DZ20211012
*Key points
Industrial:
*China Real Estate Association is expected to convene some real estate enterprises to hold a symposium in Beijing on October 15. Some enterprises have received a notice, the level of participants is above vice president.
*Li Keqiang chaired a meeting of the National Energy Commission to improve coal utilization efficiency, increase oil and gas exploration and development, and strengthen energy science and technology.
*National Medical Products Administration launched a special action to clean up illegal cosmetics
*NDRC will hold a special press conference at 10:30 a.m. on Tuesday, October 12, to introduce the situation of further deepening the market-oriented reform of electricity price for coal-fired power generation.
*Block Trade Info
*Discount
- Oriental Yuhong (002271,CH) saw 1 block trade worth 16.18 mn at 44.96 yuan per share, 0.24 discount from last closing.
- Gotion Hi-Tek (002074,CH) saw 2 block trade worth 26.58 mn at 46.15 yuan per share, 0.22 discount from last closing.
- KWEICHOW MOUTAI (600519,CH) saw 1 block trade worth 16.40 mn at 1864.21 yuan per share, 0.16 discount from last closing.
*Flat
- SAIC (600104,CH) saw 1 block trade worth 199.57 mn at 19.76 yuan per share, flat from last closing.
- LuxShare (002475,CH) saw 7 block trade worth 43.77 mn at 37.57 yuan per share, flat from last closing.
- HKVision (002415,CH) saw 1 block trade worth 24.57 mn at 57.15 yuan per share, flat from last closing.
*Premium
- CATL (300750,CH) saw 8 block trade worth 130.85 mn at 522.0 yuan per share, 0.19 premium from last closing.
- Eastmoney (300059,CH) saw 1 block trade worth 16.33 mn at 34.75 yuan per share, 0.99 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.8582trillion |
Total Short Selling Balance |
158.7billion |
|
SH Margin Balance |
0.9026 trillion |
SH Short Selling Balance |
99.1 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601233 |
155mio |
601880 |
23.4mio |
|
600863 |
148mio |
600010 |
13.1mio |
|
600276 |
147mio |
601669 |
7.82mio |
|
600111 |
129mio |
600795 |
3.10mio |
|
600096 |
115mio |
688538 |
2.79mio |
|
SZ Margin Balance |
0.8565trillion |
SZ Short Selling Balance |
59.5billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002092 |
204mio |
000166 |
6.93mio |
|
002493 |
203mio |
002195 |
2.37mio |
|
000519 |
189mio |
300366 |
1.82mio |
|
002466 |
153mio |
000591 |
1.74mio |
|
002129 |
144mio |
002610 |
1.72mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
1.95 |
Northbound Net Cash Flow |
-1.77 |
||
|
Southbound Net Cash Flow |
0.13 |
Southbound Net Cash Flow |
1.95 |
||
|
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 |
381 |
0.86 |
002139 |
354 |
17.98 |
|
600036 |
303 |
0.24 |
000333 |
295 |
0.58 |
|
601166 |
302 |
0.78 |
002371 |
284 |
1.62 |
|
600010 |
248 |
1.77 |
000591 |
213 |
6.14 |
|
600150 |
205 |
0.76 |
000301 |
182 |
1.46 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2110 |
86,010 |
-13,117 |
46,366 |
-9,694 |
49,710 |
-10,876 |
|
IF2111 |
16,094 |
6,469 |
10,031 |
3,226 |
10,823 |
3,834 |
|
IF2112 |
25,987 |
-563 |
52,324 |
-550 |
63,912 |
-960 |
|
IF2203 |
7,778 |
658 |
21,614 |
-323 |
22,164 |
-175 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2110 |
59,747 |
-8,542 |
29,478 |
-5,611 |
30,875 |
-6,219 |
|
IH2112 |
21,407 |
2,621 |
27,005 |
557 |
34,482 |
551 |
|
IH2203 |
4,693 |
695 |
7,639 |
400 |
10,215 |
445 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2110 |
