DZ20241118

 

Xi’s

-Qiushi will publish an important article by Xi Jinping, titled "Supporting Chinese-style Modernization with High-Quality Development".

-Xi Jinping said China's commitment to the goal of stable, healthy and sustainable development of Sino-US relations has not changed. China is willing to continue dialogue, expand cooperation, control differences with the US government, strive to achieve a smooth transition between China and the United States, and benefit the people of both countries.

 

Policy

-SRC released Market Value Management Guidelines for listed companies. The "Guidelines" require listed companies to improve their quality as the foundation, enhance operational efficiency and profitability, and promote reasonable reflection of the quality of listed companies' investment value.

 

Data

-The added value of industrial enterprises above designated size +5.3% y/y, vs est +5.6% and previous +5.4%.

-Fixed asset investment (excluding farmers) 42322.2bn yuan, +3.4% y/y, vs est +3.5% and previous +3.4%.

-The total retail sales of consumer goods +4.8% y/y, vs est +3.9%.

-Urban surveyed unemployment rate5.0%, down 0.1 percentage points m/m.

 

Nov 15 Block Trade Info

*Discount

-MONTAGE TECHNOLOGY (688008 CH) saw 4 block trades worth 15.61mn at 61.86yuan per share,13.72pct discount from last closing.

-CATL (300750 CH) saw 1 block trade worth 13.95mn at 225.00yuan per share,18.18pct discount from last closing.

 

*Flat

-WANTAI BIOLOGICAL (603392 CH) saw 1 block trade worth 65.77mn at 73.75yuan per share,flat from last closing.

 

*Margin Trade

Total Margin Balance

1.8262 trillion

Total Short Selling Balance

10.1 billion

SH Margin Balance

0.9422 trillion

SH Short Selling Balance

6.9 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600050

435mio

512880

3.5mio

510500

336mio

515120

2.6mio

600206

307mio

600157

1.8mio

600536

230mio

515700

1.5mio

688256

200mio

512760

1.5mio

SZ Margin Balance

0.8804 trillion

SZ Short Selling Balance

3.2 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002230

236mio

000750

0.4mio

000625

218mio

002131

0.4mio

000716

159mio

000725

0.3mio

002241

146mio

000957

0.3mio

002422

146mio

300182

0.3mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Turnover

115.31

Northbound Turnover

123.49

Southbound Net Cash Flow

-1.5

Southbound Net Cash Flow

+2.4

Top 5 Northbound Turnover/Shanghai

Top 5 Northbound Turnover/Shenzhen

Name

Market Value (mio cny)

Name

Market Value (mio cny)

600030

2150

300750

3348

600519

1642

300059

3022

601127

1369

002594

1169

601318

1286

002230

1131

601138

1147

002371

1091

           

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2411

24,515

-17,682

0

-9,849

0

-9,858

IF2412

174,444

22,196

121,160

6,435

151,253

7,337

IF2503

47,082

11,106

50,834

3,887

65,323

4,280

IF2506

14,918

2,250

14,238

659

20,216

982

SSE 50
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2411

15,460

-11,071

0

-5,762

0

-5,596

IH2412

87,736

1,747

54,887

1,573

70,592

1,231

IH2503

22,510

4,727

19,839

2,174

28,508

2,319

CSI 500
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2411

21,356

-19,145

0

-7,989

0

-8,200

IC2412

154,867

30,166

110,358

8,400

114,884

7,762

IC2503

45,380

11,307

54,335

4,219

58,807

3,944

IC2506

13,768

903

17,397

554

19,540

655

CSI 1000
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2411

37,282

-30,525

0

-11,757

0

-13,230

IM2412

293,971

46,587

139,921

5,748

154,616

8,865

IM2503

83,058

15,861

70,084

5,941

79,795

5,874

IM2506

29,738

3,539

28,065

1,693

31,910

1,889

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2411

143164

-29964

0

-42905

0

-48804

IO2412

92342

42887

71762

5526

84447

7277

CSI 1000 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2411

238423

-54895

0

-46699

0

-51192

MO2412

169610

60059

78356

5900

83859

5129

MO2503

9196

3510

17982

61

19686

235

SSE50 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2411

63546

-14567

0

-18463

0

-22919

HO2412

31223

11630

31340

2071

34854

2305

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2412

63,205

14,194

33,389

1,194

37,030

419

TS2503

19,242

7,257

25,561

2,215

29,031

2,229

5-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2412

83,516

15,486

87,017

-1,768

94,821

-2,344

TF2503

31,754

11,734

34,630

3,732

38,661

3,941

10-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2412

76,981

8,673

119,915

-5,534

124,462

-6,378

T2503

29,696

-866

66,848

4,016

65,278

3,862

30-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2412

77,891

5,110

46,620

-358

51,217

-472

TL2503

33,679

2,548

32,288

1,771

33,616

1,818

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

RBD Palm Olein

P2501

10,098.0

+1.12%

452,583

499,496

Rapeseed Oil

OI501

9,334.0

+0.66%

197,375

208,541

Ethenylbenzene

EB2412

8,381.0

+0.53%

93,154

146,107

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

LPG

PG2412

4,362.0

-2.7%

28,070

35,731

Crude Oil

SC2412

516.3

-2.25%

52,471

13,544

Natural Rubber

RU2501

17,290.0

-1.96%

160,689

152,144

 

* Commodities (night session):

* Global crude oil price closed down collectively. December NYMEX crude oil contract down about 2.55% to closed at $66.95/b, January Brent contract down about 2.09% to closed at $71.04/b. INE crude oil active contract down about 2.25% to 516.3 yuan/b.

* Precious metals closed mixed, COMEX gold active contract down 0.21% and closed at $2567.4/oz. SHFE gold active contract up 0.04% to closed at 594.86 yuan/gram.

* Metals closed down mixed, LME copper down 0.21%, LME zinc up 0.37%, LME nickel down 0.92%, LME aluminum up 5.56%, LME tin down 1.39%, LME lead down 0.46%, SHFE aluminum down 1.63%, SHFE tin down 1.33%t, SHFE zinc down 0.83%, SHFE nickel down 0.42%, SHFE lead down 0.3%, SHFE copper down 0.26%.

* Commodity futures closed down mostly, LPG down 2.7%, natural rubber down 1.96%, soda ash down 1.87%, fuel oil down 1.71%, butadiene rubber down 1.43%, TSR 20 down 1.4%. Steel rebar down 1.19%, iron ore down 1.14%, coking coal down 1.06%, hot-rolled coil down nearly 1%, coke down nearly 1%, soybean meal down 1.01%, No.2 soybean down 1.01%, rapeseed meal down 1.01%, RBD palm olein up 1.12%.

 

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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.