DZ20231018
International Relationship
*The Joint Statement between the China and Chile was released. The two sides reaffirmed their willingness to expand cooperation in emerging areas such as digital economy, green and sustainable development, scientific and technological innovation, new energy andAI.
Industrial Economy
*MIIT released a notice on promoting the evolution and application innovation of 5G lightweight (RedCap) technology, promoting the R&D and industrialization of 5GRedCap chips, modules, terminals, networks, instruments and other products, and by 2025, the number of 5GRedCap connections will achieve tens of millions of growth.
*The Ministry of Agriculture and Rural Affairs released a list of approved agricultural genetically modified organism safety certificates for 2023.
*Ministry of Natural Resources issued a document to the natural resources regulatory departments of various provinces and cities, including the proposed cancellation of land price restrictions in land auctions and the proposed cancellation of floor area ratio 1.0 restrictions in remote suburbs.
*The General Office of the National Health Commission and other three departments jointly issued the “Guiding Opinions on Promoting Medical and Health Institutions to Support the Development of Nurturing Services”, which proposed to carry out order signing services, strengthen child care guidance and leverage the advantages of traditional Chinese medicine.
Financials
*The General Administration for Financial Regulation revised and issued the “Implementation Measures for Administrative License Matters of Non-bank Financial Institutions”, which will be implemented from November 10th, 2023.
Oct 17 Block Trade Info
*Discount
- Will (603501 CH) saw 1 block trades worth 201.58mn at 90.20yuan per share, 10.79pct discount from last closing.
- Tongkun (601233 CH) saw 1 block trades worth 58.82mn at 13.68yuan per share, 4.54pct discount from last closing.
- Hydsoft Tech (301316 CH) saw 8 block trades worth 58.55mn at 25.25/25.69yuan per share, 17.75/16.32pct discount from last closing.
- Semitronix (301095 CH) saw 1 block trades worth 137.20mn at 68.60yuan per share, 20.86pct discount from last closing.
*Flat
- Zijin Mining (601899 CH) saw 2 block trades worth 197.11mn at 12.06yuan per share, flat from last closing.
- Goke Microelectronics (300672 CH) saw 1 block trades worth 162.38mn at 72.49yuan per share, flat from last closing.
*Margin Trade (SZ Margin Trade balance not released)
|
Total Margin Balance |
1.5406 trillion |
Total Short Selling Balance |
86.5 billion |
|
SH Margin Balance |
0.8084 trillion |
SH Short Selling Balance |
54.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601127 |
165mio |
601099 |
9.7mio |
|
600519 |
108mio |
600155 |
4.0mio |
|
688981 |
95.0mio |
601006 |
3.8mio |
|
688166 |
94.4mio |
600383 |
2.4mio |
|
601698 |
86.8mio |
601881 |
2.1mio |
|
SZ Margin Balance |
0.7319 trillion |
SZ Short Selling Balance |
31.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002456 |
201mio |
300088 |
4.1mio |
|
002129 |
112mio |
002044 |
2.7mio |
|
300394 |
95.5mio |
002600 |
2.4mio |
|
002594 |
88.3mio |
002681 |
1.4mio |
|
300418 |
77.5mio |
300393 |
1.3mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-0.890 |
Northbound Net Cash Flow |
-2.168 |
||
|
Southbound Net Cash Flow |
-0.122 |
Southbound Net Cash Flow |
+0.656 |
||
|
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 |
|
300339 |
209 |
8.88 |
002466 |
208 |
2.27 |
|
000333 |
203 |
0.52 |
601127 |
156 |
1.36 |
|
000625 |
197 |
1.33 |
300394 |
152 |
4.60 |
|
603259 |
116 |
0.45 |
300308 |
142 |
1.77 |
|
000666 |
109 |
2.81 |
