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.
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.