DZ20220930


Policy

* PBoC monetary policy committee held Q3 regular meeting which pointed out to 1) add loans to ensure property delivery when needed; 2) deepen market reform of foreign exchange and maintain exchange rate of yuan at reasonable and balanced level; 3) well use policy development financial tools to support infrastructure construction.

 

Industrial Economy

* PBoC and CBIRC issued notice on differentiated adjustment of housing credit policies which allowed cities saw home sales price declined m/m and y/y in June-Aug to decide lower limit of first home mortgage rate with second home rate remains unchanged.

* Several paper firms, including Sun Paper and Chenming Paper have announced price lifting plan by 200-300yuan per ton, to take effect from Oct 1st.

* Shanghai Development and Reform Commission issued notice to support development of EV charging facilities. Demonstration station of taxi charging and A-type neighborhood equipped with shared charging built up in 2022 and after will be given 30% / 50% fiscal subsidy respectively.

* China Civil Aviation officially issued qualification license for C919 to COMAC on Sept 29th.

 

Sep 29th Block Trade

*Block Trade Info

*Discount

- Youcare Pharmaceutical (688658 CH)saw 3 block trades worth 18mn at 14.87yuan per share, 2.49 discount from last closing.

- Yuancheng Gold Co. (600766 CH)saw 3 block trades worth 20mn at 11.61 yuan per share, 15.69 discount from last closing.

- Inno Laser Tech (301021 CH) saw 1 block trade worth 50mn at 28.65 yuan per share, 15.39 discount from last closing.

- Eoptolink Tech (300502 CH) saw 1 block trade worth 92mn at 21 yuan per share, 2.19 discount from last closing.

- Kennede Electronics (002723 CH) saw 5 block trades worth 40mn at 9.85 yuan per share, 17.85 discount from last closing.

- Micro-Tech (Nanjing) Co. (688029 CH) saw 23 block trades worth 217mn at 66.39 yuan per share, 10.72 discount from last closing.

 

*Flat

- Tibet Summit Resources (600388 CH) saw 3 block trades worth 37mn at 22.42 yuan per share, 0.00 discount from last closing.

 

*Premium

- Sansteel Minguang Co. (002110 CH) saw 2 block trades worth 142mn at 5.02 yuan per share, 2.45 premium from last closing.

 

*Margin Trade

Total Margin Balance

1.4599 trillion

Total Short Selling Balance

97.8billion

SH Margin Balance

0.7788 trillion

SH Short Selling Balance

63.8billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600298

130mio

600380

4.3mio

688275

109mio

601919

1.73mio

601166

104mio

600900

1.49mio

603501

65.5mio

600039

1.2mio

600036

63.3mio

688388

1.05mio

SZ Margin Balance

0.6810 trillion

SZ Short Selling Balance

34.0 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002415

407mio

002044

2.9mio

002594

55mio

000685

1.37mio

000538

53mio

000166

0.94mio

000001

49mio

002489

0.92mio

002389

40mio

300070

0.90mio

 

*Connection Trade

 

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+2.0

Northbound Net Cash Flow

+1.4

Southbound Net Cash Flow

/

Southbound Net Cash Flow

/

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

300750

487

0.59

600036

435

0.51

600438

361

1.71

000333

324

0.90

601899

347

2.27

601166

303

0.87

002460

310

3.42

000001

269

1.15

000792

234

1.83

002129

184

1.28

 

*Index Futures

 

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2210

88,618

2,998

55,729

3,884

59,386

4,730

IF2212

24,891

3,983

48,773

1,176

61,623

1,304

IF2303

5,652

1,554

17,056

758

19,792

909

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2210

56,687

11,038

37,623

2,065

47,913

1,455

IH2212

18,367

3,704

34,138

1,571

47,742

1,833

IH2303

3,483

807

10,586

63

12,827

194

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2210

95,517

-5,051

78,484

-1,442

74,809

-1,285

IC2212

35,070

705

115,918

303

114,433

-216

IC2303

13,714

-1,783

65,736

39

63,988

621

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2210

67,069

-5,055

33,134

-1,424

33,842

-1,337

IM2212

25,384

369

20,411

-2,151

23,917

-1,318

IM2303

8,704

-2,517

21,111

-610

20,252

-205

 

*Index Options

 

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2210

125844

10326

58550

893

64827

863

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2210

100048

-3912

26283

343

31256

622

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2212

71,520

17,949

49,971

1,563

49,417

-83

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2212

114,929

10,755

107,793

606

109,104

570

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2212

178,570

57,195

147,430

1,854

153,903

3,650

T2303

7,871

3,110

9,215

-81

10,103

-25

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Nickel

NI2211

184,020.0

+1.93%

85,449

63,467

Rapeseed Oil

OI301

10,918.0

+1.79%

165,777

166,088

Aluminum

AL2211

18,240.0

+1.5%

164,548

168,978

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Tin

SN2211

176,240.0

-2.38%

39,097

38,957

TSR 20

NR2212

9,915.0

-1.64%

17,345

44,712

Natural Rubber

RU2301

13,065.0

-1.54%

168,869

150,329

Commodities (night session):

* Global crude oil price closed down mostly. November NYMEX contract down 0.66% to closed at $81.61/b, December Brent contract down 0.62% to closed at $87.50/b. INE crude oil active contract up 0.30% to 629.1 yuan/b. US GDP for the second quarter recorded a negative growth, which triggered the concern of recession.

* Precious metals closed down collectively. COMEX gold contract down 0.07% to closed at $1668.8/oz. SHFE gold active contract down 0.22% to closed at 387.82 yuan/gram.

* Metals closed up mostly LME aluminium up 5.08%, LME zinc up 3.01%, LME lead up 1.55%, LME copper up 1.25%. LME tin down 1.05% on the contrast. SHFE nickel up 1.93%, SHFE aluminum up 1.50%, SHFE tin down 2.38% on the contrast.

* Commodity futures closed mixed. Energy & chemistry futures saw a mixed performance, bitumen up 1.27%, methanol up 1.26%, bleached softwood craft pulp up 1.06%, soda ash up 1.05%, LLDPE up 1.04%, TSR 20 down 1.64%, natural rubber down 1.54%, LPG down 1.04%. Black series closed mixed, iron ore up 0.28%, steel rebar down 0.26%. Agricultural products closed up mostly, rapeseed oil up 1.79%, cotton up 1.38%.
 


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