002594 |
141 |
0.20 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2310 |
75,039 |
-1,585 |
52,134 |
-10,457 |
58,214 |
-11,604 |
|
IF2311 |
25,623 |
7,280 |
22,065 |
5,313 |
27,584 |
6,475 |
|
IF2312 |
29,037 |
-3,165 |
87,088 |
-768 |
126,132 |
-1,297 |
|
IF2403 |
5,655 |
-421 |
16,303 |
25 |
22,531 |
91 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2310 |
41,691 |
-1,887 |
27,090 |
-5,221 |
31,855 |
-6,569 |
|
IH2311 |
13,737 |
3,343 |
11,966 |
2,118 |
15,840 |
2,908 |
|
IH2312 |
17,398 |
-2,247 |
41,000 |
-477 |
63,079 |
-141 |
|
IH2403 |
3,700 |
126 |
6,835 |
85 |
10,287 |
292 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2310 |
63,536 |
3,996 |
49,978 |
-11,143 |
50,730 |
-10,557 |
|
IC2311 |
23,793 |
4,742 |
32,836 |
6,317 |
30,883 |
6,210 |
|
IC2312 |
25,600 |
1,842 |
98,492 |
1,324 |
107,498 |
1,429 |
|
IC2403 |
7,345 |
-907 |
57,081 |
450 |
65,810 |
458 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2310 |
55,628 |
-1,678 |
36,198 |
-7,045 |
37,906 |
-7,347 |
|
IM2311 |
22,170 |
7,061 |
20,523 |
5,187 |
21,245 |
5,439 |
|
IM2312 |
22,775 |
-874 |
75,296 |
114 |
79,987 |
214 |
|
IM2403 |
8,858 |
-419 |
40,667 |
310 |
45,126 |
490 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2310 |
117563 |
-5383 |
67661 |
-4573 |
76134 |
-4327 |
|
IO2311 |
25404 |
-7304 |
28173 |
2790 |
28927 |
2334 |
|
IO2312 |
5957 |
-2218 |
37492 |
560 |
44486 |
410 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2310 |
92447 |
2175 |
31194 |
-28 |
33955 |
-1180 |
|
MO2312 |
4752 |
-2330 |
22937 |
317 |
25891 |
329 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2310 |
58502 |
-4127 |
35782 |
-1050 |
38418 |
-332 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2312 |
77,252 |
-3,643 |
66,314 |
891 |
65,989 |
511 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2312 |
97,868 |
7,755 |
95,905 |
1,200 |
98,413 |
1,271 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2312 |
122,606 |
13,869 |
161,677 |
-1,700 |
158,409 |
-1,181 |
|
T2403 |
5,375 |
852 |
9,849 |
352 |
10,493 |
378 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2312 |
37,651 |
6,202 |
31,537 |
250 |
32,962 |
124 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
No.2 Soybeans |
B2311 |
4,598.0 |
+1.79% |
39,797 |
54,577 |
|
LPG |
PG2311 |
5,140.0 |
+1.38% |
129,101 |
57,779 |
|
Soybean Oil |
Y2401 |
8,158.0 |
+1.09% |
306,313 |
561,601 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Methanol |
MA401 |
2,395.0 |
-2.32% |
674,302 |
1,338,817 |
|
Bleached Softwood Kraft Pulp |
SP2401 |
6,188.0 |
-1.81% |
356,220 |
294,227 |
|
Coke |
J2401 |
2,399.0 |
-1.74% |
23,971 |
43,845 |
* Commodities (night session):
* Global crude oil price closed up collectively. November NYMEX crude oil contract up 1.21% to closed at $87.71/b, December Brent contract up 1.38% to closed at $90.89/b. INE crude oil active contract up 0.49% to 678.6 yuan/b.
* Precious metals closed up collectively. COMEX gold active contract up 0.07% and closed at $1935.7/oz. SHFE gold active contract up 0.35% and closed at 464.30 yuan/gram.
* Metals closed mixed, LME lead up 0.89%, LME tin up 0.51%, LME zinc down 0.9%. SHFE lead up 0.80%, SHFE zinc up 0.79%, bonded copper up 0.43%.
* Commodity futures closed mixed. Chemistry and energy products closed mixed, methanol down 2.32%, wood pulp down 1.81%, urea down 0.71%. LPG up 1.38%, EB up 0.87%. Black series closed down mostly, coke down 1.74%, coking coal down 0.67%, iron ore up 0.81%. Agricultural products closed mixed, No.2 soybeans up 1.79%, soybean oil up 1.09%. Cotton down 1.37%, No.1 soybeans down 0.86%.
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.
