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