DZ20241115
Sector
-Revised provision of national natural science fund was issued, to be officially implemented from Jan 1, 2025.
-Conference in promoting construction of digital China was held which pointed out to deepen reform of data factors with market allocation and to optimize basic data system.
Financial
-Vice premier He Lifeng said China is expanding systematic opening-up in financial field with steady pace and deepen cooperation of foreign firms is welcomed.
Co Focus
-Zhejiang Zeekr to buy 30% stake of Link&Co from VCI for cny 5.4bn and the transaction expects to be completed in 1Q2025.
Nov 14 Block Trade Info
*Discount
-CICC (601995 CH) saw 3 block trades worth 435.31mn at 37.00yuan per share,5.35pct discount from last closing.
-Gofar (600538 CH) saw 2 block trades worth 96.60mn at 4.83yuan per share,8.00pct discount from last closing.
*Flat
-Proya (603605 CH) saw 1 block trades worth 140.83mn at 94.07yuan per share,flat from last closing.
-Mayinglong Pharma (600993 CH) saw 2 block trades worth 87.58mn at 25.72yuan per share,flat from last closing.
-CATL (300750 CH) saw 1 block trades worth 275.00mn at 275.00yuan per share,flat from last closing.
-Zhongji Innolight (300308 CH) saw 2 block trades worth 120.09mn at 148.81yuan per share,flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.8356 trillion |
Total Short Selling Balance |
10.6 billion |
|
SH Margin Balance |
0.9454 trillion |
SH Short Selling Balance |
7.2 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600104 |
267mio |
600675 |
1.1mio |
|
600050 |
168mio |
600157 |
1.0mio |
|
601012 |
123mio |
600108 |
0.9mio |
|
688116 |
116mio |
600821 |
0.3mio |
|
688089 |
106mio |
601162 |
0.3mio |
|
SZ Margin Balance |
0.8865 trillion |
SZ Short Selling Balance |
3.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002261 |
564mio |
000778 |
0.7mio |
|
002402 |
367mio |
002607 |
0.5mio |
|
002422 |
263mio |
002797 |
0.3mio |
|
301171 |
165mio |
000630 |
0.3mio |
|
002851 |
162mio |
002354 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
111.86 |
Northbound Turnover |
122.75 |
||
|
Southbound Net Cash Flow |
+10.1 |
Southbound Net Cash Flow |
+9.6 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
601127 |
2047 |
300750 |
4061 |
||
|
600519 |
1606 |
300059 |
1943 |
||
|
600030 |
1535 |
002371 |
1285 |
||
|
601899 |
1158 |
002230 |
1276 |
||
|
601138 |
1131 |
002241 |
1207 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2411 |
43,381 |
-12,296 |
16,876 |
-7,499 |
17,830 |
-7,320 |
|
IF2412 |
152,989 |
7,110 |
115,131 |
1,808 |
144,537 |
1,357 |
|
IF2503 |
36,314 |
2,795 |
46,993 |
2,138 |
61,189 |
2,303 |
|
IF2506 |
13,106 |
2,267 |
13,604 |
1,963 |
19,267 |
2,083 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2411 |
27,248 |
-8,444 |
9,602 |
-5,267 |
10,257 |
-5,493 |
|
IH2412 |
87,393 |
3,782 |
53,601 |
2,077 |
69,680 |
2,365 |
|
IH2503 |
18,527 |
2,300 |
17,816 |
131 |
26,232 |
61 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2411 |
41,073 |
-10,073 |
13,540 |
-7,358 |
13,293 |
-8,234 |
|
IC2412 |
126,864 |
10,698 |
102,287 |
6,438 |
107,122 |
3,496 |
|
IC2503 |
34,468 |
3,424 |
50,116 |
2,048 |
54,922 |
1,811 |
|
IC2506 |
13,479 |
2,303 |
17,006 |
1,868 |
18,977 |
2,127 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2411 |
69,534 |
-8,045 |
21,613 |
-8,910 |
22,002 |
-9,828 |
|
IM2412 |
248,364 |
3,920 |
134,623 |
11,058 |
146,682 |
9,545 |
|
IM2503 |
68,202 |
6,967 |
64,378 |
3,531 |
73,921 |
2,495 |
|
IM2506 |
26,488 |
2,693 |
26,487 |
2,908 |
30,089 |
2,584 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2411 |
174983 |
25808 |
63935 |
-1782 |
71136 |
-2978 |
|
IO2412 |
50032 |
4938 |
66657 |
3671 |
77632 |
4280 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2411 |
295629 |
-3115 |
70077 |
-3504 |
79132 |
-2479 |
|
MO2412 |
110032 |
16531 |
72456 |
5496 |
78783 |
6016 |
|
MO2503 |
5805 |
-616 |
17961 |
150 |
19451 |
-2 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2411 |
80413 |
-62 |
30365 |
-2117 |
36156 |
-2148 |
|
HO2412 |
19876 |
389 |
29269 |
1150 |
32569 |
986 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
50,039 |
2,561 |
33,525 |
-2,042 |
37,913 |
-1,263 |
|
TS2503 |
12,760 |
-3,312 |
23,813 |
1,066 |
26,866 |
1,325 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
70,282 |
-910 |
90,180 |
-1,928 |
98,111 |
-3,006 |
|
TF2503 |
21,081 |
2,902 |
31,587 |
2,085 |
34,929 |
2,201 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
70,639 |
-21,937 |
125,512 |
-3,300 |
130,840 |
-1,894 |
|
T2503 |
32,711 |
-8,868 |
63,354 |
4,394 |
61,496 |
4,302 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
75,607 |
-15,778 |
47,098 |
-2,341 |
51,894 |
-2,947 |
|
TL2503 |
32,454 |
-519 |
30,675 |
2,233 |
31,798 |
2,633 |
*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 |
3,145.0 |
+1.58% |
376,412 |
219,092 |
|
Low Sulfur Fuel Oil |
LU2502 |
3,944.0 |
+1.34% |
44,168 |
119,744 |
|
RBD Palm Olein |
P2501 |
10,000.0 |
+1.21% |
487,109 |
505,779 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Glass |
FG501 |
1,277.0 |
-2.67% |
557,695 |
1,113,970 |
|
Coke |
J2501 |
1,892.0 |
-1.54% |
8,700 |
28,223 |
|
Lead |
PB2412 |
16,790.0 |
-1.35% |
29,041 |
36,864 |
* Commodities (night session):
* Global crude oil price closed up. December NYMEX crude oil contract up about 0.28% to closed at $68.62/b, January Brent contract up about 0.24% to closed at $72.45/b. INE crude oil active contract up about 0.54% to 525.3 yuan/b.
* Precious metals closed down, COMEX gold active contract down 0.61% and closed at $2570.6/oz. SHFE gold active contract down 0.82% to closed at 595.5 yuan/gram.
* Metals closed down mostly, LME copper down 0.25%, LME zinc down 1.61%, LME nickel up 0.03%, LME aluminum down 0.28%, LME tin down 2.49%, LME lead down 2.22%, SHFE copper remained constant, SHFE aluminum up 0.48%, SHFE zinc down 0.26%, SHFE nickel down 1.25%, SHFE tin down 1.11%, SHFE lead down 1.35%.
* Commodity futures closed down mostly, butadiene rubber down 2.84%, glass down 2.67%, coke, soda ash TSR 20, coking coal and No.2 soybean down over 1%, fuel oil, RBD palm olein and low sulfur fuel oil up over 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.
