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%.

 

Download PDF

 

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.