DZ20211021
*Key points
Macro:
*Premier Li Keqiang presided over the executive meeting of the State Council and pointed out that the government needs to crack down on coal market speculation according to law and reasonably control the lighting of urban night scenery. The government also need to prevent the transmission of commodity price increases to the downstream and increase the costs of small, medium-sized and micro enterprises, and further strengthen the policy support for the rescue of these companies. Also, the government is going to do a good job in autumn harvest and autumn and winter planting, so as to provide strong support for ensuring food security and stable prices
Financial:
*People’s Bank of China Governor Yi Gang said the country’s money supply and social financing scale match with the nominal GDP growth rate, total money supply policy is reasonable and liquidity is sufficient, Securities Times reports citing the central bank chief’s speech at a forum in Beijing.
*Chinese Vice Premier Liu He says there are “individual problems” in the property market, but the risks are controllable overall, the reasonable capital demand of real estate is being met, and the overall trend of healthy development will not change, Xinhua reports, citing a speech at a forum in Beijing.
*President of CBIRC, Guo Shuqing said the government should correctly treat carbon emission reduction and not engage in aggressive carbon reduction.
*President of CSRC, YI Huiman, made statements today. Firstly, in the process of registration-based IPO system reform, it should strengthen the strict supervision of financing M&A activities in specific sensitive fields. Secondly, the government should resolutely curb excessive debt financing from the source. Thirdly, it is hoped that the recommendation institution including securities will manage in the same direction with the regulatory authorities and the exchange and continue to improve its internal governance.
Industrial:
*In Henan coal storage and distribution trading center, NDRC stressed to crack down on the bid up of prices in the coal spot market.
*NDRC organized to go to Caofeidian Port, Hebei Province to supervise the work of ensuring the supply and price of coal, so as to ensure the safe and stable supply of energy and power this winter and next spring.
*Block Trade Info
*Discount
- Goodwe Power Supply (688390 CH) saw 10 block trade worth 186 mn at 405/410/421.2 yuan per share, 2.01/4.62/5.78pct discount from last closing.
- Nce Power (605111 CH) saw 2 block trade worth 70mn at 130yuan per share, 8.23pct discount from last closing.
- Yihai Kerry Arawana (300999 CH) saw 3 block trade worth 97mn at 59yuan per share, 4.72pct discount from last closing.
- Imeik (300896 CH) saw 10 block trade worth 238mn at 580.85yuan per share, 8.10pct discount from last closing.
- Truking Tech (300358 CH) saw 11 block trade worth 72mn at 15.99yuan per share, 12.09pct discount from last closing.
- Sanqi Interactive Entertainment (002555 CH) saw 16 block trade worth 110mn at 21.1yuan per share, 7.98pct discount from last closing.
Flat
- Luxshare (002475 CH) saw 3 block trade worth 101mn at 37.09yuan per share, flat from last closing.
- BOE Tech (000725 CH) saw 6 block trade worth 188mn at 5.05yuan per share, flat from last closing.
- Midea (000333 CH) saw 7 block trade worth 192mn at 68.07yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.7047trillion |
Total Short Selling Balance |
163.7billion |
|
SH Margin Balance |
0.9058trillion |
SH Short Selling Balance |
102.3billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600905 |
340mio |
512500 |
10.3mio |
|
600111 |
264mio |
510500 |
10.0mio |
|
601919 |
251mio |
688285 |
9.0mio |
|
601088 |
175mio |
601198 |
8.1mio |
|
603799 |
162mio |
510050 |
4.2mio |
|
SZ Margin Balance |
0.7989trillion |
SZ Short Selling Balance |
61.3billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000625 |
256mio |
159949 |
4.6mio |
|
002466 |
206mio |
000728 |
3.1mio |
|
002176 |
200mio |
300433 |
2.7mio |
|
002326 |
161mio |
002065 |
2.5mio |
|
002129 |
148mio |
301081 |
2.4mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
1.63 |
Northbound Net Cash Flow |
2.45 |
||
|
Southbound Net Cash Flow |
0.35 |
Southbound Net Cash Flow |
3.57 |
||
|
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 |
|
600309 |
690 |
2.02 |
601919 |
635 |
2.34 |
|
300750 |
511 |
0.37 |
601318 |
609 |
0.65 |
|
002747 |
379 |
16.17 |
002714 |
394 |
1.26 |
|
300751 |
353 |
5.08 |
600010 |
357 |
2.68 |
|
601012 |
338 |
0.74 |
000002 |
346 |
1.47 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
74398 |
-164 |
45706 |
2212 |
48695 |
1416 |
|
IF2112 |
23733 |
-331 |
55781 |
605 |
68514 |
148 |
|
IF2203 |
7559 |
22 |
26005 |
986 |
24997 |
537 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
45207 |
-4085 |
29324 |
352 |
31345 |
493 |
|
IH2112 |
18092 |
-1159 |
28272 |
-733 |
36191 |
-429 |
|
IH2203 |
5518 |
534 |
9020 |
652 |
11860 |
586 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
60560 |
1623 |
54981 |
2494 |
57147 |
1644 |
|
IC2112 |
29686 |
2927 |
73588 |
-387 |
86207 |
-847 |
|
IC2203 |
13707 |
1445 |
57701 |
-67 |
65893 |
2 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
94676 |
435 |
53950 |
1445 |
53610 |
1024 |
|
IO2112 |
14485 |
4641 |
25600 |
1736 |
27491 |
1523 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
24640 |
-362 |
21725 |
-699 |
23515 |
-206 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
45438 |
-6934 |
62875 |
-875 |
61335 |
-611 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
100211 |
-5894 |
123626 |
-350 |
125890 |
1007 |
|
T2203 |
7136 |
-252 |
10049 |
714 |
10997 |
1043 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Nickel |
NI2111 |
159,850.0 |
+6.82% |
553,414 |
96,665 |
|
TSR 20 |
NR2112 |
12,570.0 |
+4.27% |
9,062 |
12,770 |
|
Natural Rubber |
RU2201 |
15,720.0 |
+3.73% |
365,275 |
210,803 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Thermal Coal |
ZC201 |
1,587.4 |
-11% |
5,110 |
68,814 |
|
Coking Coal |
JM2201 |
3,242.5 |
-8.21% |
66,568 |
92,882 |
|
Coke |
J2201 |
3,987.0 |
-4.23% |
57,365 |
84,058 |
* The December contract of WTI rose by 1.37%, quoted at $83.57/barrel. Likewise, Brent Oil went 0.94% higher to $85.88/barrel. US Oil price hit the new all-time high again, as the previous U.S government report showed an unexpected decline in crude oil inventories, easing concerns that rising oil prices could weaken the demand.
* For the night session on Oct 20, black series continued to fall sharply with thermal coal down by 11% and scaled the price limit again. Coking coal dropped more than 8% and coke closed down over 4% decrease. With regards to chemical and energy sector, PVC and EG both fell over 3%, methanol went down more than 2%. Most of metals went up with nickel rose by 6.82%, marked the new all-time high. Lead and tin rose approximately 3%, bonded copper up by 1.3%. Plus that, crude oil quoted 1.94% higher to 536.3 yuan/barrel, gold and silver went up by 0.71% and 1.52% respectively.
* LME metals mostly closed up with LME copper rose 0.6% to $10,210/ton, LME zinc up by 4.20% to $3,655.5/ton, LME nickel up by 5.24% to $21,100 / ton, LME aluminum down by 0.48% quoted at $3,097/ton, LME tin increased by 1.64% to $38,330 / ton, lead rose by 2.42% to $2,433.5/ton.
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