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%.
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.