81,519 |
476 |
56,680 |
-4,565 |
55,411 |
-6,189 |
|
IC2111 |
18,544 |
5,068 |
18,517 |
4,374 |
18,570 |
4,807 |
|
IC2112 |
27,032 |
-2,993 |
77,161 |
-664 |
91,754 |
-420 |
|
IC2203 |
14,265 |
2,288 |
54,898 |
1,269 |
63,508 |
680 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2110 |
140,013 |
-22,111 |
50,536 |
-3,244 |
55,521 |
-2,282 |
|
IO2111 |
41,248 |
2,226 |
31,130 |
5,141 |
29,214 |
4,262 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
16,860 |
-2,272 |
22,759 |
-346 |
25,154 |
-387 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
50,504 |
11,797 |
61,641 |
3,883 |
57,964 |
861 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
105,909 |
20,841 |
119,685 |
604 |
121,507 |
1,687 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Thermal Coal |
zc201 |
1,505.6 |
+10.85% |
46,353 |
82,490 |
|
Methanol |
ma201 |
4,181.0 |
+6.5% |
1,193,232 |
951,814 |
|
Coking Coal |
jm2201 |
3,469.5 |
+5.14% |
29,808 |
115,291 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Bleached Softwood Kraft Pulp |
sp2111 |
5,704.0 |
-2.33% |
116,324 |
103,661 |
|
Soybean Meal |
m2201 |
3,290.0 |
-1.41% |
366,180 |
1,308,027 |
|
Cotton |
cf201 |
21,365.0 |
-1.11% |
249,903 |
432,599 |
Commodities (night session):
* Global oil price rose collectively. November NYMEX crude oil contract closed at $80.49/b (up 1.44%), the first time above $80/b threshold since the end of 2014. December Brent contract closed at $83.62/b (up 1.49%), INE crude oil active contract quoted 0.97% higher to closed at 532 yuan/b. As winter approaches, the global inventory of coke and natural gas saw descending tendency, making some of the companies turning to the alternative energy of oil products. AAA data shows the average oil price of America peaked at 7-yr high of 3.27 dollars/gallon on Oct 11, almost doubled from 1.77 dollars/gallon in April 2021. With the stabilization of the Covid-19 pandemic, the global economic activities are gradually recovering, and the daily traveling demand is picking up, leading to the rise of oil price.
* Gold price fell amid strengthening dollar. COMEX gold futures closed at $1754/oz (down 0.19%), COMEX Silver closed at $22.59/ oz (down 0.51%), SHFE gold active contract closed at 367.36 yuan/gram (down 0.42 %), silver closed at 4829 yuan/Kilogram (down 0.84%).
* Metals mostly closed up. LME copper up 1.82% to $9531/ ton, zinc up 2.25% to $3222/ ton, nickel down 0.14% to $19195/ ton, aluminum up 2.56% to $3042/ ton, tin up 0.4% to $36300/ ton, lead down 0.23% to $2216/ton. SHFE tin down 0.87% to 280700 yuan/ton, aluminum up 2.21% to 23545 yuan/ton, copper up 2.08% to 71010 yuan/ton, bonded copper up 2.15% to 62780 yuan/ton, nickel up 0.01% to 145100 yuan/ton, zinc up 1.88% to 23630 yuan/ton, lead up 1.46% to 14900 yuan/ton.
* Black series futures mostly closed up. Driven by the surging spot price, thermal coal futures went up 10.85% approaching to upper price limit, coke up 5.14 % recording historic high, coking coal up 4.69%, iron ore up 0.97%, hot-rolled coil down 1.1%, steel rebar down 1.08%. Energy & chemistry sector saw diverge performance, methanol up 6.5% to historic high, eg up 3.67%, polyester staple fiber up 3.56%, bleached softwood kraft pulp down 2.33%, bitumen down 0.46%, glass down 0.17%. Agriculture commodity futures saw diverge performance as well, rapeseed oil up 1.89%, sugar up 0.81%, corn up 0.48%, soybean meal down 1.41%, cotton down 1.11%, rapeseed meal down 0.89%.
