DZ20211026
*Key points
Industrial:
*NDRC conducts investigation in state-owned enterprises on coal status and urges to promote coal production and supply.
*NDRC said that the coal supply of the power plant continued to exceed the coal consumption, and the coal storage level increased rapidly.
Financial:
*National Energy Administration and ICBC signed a strategic cooperation agreement. ICBC plans to provide intentional financing support of 3 trillion yuan for the green energy field in the next five years.
*Fang Xinghai, vice chairman of CSRC, said that it would accelerate the resolution of issues related to the audit and supervision of overseas listing of enterprises, improve the transaction settlement system and deepen the interconnection of domestic and foreign markets.
*Beijing Stock Exchange solicited opinions on the stock underwriting norms, which indicated that the lead underwriter should publicly disclose the special verification documents for strategic investors.
*Block Trade Info
*Discount
-IMeik (300896,CH) saw 10 block trade worth 37.25 mn at 577.54 yuan per share, 8.12 discount from last closing.
-Hengrui Pharmaceuticals (600276,CH) saw 5 block trade worth 995.20 mn at 49.76 yuan per share, 2.83 discount from last closing.
*Flat
-PIEN TZE HUANG (600436,CH) saw 1 block trade worth 24.81 mn at 433.99 yuan per share, flat from last closing.
-MIDEA Group (000333,CH) saw 10 block trade worth 192.90 mn at 72.40 yuan per share, flat from last closing.
-BOE (000725,CH) saw 10 block trade worth 113.70 mn at 4.94 yuan per share, flat from last closing.
-KWEICHOW MOUTAI (600519,CH) saw 1 block trade worth 66.30 mn at 1873.03 yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.7055trillion |
Total Short Selling Balance |
163.3billion |
|
SH Margin Balance |
0.9059 trillion |
SH Short Selling Balance |
101.3 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600111 |
262mio |
601238 |
2.69mio |
|
601318 |
244mio |
600958 |
2.53mio |
|
600406 |
169mio |
601988 |
1.53mio |
|
600519 |
144mio |
600909 |
1.49mio |
|
601615 |
134mio |
601669 |
1.42mio |
|
SZ Margin Balance |
0.8244trillion |
SZ Short Selling Balance |
63.3billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002594 |
306mio |
002610 |
6.13mio |
|
002326 |
252mio |
300059 |
5.43mio |
|
002407 |
247mio |
002185 |
2.28mio |
|
002371 |
189mio |
000783 |
1.78mio |
|
002610 |
179mio |
300308 |
1.35mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
1.54 |
Northbound Net Cash Flow |
-0.65 |
||
|
Southbound Net Cash Flow |
0.43 |
Southbound Net Cash Flow |
2.77 |
||
|
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 |
740 |
3.05 |
300274 |
795 |
3.40 |
|
600036 |
355 |
0.26 |
002709 |
648 |
5.10 |
|
601600 |
279 |
2.43 |
002460 |
267 |
1.10 |
|
601919 |
252 |
1.00 |
300088 |
255 |
13.28 |
|
601689 |
199 |
3.98 |
002028 |
154 |
5.16 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
79,630 |
-14,402 |
46,175 |
-3,633 |
50,194 |
-2,354 |
|
IF2112 |
26,278 |
-8,121 |
54,583 |
-77 |
68,178 |
-218 |
|
IF2203 |
9,241 |
582 |
27,412 |
1,048 |
27,160 |
685 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
52,196 |
-8,473 |
31,243 |
-929 |
36,508 |
797 |
|
IH2112 |
19,318 |
-3,822 |
27,845 |
-486 |
35,573 |
-512 |
|
IH2203 |
7,443 |
864 |
8,900 |
9 |
11,582 |
-2 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
61,959 |
-7,278 |
55,751 |
-2,655 |
56,946 |
-2,377 |
|
IC2112 |
20,579 |
-8,539 |
71,494 |
-1,001 |
82,247 |
-1,645 |
|
IC2203 |
12,909 |
-256 |
56,855 |
-776 |
64,650 |
-76 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
89789 |
-50218 |
57489 |
578 |
57852 |
1925 |
|
IO2112 |
14643 |
-6545 |
27896 |
660 |
30276 |
777 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
16,815 |
-6,442 |
21,083 |
69 |
22,983 |
-67 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
32,730 |
-4,074 |
63,271 |
-647 |
61,665 |
-424 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
80,210 |
1,785 |
122,219 |
1,606 |
122,712 |
-774 |
|
T2203 |
7024 |
2417 |
12127 |
957 |
13091 |
882 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coke |
j2201 |
3,790 |
+2.98% |
28,242 |
74,845 |
|
Rapeseed Oil |
OI201 |
12,620 |
+2.73% |
279,209 |
208,641 |
|
RBD Palm Olein |
p2201 |
9,750 |
+2.52% |
371,854 |
359,941 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
PVC |
v2201 |
9,790 |
-3.97% |
582,090 |
281,353 |
|
EG |
eg2201 |
6,032 |
-3.95% |
515,763 |
201,467 |
|
Glass |
FG201 |
1,981 |
-2.22% |
203,893 |
223,517 |
* The December contract of WTI fell by 0.06%, quoted at $83.71/barrel. Likewise, Brent Oil went 0.43% lower to $85.16/barrel. US Oil price eased back after hitting $85/barrel for the first time since 2014, and the upcoming conversation between Iran and Europe have attracted much attention from global market. According to Russian Oil minister, it is expected that demand of oil will recover to the level before the epidemic by the end of 2022, and it’s hard to forecast if oil prices will hit the all-time high as natural gas, depending on the demand.
* The US natural gas futures reached $6/MMBTU with a total increase of 13.5% recently, the highest since October 16, 2021. According to Mizuho, the surge of natural gas futures was not only resulted from the upcoming cold weather, but also the panic due to reported headlines. Speculators are willing to see prices to fluctuate, and it’s predicted that prices will be stabilized below $5 by the end of the quarter.
* For the night session on Oct 25, chemical & energy sector continued to fall with PVC and EG down by 3.97% and 3.95 respectively. Black series mostly went down as well, while crude oil slightly rose 0.83% to 534 yuan/barrel, precious metals closed up with gold increased 0.33 and silver rose by 0.16.
* LME metals mostly closed up with LME copper rose 1.43% to $9,843/ton, LME zinc down by 0.25% to $3,439/ton, LME nickel up by 2.94% to $20,320 / ton, LME aluminum up by 0.99% quoted at $2,896.5/ton, while LME tin declined by 0.37% to $37,210/ ton, lead rose by 0.5% to $2,435/ton.
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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.
