DZ20231114

 

Data

*China October New RMB Loans was cny 738.4 bn, estimated at cny 640 bn, and the previous value was cny 2311.8 bn. M2 balance was cny 2882.3 tn, increased by 10.3% y/y. Increase in social financing scale of cny 1850 bn, estimated to be cny 1810 bn.

 

Industrial Economy

*MIIT and other five departments jointly issued notice to support the cultivation of a batch of intelligent photovoltaic demonstration enterprises and the construction of a number of intelligent photovoltaic demonstration projects.

*SAFE published a column which pointed out to actively support the development of new business models such as cross-border e-commerce and market procurement trade, increase the supply of cross-border trade and foreign exchange facilitation policies to better serve the high-quality development of the real economy.

*MoF and Cyberspace Administration of China jointly drafted and publicly solicited opinions on the “Interim Measures for Data Security Management of Accounting Firms”, in order to implement the requirements of relevant laws such as data security law and network security law, strengthen the management of accounting firm data security, and standardize accounting firm data processing activities.

 

Financials

*Financial Stability Bureau of the PBoC: Effectively prevent and resolve financial risks, firmly hold the bottom line of preventing systemic risks, strengthen classified policies for the construction of the financial security system and promptly handle risks of high-risk small and medium-sized financial institutions.

 

Nov 13 Block Trade Info

*Discount

- Sanan Optoelectronics (600703 CH) saw 1 block trades worth 272.13mn at 14.67yuan per share, 1.87pct discount from last closing.

 

*Flat

- Moutai (600519 CH) saw 2 block trades worth 61.39mn at 1764.00yuan per share, flat from last closing.

- Dynanonic (300769 CH) saw 3 block trades worth 74.43mn at 79.08yuan per share, flat from last closing.

- Longping High-Tech (000998 CH) saw 3 block trades worth 59.75mn at 16.47/16.52yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.5757 trillion

Total Short Selling Balance

80.1 billion

SH Margin Balance

0.8280 trillion

SH Short Selling Balance

50.4 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601901

146mio

600016

2.4mio

600775

118mio

601766

1.6mio

601318

113mio

601916

1.4mio

603108

87.2mio

601991

1.3mio

600036

86.6mio

688599

0.9mio

SZ Margin Balance

0.7474 trillion

SZ Short Selling Balance

29.7 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300136

142mio

000002

5.2mio

300308

101mio

300015

3.1mio

000977

96.1mio

002600

2.5mio

000821

93.1mio

000100

2.1mio

000651

89.6mio

300081

1.6mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-1.160

Northbound Net Cash Flow

-0.283

Southbound Net Cash Flow

-0.367

Southbound Net Cash Flow

-1.622

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

300012

277

10.05

601318

290

0.38

600276

251

0.81

300136

238

9.61

300760

237

0.68

002271

210

3.50

300122

151

1.00

002594

209

0.30

688036

132

1.30

600519

170

0.08

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2311

68,684

-525

49,706

-570

55,455

-2,712

IF2312

40,488

1,368

99,734

426

138,659

1,284

IF2403

12,204

1,566

22,701

1,744

30,539

1,974

IF2406

4,813

38

8,769

450

12,415

828

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2311

36,311

-3,730

27,129

-1,879

32,471

-2,540

IH2312

22,868

26

44,870

1,075

66,386

1,113

IH2403

5,256

303

8,478

-11

13,205

49

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2311

56,267

7,160

44,722

-4,629

47,176

-4,908

IC2312

36,718

8,068

111,906

3,787

121,189

3,757

IC2403

13,838

2,748

58,464

1,082

66,714

1,226

IC2406

9,446

-28

26,878

1,257

29,095

1,618

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2311

54,105

-206

32,282

-1,849

35,853

-2,840

IM2312

40,411

2,370

83,012

4,026

90,029

3,798

IM2403

14,715

1,588

43,575

809

46,062

1,090

IM2406

8,486

-168

24,449

1,005

27,174

743

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2311

107211

-7195

51668

-880

58479

-999

IO2312

27857

5116

56143

1972

63719

1828

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2311

110595

-10666

32266

581

38153

-187

MO2312

23692

5976

37295

1068

42564

1232

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2311

53606

931

29665

-862

32423

-884

HO2312

10170

1922

27577

908

30353

685

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2312

73,186

5,574

48,959

-191

52,724

298

TS2403

27,921

-849

19,200

3,124

21,553

3,381

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2312

92,042

17,826

84,857

-2,244

89,693

-1,222

TF2403

27,627

5,160

26,509

3,970

27,483

3,891

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2312

113,377

22,025

131,961

-3,570

128,335

-2,357

T2403

42,598

8,668

41,599

5,853

40,746

5,375

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2312

47,585

-4,361

26,400

1,556

27,507

1,505

TL2403

11,670

-1,914

10,925

1,082

12,101

1,073

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Low Sulfur Fuel Oil

LU2402

4,368.0

+1.79%

62,957

166,481

TSR 20

NR2401

10,890.0

+1.59%

36,431

104,544

Bonded Copper

BC2401

59,770.0

+0.96%

4,564

20,761

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soda Ash

SA401

2,053.0

-3.89%

838,590

629,506

Glass

FG401

1,664.0

-3.87%

488,828

870,042

Coking Coal

JM2401

1,992.5

-1.92%

62,504

158,826

 

* Commodities (night session):

* Global crude oil price closed up collectively. December NYMEX crude oil contract up 1.74% to closed at $78.51/barrel, January Brent contract up 1.55% to closed at $82.69/barrel. INE crude oil active contract up 0.17% to 601.2 yuan/barrel.

* Precious metals closed up collectively, COMEX gold active contract up 0.65% and closed at $1950.2/oz. SHFE gold active contract rose 0.27% and closed at 470.36 yuan/gram.

* Metals mostly closed up for LME nickel rose 0.57%, LME zinc down 0.47%, LME copper up 1.89%, LME tin up 1.23%. SHFE nickel up 0.15%, SHFE aluminum up 0.11%, bonded copper up 0.96%.

* Commodity futures closed mixed. For the chemistry and energy sector, both low sulfur fuel oil and and TSR 20 added more than 1% and closed up, while soda ash and glass dropped by 3.89% and 3.87%. Black series all closed down for coking coal and coal slipped by 1.92% and 1.13% respectively.

 

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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.