DZ20231102
*Margin Trade
|
Total Margin Balance |
1.5530 trillion |
Total Short Selling Balance |
81.8 billion |
|
SH Margin Balance |
0.8155 trillion |
SH Short Selling Balance |
52.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
528mio |
601012 |
6.9mio |
|
601127 |
239mio |
600839 |
1.5mio |
|
603985 |
141mio |
601328 |
1.5mio |
|
601099 |
121mio |
600900 |
1.4mio |
|
601012 |
105mio |
601398 |
1.3mio |
|
SZ Margin Balance |
0.7348 trillion |
SZ Short Selling Balance |
30.3 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000725 |
132mio |
000589 |
2.7mio |
|
000021 |
117mio |
300709 |
0.9mio |
|
002558 |
96.3mio |
002206 |
0.9mio |
|
000676 |
86.6mio |
000021 |
0.9mio |
|
300750 |
83.5mio |
002558 |
0.8mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
+0.362 |
Northbound Net Cash Flow |
-2.445 |
||
|
Southbound Net Cash Flow |
+1.573 |
Southbound Net Cash Flow |
+0.661 |
||
|
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 |
|
600519 |
1150 |
0.54 |
002594 |
677 |
0.98 |
|
000568 |
317 |
1.00 |
000725 |
316 |
2.11 |
|
000858 |
262 |
0.43 |
603501 |
203 |
1.56 |
|
601288 |
233 |
0.19 |
000338 |
177 |
1.46 |
|
600900 |
227 |
0.41 |
600031 |
172 |
1.40 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2311 |
72,255 |
4,988 |
60,109 |
622 |
70,265 |
196 |
|
IF2312 |
33,512 |
1,646 |
93,853 |
959 |
132,483 |
661 |
|
IF2403 |
7,903 |
2,113 |
19,382 |
243 |
25,631 |
371 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2311 |
47,406 |
7,680 |
33,418 |
85 |
41,301 |
-653 |
|
IH2312 |
24,867 |
5,439 |
42,580 |
474 |
63,019 |
-490 |
|
IH2403 |
5,577 |
570 |
7,909 |
-31 |
12,039 |
140 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2311 |
49,325 |
-2,292 |
58,543 |
-3,369 |
59,169 |
-3,011 |
|
IC2312 |
23,426 |
-125 |
105,953 |
1,109 |
114,498 |
1,295 |
|
IC2403 |
8,952 |
-1,500 |
55,472 |
49 |
63,493 |
-307 |
|
IC2406 |
6,815 |
815 |
18,784 |
-161 |
20,428 |
42 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2311 |
48,687 |
-5,102 |
42,439 |
-1,153 |
46,381 |
-1,938 |
|
IM2312 |
24,681 |
-2,459 |
74,196 |
19 |
79,396 |
385 |
|
IM2403 |
11,783 |
-2,130 |
39,777 |
-454 |
42,193 |
-189 |
|
IM2406 |
5,373 |
-2,364 |
18,504 |
187 |
20,165 |
425 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2311 |
81998 |
-9008 |
58409 |
29 |
64586 |
1074 |
|
IO2312 |
15014 |
471 |
46865 |
-493 |
55642 |
-296 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2311 |
67736 |
-24320 |
32374 |
-15 |
37204 |
373 |
|
MO2312 |
10757 |
-4604 |
29639 |
185 |
34393 |
89 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2311 |
45567 |
10133 |
32381 |
-766 |
36345 |
-422 |
|
HO2312 |
4360 |
-2211 |
24691 |
386 |
27506 |
260 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2312 |
88,372 |
31,261 |
55,337 |
-1,640 |
58,437 |
-2,068 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2312 |
101,109 |
690 |
92,377 |
-2,483 |
95,432 |
-2,083 |
|
TF2403 |
9,384 |
577 |
11,371 |
1,314 |
11,438 |
955 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2312 |
131,382 |
595 |
147,000 |
-2,101 |
141,822 |
-537 |
|
T2403 |
19,745 |
5,038 |
17,612 |
2,832 |
17,412 |
2,193 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2312 |
41,632 |
-1,056 |
26,283 |
-272 |
28,635 |
-177 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Zinc |
ZN2312 |
21,505.0 |
+2.5% |
178,684 |
91,755 |
|
Fuel Oil |
FU2401 |
3,332.0 |
+1.49% |
403,111 |
239,242 |
|
No.2 Soybeans |
B2312 |
4,479.0 |
+1.22% |
34,057 |
47,429 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coke |
J2401 |
2,386.0 |
-2.25% |
18,623 |
44,840 |
|
Coking Coal |
JM2401 |
1,779.0 |
-1.93% |
60,194 |
159,602 |
|
Crude Oil |
SC2312 |
641.9 |
-1.53% |
160,028 |
30,666 |
* Commodities (night session):
* Global crude oil price closed down slightly. December NYMEX crude oil contract down 0.15% to closed at $80.90/b, January Brent contract down 0.14% to closed at $84.90/b. INE crude oil active contract down 1.53% to 641.9 yuan/b.
* Precious metals closed down collectively, COMEX gold active contract down 0.15% and closed at $1991.3/oz. SHFE gold active contract down 0.28% and closed at 477.94 yuan/gram.
* Metals closed mixed, LME zinc up 2.78%, LME lead up 1.18%, LME aluminum down 0.6%, LME tin down 0.33%. SHFE zinc up 2.50%, SHFE lead up 0.40%, SHFE nickel up 0.23%.
* Commodity futures closed mixed. Chemistry and energy products closed mixed, fuel oil up 1.49%, low sulfur fuel oil up 1.13%, LPG up 1.08%. Black series closed down mostly, coke down 2.25%, coking coal down 1.93%. Agricultural products closed up mostly, No.2 soybeans up 1.22%, soybean meal up 1.09%.
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.
