DZ20241108
Financial
- Li Ming, vice president of CSRC said to well promote measures on reform and opening-up of capital market and to improve investment value of A share to create long-term return for investors.
Policy
- Administrative method on strategic investment of listed companies by foreign investors will be officially implemented from Dec 2, 2024.
Data
- PBoC: China end-Oct forex reserve usd 3.261tn, est usd 3.286tn and vs usd 3.316tn by end-Sept.
- PBoC: China gold reserve unchanged for the 6th month at 72.8mio ounces.
Co Focus
- Alipay and Huawei terminal will be in strategic cooperation on Harmony and One-touch ecology.
Nov 7 Block Trade Info
*Discount
-Everdisplay Optronics (688538 CH) saw 3 block trades worth 105.20mn at 2.63yuan per share,1.50pct discount from last closing.
-CICC (601995 CH) saw 13 block trades worth 52.62mn at 36.54yuan per share,7.00pct discount from last closing.
-China XD Electric (601179 CH) saw 1 block trades worth 802.71mn at 7.83yuan per share,11.02pct discount from last closing.
-Hainan Airport (600515 CH) saw 1 block trades worth 661.56mn at 3.59yuan per share,12.86pct discount from last closing.
-CATL (300750 CH) saw 1 block trades worth 104.07mn at 260.17yuan per share,1.00pct discount from last closing.
-Kingkey Smart Agriculture Times (000048 CH) saw 3 block trades worth 129.98mn at 17.10yuan per share,1.72pct discount from last closing.
*Premium
-Ingenic Semiconductor(300223 CH) saw 1 block trades worth 651.47mn at 78.87yuan per share,5.19pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7765 trillion |
Total Short Selling Balance |
10.5 billion |
|
SH Margin Balance |
0.9158 trillion |
SH Short Selling Balance |
7.2 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600030 |
910mio |
601162 |
1.1mio |
|
600760 |
375mio |
600022 |
0.8mio |
|
601888 |
359mio |
601099 |
0.7mio |
|
601688 |
357mio |
600705 |
0.7mio |
|
600363 |
351mio |
600588 |
0.6mio |
|
SZ Margin Balance |
0.8571 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 |
866mio |
000750 |
1.3mio |
|
000858 |
674mio |
002195 |
0.4mio |
|
300033 |
387mio |
300027 |
0.3mio |
|
002304 |
251mio |
300059 |
0.2mio |
|
000795 |
215mio |
000560 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
139.81 |
Northbound Turnover |
143.68 |
||
|
Southbound Net Cash Flow |
+1.9 |
Southbound Net Cash Flow |
-0.8 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
3548 |
300750 |
2809 |
||
|
600030 |
2404 |
300059 |
2412 |
||
|
601318 |
2258 |
000858 |
2049 |
||
|
601127 |
2171 |
002475 |
1417 |
||
|
603259 |
1494 |
002594 |
1378 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2411 |
85,288 |
2,734 |
40,531 |
-12 |
41,570 |
9 |
|
IF2412 |
176,271 |
8,320 |
116,486 |
9,132 |
152,148 |
12,869 |
|
IF2503 |
39,755 |
-1,285 |
43,009 |
968 |
57,528 |
1,169 |
|
IF2506 |
12,551 |
-1,342 |
10,157 |
504 |
14,047 |
811 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2411 |
49,348 |
8,329 |
23,727 |
2,218 |
25,523 |
2,214 |
|
IH2412 |
101,200 |
20,801 |
53,519 |
7,357 |
70,972 |
9,951 |
|
IH2503 |
20,135 |
2,173 |
16,750 |
1,893 |
24,169 |
2,100 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2411 |
59,265 |
-12,816 |
33,122 |
422 |
