DZ20231025
International Relationship
*Wang Yi, member of the Political Bureau of the CPC Central Committee and Minister of Foreign Affairs will visit the United States from October 26th to 28th at the invitation of Secretary of State Blinken.
Financials
*China will issue an additional 1 trillion yuan of national bonds to support post-disaster recovery, reconstruction and improvement of disaster prevention, reduction and relief capabilities.
Industrial Economy
*The State Council Premier Li Qiang recently signed the “Regulations on Network Protection of Minors”, which will be implemented from January 1st, 2024.
*Shanghai issued the “Action Plan to Accelerate the Innovation of Synthetic Biology and Build a High-end Biotech Industry Cluster (2023-2025)”, proposing that by 2025, several internationally influential scientific research achievements, a group of leading enterprises and high-end talents will emerge to build a new development pattern with leading basic research and development, active innovation transformation, vigorous development of industrial entities and sound and complete industrial ecology.
*The 2nd Global Digital Trade Expo will be held from November 23rd to 27th in Hangzhou, with over 18 national digital trade leading enterprises have confirmed their participation, and 10 thematic forums will be held including digital finance, Silk Road e-commerce, and digital culture trade.
*The 2023 Steel Industry New Energy and Energy Storage Conference was held in Sichuan, which proposed to actively cultivate and expand the new energy and energy storage industry, and promote the rational layout of the industry and the coordinated development of upstream and downstream.
Oct 24 Block Trade Info
*Discount
- Hydsoft Tech (301316 CH) saw 3 block trades worth 122.86mn at 26.14yuan per share, 1.51pct discount from last closing.
*Flat
- PingAn Insurance (601318 CH) saw 1 block trades worth 67.77mn at 46.10yuan per share, flat from last closing.
- Moutai (600519 CH) saw 2 block trades worth 96.93mn at 1642.95yuan per share, flat from last closing.
- CATL (300750 CH) saw 2 block trades worth 89.12mn at 176.42yuan per share, flat from last closing.
- Risen Energy (300118 CH) saw 2 block trades worth 87.12mn at 17.54yuan per share, flat from last closing.
- Sinomine Resource (002738 CH) saw 4 block trades worth 72.49mn at 35.63yuan per share, flat from last closing.
- Focus Media (002027 CH) saw 1 block trades worth 85.98mn at 6.77yuan per share, flat from last closing.
- Zangge Mining (000408 CH) saw 2 block trades worth 233.28mn at 21.82yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.5384 trillion |
Total Short Selling Balance |
81.5 billion |
SH Margin Balance |
0.8129 trillion |
SH Short Selling Balance |
51.3 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
603220 |
124mio |
601099 |
9.2mio |
601099 |
79.6mio |
600010 |
7.9mio |
600519 |
73.8mio |
601162 |
6.6mio |
601059 |
64.2mio |
601881 |
3.2mio |
600418 |
60.8mio |
601006 |
3.1mio |
SZ Margin Balance |
0.7252 trillion |
SZ Short Selling Balance |
30.2 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300308 |
224mio |
002670 |
3.5mio |
300750 |
148mio |
002230 |
1.8mio |
300457 |
108mio |
300136 |
1.2mio |
300604 |
94.8mio |
002602 |
1.2mio |
000063 |
91.9mio |
000100 |
1.2mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
-1.688 |
Northbound Net Cash Flow |
-3.358 |
||
Southbound Net Cash Flow |
+3.553 |
Southbound Net Cash Flow |
-1.228 |
||
Top 5 Northbound Inflow |
Top 5 Northbound Outflow |
||||
Name |
Market Value (mio cny) |
‰ out of ttl share outstanding |
Name |
Market Value (mio cny) |
‰ out of ttl share outstanding |
002371 |
272 |
2.14 |
