DZ20221025

 

Industrial Economy

*CPCAAUTO: estimated retail sales of passenger vehicles in Oct around 1.9mio, up 11.4% y/y and NEV contributes around 550k units, up 73.5% y/y in penetration of 28.8%.

*National Energy Administration: China accumulated power installment capacity around 2.48bn kWh as of end-Sept, up 8.1% y/y. Wind power accounts for 350mio kWh, up 16.9% y/y and solar power accounts for 360mio kWh, up 28.8% y/y.

*MoF, Ministry of Housing and MIIT jointly issued notice of government support on purchase of green construction materials which will be pushed forward from Nov 2022.

*General Administration of Sport of China and 3 other departments jointly issued reform and development plan of Chinese women football 2022-2035 and China will actively apply for host of 2031 women football world cup.

 

Co Focus

*Tencent clarified rumors saying stake purchase by China Mobile as untrue.

 

Oct 25th Block Trade

*Block Trade Info

*Discount

- Montage Tech (688008 CH) saw 10 block trades worth 35mn at 46.48yuan per share, 6.5 discount from last closing.

- United IT Co. (603613 CH)saw 2 block trades worth 31mn at 122.22 yuan per share, 1.08 discount from last closing.

- Fudan Microelectronics (688385 CH)saw 8 block trades worth 263mn at 81.89 yuan per share, 16.44 discount from last closing.

- Guoli Electronic Tech (688103 CH)saw 6 block trades worth 55mn at 62.04 yuan per share, 7.04 discount from last closing.

- GCL Energy Tech (002015 CH)saw 5 block trades worth 160mn at 13.97 yuan per share, 0.77 discount from last closing.

 

*Flat

- Navinfo Co. (002405 CH)saw 1 block trade worth 75mn at 11.92 yuan per share, 0.00 discount from last closing.

- Kweichow Moutai Co.(600519 CH)saw 1 block trade worth 55mn at 1500 yuan per share, 0.09 discount from last closing.

 

*Premium

- Kelun Pharmaceutical Co. (002422 CH)saw 1 block trade worth 80mn at 24.9 yuan per share, 0.04 premium from last closing.

 

*Margin Trade

Total Margin Balance

1.4667 trillion

Total Short Selling Balance

104.9billion

SH Margin Balance

0.7748 trillion

SH Short Selling Balance

67.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600519

977mio

600010

10.26mio

601668

107mio

601988

6.25mio

603650

86mio

600016

5.15mio

601166

69mio

601236

2.61mio

688599

67mio

601288

2.05mio

SZ Margin Balance

0.6730 trillion

SZ Short Selling Balance

36.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002093

100mio

000066

4.18mio

300274

89mio

002939

1.65mio

300059

63mio

000656

1.18mio

000728

60mio

002500

1.1mio

002156

47mio

301078

1.03mio

 

*Connection Trade

 

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-12.2

Northbound Net Cash Flow

-5.7

Southbound Net Cash Flow

+4.0

Southbound Net Cash Flow

+2.7

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

002466

345

2.53

600519

4379

2.15

300760

244

0.61

300059

1090

5.5

000733

210

3.32

300750

973

1.46

601225

186

0.89

601318

733

3.21

000963

141

1.78

000858

588

2.24

 

*Index Futures

 

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2211

125,887

45,333

52,557

8,869

55,895

10,409

IF2212

51,416

24,310

57,038

2,937

73,411

3,174

IF2303

14,453

8,755

21,695

1,621

24,338

1,309

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2211

89,631

36,910

38,279

8,564

43,413

8,166

IH2212

46,548

23,122

43,018

2,704

57,980

2,018

IH2303

12,323

7,238

14,054

1,552

17,255

1,073

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2211

113,686

20,573

75,523

6,572

70,653

4,266

IC2212

50,423

15,852

126,617

1,761

122,827

2,033

IC2303

17,361

7,709

68,891

667

66,343

118

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2211

77,427

21,703

32,155

3,819

33,443

4,473

IM2212

36,120

13,109

27,332

2,669

29,377

2,164

IM2303

16,601

8,743

20,033

1,083

21,030

967

 

*Index Options

 

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2211

182556

103995

52896

5492

56439

7611

IO2212

30458

20283

28806

544

33299

1511

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2211

115724

67248

22996

2989

25502

3403

 

*Treasury Futures

 

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2212

54,067

-19,808

59,003

693

59,898

9

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2212

75,332

-2,069

105,433

949

107,244

289

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2212

109,815

9,795

151,345

-33

155,110

-1,875

T2303

11,568

3,893

13,079

236

13,843

-19

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Nickel

NI2211

188,890.0

+1.67%

49,485

47,532

Silver

AG2212

4,551.0

+1.63%

367,143

470,713

Low Sulfur Fuel Oil

LU2301

4,829.0

+1.58%

81,489

68,400

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Glass

FG301

1,420.0

-2.27%

326,198

842,957

Soda Ash

SA301

2,381.0

-2.18%

368,158

518,908

Corn Starch

CS2301

3,019.0

-1.69%

90,660

239,815

Commodities (night session):

* Global crude oil price closed mixed. December NYMEX contract down 0.19% to closed at $84.89/b, December Brent contract up 0.02% to closed at $93.52/b. INE crude oil active contract down 0.04% to 669.7 yuan/b.

* Precious metals closed mixed. COMEX gold contract down 0.13% to closed at $1654.1/oz. SHFE gold active contract up 0.65% to closed at 392.94 yuan/gram.

* Metals closed up mostly, LME nickel up 1.83%, LME zinc up 1.59%, LME aluminum down 1.31%, LME copper down 0.68%. SHFE nickel up 1.67%, SHFE tin up 0.83%, SHFE copper up 0.43%, SHFE zinc down 0.41%.

* Commodity futures closed down mostly. Energy & chemistry futures saw a weak performance, glass down 2.27%, soda ash down 2.18%, polyester staple fiber down 1.49%, PTA down 1.23%, methanol down 1.17%, PVC down 1.12%. Black series closed down collectively, coking coal down 1.44%, steel rebar down 1.4%, hot-rolled coil down 0.96%. Agricultural products closed down collectively, corn starch down 1.69%, cotton down 1.54%, No.2 soybeans down 1.28%, rapeseed oil down 0.91%, rapeseed meal down 0.9%.

 

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.