DZ20211022
*Key points
Macro:
*Xi Jinping inspects the Yellow River's estuary in Dongying, Shandong, and learns about the ecological protection and high quality development of the the Yellow River River Basin.
Property:
*Rumor came out last night saying that some state-owned banks have eased credit loans for property developers and home-buyers, reported by iFeng.
Industrial:
*NDRC organized the investigation of coal production, circulation costs and prices
*NDRC requires to guide the orderly exit of petrochemical and chemical inefficient production capacity and strengthen the disposal of idle production capacity and zombie production capacity.
*NDRC requires accelerating the merger and reorganization of iron and steel, electrolytic aluminum, cement, flat glass and other industries
*NDRC and other five departments jointly called for accelerating the pace of energy conservation and carbon reduction in key areas to ensure that the carbon peak goal is achieved on schedule
*The general office of the CPC Central Committee and the general office of the State Council proposed to achieve green development in urban and rural construction by 2035, and vigorously promote ultra-low energy consumption and near zero energy consumption buildings
*According to National Bureau of Energy, by the end of September, China's installed power generation capacity was 2.29 billion kw, a year-on-year increase of 9.4%
Co:
Huawei Developer Conference 2021 kicks off from 22-24 Oct and HongMeng is still on focus.
*Block Trade Info
*Discount
- PingAn Insurance (601318 CH) saw 2 block trade worth 43mio at 46.25/52.2 yuan per share, 3.83/14.79(cny32mio)pct discount from last closing.
- Bank of Beijing (601169 CH) saw 2 block trade worth 189mio at 3.99yuan per share, 10.74pct discount from last closing.
- Imeik (300896 CH) saw 3 block trade worth 148mn at 615.57yuan per share, 2.5pct discount from last closing.
- Rongsheng Petrochemical (002493 CH) saw 5 block trade worth 299mn at 18.75yuan per share, 0.27pct discount from last closing.
- Baichuan High-Tech New Materials (002455 CH) saw 2 block trade worth 177mn at 15.67yuan per share, 11.92pct discount from last closing.
Flat
- Focus Media Info Tech (002027 CH) saw 4 block trade worth 98.8mn at 7.5yuan per share, flat from last closing.
Premium
- Zhongji Innolight (300308 CH) saw 1 block trade worth 97mio at 38yuan per share, 14.39pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7047trillion |
Total Short Selling Balance |
162.9billion |
|
SH Margin Balance |
0.9062trillion |
SH Short Selling Balance |
101.9billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600111 |
225mio |
510500 |
7.3mio |
|
603599 |
144mio |
510300 |
5.8mio |
|
600010 |
142mio |
600010 |
4.4mio |
|
6003799 |
95mio |
601818 |
4.0mio |
|
600141 |
92mio |
512000 |
3.9mio |
|
SZ Margin Balance |
0.7986trillion |
SZ Short Selling Balance |
61.0billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002129 |
288mio |
002131 |
2.8mio |
|
000762 |
126mio |
301083 |
2.3mio |
|
002709 |
107mio |
002185 |
2.1mio |
|
000009 |
102mio |
000338 |
1.3mio |
|
000001 |
97mio |
301066 |
1.2mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
5.71 |
Northbound Net Cash Flow |
4.45 |
||
|
Southbound Net Cash Flow |
0.04 |
Southbound Net Cash Flow |
0.63 |
||
|
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 |
|
601318 |
1019 |
1.08 |
000002 |
492 |
2.11 |
|
600036 |
670 |
0.51 |
601012 |
339 |
0.71 |
|
002460 |
549 |
2.23 |
600010 |
309 |
2.25 |
|
000858 |
506 |
0.59 |
002129 |
301 |
1.91 |
|
300750 |
477 |
0.35 |
600276 |
247 |