34,631 |
1,116 |
|
IC2412 |
109,289 |
-20,396 |
96,246 |
-3,157 |
104,255 |
-713 |
|
IC2503 |
31,588 |
-4,759 |
45,680 |
-559 |
50,155 |
-1,003 |
|
IC2506 |
11,065 |
-370 |
13,161 |
276 |
14,890 |
495 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2411 |
98,036 |
-15,168 |
45,389 |
-4,449 |
48,487 |
-3,888 |
|
IM2412 |
218,448 |
-45,695 |
116,597 |
-7,303 |
131,925 |
-5,444 |
|
IM2503 |
53,130 |
-8,818 |
59,837 |
-1,540 |
69,646 |
197 |
|
IM2506 |
21,602 |
-369 |
19,635 |
1,204 |
23,224 |
1,418 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2411 |
214529 |
8807 |
81085 |
1907 |
92355 |
1558 |
|
IO2412 |
62722 |
12909 |
49314 |
-864 |
58589 |
-1001 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2411 |
284445 |
-35405 |
78801 |
-3072 |
86201 |
-1637 |
|
MO2412 |
50550 |
-5423 |
54364 |
3333 |
59608 |
3320 |
|
MO2503 |
7579 |
-4472 |
17544 |
557 |
18582 |
422 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2411 |
134644 |
55243 |
38023 |
1783 |
44833 |
536 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
58,429 |
-4,872 |
43,667 |
96 |
47,748 |
356 |
|
TS2503 |
12,023 |
1,907 |
16,819 |
1,601 |
17,494 |
1,542 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
81,003 |
1,683 |
100,801 |
1,796 |
109,125 |
183 |
|
TF2503 |
13,555 |
-2,612 |
17,644 |
2,344 |
19,023 |
2,553 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
88,111 |
-7,321 |
152,212 |
795 |
155,198 |
1,875 |
|
T2503 |
23,680 |
3,781 |
32,958 |
4,943 |
32,976 |
4,222 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
79,720 |
-14,599 |
54,065 |
-565 |
57,676 |
-208 |
|
TL2503 |
15,523 |
-4,753 |
18,700 |
292 |
18,430 |
93 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Nickel |
NI2412 |
129,870.0 |
+3.1% |
95,843 |
72,136 |
|
TSR 20 |
NR2501 |
15,245.0 |
+2.83% |
61,009 |
80,568 |
|
Aluminum |
AL2412 |
21,735.0 |
+2.48% |
121,123 |
225,264 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Low Sulfur Fuel Oil |
LU2502 |
3,976.0 |
-1.17% |
51,638 |
107,359 |
|
Rapeseed Meal |
RM501 |
2,421.0 |
-0.33% |
214,059 |
562,520 |
|
Fuel Oil |
FU2501 |
3,079.0 |
-0.13% |
286,313 |
185,005 |
* Commodities (night session):
* Global crude oil price closed up. December NYMEX crude oil contract up about 0.7% to closed at $72.19/b, January Brent contract up about 0.83% to closed at $75.54/b. INE crude oil active contract up about 0.85% to 542.9 yuan/b.
* Precious metals closed up, COMEX gold active contract up 1.41% and closed at $2714/oz. SHFE gold active contract up 0.48% to closed at 617.34 yuan/gram.
* Metals closed up mostly, LME copper up 3.59%, LME zinc up 3.3%, LME nickel up 3.09%, LME aluminum up 3.4%, LME tin up 1.62%, LME lead down 0.54%, SHFE nickel up 3.1%, SHFE aluminum up 2.48%, aluminum oxide up 2.47%, SHFE copper up 2.12%, stainless steel up 1.67%, SHFE zinc up 1.51%, SHFE tin up 1.23%, SHFE lead up 0.21%.
* Commodity futures closed up, TSR 20 up 2.83%, natural rubber up 2.08%, soda ash up 1.57%, PTA up 1.55%, bleached softwood kraft pulp up 1.34%, LPG up 1.25%, coke up 2.39%, coking coal up 1.32%, steel rebar up 1.12%, hot-rolled coil up 1.07%, cotton yarn up 1.76%, cotton up 1.1%.
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.
