DZ20211029
*Key points
Macro:
*Ministry of Commerce responded to the video call between Liu He and the US Treasury Secretary: the contents of the call between China and the United States include: first, the two sides exchanged and discussed the macroeconomic situation and policies of China and the United States, including growth situation, inflationary pressure, financial stability, supply chain and other issues. Both sides believe that the world economic recovery is at a critical moment, and it is very important for China and the United States to strengthen macro policy communication and coordination; Second, the two sides exchanged views on specific cooperation in multilateral and bilateral fields such as financial market supervision and cooperation under the G20 framework; Third, the two sides raised their respective concerns. China expressed its concerns about the lifting of tariffs and sanctions imposed by the United States and the fair treatment of Chinese enterprises.
Industrial:
*Beijing issued the first level warning of excessive decline in pig prices, which will start the collection and storage of temporary reserves
*MIIT launched the pilot application of new energy vehicle power exchange mode, and 11 cities were included in the pilot scope
*In response to the recent rise in vegetable prices, Ministry of Commerce said that it would release government reserves in due time and actively carry out the work of ensuring supply and stabilizing prices.
Financial:
*Yi Huiman pointed out that the government should effectively strengthen the power supervision and balance of issuance and registration, and vigorously promote transparent examination and approval and use of rights
*Sun Tianqi, director of the financial stability bureau of PBoC, said that cross-border Internet brokers are driving without a license in China and are illegal financial activities. This characterization has nothing to do with whether the capital account is completely convertible.
*Block Trade Info
*Discount
- BOCI (601696,CH) saw 1 block trade worth 155.47 mn at 11.66 yuan per share, 7.17 discount from last closing.
- Hengrui Pharmaceuticals (600276,CH) saw 2 block trade worth 520.30 mn at 47.30 yuan per share, 2.99 discount from last closing.
- PIEN TZE HUANG (600436,CH) saw 2 block trade worth 21.61 mn at 409.14 yuan per share, 0.04 discount from last closing.
*Flat
- Midea Group (000333,CH) saw 3 block trade worth 682.62 mn at 68.12 yuan per share, flat from last closing.
- Goertek (002241,CH) saw 1 block trade worth 64.48 mn at 41.60 yuan per share, flat from last closing.
- LONGI (601012,CH) saw 1 block trade worth 17.37 mn at 89.12 yuan per share, flat from last closing.
- Bank of China (601988,CH) saw 1 block trade worth 59.76 mn at 3.05 yuan per share, flat from last closing.
- LUXShare (002475,CH) saw 2 block trade worth 22.86 mn at 38.88 yuan per share, flat from last closing.
*Premium
- KWEICHOW MOUTAI (600519,CH) saw 2 block trade worth 27.14 mn at 1827.13 mn, 0.09 premium from last closing.
