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