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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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%.
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.