worth 25.17mn at 25.17yuan per share,7.90pct discount from last closing.
*Flat
-Rongsheng Petrochemical (002493 CH) saw 1 block trades worth 120.35mn at 9.56yuan per share, flat from last closing.
-Midea (000333 CH) saw 2 block trades worth 150.54mn at 75.27yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.6546 trillion |
Total Short Selling Balance |
9.6 billion |
|
SH Margin Balance |
0.8600 trillion |
SH Short Selling Balance |
6.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601012 |
775mio |
512170 |
9.4mio |
|
600900 |
251mio |
588000 |
2.5mio |
|
600418 |
231mio |
510300 |
2.3mio |
|
601727 |
208mio |
512690 |
0.9mio |
|
600438 |
203mio |
512880 |
0.8mio |
|
SZ Margin Balance |
0.7918 trillion |
SZ Short Selling Balance |
3.2 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300750 |
854mio |
002797 |
1.0mio |
|
300059 |
621mio |
000725 |
0.7mio |
|
000158 |
223mio |
000100 |
0.3mio |
|
002384 |
173mio |
002456 |
0.2mio |
|
000988 |
168mio |
000488 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
102.98 |
Northbound Turnover |
121.90 |
||
|
Southbound Net Cash Flow |
+5.3 |
Southbound Net Cash Flow |
+3.9 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
1424 |
300750 |
3912 |
||
|
600276 |
1058 |
300059 |
2196 |
||
|
601138 |
1027 |
300308 |
1870 |
||
|
600030 |
1010 |
002594 |
1250 |
||
|
603259 |
964 |
300502 |
1244 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2411 |
80,482 |
11,362 |
39,804 |
300 |
43,265 |
827 |
|
IF2412 |
120,848 |
27,306 |
103,974 |
5,911 |
132,679 |
6,430 |
|
IF2503 |
23,122 |
3,133 |
38,971 |
446 |
52,378 |
219 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2411 |
40,672 |
7,950 |
23,584 |
1,063 |
26,236 |
887 |
|
IH2412 |
56,799 |
10,748 |
43,704 |
2,448 |
57,779 |
2,981 |
|
IH2503 |
15,725 |
5,105 |
15,438 |
1,946 |
21,891 |
2,291 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2411 |
75,831 |
10,156 |
42,290 |
776 |
42,892 |
1,081 |
|
IC2412 |
91,501 |
13,592 |
98,215 |
3,074 |
105,693 |
3,191 |
|
IC2503 |
24,489 |
919 |
48,219 |
415 |
52,660 |
337 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2411 |
127,456 |
17,097 |
64,168 |
4,542 |
67,443 |
4,997 |
|
IM2412 |
228,854 |
54,898 |
115,330 |
10,770 |
132,184 |
11,075 |
|
IM2503 |
52,759 |
10,200 |
63,364 |
2,594 |
72,151 |
2,073 |
|
IM2506 |
15,123 |
3,822 |
10,057 |
2,238 |
11,832 |
2,410 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2411 |
136853 |
16262 |
65464 |
1735 |
76422 |
1353 |
|
IO2412 |
25382 |
6165 |
36955 |
1040 |
43987 |
1144 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2411 |
237062 |
59103 |
68137 |
1194 |
74287 |
1312 |
|
MO2412 |
39895 |
9467 |
45855 |
1989 |
50571 |
1623 |
|
MO2503 |
6766 |
6766 |
16659 |
16659 |
17700 |
17700 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2411 |
51766 |
6892 |
33997 |
1498 |
38352 |
1257 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
62,558 |
5,845 |
45,225 |
-399 |
50,284 |
5 |
|
TS2503 |
4,832 |
1,041 |
11,650 |
493 |
12,013 |
566 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
73,908 |
-9,680 |
103,936 |
649 |
110,400 |
1,347 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
94,032 |
-8,977 |
158,203 |
-2,113 |
158,695 |
-920 |
|
T2503 |
10,730 |
-1,434 |
17,535 |
752 |
18,320 |
583 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
111,823 |
-905 |
63,952 |
-525 |
64,401 |
378 |
|
TL2503 |
11,123 |
-1,203 |
15,656 |
273 |
14,941 |
595 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Iron Ore |
I2501 |
787.0 |
+2.81% |
190,205 |
439,186 |
|
Coke |
J2501 |
2,024.5 |
+2.45% |
13,232 |
26,134 |
|
Hot-rolled Coil |
HC2501 |
3,606.0 |
+2.39% |
323,588 |
1,026,981 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Zinc |
ZN2412 |
25,005.0 |
-1.09% |
80,425 |
113,632 |
|
Soybean Meal |
M2501 |
2,950.0 |
-0.97% |
353,370 |
1,667,307 |
|
No.1 Soybeans |
A2501 |
3,936.0 |
-0.93% |
66,551 |
204,548 |
* Commodities (night session):
* Global crude oil price closed up. December NYMEX crude oil contract up about 2.14% to closed at $71.69/b, December Brent contract up about 2.1% to closed at $75.94/b. INE crude oil active contract down about 1.84% to 547 yuan/b.
* Precious metals closed up, COMEX gold active contract up 0.43% and closed at $2760.8/oz. SHFE gold active contract up 0.58% to closed at 627.36 yuan/gram.
* Metals closed mixed, LME copper up 0.59%, LME zinc down 2.36%, LME nickel down 1.07%, LME aluminum up 0.75%, LME tin up 0.85%, LME lead down 1.59%, SHFE tin up 0.74%,SHFE aluminum up 0.67%, SHFE copper up 0.3%, SHFE nickel down 0.15%, SHFE lead down 0.18%, SHFE zinc down 1.09%.
* Commodity futures closed mixed, PVC up 1.66%, ethenylbenzene up 1.27%, glass up 1.26%, iron ore up 2.81%, coke up 2.45%, hot-rolled coil up 2.39%, steel rebar up 2.38%, coking coal up 1.88%, soybean meal and No1 soybeans down nearly 1%.
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.
