DZ20221018

 

Financials

*Premier Li Keqiang said Chinese economy saw steady trend up with policies in stabilizing economy to be deeply implemented and to maintain economic operation at reasonable range.

*14 local asset management institutions announced to purchase self-owned equity funds today in total of cny 1.25bn.

 

Industrial Economy

*The 14th AirShow to be held from Nov 8th to 13th with a batch of high-end fine products to be released.

*Ministry of Agriculture, National Rural Revitalization Bureau and National Development Bank signed strategic cooperation contract of financial service on rural revitalization which aims to expand rural effective investment with increasing credit supports on key and weak fields to better serve real economy.

 

Co Focus

*China Eastern Airline plans to resume multiple international routes from end-Oct to 42 per week.

 

Oct 17th Block Trade

*Block Trade Info

*Discount

- Zhuhai CosMX Battery Co.(688772 CH) saw 19 block trades worth 167mn at 18.41 yuan per share, 6.48 discount from last closing.

- Intco Recycling Resources (688087 CH)saw 1 block trade worth 25mn at 45.33 yuan per share, 1.99 discount from last closing.

- Sinexcel Electric Co.(300693 CH) saw 4 block trades worth 79mn at 41.14 yuan per share, 10.17 discount from last closing.

- Sunner Development Co. (002299 CH)saw 7 block trades worth 53mn at 21.26 yuan per share, 5.97 discount from last closing.

- Amlogic Co. (688099 CH)saw 10 block trades worth 73mn at 57.64 yuan per share, 7.00 discount from last closing.

 

*Flat

- China Yangtze Power Co. (605208 CH)saw 1 block trade worth 33mn at 22.76 yuan per share, 0.00 discount from last closing.

- Eve Energy Co. (300014 CH) saw 2 block trades worth 39mn at 91.49 yuan per share, 0.00 discount from last closing.

 

*Premium

- Linglong Tyre Co. (601966 CH)saw 2 block trades worth 90mn at 18.7 yuan per share, 0.75 premium from last closing.

*Margin Trade

Total Margin Balance

1.4463 trillion

Total Short Selling Balance

102.4billion

SH Margin Balance

0.7734 trillion

SH Short Selling Balance

66.4 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600418

471mio

600010

11.18mio

601888

131mio

688772

5.86mio

603185

128mio

688387

2.85mio

688617

107mio

600157

2.68mio

600438

81mio

600863

2.19mio

SZ Margin Balance

0.6730 trillion

SZ Short Selling Balance

36 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300363

181mio

002506

3.19mio

300760

166mio

002258

2.99mio

000002

102mio

002939

2.65mio

300750

102mio

000100

2.3mio

000625

100mio

002631

1.82mio

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-3.0

Northbound Net Cash Flow

-1.4

Southbound Net Cash Flow

+2.8

Southbound Net Cash Flow

+2.8

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

603259

209

1.01

600519

1274

0.58

601225

171

0.81

688599

350

3.78

000725

168

1.3

600276

337

1.39

000100

151

2.75

601012

307

0.79

688122

136

2.56

000568

297

0.96

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2210

74,173

-19,514

40,443

-8,300

41,521

-7,162

IF2211

13,336

161

10,832

1,761

12,618

1,839

IF2212

24,677

-4,251

49,958

1,463

64,013

1,375

IF2303

6,911

-120

18,600

100

21,520

-330

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2210

42,085

-25,719

29,895

-4,798

34,686

-5,720

IH2211

12,505

919

7,825

1,172

9,678

1,479

IH2212

28,352

6,000

38,429

3,026

52,823

2,830

IH2303

4,905

-1,372

11,835

-78

14,633

138

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2210

79,652

-19,566

58,908

-9,956

54,295

-9,462

IC2211

20,058

2,969

23,095

3,525

23,682

3,901

IC2212

34,168

-4,953

117,139

-1,407

114,838

-2,156

IC2303

9,212

-2,070

66,263

339

64,323

-285

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2210

48,499

-9,459

25,908

-2,155

25,755

-3,172

IM2211

12,556

2,559

8,248

1,557

8,904

1,635

IM2212

21,157

-1,593

23,676

1,305

26,616

1,102

IM2303

5,948

-2,800

18,898

-7

20,013

78

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2210

120621

-88531

52275

-952

60711

-786

IO2211

24995

-18714

28554

2673

30320

3220

IO2212

6482

-8457

26865

521

29697

653

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2210

120137

-21358

29677

1046

35234

1100

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2212

52,682

-28,933

53,436

697

54,534

1,002

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2212

69,135

-27,622

102,425

-375

104,100

-8

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2212

84,649

-41,396

148,713

1,077

150,156

521

T2303

7,711

-2,137

11,476

260

12,594

222

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

RBD Palm Olein

P2301

7,744.0

+0.57%

363,730

418,646

EG

EG2301

4,053.0

+0.45%

137,178

438,256

Cotton Yarn

CY301

20,810.0

+0.43%

2,562

3,111

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Rapeseed Meal

RM301

3,088.0

-2.06%

238,526

465,835

Coking Coal

JM2301

2,068.0

-1.62%

19,813

64,678

Coke

J2301

2,674.0

-1.49%

9,986

39,746

Commodities (night session):

* Global crude oil price closed up moslty. November NYMEX contract up 0.07% to closed at $85.67/b, December Brent contract up 0.38% to closed at $91.98/b. INE crude oil active contract down 0.31% to 668.7yuan/b. Investors sought to take advantage of low valve after huge decrease of NYMEX and Brent crude oil contracts last week.

* Precious metals closed mixed. COMEX gold contract up 0.4% to closed at $ 1655.5/oz. SHFE gold active contract down 0.14% to closed at 390.20 yuan/gram. Downward movement of USD index and US treasury yield supported precious metals prices.

* Metals closed down collectively, LME aluminum down 2.69%, LME zinc down 2.67%, LME nickel down 0.97%. SHFE aluminum down 1.35%, SHFE nickel down 1%, bonded copper down 0.99%.

* Commodity futures closed down mostly. Energy & chemistry futures saw a weak performance, PVC down 1.41%, methanol down 1.37%, glass down 1.33%, natural rubber down 1.09%, LLDPE down 1.06%. Black series closed down collectively, coking coal down 1.62%, coke down 1.49%. Agricultural products closed mixed, rapeseed meal down 2.06%, soybean meal down 1.26%, rapeseed oil down 1.21%.

 

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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.