DZ20231115
Industrial Economy
*The China Association of Audiovisual and Digital Publishing publicly solicited opinions on the group standard of “Application Guidelines for Generating Artificial Intelligence Technology in the Publishing Industry”.
*The Industry Department of the NDRC investigated the development of rare earths, petrochemicals and other industries in Jiangxi Province, in order to accelerate the promotion of domestic development iron ore project development and improvement iron ore resource guarantee capability.
*Guangzhou optimized personal housing provident fund loans. The housing provident fund implements the policy of “recognizing housing without repaying loans”, and the minimum down payment ratio for first-time home loans is 20%.
*Ministry of Water Resource Minister Li Guoying presided over a party group meeting, which emphasized to accelerate the construction of digital twin sea rivers, improve the flood control capacity of the sea basin as a whole。
Financials
*PBoC: Building a credit system that covers the entire society and promoting high-quality development of the credit industry, which is an important link in strengthening financial supervision, optimizing financial services, and preventing and resolving risks.
Nov 14 Block Trade Info
*Discount
- Amoytop Biotech (688278 CH) saw 1 block trades worth 414.96mn at 34.58yuan per share, 20.85pct discount from last closing.
- United Imaging Healthcare (688271 CH) saw 1 block trades worth 150.28mn at 96.46yuan per share, 21.44pct discount from last closing.
- Jinko Solar (688223 CH) saw 18 block trades worth 88.75mn at 9.20yuan per share, 11.96pct discount from last closing.
- Sanan Optoelectronics (600703 CH) saw 1 block trades worth 220.95mn at 14.73yuan per share, 1.73pct discount from last closing.
- Sinocera Functional Material (300285 CH) saw 1 block trades worth 117.97mn at 22.43yuan per share, 10.53pct discount from last closing.
- Offcn Education (002607 CH) saw 2 block trades worth 98.98mn at 3.89yuan per share, 11.39pct discount from last closing.
*Flat
- Zijin Mining (601899 CH) saw 1 block trades worth 185.07mn at 11.86yuan per share, flat from last closing.
- CATL (300750 CH) saw 2 block trades worth 328.42mn at 183.68yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.5811 trillion |
Total Short Selling Balance |
80.9 billion |
SH Margin Balance |
0.8304 trillion |
SH Short Selling Balance |
51.3 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
601995 |
450mio |
601881 |
35.1mio |
601881 |
393mio |
600010 |
6.6mio |
688327 |
190mio |
601988 |
4.4mio |
600418 |
155mio |
601995 |
3.1mio |
601166 |
124mio |
600157 |
2.1mio |
SZ Margin Balance |
0.7504 trillion |
SZ Short Selling Balance |
29.6 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
000063 |
354mio |
002238 |
2.9mio |
000034 |
255mio |
000519 |
2.2mio |
301236 |
213mio |
002460 |
1.2mio |
300364 |
190mio |
002217 |
1.2mio |
000519 |
179mio |
000625 |
1.0mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
-1.684 |
Northbound Net Cash Flow |
-0.425 |
||
Southbound Net Cash Flow |
+0.398 |
Southbound Net Cash Flow |
+0.965 |
||
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 |
000651 |
231 |
1.26 |
601318 |
511 |
0.66 |
002475 |
209 |
0.91 |
600900 |
265 |
0.48 |
300308 |
146 |
1.74 |
601166 |
221 |
0.71 |
300760 |
133 |
0.39 |
300059 |
215 |
0.86 |
301236 |
132 |
3.06 |
601138 |
182 |
0.57 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2311 |
76,417 |
7,995 |
43,481 |
-6,016 |
47,711 |
