DZ20241120

 

Financial

-A batch of well-known local fund managers announced to lower management fees and custodian fees on self-owned major index ETFs to 0.15% and 0.05% respectively, which to reduce holding cost for investors by around cny 5bn.

Sector

-Over 20 silicon wafer firms held industrial discipline conference last week, aiming to improve market environment via production reduction and a leading firm started by lowering rate of operation in Nov to 30%, according to someone familiar with this matter.

-Shenzhen city lifted standard of ordinary and non-ordinary housings, individuals will be exempted from value-added tax from purchasing housed bought over 2 years.

-Guangzhou city expanded range of purchasing existing commercial housings from a district to the whole city.

 

Nov 19 Block Trade Info

*Discount

-HMT New Technical Materials (603306 CH) saw 1 block trades worth 119.81mn at 23.40yuan per share,13.33pct discount from last closing.

-Wuika Times Department (603101 CH) saw 4 block trades worth 52.55mn at 6.86yuan per share,9.02pct discount from last closing.

-Hatou (600864 CH) saw 1 block trades worth 276.57mn at 6.68yuan per share,1.62pct discount from last closing.

-Gambol Pet (301498 CH) saw 10 block trades worth 90.69mn at 56.68yuan per share,7.58pct discount from last closing.

-Youngy Health (300247 CH) saw 1 block trades worth 140.40mn at 3.51yuan per share,10.46pct discount from last closing.

-Zhangjiagang Rural Commercial Bank (002839 CH) saw 1 block trades worth 149.16mn at 4.52yuan per share,0.66pct discount from last closing.

 

*Margin Trade

Total Margin Balance

1.8258 trillion

Total Short Selling Balance

10.1 billion

SH Margin Balance

0.9436 trillion

SH Short Selling Balance

6.9 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601127

235mio

600705

1.6mio

600030

213mio

600816

0.6mio

601186

189mio

603077

0.6mio

600016

184mio

601162

0.4mio

603019

174mio

601099

0.4mio

SZ Margin Balance

0.8785 trillion

SZ Short Selling Balance

3.2 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300059

481mio

000725

0.5mio

002583

390mio

300182

0.4mio

000066

382mio

000630

0.3mio

002371

286mio

002624

0.3mio

001696

208mio

002400

0.2mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Turnover

106.97

Northbound Turnover

117.03

Southbound Net Cash Flow

+0.2

Southbound Net Cash Flow

+1.8

Top 5 Northbound Turnover/Shanghai

Top 5 Northbound Turnover/Shenzhen

Name

Market Value (mio cny)

Name

Market Value (mio cny)

600519

1711

300750

3340

601127

1492

300059

2552

600030

1340

002594

1207

601899

1120

002371

989

600900

1075

002475

968

           

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2412

181,990

-20,063

118,047

-4,841

145,892

-5,551

IF2503

53,768

-3,359

50,590

-278

66,752

-122

IF2506

18,155

871

15,231

237

22,030

838

SSE 50
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2412

95,104

-12,235

54,415

-6,315

69,654

-7,313

IH2503

24,725

-1,994

20,118

-66

29,442

636

CSI 500
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2412

146,640

-3,780

105,874

-5,575

110,749

-3,594

IC2503

41,577

-4,255

53,907

449

58,690

230

IC2506

15,181

-962

18,589

107

21,115

-87

CSI 1000
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2412

292,826

-2,344

135,450

-2,286

152,051

-1,688

IM2503

82,548

-3,669

70,815

1,764

80,014

1,514

IM2506

30,574

-1,925

28,893

-613

33,069

-386

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2412

128921

-25406

80057

3088

93702

3306

CSI 1000 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2412

225022

-34357

92180

4602

98652

5254

MO2503

8895

-3221

18264

522

20208

374

SSE50 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2412

55924

-651

37462

2713

42715

3838

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2412

48,504

-13,626

29,652

-1,515

33,797

-2,189

TS2503

23,185

4,054

30,011

4,372

34,404

4,581

5-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2412

76,045

-4,830

87,182

561

94,182

-1,512

TF2503

31,709

701

41,349

3,397

45,180

3,793

10-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2412

82,433

-8,313

107,553

-5,198

113,106

-4,634

T2503

54,178

8,484

84,066

9,804

79,301

8,447

30-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2412

81,184

-19,407

34,102

-4,031

36,430

-4,470

TL2503

57,755

4,358

37,750

5,290

41,031

5,942

 

*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

3,093.0

+1.31%

186,706

162,128

LPG

PG2412

4,473.0

+1.29%

16,674

24,221

Iron Ore

I2501

775.5

+1.24%

67,631

386,572

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Rapeseed Meal

RM501

2,379.0

-1%

103,232

493,270

Coking Coal

JM2501

1,274.0

-0.55%

30,223

174,617

No.2 Soybeans

B2501

3,607.0

-0.44%

40,698

79,417

 

* Commodities (night session):

* Global crude oil price closed mixed. January NYMEX crude oil contract up about 0.13% to closed at $69.26/b, January Brent contract down about 0.03% to closed at $73.28/b. INE crude oil active contract up about 0.97% to 528.2 yuan/b.

* Precious metals closed up, COMEX gold active contract up 0.81% and closed at $2635.7oz. SHFE gold active contract up 0.71% to closed at 610.08 yuan/gram.

* Metals closed up mostly, LME copper up 0.49%, LME zinc up 0.49%, LME nickel up 0.36%, LME aluminum up 1.46%, LME tin down 0.63%, LME lead up 0.68%, SHFE nickel up 0.95%, SHFE aluminum up 0.88%, SHFE zinc up 0.67%, SHFE copper up 0.28%, SHFE lead up 0.18%.

* Commodity futures closed up mostly, fuel oil up 1.31%, LPG up 1.29%, TSR 20 up 1.05%. Iron ore up 1.24%. RBD palm olein up 1.13%, rapeseed meal down 1%.

 

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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.