DZ20231120
Industrial Economy
*State Council Premier Li Qiang emphasized important instructions and suggestions on promoting the construction of farmland water conservancy and high-standard farmland, strengthen financial fund guarantee, broaden diversified investment channels, improve engineering quality and safety supervision system, enhance agricultural disaster prevention and mitigation capabilities.
*SASAC held a special meeting on the work of central enterprises to ensure warmth and supply this winter and next spring, which requires improving the long-term mechanism, promoting peak-regulating power supply construction according to local conditions, increasing investment in technological innovation and accelerating the construction of a new power system with new energy as the main body.
*The Ministry of Transport solicited opinions on the mandatory national standard for electric vehicle cooling fluid.
Financials
*Shenzhen Financial Regulatory Authority issued “Several Measures to Promote the Continuous High-Quality Development of Shenzhen Venture Capital and Venture Capital”, which emphasized to support the construction of SZSE capital market and explore the listing arrangements for excellent venture capital firms.
*PBoC, CSRC and the General Administration for Financial Regulation jointly held a symposium on financial institutions to study key tasks such as real estate finance, credit investment, and debt risk resolution on financing platforms in recent times, which emphasized that do not hesitate to lend, withdraw loans, and cut off loans to normal operating real estate companies.
*CSRC the publicly solicited opinions on the “Measures for the Supervision and Management of Derivatives Trading”, which in order to implement the futures and derivatives law, promote the standardized and healthy development of the derivatives market, support serving the real economy.
Nov 17 Block Trade Info
*Discount
- Mabwell Bioscience (688062 CH) saw 1 block trades worth 150.8mn at 21.66yuan per share, 19.99pct discount from last closing.
- Hec Tech (600673 CH) saw 1 block trades worth 165.7mn at 6.67yuan per share, 1.04pct discount from last closing.
*Flat
- Zijin Mining (601899 CH) saw 1 block trades worth 149.63mn at 11.97yuan per share, flat from last closing.
- Shanxi Coking (000983 CH) saw 1 block trades worth 214.08mn at 9.14yuan per share, flat from last closing.
-Midea (000333 CH) saw 1 block trades worth 93.35mn at 51.86yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.5861 trillion |
Total Short Selling Balance |
80.6 billion |
SH Margin Balance |
0.8320 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 |
241mio |
512100 |
19.1mio |
513330 |
180mio |
510500 |
6.6mio |
601801 |
106mio |
560010 |
4.3mio |
513500 |
83.8mio |
588220 |
3.8mio |
601006 |
80.6mio |
512690 |
2.5mio |
SZ Margin Balance |
0.7538 trillion |
SZ Short Selling Balance |
29.3 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300502 |
169mio |
000665 |
5.1mio |
002050 |
114mio |
002195 |
3.8mio |
002400 |
97.9mio |
002672 |
2.2mio |
000625 |
80.6mio |
002736 |
1.8mio |
002436 |
74.0mio |
300502 |
1.6mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
-2.048 |
Northbound Net Cash Flow |
-0.811 |
||
Southbound Net Cash Flow |
+1.487 |
Southbound Net Cash Flow |
+2.253 |
||
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 |
301236 |
212 |
4.85 |
600519 |
283 |
0.13 |
300735 |
162 |
7.79 |
002271 |
240 |
4.18 |
000977 |
141 |
2.78 |
002594 |
233 |
0.34 |
603108 |
140 |
9.77 |
300502 |
230 |
7.81 |
600418 |
133 |
3.38 |
000001 |
226 |
1.14 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2311 |