600519 |
1128 |
0.55 |
300045 |
256 |
15.81 |
300750 |
970 |
1.22 |
601138 |
249 |
0.78 |
002594 |
900 |
1.29 |
601099 |
212 |
8.26 |
000858 |
544 |
0.98 |
000661 |
188 |
3.59 |
300308 |
413 |
5.47 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2311 |
110,620 |
11,334 |
69,820 |
3,910 |
82,037 |
3,934 |
IF2312 |
53,232 |
1,814 |
93,740 |
1,565 |
130,876 |
1,244 |
IF2403 |
11,904 |
-2,903 |
19,532 |
-202 |
25,903 |
-38 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2311 |
61,125 |
-1,893 |
35,701 |
-1,101 |
44,454 |
-617 |
IH2312 |
29,518 |
-1,476 |
42,952 |
-1,847 |
63,139 |
-1,909 |
IH2403 |
8,312 |
-918 |
8,012 |
-595 |
11,484 |
-483 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2311 |
78,156 |
-2,795 |
70,405 |
-3,721 |
68,973 |
-1,370 |
IC2312 |
37,958 |
-6,166 |
106,688 |
-1,109 |
114,309 |
-153 |
IC2403 |
20,878 |
-1,072 |
58,299 |
-2,695 |
66,908 |
-2,583 |
IC2406 |
15,376 |
3,846 |
10,079 |
4,121 |
11,040 |
4,578 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2311 |
80,196 |
5,293 |
52,436 |
807 |
56,043 |
544 |
IM2312 |
39,405 |
2,806 |
78,027 |
-1 |
81,946 |
225 |
IM2403 |
20,498 |
1,298 |
40,571 |
-1,902 |
45,351 |
-2,011 |
IM2406 |
14,859 |
5,377 |
8,993 |
4,348 |
9,926 |
4,612 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2311 |
156270 |
-10013 |
62578 |
3081 |
68157 |
3776 |
IO2312 |
27608 |
-3984 |
44650 |
2376 |
53222 |
2352 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2311 |
137586 |
6240 |
30213 |
1296 |
34449 |
1080 |
MO2312 |
28815 |
-917 |
27215 |
1621 |
31645 |
2023 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2311 |
66146 |
-13629 |
30171 |
1868 |
33038 |
2306 |
HO2312 |
11401 |
-3724 |
23530 |
258 |
26112 |
-43 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2312 |
88,401 |
-2,786 |
61,218 |
-837 |
64,707 |
-625 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2312 |
122,460 |
3,470 |
96,779 |
-831 |
96,284 |
-845 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2312 |
153,551 |
34,329 |
160,329 |
-503 |
153,560 |
-795 |
T2403 |
7,957 |
2,425 |
11,090 |
609 |
11,802 |
525 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2312 |
51,204 |
16,546 |
30,917 |
-115 |
32,691 |
148 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Coke |
J2401 |
2,432.0 |
+4.44% |
26,764 |
44,877 |
Coking Coal |
JM2401 |
1,776.0 |
+4.35% |
92,499 |
167,859 |
Iron Ore |
I2401 |
873.0 |
+3.44% |
329,546 |
844,328 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Crude Oil |
SC2312 |
664.0 |
-2.34% |
155,392 |
32,642 |
Low Sulfur Fuel Oil |
LU2401 |
4,534.0 |
-1.9% |
94,330 |
123,983 |
LPG |
PG2311 |
5,148.0 |
-1.81% |
71,238 |
26,499 |
* Commodities (night session):
* Global crude oil price closed down collectively. December NYMEX crude oil contract down 2.11% to closed at $83.69/b, December Brent contract down 1.98% to closed at $88.05/b. INE crude oil active contract down 2.34% to 664.0 yuan/b.
* Precious metals closed down collectively. COMEX gold active contract down 0.29% and closed at $1982.1/oz. SHFE gold active contract down 0.23% and closed at 474.34 yuan/gram.
* Metals closed down up collectively, LME zinc up 1.59%, LME aluminum up 1.42%, LME tin up 1.33%, LME copper up 1.32%. SHFE aluminum up 1.09%, bonded copper up 0.95%, SHFE tin up 0.90%.
* Commodity futures closed up collectively. Chemistry and energy products closed up mostly, glass up 1.18%, methanol up 0.88%, low sulfur fuel oil down 1.9%, LPG down 1.81%. Black series closed up collectively, coke up 4.44%, coking coal up 4.35%, iron ore up 3.44%. Agricultural products closed mixed, rapeseed meal up 1.23%, cotton up 1.22%, sugar up 1.11%.
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.