DZ20241121

 

Financial

*SSE and China Securities Index Co., Ltd. jointly announced to released 7 indexes including SSE dividend stock and bond risk parity index on November 21st.

*GTJA (601211 CH) announced on November 21st that the co plans to raise no more than cny 10bn from major shareholders through private placement, with a total issuance of 626mio shares and an additional issuance price of 15.97 yuan per share has been approved by SASAC.

 

Industrial Economy

*MIIT revised the “Management Conditions for Photovoltaic Manufacturing Industry Specification”, which proposes to guide photovoltaic enterprises to reduce photovoltaic manufacturing projects that simply expand production capacity, strengthen technological innovation and improve product quality.

*The National Press and Publication Administration announced the online game approval information for November 2024, with a total of 112 domestic games and 7 imported games included.

*Henan Province held a symposium on high-quality development of the new energy automobile industry, which proposes to concentrate on the advantageous resources, further layout and develop the NEV.

 

Data

*CPCAAUTO: November 1st-17th, the retail sales of passenger cars reached 1.106mio units, up 30% y/y, with the retail sales of NEV reached 0.581mio units, up 66% y/y.

 

Nov 20 Block Trade Info

*Discount

-HMT New Technical Materials (603306 CH) saw 1 block trades worth 100.76mn at 24.30yuan per share,18.18pct discount from last closing.

-CSPC Innovation Pharma (300765 CH) saw 1 block trades worth 112.15mn at 22.43yuan per share,21.30pct discount from last closing.

 

*Premium

-Hengrui Pharma (600276 CH) saw 1 block trades worth 73.21mn at 52.16yuan per share,3.37pct premium from last closing.

-Zhangjiagang Rural Commercial Bank (002839 CH) saw 1 block trades worth 206.98mn at 4.52yuan per share,0.44pct premium from last closing.

 

*Flat

-Gree (000651 CH) saw 3 block trades worth 160.75mn at 42.73yuan per share,flat from last closing.

 

*Margin Trade

Total Margin Balance

1.8311 trillion

Total Short Selling Balance

10.7 billion

SH Margin Balance

0.9454 trillion

SH Short Selling Balance

7.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600104

394mio

600010

1.0mio

600206

327mio

601933

0.7mio

603019

222mio

600170

0.6mio

600030

175mio

600839

0.6mio

600418

162mio

600157

0.4mio

SZ Margin Balance

0.8819 trillion

SZ Short Selling Balance

3.4 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

000801

226mio

000709

0.6mio

301171

198mio

002607

0.5mio

300450

182mio

300296

0.4mio

002657

175mio

300058

0.4mio

002625

167mio

000002

0.4mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Turnover

92.18

Northbound Turnover

111.53

Southbound Net Cash Flow

+3.0

Southbound Net Cash Flow

+2.6

Top 5 Northbound Turnover/Shanghai

Top 5 Northbound Turnover/Shenzhen

Name

Market Value (mio cny)

Name

Market Value (mio cny)

600030

1271

300750

2205

600900

1112

300059

1913

601127

1106

300308

1159

600276

969

002594

1108

601138

944

300274

957

           

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2412

145,065

-36,565

110,646

-7,204

135,881

-10,011

IF2503

42,279

-10,277

49,473

-998

65,057

-1,626

IF2506

14,494

-2,677

14,698

-507

21,596

-162

SSE 50
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2412

71,751

-22,699

53,029

-1,229

67,511

-2,041

IH2503

20,554

-3,851

19,025

-1,093

28,221

-1,022

CSI 500
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2412

126,171

-20,226

100,781

-4,914

105,649

-4,819

IC2503

38,957

-1,616

54,048

144

58,548

-142

IC2506

17,196

3,095

19,231

700

21,970

1,079

CSI 1000
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2412

268,127

-23,424

133,702

-1,303

145,961

-3,014

IM2503

74,521

-6,799

68,349

-2,172

76,720

-3,198

IM2506

25,173

-5,107

28,761

-52

32,694

-266

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2412

86625

-42148

80563

506

95176

1508

CSI 1000 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2412

201783

-20476

97041

4977

102507

3855

MO2503

8416

-318

18356

92

20489

281

SSE50 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2412

34690

-21028

38820

1358

43893

1178

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2412

42,274

-2,955

26,292

-3,118

29,187

-3,757

TS2503

41,851

20,458

32,056

2,519

38,386

4,162

5-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2412

83,022

9,073

80,736

-6,446

87,916

-6,264

TF2503

34,229

4,353

46,701

5,419

50,536

5,828

10-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2412

80,369

237

95,191

-12,236

100,840

-11,088

T2503

59,489

8,692

95,955

11,984

87,944

10,909

30-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2412

54,330

-24,314

31,222

-2,452

33,174

-2,929

TL2503

49,396

-5,846

40,016

2,448

43,356

2,537

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Para-Xylene

PX501

6,900.0

+1.5%

90,165

110,192

LPG

PG2501

4,430.0

+1.44%

44,913

47,812

TSR 20

NR2501

14,250.0

+1.17%

23,437

50,151

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

RBD Palm Olein

P2501

9,794.0

-1.55%

572,399

465,357

Rapeseed Meal

RM501

2,335.0

-1.44%

143,304

539,681

No.2 Soybeans

B2501

3,574.0

-0.83%

55,683

92,114

 

* Commodities (night session):

* Global crude oil price closed down. January NYMEX crude oil contract down about 0.29% to closed at $69.04/b, January Brent contract down about 0.37% to closed at $73.04/b. INE crude oil active contract down about 0.06% to 527.4 yuan/b.

* Precious metals closed mixed, COMEX gold active contract up 0.88% and closed at $2654.1/oz. SHFE gold active contract up 0.67% to closed at 615.24 yuan/gram.

* Metals closed up mostly, LME copper down 0.06%, LME zinc up 0.86%, LME nickel up 0.06%, LME aluminum down 0.55%, LME tin up 0.28%, LME lead up 0.6%, aluminum oxide up 1.25%, SHFE zinc up 0.88%, SHFE lead up 0.59%, SHFE nickel up 0.59%, Stainless Steel up 0.23%, SHFE tin up 0.09%, SHFE aluminum down 0.07%, SHFE copper down 0.11%.

* Commodity futures closed up mostly, LPG up 1.44%, TSR 20 up 1.17%, Bitumen up 1.08%, natural rubber up 1.05%, PTA up 1.03%, soda ash up 1.02%, RBD palm olein down 1.55%, rapeseed meal down 1.44%.

 

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