DZ20241128
Key event
-National Healthcare Security Administration will held press conference on Nov 28 at 10AM and to introduce adjustment results of drug list covered by medical insurance.
Sector
-General Administration of Customs issued notice to further promote export development of cross-border e-commerce business and to cancel the requirement on forced filing of overseas storage pattern.
-The central office issued action plan aiming to effectively lower social logistic cost to 13.5% against GDP by year 2027.
-Beijing municipal administrations launched bidding project on desktop computers with Windows OS not included.
Data
-CPCA: retail sales of passenger vehicles during Nov 1-24 around 1.64mio units, up 29% y/y and up 4% m/m, among which retail sales of NEV 867k units, up 68% y/y and up 7% m/m.
-CAICT: Shipment of domestic mobile phones in Oct reached 29.67mio units, up 1.8% y/y and among which shipment of 5G mobile phones accounts for 90.1%.
Nov 27 Block Trade Info
*Discount
-Aiko Solar Energy (600732 CH) saw 1 block trades worth 150.0mn at 13.52yuan per share,6.24pct discount from last closing.
-Shede Spirits (600702 CH) saw 1 block trades worth 79.98mn at 75.60yuan per share,1.81pct discount from last closing.
*Flat
-Zijin Mining (601899 CH) saw 5 block trades worth 65.58mn at 15.68yuan per share,flat from last closing.
-Corpro Tech (300101 CH) saw 2 block trades worth 61.70mn at 23.87yuan per share,flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.8246 trillion |
Total Short Selling Balance |
10.8 billion |
|
SH Margin Balance |
0.9421 trillion |
SH Short Selling Balance |
7.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
688256 |
535mio |
600010 |
3.9mio |
|
601127 |
368mio |
601398 |
0.9mio |
|
601698 |
193mio |
600808 |
0.8mio |
|
688981 |
164mio |
600705 |
0.7mio |
|
600030 |
153mio |
601077 |
0.4mio |
|
SZ Margin Balance |
0.8788 trillion |
SZ Short Selling Balance |
3.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300033 |
352mio |
002075 |
0.3mio |
|
300059 |
344mio |
002081 |
0.3mio |
|
301236 |
235mio |
300002 |
0.2mio |
|
002467 |
210mio |
002254 |
0.2mio |
|
002131 |
193mio |
002294 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
85.57 |
Northbound Turnover |
97.13 |
||
|
Southbound Net Cash Flow |
+1.9 |
Southbound Net Cash Flow |
+3.4 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
601127 |
1351 |
300750 |
2116 |
||
|
600519 |
1156 |
300059 |
1746 |
||
|
600030 |
1033 |
002475 |
1462 |
||
|
600418 |
888 |
002594 |
972 |
||
|
600900 |
837 |
002241 |
972 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2412 |
164,393 |
33,168 |
109,542 |
7,557 |
131,596 |
7,189 |
|
IF2503 |
45,344 |
9,159 |
52,327 |
1,522 |
67,370 |
2,832 |
|
IF2506 |
15,051 |
3,281 |
18,139 |
1,503 |
26,054 |
1,818 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2412 |
79,744 |
7,684 |
51,255 |
-810 |
65,137 |
-441 |
|
IH2503 |
19,344 |
-235 |
20,200 |
205 |
28,713 |
285 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2412 |
147,940 |
34,146 |
100,824 |
5,026 |
104,445 |
6,318 |
|
IC2503 |
50,573 |
13,788 |
60,100 |
2,063 |
63,450 |
2,142 |
|
IC2506 |
18,510 |
3,984 |
21,803 |
993 |
25,401 |
1,584 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2412 |
325,963 |
72,952 |
140,682 |
11,606 |
151,758 |
12,368 |
|
IM2501 |
22,124 |
7,698 |
11,743 |
2,410 |
11,565 |
2,694 |
|
IM2503 |
100,233 |
22,402 |
77,112 |
8,221 |
84,634 |
8,878 |
|
IM2506 |
37,424 |
7,452 |
32,137 |
148 |
36,689 |
874 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2412 |
127577 |
35240 |
88799 |
1499 |
103897 |
1129 |
|
IO2503 |
5596 |
5596 |
22733 |
22733 |
28214 |
28214 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2412 |
283417 |
89965 |
110194 |
4390 |
118283 |
2787 |
|
MO2503 |
8832 |
1849 |
19272 |
24 |
21057 |
34 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2412 |
49958 |
10546 |
45486 |
1114 |
52728 |
1127 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
3,289 |
-3,378 |
15,999 |
-489 |
16,071 |
-378 |
|
TS2503 |
49,404 |
-7,191 |
42,186 |
985 |
47,914 |
403 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
12,328 |
-32,528 |
32,658 |
-708 |
33,012 |
-1,379 |
|
TF2503 |
93,043 |
-24,769 |
92,420 |
3,438 |
101,828 |
3,234 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
16,525 |
-16,963 |
32,043 |
-1,272 |
32,124 |
-1,833 |
|
T2503 |
100,778 |
7,497 |
160,899 |
3,658 |
159,094 |
3,485 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
10,636 |
-2,358 |
19,211 |
-640 |
19,128 |
-1,122 |
|
TL2503 |
96,969 |
18,954 |
54,877 |
-551 |
57,374 |
-2,451 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Natural Rubber |
RU2505 |
18,175.0 |
+2.57% |
159,382 |
149,124 |
|
TSR 20 |
NR2501 |
14,580.0 |
+2.21% |
44,184 |
40,214 |
|
Zinc |
ZN2501 |
26,040.0 |
+1.86% |
179,991 |
176,816 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Tin |
SN2501 |
233,950.0 |
-1.73% |
54,977 |
46,917 |
|
Crude Oil |
SC2501 |
524.4 |
-1.21% |
94,649 |
21,692 |
|
Low Sulfur Fuel Oil |
LU2502 |
3,848.0 |
-0.93% |
44,732 |
74,627 |
* Commodities (night session):
* Global crude oil price remained constant. January NYMEX crude oil contract remained constant at $68.77/b, February Brent contract up about 0.06% to closed at $72.36/b. INE crude oil active contract down about 1.21% to 524.4 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 0.58% and closed at $2636.4/oz. SHFE gold active contract up 0.21% to closed at 614.08 yuan/gram.
* Metals closed mixed, LME copper up 0.19%, LME zinc up 2.1%, LME nickel down 0.6%, LME aluminum down 0.4%, LME tin down 3.02%, LME lead up 1.93%, SHFE zinc up 1.86%, SHFE lead up 1.02%, Stainless Steel up 0.38%, aluminum oxide up 0.32%, SHFE copper down 0.2%, SHFE nickel down 0.53%, SHFE aluminum down 0.63%, SHFE tin down 1.73%.
* Commodity futures closed mixed, natural rubber up 2.57%, TSR 20 up 2.21%, iron ore up 1.08%. RBD Palm Olein up 1.58%.
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.
