DZ20241101
Xi’s
-QIUSHI magazine will publish an important article by President Xi, titled “promoting high-quality and full employment”. The article points out that efforts should be made to solve structural employment contradictions.
Financial
-Six major commercial banks announced that they will implement new pricing mechanisms for commercial personal housing loan interest rates on Nov-1.
Sectors
-General Office of Shanghai Municipal People's Government issued the "Several Measures to Strengthen Financing Support for Small and Medium-sized Enterprises in this City", establishing a coordination mechanism to support the financing of small and micro enterprises.
Data
-Manufacturing PMI 50.1%, up 0.3% m/m，Non-manufacturing PMI50.2%, up 0.2% m/m，comprehensive PMI 50.8, up 0.4% m/m.
-Hong Kong's initial GDP for Q3up 1.8% y/y (expected 3.1%), and final value for Q2 up 3.3%.
Oct 31 Block Trade Info
*Discount
-ROBO-TECHNIK (300757 CH) saw 1 block trade worth 5.11mn at 170.40yuan per share, 20pct discount from last closing.
-CITC-U (688469 CH) saw 7 block trades worth 32.88mn at 4.11yuan per share, 14.73pct discount from last closing.
-CARERAY DIGITAL MEDICAL (688607 CH) saw 2 block trades worth 4.08mn at 12.74yuan per share, 9.00pct discount from last closing.
*Premium
-HNA (600221 CH) saw 1 block trade worth 37.26mn at 1.38yuan per share, 10.40pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.6991 trillion |
Total Short Selling Balance |
9.9 billion |
|
SH Margin Balance |
0.8766 trillion |
SH Short Selling Balance |
6.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600030 |
426mio |
601398 |
0.5mio |
|
600418 |
425mio |
601868 |
0.4mio |
|
600150 |
267mio |
601669 |
0.3mio |
|
600611 |
238mio |
600795 |
0.3mio |
|
601162 |
218mio |
600435 |
0.3mio |
|
SZ Margin Balance |
0.8194 trillion |
SZ Short Selling Balance |
3.1 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300059 |
918mio |
002065 |
0.5mio |
|
002384 |
597mio |
000690 |
0.4mio |
|
300033 |
311mio |
000665 |
0.3mio |
|
000725 |
292mio |
300185 |
0.2mio |
|
000977 |
286mio |
000999 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
131.26 |
Northbound Turnover |
137.18 |
||
|
Southbound Net Cash Flow |
+2.1 |
Southbound Net Cash Flow |
+0.6 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600030 |
2445 |
300059 |
3007 |
||
|
601127 |
1883 |
300750 |
2224 |
||
|
600519 |
1761 |
002594 |
1587 |
||
|
601138 |
1422 |
000858 |
1437 |
||
|
600887 |
1337 |
300308 |
1213 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2411 |
82,707 |
14,702 |
41,564 |
4,483 |
43,907 |
4,555 |
|
IF2412 |
140,894 |
30,863 |
110,987 |
11,398 |
139,857 |
10,293 |
|
IF2503 |
28,428 |
3,039 |
39,029 |
-103 |
52,764 |
454 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2411 |
43,301 |
8,496 |
23,643 |
2,154 |
25,590 |
2,044 |
|
IH2412 |
66,194 |
8,796 |
46,486 |
4,344 |
61,119 |
4,301 |
|
IH2503 |
12,793 |
114 |
14,861 |
46 |
21,486 |
305 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2411 |
79,985 |
16,092 |
39,735 |
1,060 |
38,855 |
94 |
|
IC2412 |
110,305 |
20,613 |
98,834 |
5,056 |
103,745 |
2,812 |
|
IC2503 |
33,116 |
10,540 |
47,740 |
1,182 |
52,085 |
1,329 |
|
IC2506 |
11,779 |
3,812 |
10,753 |
2,163 |
11,842 |
2,179 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2411 |
122,444 |
21,640 |
57,528 |
5,618 |
61,265 |
5,357 |
|
IM2412 |
253,675 |
50,900 |
124,724 |
11,064 |
136,105 |
10,859 |
|
IM2503 |
53,410 |
9,670 |
61,920 |
173 |
70,009 |
88 |
|
IM2506 |
17,928 |
3,637 |
14,101 |
1,956 |
16,193 |
2,108 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2411 |
111206 |
-5234 |
71832 |
963 |
82569 |
1032 |
|
IO2412 |
19872 |
-3631 |
40330 |
1347 |
48116 |
1640 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2411 |
192732 |
-13221 |
75608 |
1690 |
80758 |
1576 |
|
MO2412 |
31662 |
-2949 |
46673 |
789 |
51950 |
380 |
|
MO2503 |
7696 |
750 |
16531 |
174 |
17888 |
-7 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2411 |
47246 |
-8878 |
37276 |
762 |
42051 |
1646 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
58,905 |
-3,018 |
48,523 |
860 |
52,458 |
679 |
|
TS2503 |
5,150 |
1,548 |
13,395 |
530 |
13,965 |
643 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
89,437 |
16,591 |
101,808 |
779 |
109,775 |
1,071 |
|
TF2503 |
5,583 |
-226 |
9,769 |
470 |
10,148 |
601 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
95,576 |
17,095 |
154,219 |
-3,417 |
153,706 |
-1,475 |
|
T2503 |
8,217 |
1,129 |
18,564 |
302 |
19,416 |
153 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
88,273 |
5,504 |
60,377 |
-608 |
61,401 |
-321 |
|
TL2503 |
10,561 |
2,853 |
15,232 |
221 |
14,842 |
296 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
White Sugar |
SR501 |
5,923.0 |
+1.23% |
159,371 |
331,982 |
|
Low Sulfur Fuel Oil |
LU2501 |
4,003.0 |
+1.06% |
45,491 |
59,173 |
|
RBD Palm Olein |
P2501 |
9,530.0 |
+1% |
279,046 |
601,748 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Silver |
AG2412 |
7,968.0 |
-2.57% |
617,084 |
367,366 |
|
Soda Ash |
SA501 |
1,532.0 |
-2.42% |
761,502 |
1,258,231 |
|
Iron Ore |
I2501 |
766.0 |
-2.05% |
141,995 |
437,133 |
* Commodities (night session):
* Global crude oil price closed up collectively. December NYMEX crude oil contract up about 2.8% to closed at $70.53/b, January Brent contract up about 2.51% to closed at $73.97/b. INE crude oil active contract up about 0.92% to 525 yuan/b.
* Precious metals closed down, COMEX gold active contract down 1.67% and closed at $2754.1/oz. SHFE gold active contract down 1.61% to closed at 626.32 yuan/gram.
* Metals closed up mostly, LME copper up 0.09%, LME zinc down 1.59%, LME nickel down 0.51%, LME aluminum up 0.38%, LME tin up 1.37%, LME lead up 1.65%, stainless steel down 1.03%, SHFE zinc down 1%, SHFE nickel down 0.87%, SHFE lead down 0.75%, SHFE copper down 0.25%, SHFE aluminum down 0.05%, SHFE tin up 0.24%, aluminum oxide up 0.72%.
* Commodity futures down mostly, low sulfur fuel oil up 1.06%, soda ash down 2.42%, glass down 1.54%, iron ore down 2.05%, steel rebar down 1.63%, coking coal down 1.25%, coke down 1.23%, hot-rolled coil down 1.14%, white sugar up 1.23%, RBD palm olein up 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.