-7,629 |
IF2312 |
54,928 |
15,613 |
106,207 |
6,491 |
146,694 |
8,217 |
IF2403 |
12,089 |
947 |
23,648 |
1,129 |
31,897 |
1,581 |
IF2406 |
4,889 |
380 |
9,533 |
764 |
13,509 |
1,129 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2311 |
42,190 |
5,879 |
24,877 |
-2,191 |
29,157 |
-3,247 |
IH2312 |
28,629 |
5,851 |
49,160 |
4,290 |
71,429 |
5,114 |
IH2403 |
5,648 |
663 |
9,180 |
708 |
14,007 |
856 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2311 |
60,938 |
5,762 |
38,288 |
-6,195 |
39,684 |
-7,411 |
IC2312 |
49,040 |
12,762 |
115,807 |
3,901 |
125,653 |
4,570 |
IC2403 |
15,376 |
2,248 |
59,605 |
1,141 |
67,833 |
1,216 |
IC2406 |
11,618 |
2,944 |
29,321 |
2,457 |
31,495 |
2,425 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2311 |
57,235 |
4,053 |
29,387 |
-2,462 |
31,128 |
-3,896 |
IM2312 |
46,183 |
6,044 |
85,929 |
3,206 |
93,875 |
4,002 |
IM2403 |
17,336 |
3,075 |
45,854 |
2,587 |
48,091 |
2,029 |
IM2406 |
10,780 |
3,230 |
25,728 |
1,471 |
28,639 |
1,578 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2311 |
110196 |
3492 |
50834 |
-834 |
57903 |
-539 |
IO2312 |
27779 |
691 |
58519 |
2408 |
66576 |
2857 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2311 |
140266 |
30199 |
30362 |
-1595 |
36437 |
-1620 |
MO2312 |
37982 |
15030 |
38324 |
1045 |
43189 |
625 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2311 |
47277 |
-5942 |
28916 |
-749 |
31811 |
-595 |
HO2312 |
10673 |
1243 |
28122 |
545 |
30884 |
545 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2312 |
61,853 |
-10,063 |
46,513 |
-1,978 |
50,165 |
-2,376 |
TS2403 |
37,267 |
10,107 |
21,509 |
2,514 |
24,155 |
2,683 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2312 |
110,046 |
19,343 |
78,957 |
-5,769 |
83,200 |
-6,214 |
TF2403 |
33,087 |
5,961 |
30,654 |
4,325 |
31,597 |
4,237 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2312 |
136,195 |
23,993 |
125,577 |
-6,384 |
124,178 |
-3,527 |
T2403 |
56,323 |
15,181 |
47,742 |
6,476 |
44,717 |
3,979 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2312 |
47,519 |
93 |
24,548 |
-1,744 |
25,119 |
-2,209 |
TL2403 |
12,780 |
1,663 |
11,545 |
620 |
12,516 |
415 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Iron Ore |
I2401 |
994.0 |
+3.33% |
301,378 |
910,721 |
Coke |
J2401 |
2,655.0 |
+3.13% |
19,895 |
48,773 |
Coking Coal |
JM2401 |
2,052.0 |
+3.01% |
66,497 |
158,178 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Crude Oil |
SC2312 |
600.6 |
-0.2% |
105,361 |
22,547 |
LPG |
PG2312 |
5,248.0 |
-0.02% |
96,155 |
57,303 |
* Commodities (night session):
* Global crude oil price closed down slightly. December NYMEX crude oil contract down 0.06% to closed at $78.21/b, January Brent contract down 0.11% to closed at $82.43/b. INE crude oil active contract down 0.20% to 600.6 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.87% and closed at $1967.2/oz. SHFE gold active contract up 0.57% and closed at 472.68 yuan/gram.
* Metals closed up collectively, LME zinc up 2.12%, LME lead up 1.82%, LME tin up 1.03%. SHFE zinc up 1.02%, SHFE nickel up 0.76%, SHFE aluminum up 0.61%.
* Commodity futures saw strong performance. Chemistry and energy products closed up collectively, bitumen up 2.04%, fuel oil up 1.48%, low sulfur fuel oil up 1.42%. Black series performed strong, iron ore up 3.33%, coke up 3.13%, coking coal up 3.01%. Agricultural products closed up collectively, RBD palm olein up 2.51%, soybean oil up 1.71%, rapeseed oil up 1.58%.
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.