0.75 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
93,455 |
19,613 |
48,672 |
2,978 |
50,872 |
2,401 |
|
IF2112 |
31,085 |
8,248 |
56,231 |
743 |
69,028 |
646 |
|
IF2203 |
7,705 |
974 |
26,452 |
691 |
25,861 |
870 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
61,115 |
15,961 |
32,253 |
2,929 |
34,605 |
3,831 |
|
IH2112 |
22,906 |
5,608 |
28,945 |
673 |
36,415 |
224 |
|
IH2203 |
6,450 |
1,219 |
8,792 |
-74 |
11,691 |
-73 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
62,353 |
2,025 |
55,250 |
663 |
56,223 |
-830 |
|
IC2112 |
27,693 |
-1,179 |
72,341 |
-476 |
84,358 |
-1,813 |
|
IC2203 |
13,837 |
890 |
57,349 |
-303 |
65,249 |
-644 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
126141 |
31474 |
56024 |
2133 |
55726 |
2116 |
|
IO2112 |
19293 |
5080 |
26735 |
1229 |
28838 |
1347 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
35,192 |
10,679 |
21,272 |
-202 |
23,495 |
12 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
33,355 |
-10,934 |
62,738 |
-54 |
61,030 |
-305 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
85,834 |
-12,639 |
122,811 |
-815 |
124,808 |
-1,082 |
|
T2203 |
5,425 |
-1,330 |
10,752 |
732 |
11,649 |
652 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soybean Meal |
m2201 |
3,282.0 |
+1.05% |
503,630 |
1,141,980 |
|
No.1Soybeans |
a2201 |
6,154.0 |
+1% |
55,056 |
108,918 |
|
Rapeseed Meal |
rm201 |
2,628.0 |
+0.46% |
580,474 |
433,852 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Thermal Coal |
zc201 |
1,430.2 |
-9.9% |
93,026 |
46,233 |
|
Glass |
fg201 |
2,097.0 |
-8.47% |
404,351 |
218,666 |
|
Soda Ash |
sa201 |
3,010.0 |
-8.01% |
363,450 |
272,653 |
Commodities (night session):
* Global oil price fell collectively to saw largest decline in past two weeks, worries for economy downturn dragged down oil price. December NYMEX crude oil contract wend down 0.96% to closed at $82.62/b. December Brent contract fell 1.19% to closed at $84.8/b, INE crude oil active contract quoted 0.74% lower to closed at 526.7 yuan/b.
* The yield of 10-yr US treasury bond touched 1.7% threshold for the first time in past 5 months. COMEX gold futures closed $1783.7/oz (down 0.07%), COMEX silver closed at $24.23/oz (down 0.88%). SHFE gold active contract closed at 368.82 yuan/gram (down 0.11%), silver closed at 4964 yuan/Kilogram (down 1.64%).
* Metals all closed down, LME copper fell 3.92% to $9786/ ton, zinc went down 3.94% to $3423/ ton, nickel plummet 4.93% to $19930/ton, aluminum slumped 5.42% to $2903/ton. SHFE aluminum down 5.80% to 21920 yuan/ton, zinc down 4.76% to 24595 yuan/ton, nickel down 4.35% to 149880 yuan/ton, bonded copper down 3.07% to 64400 yuan/ton, copper down 3.02% to 71710 yuan/ton.
* NDRC organized investigation on the production, circulation and price of coal. The chief inspection officer of CIRC addressed on the release conference of information office of the state office that CIRC will guide bank and insurance institutions to build up quick response mechanism and pave green channel to actively cooperate with local government to provide reasonable financing supports for the qualified key coal and power production enterprises. Black series futures slumped collectively, thermal coal plummeted 9.9%, steel rebar fell 5.28%, coking coal down 4.08% and iron ore down 3.86%.
* Energy & chemistry sector saw weak performance, glass went down 8.47%, soda ash dropped 8.01% to lower price limit, TSR 20 6.35%. Agriculture commodity futures mostly closed down, RBD palm olein went down 4.35%, soybean oil fell 3.85%, rapeseed oil declined 3.1%.
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.
