DZ20211014
*Key points
Macro
*Xi Jinping pointed out that the government needs to implement the national strategy to actively respond to population aging and increase institutional innovation, policy supply and financial input.
Industrial:
*NDRC proposed the need to speed up the production of approved and basically completed open-pit coal mines
*The State Council agreed to establish an inter ministerial joint conference system to promote the high-quality development of the road freight industry. Its main responsibilities include: studying and formulating a market environment for fair competition; coordinating and improving the road freight infrastructure system, and promoting advanced vehicle technology and equipment and transportation organization mode.
*The Department of Housing and Urban Rural Development of Guangdong Province issued a notice on further improving the risk tips of commercial housing transactions.
*Block Trade Info
*Discount
- Bank of Jiangsu (600919,CH) saw 1 block trade worth 29.97 mn at 5.46 yuan per share, 10.78 discount from last closing.
- XCMG (000425,CH) saw 9 block trade worth 43.15 mn at 5.96 yuan per share, 6.44 discount from last closing.
- IMeik (300896,CH) saw 7 block trade worth 322.66 mn at 619.68 yuan per share, 4.88 discount from last closing.
- SMIC (688981,CH) sw 1 block trade worth 53.42 mn at 53.42 yuan per share, 1.78 discount from last closing.
- Gemdale (600383,CH) saw 1 lock trade worth 55.79 mn at 11.45 yuan per share, 0.17 discont from last closing.
*Flat
- PIEN TZE HUANG (600436,CH) saw 1 block trade worth 58.95 mn at 421.92 yuan pershare, flat from last closing.
- HKVision (002415,CH) saw 1 block trade worth 24.04 mn at 55.92 yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.6927trillion |
Total Short Selling Balance |
159.5billion |
|
SH Margin Balance |
0.8989 trillion |
SH Short Selling Balance |
99.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600809 |
140mio |
601880 |
18.8mio |
|
601233 |
136mio |
601988 |
2.60mio |
|
600276 |
130mio |
601929 |
2.22mio |
|
600111 |
117mio |
601229 |
2.00mio |
|
601225 |
106mio |
601238 |
1.70mio |
|
SZ Margin Balance |
0.8244trillion |
SZ Short Selling Balance |
60.0billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002594 |
523mio |
002185 |
4.41mio |
|
000725 |
191mio |
000875 |
2.44mio |
|
002049 |
144mio |
301017 |
1.80mio |
|
000858 |
104mio |
000725 |
1.80mio |
|
300207 |
85.7mio |
002027 |
1.68mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
2.52 |
Northbound Net Cash Flow |
-0.38 |
||
|
Southbound Net Cash Flow |
-0.53 |
Southbound Net Cash Flow |
-0.24 |
||
|
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 |
307 |
0.73 |
002352 |
327 |
1.05 |
|
600887 |
303 |
1.26 |
002475 |
222 |
0.84 |
|
600089 |
276 |
3.32 |
300274 |
185 |
0.91 |
|
601985 |
231 |
1.91 |
002812 |
184 |
0.81 |
|
601615 |
181 |
0.39 |
000858 |
179 |
0.20 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2110 |
84,752 |
-16,429 |
33,752 |
-10,323 |
36,012 |
-10,558 |
|
IF2111 |
31554 |
9065 |
21611 |
6758 |
24404 |
7999 |
|
IF2112 |
29,232 |
-1,913 |
53,402 |
-727 |
65,844 |
-1 |
|
IF2203 |
5,578 |
44 |
21,528 |
-118 |
22,326 |
-177 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2110 |
51,052 |
-10,073 |
20,973 |
-6,739 |
22,175 |
-7,118 |
|
IH2111 |
18201 |
5956 |
11362 |
4240 |
13199 |
4728 |
|
IH2112 |
21,105 |
-1,556 |
26,861 |
-166 |
35,058 |
196 |
|
IH2203 |
4,172 |
-1,236 |
7,584 |
-67 |
10,220 |
-185 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2110 |
88,158 |
-4,496 |
43,451 |
-8,897 |
42,616 |
-7,363 |
|
IC2111 |
35933 |
2705 |
34335 |
6473 |
34918 |
7250 |
|
IC2112 |
38,262 |
-9,885 |
79,168 |
-1,720 |
91,817 |
-1,822 |
|
IC2203 |
17,934 |
-582 |
55,450 |
-788 |
63,884 |
-957 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2110 |
174963 |
3173 |
41729 |
-7318 |
47362 |
-5711 |
|
IO2111 |
55446 |
1389 |
38681 |
3210 |
36857 |
2800 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
21,240 |
3,189 |
22,293 |
91 |
24,647 |
347 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
42,799 |
4,761 |
63,110 |
541 |
58,917 |
1,542 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
99,490 |
-1,535 |
121,400 |
1,627 |
122,921 |
1,834 |
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Zinc |
zn2111 |
24,775.0 |
+4.10% |
233,015 |
108,529 |
|
Bonded copper |
bc2112 |
64,210.0 |
+3.00% |
17,409 |
6,130 |
|
Copper |
cu2111 |
71,480.0 |
+1.90% |
86,115 |
147,348 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
PVC |
v2201 |
11,370 |
-9.98% |
901,392 |
334,826 |
|
Methanol |
MA2201 |
3,729 |
-5.86% |
1,646,282 |
914,337 |
|
EG |
eg2201 |
6,325 |
-5.79% |
311,703 |
219,149 |
* The November contract of WTI eased back for 0.04%, quoted at $80.61/barrel. Likewise, Brent Oil went 0.11% lower to $83.33/barrel.
*According to EIA latest forecast, the expected prices of WTI and Brent oil in 2022 come to $68.24/barrel and $71.91/barrel respectively, while the target price of natural gas will be 4.16/mcf, estimated much higher than before.
* For the night session on Oct 13, crude oil futures declined 1.4% to 520.6 yuan/barrel. Regarding precious metals, gold and silver both went higher more than 1% and closed up. While black series mostly closed down including iron ore fell by 4.55%, coking coal and thermal coal both eased back over 1%. For chemical and energy sectors, PVC fell sharply leading the downside, methanol and soda ash closed down as well.
* LME metals mostly closed mixed with LME copper up 2.67% to $9,718/ton, LME zinc rose by 4.84% to $3,421/ton, LME nickel up by 0.04% to $18,970 / ton, while LME aluminum down by 0.42% to $3,055/ton, LME tin down by 0.45% to $36,310 / ton, lead rose 1.02% to $2,234/ton.
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