27,683 |
-22,464 |
0 |
-12,980 |
0 |
-11,023 |
IF2312 |
95,504 |
10,483 |
132,913 |
8,312 |
174,367 |
8,505 |
IF2403 |
18,757 |
3,175 |
29,763 |
2,941 |
38,798 |
3,573 |
IF2406 |
9,069 |
2,046 |
12,047 |
871 |
17,931 |
1,681 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2311 |
20,479 |
-13,784 |
0 |
-6,712 |
0 |
-7,867 |
IH2312 |
63,979 |
12,418 |
68,849 |
8,194 |
93,568 |
8,508 |
IH2403 |
9,981 |
2,670 |
12,821 |
1,429 |
17,841 |
1,661 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2311 |
23,668 |
-19,761 |
0 |
-8,026 |
0 |
-7,481 |
IC2312 |
66,434 |
573 |
130,847 |
3,908 |
141,857 |
4,022 |
IC2403 |
16,986 |
1,186 |
61,868 |
1,286 |
70,678 |
1,403 |
IC2406 |
11,312 |
-426 |
34,056 |
665 |
36,896 |
889 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2311 |
21,222 |
-17,415 |
0 |
-7,480 |
0 |
-7,376 |
IM2312 |
72,294 |
8,404 |
98,759 |
6,151 |
110,364 |
7,246 |
IM2403 |
18,666 |
-815 |
50,970 |
708 |
53,284 |
892 |
IM2406 |
10,579 |
1,835 |
29,393 |
1,372 |
32,452 |
1,315 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2311 |
101909 |
-28252 |
0 |
-29916 |
0 |
-30348 |
IO2312 |
79136 |
29474 |
73533 |
5706 |
79062 |
5081 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2311 |
86125 |
-32294 |
0 |
-16735 |
0 |
-20260 |
MO2312 |
62355 |
23949 |
44403 |
3288 |
49600 |
3117 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2311 |
49063 |
-12224 |
0 |
-16863 |
0 |
-14955 |
HO2312 |
34707 |
18987 |
34101 |
3180 |
37168 |
3294 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2312 |
65,928 |
542 |
39,030 |
-2,127 |
42,329 |
-2,896 |
TS2403 |
44,921 |
13,675 |
28,984 |
2,248 |
30,975 |
2,153 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2312 |
93,591 |
-5,618 |
60,150 |
-6,227 |
65,078 |
-7,874 |
TF2403 |
50,870 |
8,461 |
47,218 |
6,445 |
47,256 |
5,965 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2312 |
118,112 |
1,561 |
103,923 |
-7,954 |
105,045 |
-8,235 |
T2403 |
78,597 |
10,441 |
80,356 |
14,703 |
72,886 |
13,446 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2312 |
58,880 |
13,308 |
20,349 |
-1,900 |
21,704 |
-2,090 |
TL2403 |
25,380 |
9,096 |
15,308 |
1,243 |
16,099 |
1,264 |
*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 |
4,325.0 |
+1.57% |
72,375 |
165,750 |
Crude Oil |
SC2401 |
582.9 |
+1.46% |
160,300 |
43,049 |
Soda Ash |
SA401 |
2,129.0 |
+1.09% |
526,388 |
627,795 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Tin |
SN2312 |
208,400.0 |
-2.25% |
47,514 |
21,696 |
Soybean Meal |
M2401 |
3,986.0 |
-1.77% |
535,559 |
1,229,042 |
No.2 Soybeans |
B2401 |
4,521.0 |
-1.74% |
28,712 |
50,914 |
* Commodities (night session):
* Global crude oil price closed up collectively. January NYMEX crude oil contract up 4.09% to closed at $76.08/b, January Brent contract up 4.09% to closed at $80.59/b. INE crude oil active contract up 1.46% to 582.9 yuan/b.
* Precious metals closed down collectively, COMEX gold active contract down 0.19% and closed at $1983.5/oz. SHFE gold active contract down 0.41% and closed at 471.16 yuan/gram.
* Metals closed up mostly, LME copper up 1.08%, LME nickel up 0.88%, LME lead up 0.59%, LME tin down 1.06% on the contrast. SHFE tin down 2.25%, SHFE nickel down 1.27%, SHFE zinc down 0.65%.
* Commodity futures closed down mostly. Chemistry and energy products closed mixed, low sulfur fuel oil up 1.57%, soda ash up 1.09%, EB down 1.32%. Black series closed down mostly. Agricultural products closed down collectively, soybean meal down 1.77%, No.2 soybeans down 1.74%, rapeseed meal down 1.37%.
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.