DZ20210930
*Key points
Financial
*PBoC and CBIRC jointly hold property financial work forum which emphasized to well implement prudential administration on property finance and to adhere on “housing is for living rather than speculation” with long-term efficient mechanism to be built up.
Industrial Economy
*President Xi Jinping emphasized to strengthen risk control of biological security and supervision on biological resource with bio-tech innovation and industrial application to be promoted.
*The State Council issued nationwide medical security plan during the 14th 5-year plan period which proposed to optimize medical price and purchase system in domination of market, to improve information level of medical security by 2025 and to expand scale of centralized purchase of high-value medical consuming equipment.
*NDRC to well implement market price mechanism on coal power by “base price + up/down floats” with more power enter into market trading and no improper intervention allowed on market price floating within reasonable range.
Co Focus
*CATL has signed contract to purchase 100% stake of Millennial for cny 1.93bn, which owned two world-level lithium salt lake projects in Argentina, China Securities Journal reported.
*Block Trade Info
*Discount
- Cansino Biologics (688185 CH) saw 4 block trade worth 216.8mio at 217.1yuan per share, 14.95pct discount from last closing.
- Cisen Pharm (603367 CH) saw 13 block trade worth 57mio at 11.63yuan per share, 5.68pct discount from last closing.
- YTO Express (600233 CH) saw 1 block trade worth 609mio at 5.2yuan per share, 10.34pct discount from last closing.
- ORG Tech (002701 CH) saw 7 block trade worth 181.3mio at 50.4yuan per share, 6.63pct discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.7054trillion |
Total Short Selling Balance |
157.2billion |
|
SH Margin Balance |
0.9070trillion |
SH Short Selling Balance |
98.6billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600028 |
144mio |
510500 |
11.1mio |
|
603986 |
127mio |
512010 |
10.7mio |
|
600733 |
112mio |
688538 |
7.7mio |
|
512880 |
78mio |
512880 |
7.5mio |
|
510300 |
77mio |
600900 |
6.7mio |
|
SZ Margin Balance |
0.7984trillion |
SZ Short Selling Balance |
58.6billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002230 |
197mio |
002042 |
5.0mio |
|
300059 |
135mio |
300366 |
1.9mio |
|
002610 |
105mio |
000630 |
1.8mio |
|
000629 |
102mio |
002131 |
968k |
|
300274 |
101mio |
002506 |
889k |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-1.04 |
Northbound Net Cash Flow |
0.78 |
||
|
Southbound Net Cash Flow |
N/A |
Southbound Net Cash Flow |
N/A |
||
|
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 |
|
600887 |
546 |
2.39 |
600019 |
547 |
2.66 |
|
002594 |
464 |
0.66 |
600036 |
443 |
0.35 |
|
601318 |
363 |
0.40 |
600031 |
391 |
1.81 |
|
000333 |
306 |
0.62 |
603986 |
381 |
3.74 |
|
300750 |
301 |
0.26 |
002027 |
218 |
2.04 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2110 |
123,001 |
26,716 |
60,532 |
3,852 |
64,762 |
3,762 |
|
IF2112 |
30,938 |
6,963 |
53,115 |
106 |
65,707 |
304 |
|
IF2203 |
7,162 |
2,302 |
22,512 |
370 |
22,696 |
697 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2110 |
79,065 |
20,605 |
38,043 |
3,914 |
41,648 |
3,925 |
|
IH2112 |
25,112 |
6,797 |
28,385 |
3,030 |
35,309 |
3,160 |
|
IH2203 |
5,208 |
1,455 |
7,489 |
574 |
10,118 |
328 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2110 |
110,315 |
24,525 |
73,052 |
4,081 |
71,910 |
1,848 |
|
IC2111 |
11,303 |
4,154 |
10,564 |
2,681 |
10,086 |
2,478 |
|
IC2112 |
42,715 |
15,428 |
77,236 |
3,013 |
94,278 |
1,918 |
|
IC2203 |
20,767 |
9,684 |
51,245 |
3,620 |
61,944 |
3,203 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2110 |
186,275 |
74,153 |
61,911 |
-3,678 |
66,995 |
-1,400 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
15,287 |
-5,119 |
22,668 |
-383 |
25,857 |
-48 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
33,957 |
-4,780 |
56,167 |
-334 |
57,321 |
161 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
90,658 |
10,006 |
117,441 |
-138 |
120,102 |
-562 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Iron Ore |
i2201 |
734.0 |
+7.23% |
436,074 |
479,997 |
|
Rapeseed Oil |
oi201 |
11,428.0 |
+3.4% |
242,613 |
214,922 |
|
RBD Palm Olein |
p2201 |
8,868.0 |
+3.09% |
348,502 |
443,468 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Stainless Steel |
ss2111 |
19,505.0 |
-3.63% |
37,544 |
50,004 |
|
Silver |
ag2112 |
4,612.0 |
-3.58% |
603,906 |
528,954 |
|
Thermal Coal |
zc201 |
1,312.0 |
-1.94% |
44,184 |
77,802 |
Commodities (night session):
* EIA: US crude oil reserve went up for the first time during the past 8 weeks. November NYMEX crude oil contract closed at $74.76/b (down 0.7%), December Brent contract closed at $77.96/b (down 0.5%), INE crude oil active contract closed flat at 496.5 yuan/b.
* USDX saw robust grow to 1-year high, gold price tilted to the downside. COMEX gold futures closed at $1726.1/oz (down 0.66%) to 1-month low, COMEX Silver closed at $21.515/ oz (down 4.24%), SHFE gold active contract closed at 362.3 yuan/gram (down 0.48%), silver closed at 4612 yuan/Kilogram (down 3.58%).
* LME Metals closed down collectively. LME copper down 1.17% to $9160.5/ ton, zinc down 1.07% to $3046/ ton, nickel down 1.58% to $18270/ ton, aluminum down 1.07% to $2913/ ton, tin down 0.62% to $35580/ ton, lead down 1.59% to $2134.5/ton. SHFE metals all closed down, tin down 1.12% to 271500 yuan/ton, aluminum down 0.74% to 22730 yuan/ton, copper down 0.70% to 68160 yuan/ton, bonded copper down 0.57% to 60570 yuan/ton, nickel down 1.44% to 137140 yuan/ton, zinc down 0.26% to 22635 yuan/ton, lead down 0.76% to 14305 yuan/ton.
* Black series futures saw diverge performance, with iron ore up 7.23% to 16-days high, coke up 0.29%, coking coal up 2.29%, hot-rolled coil up 0.54%, steel rebar down 0.04%, thermal coal down 1.94%. In Energy & chemistry sector, natural rubber up 2.65%, TSR 20 up 2.48%, LLDPE up 2.34%, low sulfur fuel oil down 1.29%, PTA down 1.01%, bleached softwood kraft pulp down 0.73%. Agriculture commodity futures mostly closed up, rapeseed oil up 3.4%, rbd palm olein up 3.09%, soybean oil up 2.37%, cotton up 1.84%, cotton yarn up 1.42%.
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.
