DZ20241122
Xi’s Emphasis
-Xi Jinping met with Brazilian president Lula and pointed out that we should do a good job in connecting the development strategies of the two countries.
Policy
-Ministry of Commerce Issued the “Several Measures to Support Suzhou Industrial Park in Deepening the Comprehensive Test of Open Innovation”.
-Ministry of Commerce Issued several policy measures to promote stable growth in foreign trade.
Data
-Ministry of Commerce data: Jan-Oct, China's Foreign non-financial direct investment$115.83bn, +10.6% y/y; among them, Chinese enterprises are jointly building the "Belt and Road" national non-financial direct investment of $26.65bn, +3.0% y/y.
Nov 21 Block Trade Info
*Discount
-SOKON (601127 CH) saw 7 block trades worth 21.33mn at 129.15yuan per share,0.44pct discount from last closing.
-GREE (000651 CH) saw 4 block trades worth 200.00mn at 42.31yuan per share,0.98pct discount from last closing.
*Flat
-HANYI FONTS (301270 CH) saw 1 block trade worth 7.53mn at 37.63yuan per share,flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.8343 trillion |
Total Short Selling Balance |
10.8 billion |
|
SH Margin Balance |
0.9468 trillion |
SH Short Selling Balance |
7.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600839 |
283mio |
601099 |
0.7mio |
|
600536 |
263mio |
601162 |
0.5mio |
|
688111 |
216mio |
600705 |
0.3mio |
|
601360 |
190mio |
601857 |
0.2mio |
|
600418 |
134mio |
688779 |
0.2mio |
|
SZ Margin Balance |
0.8837 trillion |
SZ Short Selling Balance |
3.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300059 |
681mio |
002506 |
1.2mio |
|
002402 |
250mio |
002673 |
0.6mio |
|
300085 |
213mio |
300083 |
0.3mio |
|
300033 |
192mio |
002195 |
0.3mio |
|
300377 |
172mio |
002183 |
0.3mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
82.84 |
Northbound Turnover |
100.66 |
||
|
Southbound Net Cash Flow |
+2.7 |
Southbound Net Cash Flow |
+2.0 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600030 |
1169 |
300059 |
1873 |
||
|
600900 |
921 |
300750 |
1549 |
||
|
601127 |
844 |
300308 |
1022 |
||
|
601138 |
835 |
002475 |
985 |
||
|
600519 |
805 |
002594 |
879 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2412 |
123,781 |
-21,182 |
106,956 |
-3,569 |
131,434 |
-4,402 |
|
IF2503 |
34,619 |
-7,460 |
48,600 |
-873 |
63,879 |
-1,075 |
|
IF2506 |
9,328 |
-4,305 |
14,295 |
-393 |
21,454 |
-116 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2412 |
63,978 |
-7,540 |
51,161 |
-1,868 |
65,894 |
-1,617 |
|
IH2503 |
16,819 |
-3,630 |
19,058 |
33 |
28,001 |
-217 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2412 |
101,846 |
-24,315 |
97,195 |
-3,387 |
102,131 |
-3,518 |
|
IC2503 |
29,448 |
-8,745 |
53,204 |
-739 |
57,315 |
-1,233 |
|
IC2506 |
9,840 |
-6,417 |
18,775 |
-420 |
21,352 |
-533 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2412 |
241,926 |
-25,437 |
129,721 |
-3,555 |
142,046 |
-3,285 |
|
IM2503 |
67,006 |
-7,059 |
68,975 |
630 |
76,565 |
17 |
|
IM2506 |
21,168 |
-3,645 |
28,620 |
-85 |
32,439 |
-255 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2412 |
79715 |
-6282 |
82760 |
2212 |
97841 |
2665 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2412 |
172584 |
-29067 |
100472 |
3431 |
106678 |
4171 |
|
MO2503 |
5295 |
-2866 |
18455 |
99 |
20667 |
178 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2412 |
31924 |
-2383 |
40085 |
1265 |
45435 |
1704 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
39,681 |
-282 |
22,567 |
-2,836 |
23,948 |
-5,119 |
|
TS2503 |
38,332 |
-1,295 |
35,791 |
4,060 |
44,035 |
5,673 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
99,072 |
16,996 |
73,705 |
-5,793 |
79,816 |
-8,100 |
|
TF2503 |
53,480 |
21,633 |
56,605 |
11,217 |
62,949 |
12,961 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
101,298 |
23,054 |
81,611 |
-13,400 |
85,310 |
-15,530 |
|
T2503 |
96,103 |
39,041 |
114,052 |
18,904 |
108,204 |
20,550 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
53,471 |
-161 |
29,495 |
-1,145 |
30,962 |
-2,052 |
|
TL2503 |
65,517 |
16,753 |
43,557 |
3,660 |
47,094 |
3,847 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2501 |
1,314.5 |
+1.82% |
56,149 |
170,164 |
|
Fuel Oil |
FU2501 |
3,129.0 |
+1.13% |
208,190 |
157,309 |
|
Coke |
J2501 |
1,956.0 |
+1.01% |
7,607 |
26,787 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Rapeseed Meal |
RM501 |
2,228.0 |
-4.21% |
390,072 |
603,340 |
|
Rapeseed Oil |
OI501 |
8,982.0 |
-2.95% |
229,251 |
198,167 |
|
Nickel |
NI2412 |
124,840.0 |
-1.89% |
60,407 |
39,275 |
* Commodities (night session):
* Global crude oil price closed up. January NYMEX crude oil contract up about 2.01% to closed at $70.13/b, January Brent contract up about 2.06% to closed at $74.31/b. INE crude oil active contract up about 0.72% to 533.9 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 0.77% and closed at $2672.2/oz. SHFE gold active contract up 0.87% to closed at 622.68 yuan/gram.
* Metals closed down mostly, LME copper down 0.73%, LME zinc up 0.54%, LME nickel down 1.17%, LME aluminum down 0.42%, LME tin down 1.43%, LME lead down 0.89%, SHFE nickel down 1.89%, SHFE tin down 1.46%, Stainless Steel down 1.2%, aluminum oxide down 1.1%, SHFE copper down 0.89%, SHFE aluminum down 0.41%, SHFE lead down 0.56%, SHFE zinc remained constant.
* Commodity futures closed mixed, Butadiene Rubber down 1.86%, TSR 20 down 1.59%, natural rubber down 1.19%, fuel oil up 1.13%, coking coal up 1.82%, coke up 1.01%, rapeseed meal down 4.21%, rapeseed oil down 2.95%, no.2 soybean down 1.32%, soybean oil down 1.28%, RBD palm olein down 1.22%.
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.
