DZ20221012
Financials
* PBoC: China Sept aggregate financing cny 3.53tn, vs estimate cny 3.75tn and previous cny 2.43tn. Sept M2 up 12.1% y/y, meat estimate and vs previous 12.2%. Sept new yuan loan cny 2.47tn, vs estimate cny 1.8tn and previous cny 1.25tn.
* PBoC published article suggesting two-way fluctuations in exchange rates are normal in a market-oriented system and on-way move is unlikely. Expectation to be stabilized and wide fluctuation will be prevented to maintain stable yuan exchange rate.
Industrial Economy
* Shanghai issued action plan on development of industrial innovation highland and expansion of future industrial cluster which said to accelerate breakthrough in non-invasive BCI, brain-computer fusion tech, brain-like chip tech and neutral network model of brain computing with scale of future industries to reach cny 500bn.
* Reuters reported saying KLACorp, U.S. chip tool manufacturer to stop providing sales and service to corporate customers in mainland China from Oct 12th.
* Jiangxi province issued measures in promoting development of lithium battery new energy industry which said to support listing and financing of lithium battery firms and to provide rewards for qualified firms.
Oct 11th Block Trade
*Block Trade Info
*Discount
- Honghua Digital Tech (688789 CH) saw 2 block trades worth 51mn at 113.2 yuan per share, 19.84 discount from last closing.
- Clou Electronics Co. (002121 CH) saw 1 block trade worth 57mn at 8.52 yuan per share, 1.5 discount from last closing.
- Shuangxing New Materials Co (002585 CH）saw 12 block trades worth 53mn at 13.18 yuan per share, 8.73 discount from last closing.
*Flat
- Zhongtian Tech (600522 CH）saw 2 block trades worth 25mn at 22.45 yuan per share, 0.00 discount from last closing.
- China Tourism Duty Free (601888 CH）saw 3 block trades worth 25mn at 185.63 yuan per share, 0.00 discount from last closing.
- Joinn Laboratories (603127 CH) saw 6 block trades worth 42mn at 54.28 yuan per share, 0.00 discount from last closing.
- Inner Mongolia Yili Industrial Co. (002584 CH) saw 1 block trade worth 106mn at 32.36 yuan per share, 0.00 discount from last closing.
- Kweichow Moutai (600519 CH) saw 2 block trades worth 21mn at 1780 yuan per share, 0.00 discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.4436 trillion |
Total Short Selling Balance |
94.7billion |
|
SH Margin Balance |
0.7707 trillion |
SH Short Selling Balance |
61 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600438 |
100mio |
601916 |
7.06mio |
|
688041 |
71mio |
600016 |
4.26mio |
|
603260 |
70mio |
600369 |
3.11mio |
|
600519 |
54mio |
601228 |
2.75mio |
|
601166 |
51mio |
601699 |
2.75mio |
|
SZ Margin Balance |
0.6727 trillion |
SZ Short Selling Balance |
32.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002415 |
267mio |
002035 |
0.74mio |
|
002268 |
205mio |
000728 |
0.66mio |
|
000568 |
97mio |
300872 |
0.64mio |
|
300750 |
81mio |
002709 |
0.58mio |
|
000858 |
63mio |
000629 |
0.52mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-2.3 |
Northbound Net Cash Flow |
+1.0 |
||
|
Southbound Net Cash Flow |
+1.7 |
Southbound Net Cash Flow |
+1.4 |
||
|
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 |
1080 |
1.39 |
600519 |
1354 |
0.6 |
|
300763 |
462 |
7.19 |
000858 |
441 |
0.71 |
|
002466 |
244 |
1.71 |
688012 |
312 |
5.82 |
|
000792 |
224 |
1.81 |
002371 |
306 |
2.48 |
|
002709 |
169 |
2.95 |
002594 |
298 |
1.02 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2210 |
77,001 |
-11,747 |
50,727 |
-3,532 |
54,354 |
-3,514 |
|
IF2212 |
27,093 |
-1,936 |
49,445 |
-260 |
62,330 |
-149 |
|
IF2303 |
6,392 |
-1,527 |
17,746 |
-488 |
20,573 |
-774 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2210 |
48,818 |
-9,183 |
37,576 |
-354 |
47,257 |
8 |
|
IH2212 |
17,320 |
-2,181 |
33,634 |
-1,688 |
48,550 |
-491 |
|
IH2303 |
5,030 |
801 |
11,243 |
339 |
13,957 |
555 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2210 |
88,173 |
-5,261 |
77,456 |
-731 |
72,815 |
-1,170 |
|
IC2211 |
10,908 |
-2,479 |
11,876 |
297 |
13,437 |
415 |
|
IC2212 |
31,878 |
3 |
115,978 |
-184 |
115,299 |
-150 |
|
IC2303 |
11,082 |
-687 |
66,412 |
443 |
63,871 |
548 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2210 |
52,956 |
-1,688 |
31,286 |
1,057 |
31,827 |
675 |
|
IM2212 |
18,546 |
649 |
21,956 |
1,488 |
24,672 |
1,382 |
|
IM2303 |
10,175 |
3,738 |
20,663 |
-395 |
20,902 |
227 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2210 |
126153 |
-53599 |
60931 |
-413 |
71573 |
656 |
|
IO2212 |
9374 |
-3310 |
23620 |
841 |
26443 |
1171 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2210 |
96978 |
-18166 |
29926 |
1021 |
36061 |
1494 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2212 |
69,120 |
-5,504 |
51,145 |
229 |
51,090 |
494 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2212 |
80,466 |
-17,248 |
104,397 |
694 |
105,906 |
286 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2212 |
100,503 |
-3,645 |
147,677 |
1,210 |
151,244 |
-33 |
|
T2303 |
4,458 |
-1,827 |
9,623 |
108 |
10,622 |
125 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
No.2 Soybeans |
B2211 |
5,675.0 |
+1.65% |
50,862 |
38,724 |
|
Rapeseed Oil |
OI301 |
11,121.0 |
+1.13% |
167,807 |
172,604 |
|
Soybean Oil |
Y2301 |
9,276.0 |
+0.98% |
264,164 |
426,880 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coke |
J2301 |
2,755.5 |
-3.55% |
17,697 |
40,863 |
|
Fuel Oil |
FU2301 |
2,835.0 |
-2.91% |
283,965 |
417,716 |
|
Coking Coal |
JM2301 |
2,137.0 |
-2.62% |
22,900 |
65,003 |
Commodities (night session):
* Global crude oil price closed down collectively. November NYMEX contract down 2.79% to closed at $88.59/b, December Brent contract down 2.48% to closed at $93.8/b.
* Precious metals closed mixed. COMEX gold contract down 0.12% to closed at $1673.2/oz. SHFE gold active contract up 0.22% to closed at 393.22 yuan/gram.
* Metals closed mixed, LME lead up 1.76%, LME tin up 0.95%, LME nickel down 1.64%, LME zinc down 1%. SHFE nickel down 1.92%, SHFE copper up 0.42%, bonded copper up 0.4%.
* Commodity futures closed down mostly. Energy & chemistry futures saw a weak performance, fuel oil down 2.91%, MEG down 2.19%, PTA down 1.77%, natural rubber down 1.5%, LLDPE down 1.43%, methanol down 1.42%. Black series closed down mostly, coke down 3.55%, coking coal down 2.62%, steel rebar down 2.2%, hot-rolled coil down 2.04%, iron ore down 1.99%. Agricultural products closed up mostly, No.2 soybeans up 1.65%, rapeseed oil up 1.13%, soybean oil up 0.98%.
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 i