- Wanhua Chemical (600309,CH) saw 1 block trade worth 49.18 mn at 105.00 yuan per share, 0.48 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7005trillion |
Total Short Selling Balance |
151.4billion |
|
SH Margin Balance |
0.9068 trillion |
SH Short Selling Balance |
95.3 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
603986 |
218mio |
600010 |
10.3mio |
|
600104 |
172mio |
601988 |
5.47mio |
|
600905 |
140mio |
600733 |
4.35mio |
|
688739 |
117mio |
601857 |
1.33mio |
|
600418 |
99.8mio |
600219 |
1.15mio |
|
SZ Margin Balance |
0.7937trillion |
SZ Short Selling Balance |
56.0billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002415 |
110mio |
002610 |
4.84mio |
|
002326 |
8.88mio |
000338 |
3.19mio |
|
300725 |
8.79mio |
300339 |
1.81mio |
|
002230 |
7.78mio |
301017 |
1.40mio |
|
300969 |
6.91mio |
002400 |
1.36mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
4.6 |
Northbound Net Cash Flow |
2.6 |
||
|
Southbound Net Cash Flow |
0.09 |
Southbound Net Cash Flow |
-0.44 |
||
|
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 |
|
600519 |
1303 |
0.57 |
002271 |
1082 |
10.18 |
|
002594 |
1112 |
1.21 |
300059 |
327 |
0.96 |
|
002202 |
490 |
6.32 |
600516 |
251 |
5.80 |
|
002709 |
414 |
3.86 |
600309 |
205 |
0.62 |
|
300750 |
336 |
0.23 |
603799 |
189 |
1.48 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
80,940 |
-6,824 |
45,303 |
311 |
50,007 |
343 |
|
IF2112 |
25,608 |
-6,049 |
53,240 |
-206 |
66,134 |
-784 |
|
IF2203 |
8,562 |
268 |
29,388 |
906 |
29,547 |
1,327 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
50,312 |
-4,698 |
32,247 |
1,084 |
34,171 |
367 |
|
IH2112 |
16,128 |
-6,167 |
28,467 |
-296 |
36,137 |
-367 |
|
IH2203 |
5,980 |
-434 |
8,855 |
-245 |
11,521 |
-178 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
73,612 |
11,038 |
59,808 |
5,141 |
61,490 |
4,574 |
|
IC2112 |
30,849 |
5,482 |
74,381 |
2,393 |
85,200 |
2,592 |
|
IC2203 |
11,781 |
1,388 |
57,935 |
584 |
65,130 |
616 |
|
IC2206 |
6,851 |
639 |
10,073 |
1,176 |
10,222 |
978 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
104875 |
-34064 |
64000 |
3113 |
67094 |
4126 |
|
IO2112 |
17974 |
-8619 |
31139 |
1002 |
33537 |
959 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
25,207 |
5,362 |
21,548 |
512 |
23,547 |
112 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
52,957 |
11,734 |
66,475 |
282 |
65,027 |
456 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
110,451 |
32,054 |
118,209 |
647 |
119,173 |
2,651 |
|
T2203 |
12,538 |
8,716 |
15,467 |
2,508 |
16,274 |
2,410 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soda Ash |
sa201 |
2,883.0 |
+3.67% |
488,836 |
246,769 |
|
Methanol |
ma201 |
2822 |
+3.67% |
1556388 |
975460 |
|
Aluminum |
al2112 |
20,420.0 |
+3.6% |
387,389 |
211,481 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
jm2201 |
2,445.0 |
-3.17% |
43,596 |
48,862 |
|
Thermal Coal |
zc201 |
1,041.0 |
-2.25% |
28,819 |
31,767 |
|
Coke |
j2201 |
3,180.5 |
-1.67% |
29,922 |
45,649 |
Commodities (night session):
* OPEC forecasts tight supply on global oil supply in Q4. Global crude oil price mostly closed up. December NYMEX crude oil contract up 0.48% to closed at $ 83.06/b. December Brent contract up 0.02% to closed at $83.89/b, INE crude oil active contract quoted 0.17% lower to closed at 519.5 yuan/b.
* The fall of USD upholds gold price. COMEX gold futures closed at $1800.6/oz (up 0.1%). SHFE gold active contract closed at 372.08 yuan/gram (up 0.4%).
* Metals mostly closed up. LME aluminum rose 2.31% to $2748/ton, tin went up 1.47% to $35910/ton, copper up 0.96% to $9640/ton. SHFE aluminum rose 3.60% to 20420 yuan/ton, copper up 0.67% to 70840 yuan/ton, bonded copper up 0.95% to 62940 yuan/ton.
* Commodity futures mostly closed up. Energy & chemistry sector saw strong performance, with soda ash went up 3.67%, rubber rose 2.65%, bleached softwood kraft pulp up 2.64%. Black series mostly closed down, coking coal fell 3.17%, thermal coal declined 2.25%, whereas steel rebar up 2.34%. Agriculture commodity futures mostly closed up, cotton yarn rose 2.17%, cotton went up 1.99%.
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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.
