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.

Download PDF

 

 

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.