DZ20241125
Financial
- Premier Li Qaing held State Council general meeting and in research to promote healthy development of platform economy.
- National Financial Regulatory Administration: end-3Q bad-loan ratio of commercial banks holds flat q/q at 1.56%.
Sector
- The new round of debt reorganization of real estate firms shift strategy from debt extension to overall reduction, according to someone familiar with this matter.
- The US may pose new export restriction policy on China and may add over 200 Chinese chip companies into trade block list, Reuters reported.
Nov 22 Block Trade Info
*Discount
-Avicopter (600038 CH) saw 1 block trades worth 71.89mn at 38.36yuan per share,2.84pct discount from last closing.
-Chase Sun Pharma (300026 CH) saw 4 block trades worth 56.78mn at 3.31yuan per share,15.56pct discount from last closing.
*Premium
-Hengrui Pharma (600276 CH) saw 1 block trades worth 64.09mn at 53.09yuan per share,9.99pct premium from last closing.
*Flat
-Shaanxi Coal (601225 CH) saw 1 block trades worth 284.03mn at 23.41yuan per share,flat from last closing.
-Zangge Mining (000408 CH) saw 1 block trades worth 98.56mn at 28.16yuan per share,flat from last closing.
*Margin Trade (SZ Margin Balance not released and updated)
|
Total Margin Balance |
1.8343 trillion |
Total Short Selling Balance |
10.8 billion |
|
SH Margin Balance |
0.9421 trillion |
SH Short Selling Balance |
7.2 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601360 |
285mio |
512100 |
19.0mio |
|
601318 |
242mio |
600010 |
4.0mio |
|
600206 |
233mio |
510500 |
2.0mio |
|
600519 |
127mio |
516110 |
1.3mio |
|
513050 |
122mio |
601669 |
1.2mio |
|
SZ Margin Balance |
0.8762 trillion |
SZ Short Selling Balance |
3.3 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 |
96.06 |
Northbound Turnover |
109.30 |
||
|
Southbound Net Cash Flow |
+1.2 |
Southbound Net Cash Flow |
+1.4 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
1555 |
300750 |
1783 |
||
|
600030 |
1191 |
300059 |
1746 |
||
|
601318 |
1189 |
002594 |
1210 |
||
|
600900 |
962 |
000333 |
1198 |
||
|
601127 |
953 |
002371 |
1075 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2412 |
169,049 |
45,715 |
112,172 |
5,216 |
136,300 |
4,866 |
|
IF2503 |
49,182 |
15,197 |
51,208 |
2,810 |
65,937 |
2,172 |
|
IF2506 |
14,969 |
5,852 |
16,948 |
2,706 |
24,175 |
2,824 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2412 |
86,491 |
22,673 |
56,108 |
5,066 |
70,649 |
4,939 |
|
IH2503 |
25,136 |
8,465 |
20,436 |
1,378 |
29,167 |
1,195 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2412 |
133,238 |
31,522 |
103,839 |
6,901 |
107,376 |
5,414 |
|
IC2503 |
41,795 |
13,000 |
57,336 |
4,235 |
61,113 |
3,798 |
|
IC2506 |
15,185 |
5,464 |
19,608 |
1,165 |
22,552 |
1,211 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2412 |
262,880 |
22,258 |
133,251 |
3,664 |
143,745 |
2,111 |
|
IM2503 |
81,063 |
14,687 |
70,055 |
1,080 |
76,695 |
130 |
|
IM2506 |
29,769 |
8,916 |
31,274 |
2,760 |
34,895 |
2,457 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2412 |
143679 |
64229 |
84080 |
1320 |
100080 |
2239 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2412 |
205696 |
34555 |
102232 |
1934 |
109659 |
2981 |
|
MO2503 |
7905 |
2772 |
18911 |
557 |
21207 |
540 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2412 |
55959 |
24322 |
41941 |
1856 |
48167 |
2732 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
36,696 |
-1,133 |
19,902 |
-1,844 |
20,737 |
-2,436 |
|
TS2503 |
47,641 |
11,207 |
39,331 |
3,540 |
46,482 |
2,693 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
118,313 |
21,757 |
59,474 |
-13,970 |
64,844 |
-14,603 |
|
TF2503 |
62,209 |
10,832 |
65,122 |
8,585 |
71,945 |
10,354 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
97,892 |
451 |
57,364 |
-22,521 |
60,076 |
-24,924 |
|
T2503 |
136,890 |
43,533 |
134,420 |
21,186 |
129,510 |
22,272 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
37,090 |
-13,710 |
25,121 |
-4,011 |
26,192 |
-4,665 |
|
TL2503 |
96,746 |
32,122 |
50,320 |
6,986 |
54,150 |
7,269 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soda Ash |
SA501 |
1,516.0 |
+1.88% |
596,199 |
1,084,994 |
|
Crude Oil |
SC2501 |
545.3 |
+1.81% |
99,136 |
29,465 |
|
Gold |
AU2502 |
630.9 |
+1.26% |
190,694 |
184,111 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Rapeseed Oil |
OI501 |
8,945.0 |
-1.11% |
135,354 |
183,232 |
|
Coking Coal |
JM2501 |
1,293.0 |
-0.84% |
48,889 |
163,269 |
|
Natural Rubber |
RU2501 |
17,325.0 |
-0.72% |
100,331 |
127,223 |
* Commodities (night session):
* Global crude oil price closed up. January NYMEX crude oil contract up about 1.54% to closed at $71.18/b, January Brent contract up about 1.24% to closed at $75.15/b. INE crude oil active contract up about 1.81% to 545.3 yuan/b.
* Precious metals closed up, COMEX gold active contract up 1.62% and closed at $2718.2/oz. SHFE gold active contract up 1.26% to closed at 630.88 yuan/gram.
* Metals closed mixed, LME copper down 0.4%, LME zinc down 0.6%, LME nickel up 0.64%, LME aluminum down 0.06%, LME tin up 0.7%, LME lead up 0.95%, SHFE lead up 0.74%, SHFE tin up 0.57%, SHFE nickel up 0.35%, Stainless Steel up 0.26%, aluminum oxide up 0.02%, SHFE copper down 0.26%, SHFE aluminum down 0.29%, SHFE zinc down 0.32%.
* Commodity futures closed down mostly, Butadiene Rubber down 2.13%, Sodium Hydroxide down 0.86%, natural rubber down 0.72%, PTA down 0.49%, Methanol down 0.46%, Bitumen down 0.35%, soda ash up 1.88%, coking coal down 0.84%, coke down 0.41%, iron ore up 0.9%, rapeseed oil down 1.11%, Corn Starch down 0.43%, RBD palm olein down 0.33%, white sugar down 0.3%, corn down 0.27%, soybean meal down 0.18%.
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.
