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%.

 

Download PDF

 

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.