DZ20241127
Industrial Economy
- The "Beijing Initiative for International Cooperation on Industrial Chain Supply Chain" has been released, proposing to jointly promote open cooperation in global industrial chain supply chains, promote digital interconnectivity, promote green and low-carbon development, improve industrial chain supply chain services, and leverage the unique role of the business community.
Data
- Ministry of Finance data of state-owned enterprises:
1. Jan-Oct total operating rev cny 67.66tn, +0.9% y/y.
2. Jan-Oct total profit cny 3537.19bn, -1.1% y/y.
3. Jan-Oct tax payable cny 4852.47bn, -0.4% y/y.
4. end-Oct asset-liability ratio 64.9%, +0.1 percentage points.
- State Administration of Taxation: Jan-Oct newly registered tax-related business entities in China reached 12.578 mio, up 4% y/y, reflecting the continued vitality and development confidence of China's business entities.
Nov 26 Block Trade Info
*Discount
-Roborock Tech (688169 CH) saw 12 block trades worth 108.84mn at 181.70yuan per share,8.00pct discount from last closing.
-Aiko Solar Energy (600732 CH) saw 1 block trades worth 150mn at 13.28yuan per share,6.68pct discount from last closing.
-CATL (300750 CH) saw 1 block trades worth 829.63mn at 244.01yuan per share,4.95pct discount from last closing.
-China Merchants Expressway (001965 CH) saw 19 block trades worth 134.60mn at 11.00yuan per share,7.00pct discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.8214 trillion |
Total Short Selling Balance |
10.7 billion |
|
SH Margin Balance |
0.9411 trillion |
SH Short Selling Balance |
7.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600900 |
268mio |
600839 |
1.3mio |
|
600410 |
235mio |
600010 |
1.2mio |
|
600050 |
234mio |
601328 |
0.8mio |
|
603395 |
232mio |
601288 |
0.8mio |
|
688256 |
175mio |
600728 |
0.5mio |
|
SZ Margin Balance |
0.8766 trillion |
SZ Short Selling Balance |
3.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002741 |
330mio |
300017 |
0.8mio |
|
300033 |
136mio |
002506 |
0.6mio |
|
002312 |
129mio |
300027 |
0.3mio |
|
000712 |
95.5mio |
000728 |
0.3mio |
|
002611 |
84.2mio |
002146 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
77.79 |
Northbound Turnover |
90.11 |
||
|
Southbound Net Cash Flow |
+4.1 |
Southbound Net Cash Flow |
+2.8 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
1349 |
300750 |
3270 |
||
|
600900 |
1171 |
300059 |
1925 |
||
|
600030 |
868 |
300308 |
1056 |
||
|
601127 |
764 |
002475 |
1017 |
||
|
601138 |
764 |
000333 |
990 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2412 |
131,354 |
-33,658 |
102,618 |
-8,500 |
124,470 |
-10,114 |
|
IF2503 |
36,209 |
-11,462 |
50,935 |
-10 |
65,155 |
-391 |
|
IF2506 |
12,073 |
-3,043 |
16,639 |
-184 |
24,236 |
-205 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2412 |
72,561 |
-14,263 |
52,065 |
-1,798 |
65,578 |
-2,219 |
|
IH2503 |
19,842 |
-3,123 |
20,005 |
579 |
28,468 |
426 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2412 |
114,400 |
-22,796 |
96,103 |
-5,203 |
98,638 |
-6,277 |
|
IC2503 |
37,694 |
-3,446 |
58,189 |
1,422 |
61,308 |
1,029 |
|
IC2506 |
14,941 |
653 |
20,910 |
1,119 |
23,993 |
1,160 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2412 |
254,500 |
-18,268 |
129,616 |
-7,314 |
139,815 |
-6,876 |
|
IM2501 |
15,471 |
-1,226 |
9,461 |
731 |
9,372 |
740 |
|
IM2503 |
78,597 |
-9,621 |
69,173 |
-3,809 |
75,769 |
-3,888 |
|
IM2506 |
30,334 |
192 |
32,077 |
1,371 |
36,183 |
1,666 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2412 |
93077 |
-60951 |
87345 |
1534 |
102768 |
1713 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2412 |
193839 |
-26955 |
106023 |
3282 |
115496 |
3884 |
|
MO2503 |
7317 |
-1107 |
19266 |
255 |
21023 |
6 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2412 |
39717 |
-16125 |
44372 |
1058 |
51601 |
1602 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
7,135 |
-9,148 |
16,490 |
-925 |
16,592 |
-1,237 |
|
TS2503 |
58,011 |
-21,417 |
41,246 |
-1,365 |
47,532 |
-2,787 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
46,855 |
-33,524 |
33,624 |
-8,678 |
34,811 |
-11,570 |
|
TF2503 |
120,343 |
6,982 |
89,513 |
10,925 |
98,594 |
12,181 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
36,577 |
-29,754 |
33,750 |
-6,841 |
34,037 |
-7,952 |
|
T2503 |
95,461 |
-43,060 |
157,241 |
4,258 |
155,609 |
4,853 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
14,144 |
-14,934 |
20,413 |
-773 |
20,333 |
-1,378 |
|
TL2503 |
79,477 |
-24,430 |
55,441 |
411 |
59,839 |
887 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Zinc |
ZN2501 |
25,520.0 |
+1.61% |
129,726 |
140,989 |
|
Fuel Oil |
FU2501 |
3,170.0 |
+1.6% |
242,006 |
169,379 |
|
Bitumen |
BU2501 |
3,430.0 |
+1.3% |
87,519 |
205,738 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2501 |
1,246.5 |
-2.16% |
67,355 |
188,832 |
|
Stainless Steel |
SS2501 |
12,965.0 |
-1.44% |
111,194 |
161,418 |
|
Coke |
J2501 |
1,895.0 |
-1.3% |
6,339 |
26,165 |
* Commodities (night session):
* Global crude oil price closed mixed. January NYMEX crude oil contract up about 0.03% to closed at $68.96/b, February Brent contract down about 0.02% to closed at $72.46/b. INE crude oil active contract down about 0.92% to 527.3 yuan/b.
* Precious metals closed up, COMEX gold active contract up 0.58% and closed at $2633.8/oz. SHFE gold active contract down 0.52% to closed at 610.54 yuan/gram.
* Metals closed mostly down, LME copper down 0.92%, LME zinc up 1.49%, LME nickel down 1.38%, LME aluminum down 1.62%, LME tin down 0.12%, LME lead down 0.94%, Stainless Steel down 1.44%, SHFE nickel down 1.21%, aluminum oxide down 1%, SHFE aluminum down 0.29%, SHFE tin down 0.26%, SHFE copper down 0.14%, SHFE lead up 0.23%, SHFE zinc up 1.61%.
* Commodity futures closed mixed, fuel oil up 1.6%, Bitumen up 1.3%, coking coal down 2.16%, coke down 1.3%.
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.
