DZ20231106
Financials
*CSRC with other departments jointly issue the “Action Plan for Capital Market Investment-side Reform”, which proposed to actively promote social security funds, basic pension insurance funds and other types of medium and long-term funds to broaden the source of funds and increase the proportion of equity asset investment.
*CSRC: Support top securities companies to become better and stronger through mergers and acquisitions and other means to build a first-class investment bank, further expand the scope of REITs pilot projects and cover infrastructure fields such as water conservancy and new infrastructure, actively cooperate with relevant departments to continue to study and promote several new important measures in guiding medium to long term funds into the market.
Industrial Economy
*State Council Premier Li Qiang presided over the executive meeting studied and promoted the high-quality development of the rare earth industry.
*MoC issued the “Guiding Opinions on Strengthening Brand Construction in the Business Sector”, proposing to cultivate and build a group of new consumer brand innovation cities that lead new trends in brand development and a new track of consumption upgrading by 2025.
*Beijing Humanoid Robot Innovation Center was officially registered, marking the establishment of China’s first provincial-level Humanoid Robot Innovation Center.
International Relationship
*President Xi Jinping held a video meeting with German Premier Scholz, whom emphasized to deepen cooperation with the German with a solid foundation and broad prospects.
Nov 3 Block Trade Info
*Discount
- Sansure Biotech (688289 CH) saw 1 block trades worth 156.75mn at 13.32yuan per share, 19.42pct discount from last closing.
*Flat
- Zijin Mining Group (601899 CH) saw 1 block trades worth 127.78mn at 12.17yuan per share, flat from last closing.
- Moutai (600519 CH) saw 3 block trades worth 260.89mn at 1811.24yuan per share, flat from last closing.
- Inovance Tech (300124 CH) saw 1 block trades worth 56.97mn at 62.47yuan per share, flat from last closing.
- Focus Media (002027 CH) saw 1 block trades worth 64.03mn at 6.88yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.5469 trillion |
Total Short Selling Balance |
79.9 billion |
SH Margin Balance |
0.8132 trillion |
SH Short Selling Balance |
50.6 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
600418 |
103mio |
512200 |
5.3mio |
603220 |
94.0mio |
512890 |
5.3mio |
601127 |
81.7mio |
510300 |
4.1mio |
601901 |
75.3mio |
512980 |
3.0mio |
513130 |
75.1mio |
513180 |
2.9mio |
SZ Margin Balance |
0.7334 trillion |
SZ Short Selling Balance |
29.3 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
000676 |
305mio |
000001 |
9.2mio |
000100 |
183mio |
000002 |
3.6mio |
002436 |
137mio |
300024 |
2.1mio |
000158 |
135mio |
002505 |
1.9mio |
002456 |
130mio |
000917 |
1.8mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+2.804 |
Northbound Net Cash Flow |
+4.304 |
||
Southbound Net Cash Flow |
+0.520 |
Southbound Net Cash Flow |
+0.638 |
||
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 |
002594 |
472 |
0.69 |
603501 |
535 |
4.31 |
300059 |
289 |
1.21 |
300750 |
268 |
0.33 |
600900 |
281 |
0.50 |
002475 |
224 |
0.99 |
600519 |
272 |
0.12 |
601688 |
181 |
1.24 |
600030 |
250 |
0.78 |
600418 |
157 |
4.07 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2311 |
81,239 |
13,975 |
61,989 |
4,707 |
71,298 |
4,851 |
IF2312 |
38,206 |
5,759 |
95,990 |
1,255 |
134,300 |
1,463 |
IF2403 |
10,879 |
4,719 |
19,967 |
818 |
26,036 |
718 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2311 |
47,013 |
6,692 |
33,064 |
1,828 |
40,504 |
1,256 |
IH2312 |
24,314 |
2,105 |
42,468 |
293 |
62,741 |
65 |
IH2403 |
6,750 |
1,773 |
8,614 |
240 |
12,400 |
46 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2311 |
63,676 |
15,728 |
59,969 |
2,123 |
61,279 |
2,550 |
IC2312 |
31,430 |
9,557 |
106,945 |
674 |
116,404 |
1,991 |
IC2403 |
12,058 |
4,079 |
55,683 |
-215 |
64,509 |
626 |
IC2406 |
7,098 |
1,338 |
20,029 |
800 |
21,947 |
1,153 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2311 |
65,803 |
17,140 |
46,197 |
2,331 |
49,592 |
2,102 |
IM2312 |
33,100 |
8,610 |
76,044 |
1,774 |
81,993 |
2,405 |
IM2403 |
14,657 |
4,089 |
40,771 |
-18 |
43,381 |
365 |
IM2406 |
8,698 |
3,009 |
19,663 |
55 |
22,513 |
682 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2311 |
129885 |
36406 |
56749 |
-1259 |
62971 |
-1863 |
IO2312 |
14222 |
-34 |
47520 |
468 |
55540 |
-30 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2311 |
122716 |
42908 |
33467 |
639 |
38717 |
284 |
MO2312 |
19133 |
2881 |
30619 |
20 |
35911 |
257 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2311 |
60238 |
15766 |
31538 |
-486 |
34647 |
-1079 |
HO2312 |
8509 |
2494 |
24864 |
-377 |
27732 |
-304 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2312 |
51,811 |
3,472 |
52,383 |
-1,163 |
55,945 |
-1,105 |
TS2403 |
10,201 |
3,869 |
8,947 |
1,987 |
10,004 |
1,985 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2312 |
74,439 |
-4,772 |
90,087 |
-1,014 |
93,588 |
-1,489 |
TF2403 |
8,547 |
999 |
13,876 |
1,098 |
13,386 |
967 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2312 |
89,922 |
-19,428 |
142,259 |
-1,815 |
137,414 |
-1,359 |
T2403 |
16,371 |
2,311 |
21,107 |
2,347 |
20,472 |
2,188 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2312 |
38,127 |
1,216 |
26,281 |
-158 |
28,163 |
-7 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Soda Ash |
SA401 |
1,818.0 |
+2.6% |
434,150 |
925,413 |
Bleached Softwood Kraft Pulp |
SP2401 |
6,188.0 |
+2.11% |
259,287 |
240,718 |
Coking Coal |
JM2401 |
1,893.0 |
+2.05% |
57,079 |
168,205 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Ethenylbenzene |
EB2312 |
8,547.0 |
-1.57% |
236,080 |
257,474 |
Crude Oil |
SC2312 |
643.3 |
-1.23% |
202,907 |
29,526 |
TSR 20 |
NR2401 |
10,760.0 |
-1.1% |
36,502 |
106,637 |
* Commodities (night session):
* Global crude oil price closed down collectively. December NYMEX crude oil contract down 1.9% to closed at $80.89/b, January Brent contract down 1.95% to closed at $85.16/b. INE crude oil active contract down 1.23% to 643.3 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.32% and closed at $1999.9/oz. SHFE gold active contract up 0.21% and closed at 478.86 yuan/gram.
* Metals closed up collectively, LME lead up 2.33%, LME tin up 1.79%, LME zinc up 1.51%, LME aluminum up 1.3%. SHFE tin up 0.93%, SHFE nickel up 0.89%, SHFE lead up 0.51%.
* Commodity futures closed up mostly. Chemistry and energy products closed mixed, soda ash up 2.6%, wood pulp up 2.11%, methanol up 1.48%. Black series closed up collectively, coking coal up 2.05%, coke up 1.29%, steel rebar up 1.19%. Agricultural products closed up collectively, rapeseed meal up 1.19%, soybean meal and corn starch up nearly 1%.
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.