DZ20221013

 

Event

*The 20th CPC National Congress to be held on Oct 16th in Beijing.

 

Policy

*SASAC issued notice to promote rent reduction and exemption for small-micro firms in service industry as well as privately-owned businesses to alleviate operation burden.

 

Industrial Economy

*PBoC digital currency institute published article points out to promote healthy development of digital yuan business and to carry out R&D in trial with advantages played in finance, tax and administration fields. Connection to traditional electronic payment tools to be realized with product standard optimized.

*CBIRC called off newly established online microcredit institutions targeting against existing problems.

*Guangzhou power grid development plan 2022-2025 was issued which said to achieve PV installment scale of 1mio kWh by 2025 and strive for 1.2mio kWh. Installment scale of biomass power to reach 930k kWh and wind power installment of 160k kWh.

 

Oct 12th Block Trade

*Block Trade Info

*Discount

- Zhongyin Cashmere Co.(000982 CH) saw 1 block trade worth 27mn at 1.82 yuan per share, 3.19 discount from last closing.

- Zhongji Innolight Co. (300308 CH) saw 1 block trade worth 20mn at 25.39 yuan per share, 6.72 discount from last closing.

- Zhongfu Industrial Co. (600595 CH)saw 12 block trades worth 53mn at 13.18 yuan per share, 8.73 discount from last closing.

- Sirio Pharma Co. (300791 CH)saw 2 block trades worth 93mn at 20.66 yuan per share, 19.64 discount from last closing.

- Zijin Rural Commercial Bank (601860 CH) saw 15 block trades worth 76mn at 2.75 yuan per share, 9.17 discount from last closing.

- Zijin Mining (601899 CH) saw 82 block trades worth 1270mn at 9.65 yuan per share, 0.67 discount from last closing.

- Shuangxing New Materials (002585 CH) saw 10 block trades worth 32mn at 13.43 yuan per share, 10.29 discount from last closing.

 

*Premium

- Palm Eco-Town (002431 CH)saw 6 block trades worth 86mn at 4.02 yuan per share, 0.36 discount from last closing.

 

 

*Margin Trade

Total Margin Balance

1.4448 trillion

Total Short Selling Balance

97.5billion

SH Margin Balance

0.7714 trillion

SH Short Selling Balance

63.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600519

339mio

688459

8.85mio

601012

289mio

600919

7.22mio

600036

238mio

601988

5.89mio

601865

146mio

601916

5mio

601689

81mio

600010

4.44mio

SZ Margin Balance

0.6734 trillion

SZ Short Selling Balance

34.2 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002466

197mio

300070

1.87mio

002594

154mio

000338

1.46mio

300274

114mio

002413

1.25mio

002049

94mio

000629

1.07mio

002371

83mio

000725

1.07mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-5.5

Northbound Net Cash Flow

-0.4

Southbound Net Cash Flow

+1.0

Southbound Net Cash Flow

+0.15

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

313

0.38

600519

1594

0.71

603986

200

3.62

000858

560

0.91

000725

151

1.27

688012

324

6.48

300763

142

2.37

002466

308

2.08

002129

131

0.93

600036

227

0.35

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2210

111,445

35,562

58,438

7,714

60,531

6,470

IF2212

33,931

7,530

49,259

-65

62,722

392

IF2303

8,741

2,684

18,950

1,214

21,696

1,148

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2210

67,625

19,396

41,157

3,877

49,837

2,913

IH2212

27,758

10,764

35,478

2,241

50,508

2,070

IH2303

6,851

2,007

11,670

457

14,292

344

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2210

121,184

33,666

79,657

2,201

76,061

3,626

IC2211

16,257

6,202

15,267

3,424

16,586

3,244

IC2212

43,752

13,028

117,818

1,840

116,954

1,655

IC2303

12,432

2,033

66,042

-370

64,009

138

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2210

76,692

24,135

32,929

1,964

33,332

2,090

IM2212

30,465

12,081

23,441

1,683

26,231

1,779

IM2303

15,008

5,525

19,788

-798

20,234

-668

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2210

243906

117758

59704

-1227

70040

-1533

IO2212

15926

6796

24934

1373

27579

1214

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2210

142979

46550

29073

-635

34781

-1280

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2212

104,187

35,418

52,459

1,652

52,884

1,905

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2212

128,713

49,236

102,750

-363

104,613

-1,215

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2212

154,845

55,910

145,958

-663

150,399

-845

T2303

13,146

8,773

9,740

133

10,797

186

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soybean Oil

Y2301

9,476.0

+1.89%

380,983

468,128

Rapeseed Oil

OI301

11,260.0

+1.45%

205,567

183,502

Nickel

NI2211

182,180.0

+1.4%

66,328

56,699

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Fuel Oil

FU2301

2,740.0

-2.66%

348,458

475,417

Ethenylbenzene

EB2211

8,255.0

-2.33%

138,735

156,063

Corn Starch

CS2211

2,865.0

-1.82%

130,495

207,655

 

Commodities (night session):

* Global crude oil price closed down collectively. November NYMEX contract down 2.52% to closed at $87.10/b, December Brent contract down 1.99% to closed at $92.41/b.

* Precious metals closed mixed. COMEX gold contract down 0.35% to closed at $1680.1/oz. SHFE gold active contract up 0.35% to closed at 394.00 yuan/gram.

* Metals closed up mostly, LME aluminum up 4.83%, LME nickel up 3.17%, LME lead up 1.61%. SHFE nickel up 1.40%, SHFE zinc up 0.75%, SHFE tin down 0.63%.

* Commodity futures closed down mostly. Energy & chemistry futures saw a weak performance, fuel oil down 2.66%, EB down 2.33%, PVC down 1.39%, LLDPE down 1.37%, polyester staple fiber down 1.14%. Black series closed up collectively, hot-rolled coil up 1.01%. Agricultural products closed up mostly, soybean oil up 1.89%, rapeseed oil up 1.45%
 

 

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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.