DZ20241104
Meeting
-The 12th meeting of the 14th NPC Standing Committee will be held during Nov 4-8.
Policy
-MoC, CSRC and 4 other departments jointly revised administrative methods of strategic investment by foreign investors on domestic listed companies which lowered asset requirement for non-controlling shareholders and widened method to tender offer.
Sector News
-List of drugs included in the 2024 medical insurance coverage will be announced around end of Nov and to officially take effect from Jan 1, 2025, according to National Healthcare Security Administration.
-New energy car firms jointly disclosed sales record in Oct, among which BYD NEV sales 502.66k units, up 66.5% y/y and auto sales of Seres 36.01k units, up 104.61% y/y.
Nov 1 Block Trade Info
*Discount
-iRay Tech (688301 CH) saw 2 block trades worth 175.09mn at 113.42yuan per share,2.85pct discount from last closing.
-Zhonggu Logistics (603565 CH) saw 10 block trades worth 315.85mn at 7.52yuan per share,10.69pct discount from last closing.
-Yindu Kitchen Equipment (603277 CH) saw 16 block trades worth 178.27mn at 21.68/22.41yuan per share,6.23/9.29pct discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.6913 trillion |
Total Short Selling Balance |
9.7 billion |
|
SH Margin Balance |
0.8735 trillion |
SH Short Selling Balance |
6.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600895 |
608mio |
512100 |
27.1mio |
|
601127 |
350mio |
588000 |
4.9mio |
|
601360 |
241mio |
510050 |
2.1mio |
|
600111 |
219mio |
560010 |
1.9mio |
|
600390 |
210mio |
600705 |
1.7mio |
|
SZ Margin Balance |
0.8149 trillion |
SZ Short Selling Balance |
3.1 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000958 |
593mio |
000563 |
0.8mio |
|
000917 |
585mio |
000750 |
0.4mio |
|
002384 |
542mio |
000709 |
0.4mio |
|
002583 |
284mio |
002506 |
0.3mio |
|
300377 |
280mio |
000917 |
0.3mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
125.97 |
Northbound Turnover |
139.02 |
||
|
Southbound Net Cash Flow |
+2.7 |
Southbound Net Cash Flow |
+1.6 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
1657 |
300059 |
2835 |
||
|
600030 |
1621 |
300750 |
2640 |
||
|
601127 |
1349 |
000100 |
1270 |
||
|
601899 |
1172 |
000333 |
1266 |
||
|
601919 |
1133 |
002594 |
1095 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2411 |
78,133 |
-4,460 |
38,075 |
-3,483 |
40,475 |
-3,402 |
|
IF2412 |
133,143 |
-6,945 |
102,759 |
-8,191 |
131,824 |
-8,033 |
|
IF2503 |
27,658 |
-265 |
37,861 |
-1,168 |
51,743 |
-931 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2411 |
43,721 |
669 |
21,887 |
-1,699 |
24,375 |
-1,029 |
|
IH2412 |
70,185 |
4,685 |
43,822 |
-2,466 |
58,751 |
-2,368 |
|
IH2503 |
14,021 |
1,410 |
14,476 |
-346 |
20,822 |
-632 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2411 |
73,921 |
-5,180 |
38,226 |
-1,404 |
36,928 |
-1,836 |
|
IC2412 |
107,592 |
-964 |
99,079 |
380 |
102,805 |
-656 |
|
IC2503 |
27,451 |
-3,884 |
46,467 |
-1,102 |
50,642 |
-1,443 |
|
IC2506 |
13,472 |
1,989 |
11,870 |
1,133 |
12,869 |
1,071 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2411 |
126,468 |
4,778 |
55,282 |
-2,097 |
58,359 |
-2,768 |
|
IM2412 |
245,614 |
-7,379 |
119,850 |
-4,680 |
132,488 |
-3,368 |
|
IM2503 |
53,535 |
851 |
61,795 |
-125 |
70,355 |
346 |
|
IM2506 |
20,021 |
2,195 |
15,374 |
1,298 |
17,742 |
1,583 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2411 |
122579 |
-21879 |
73556 |
1505 |
84520 |
1169 |
|
IO2412 |
23555 |
2174 |
41955 |
881 |
49739 |
1088 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2411 |
267209 |
-13705 |
76801 |
-668 |
82337 |
-133 |
|
MO2412 |
44544 |
-3012 |
47884 |
680 |
52711 |
705 |
|
MO2503 |
7885 |
-368 |
16898 |
154 |
17955 |
104 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2411 |
69732 |
8437 |
39687 |
1548 |
45596 |
2589 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
72,568 |
15,059 |
47,158 |
-914 |
51,931 |
-391 |
|
TS2503 |
7,101 |
3,046 |
13,908 |
623 |
14,503 |
690 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
94,370 |
5,914 |
104,875 |
4,175 |
113,569 |
4,873 |
|
TF2503 |
8,662 |
3,399 |
11,132 |
1,472 |
11,628 |
1,480 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
94,762 |
-29 |
155,479 |
1,745 |
155,930 |
2,224 |
|
T2503 |
9,779 |
2,027 |
19,244 |
680 |
20,137 |
826 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
83,701 |
-2,784 |
60,044 |
-333 |
62,047 |
646 |
|
TL2503 |
13,299 |
3,720 |
15,759 |
619 |
15,308 |
643 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Tin |
SN2412 |
260,620.0 |
+1.92% |
76,281 |
25,827 |
|
Soybean Oil |
Y2501 |
8,646.0 |
+1.15% |
366,439 |
666,392 |
|
Rapeseed Oil |
OI501 |
9,753.0 |
+1.09% |
166,796 |
284,392 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Glass |
FG501 |
1,298.0 |
-4.14% |
1,329,338 |
1,142,223 |
|
Soda Ash |
SA501 |
1,497.0 |
-3.04% |
1,014,764 |
1,307,988 |
|
Coking Coal |
JM2501 |
1,314.0 |
-2.27% |
60,032 |
169,027 |
* Commodities (night session):
* Global crude oil price closed up mostly. December NYMEX crude oil contract up about 0.1% to closed at $69.33/b, January Brent contract up about 0.29% to closed at $73.02/b. INE crude oil active contract down about 0.21% to 526.3 yuan/b.
* Precious metals closed down, COMEX gold active contract down 0.12% and closed at $2745.9/oz. SHFE gold active contract down 0.14% to closed at 627.84 yuan/gram.
* Metals closed up mostly, LME copper up 0.35%, LME zinc up 1.22%, LME nickel up 2.56%, LME aluminum down 0.55%, LME tin up 1.88%, LME lead up 0.94%, SHFE tin up 1.92%, SHFE nickel up 1.04%, SHFE lead up 0.42%, SHFE copper up 0.38%, SHFE aluminum down 0.41%.
* Commodity futures down mostly, glass down 4.14%, soda ash down 3.04%, butadiene rubber down 2.3%, TSR 20 down 1.16%, natural rubber down 1.07%, coking coal down 2.27%, coke down 1.72%, steel rebar down 1.06%, hot-rolled coil down 1.01%, soybean oil up 1.15%, rapeseed oil up 1.09%.
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.
