DZ20231123

 

International Relationship

*Chairman Xi Jinping met with President Volodkin of the Russian State Duma on November 22nd, who emphasized that next year will be the 75th anniversary of the establishment of diplomatic relations between China and Russia. China is willing to work with Russia to continuously deepen bilateral relations.

 

Industrial Economy

*NDRC issued opinions on accelerating the establishment of a product carbon footprint management system, which proposed by 2025, about 50 carbon footprint accounting rules and standards for key products will be introduced at the national level and a batch of background databases for carbon footprints in key industries have been initially established.

*MIIT and other four departments jointly organized a video promotion and implementation of pilot policies for intelligent connected vehicles access and on-road traffic.

 

Financials

*PBoC, CSRC and other two departments jointly held a technology and financial work exchange promotion meeting, which pointed out to vigorously support the implementation of the innovation-driven development strategy and use more financial resources to promote technological innovation.

*State Council Premier Li Qiang made important instructions and emphasized that cultivating new growth points in the field of human resources services will form new momentum.

 

Nov 22 Block Trade Info

*Discount

- International Medical Investment (000516 CH) saw 3 block trades worth 295.34mn at 8.84yuan per share, 2.96pct discount from last closing.

 

*Premium

- Xinhua Commecial Group (600785 CH) saw 6 block trades worth 272.50mn at 15.00yuan per share, 3.88pct premium from last closing.

 

*Margin Trade

Total Margin Balance

1.5955 trillion

Total Short Selling Balance

78.8 billion

SH Margin Balance

0.8347 trillion

SH Short Selling Balance

50.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601929

141mio

601929

12.2mio

600775

138mio

600667

6.8mio

600050

115mio

601012

1.2mio

600667

65.3mio

601901

1.1mio

600383

58.3mio

600975

1.0mio

SZ Margin Balance

0.7602 trillion

SZ Short Selling Balance

28.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300364

169mio

000665

4.7mio

002456

103mio

002195

3.8mio

000625

86.3mio

000639

3.5mio

002436

82.5mio

002460

1.4mio

300366

80.4mio

300459

1.4mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-0.700

Northbound Net Cash Flow

-2.838

Southbound Net Cash Flow

+2.840

Southbound Net Cash Flow

+2.323

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

601127

206

1.68

002594

346

0.51

603985

185

10.17

300750

337

0.42

600418

178

4.52

000001

237

1.19

600839

171

5.92

002475

188

0.86

601138

161

0.51

002460

173

1.98

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2312

87,047

-29,790

127,433

-3,652

165,440

-5,040

IF2403

18,603

-6,518

33,802

261

44,362

649

IF2406

5,043

-2,709

13,949

111

20,433

260

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2312

51,696

-21,105

65,317

-3,596

88,896

-3,025

IH2403

10,532

-6,648

14,977

-891

20,593

-901

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2312

71,385

3,551

131,190

2,487

140,122

2,466

IC2403

17,949

980

62,421

187

71,986

525

IC2406

10,193

899

36,293

1,300

39,884

1,566

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2312

68,978

1,688

95,838

250

107,656

2,021

IM2403

21,471

1,564

53,872

1,447

55,059

789

IM2406

8,808

932

30,430

107

33,924

571

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2312

87849

-33933

80312

2140

87450

3181

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2312

90012

-9287

49213

301

54930

1345

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2312

37838

-22773

40614

1651

43747

1758

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2312

49,330

-8,188

32,166

-2,580

33,105

-3,084

TS2403

51,320

-6,592

34,972

1,790

35,251

1,116

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2312

58,896

-16,014

44,703

-2,724

45,929

-4,231

TF2403

95,940

23,214

66,958

6,259

65,309

4,678

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2312

73,611

-25,368

72,524

-10,339

72,962

-12,740

T2403

146,867

38,197

117,731

11,346

108,977

11,564

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2312

32,946

-6,103

16,204

-1,169

16,694

-1,677

TL2403

38,759

16,750

19,490

1,644

21,069

1,808

 

*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

2,327.0

+2.02%

799,464

773,841

Polished Round-Grained Rice

RR2401

3,518.0

+0.46%

5,600

31,480

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Fuel Oil

FU2401

3,001.0

-5.72%

896,709

234,751

Low Sulfur Fuel Oil

LU2402

4,221.0

-4.65%

139,811

158,306

LPG

PG2401

4,780.0

-3.06%

162,549

101,217

 

* Commodities (night session):

* Global crude oil price closed down collectively. January NYMEX crude oil contract down 1.22% to closed at $76.82/b, January Brent contract down 0.98% to closed at $81.64/b. INE crude oil active contract down 1.29% to 582.1 yuan/b.

* Precious metals closed down collectively, COMEX gold active contract down 0.5% and closed at $1991.5/oz. SHFE gold active contract down 0.34% and closed at 466.28 yuan/gram.

* Metals closed down collectively, LME nickel down 2.87%, LME lead down 2.4%, LME zinc down 1.85%. LME aluminum down 1.64%. SHFE nickel down 2.41%, SHFE lead down 1.28%, SHFE tin down 0.92%.

* Commodity futures closed down collectively. Chemistry and energy products performed weak, fuel oil down 5.72%, low sulfur fuel oil down 4.65%, LPG down 3.06%. Black series closed down collectively, coke down 1.88%, coking coal down 1.74%, steel rebar down 1.38%. Agricultural products closed down mostly, No.2 soybeans down 1.18%.

 

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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.