DZ20221026

Financials

*PBoC and Ministry of Foreign Exchange held meeting which requires deepening market reform of exchange rate, enhancing elasticity of yuan exchange and maintaining its stability at reasonable balance level. Healthy development of stock market, bond market and housing market to be maintained with coordination among departments to be strengthened. Two-way high-level opening of financial market to be promoted in support prosperous development of HongKong as global financial hub.

*CSRC suggests expanding high-level systematic opening-up, widening financing channel of overseas listing and enhancing substantive cooperation with HongKong stock market.

*MoF: Jan-Sept fiscal revenue falls 6.6% y/y and stamp tax of securities trading of cny 224.9bn, down 2.3% y/y.

 

Industrial Economy

*China to collect consumption tax over e-cigarettes from Nov 1st, 36% for producers and importers and 11% for wholesalers.

 

Co Focus

*Moutai responded to query on sharp reduction of institutional holdings that it is untrue and company to deepen reform and strive for development target in Q4.

 

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.

 

 

*Margin Trade

Total Margin Balance

1.4495 trillion

Total Short Selling Balance

103.6billion

SH Margin Balance

0.7740 trillion

SH Short Selling Balance

67.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

688599

107mio

601916

14.17mio

600818

76mio

600157

4.65mio

601868

74mio

600010

2.98mio

600732

58mio

601991

2.9mio

60536

51mio

601162

2.78mio

SZ Margin Balance

0.6756 trillion

SZ Short Selling Balance

36.0 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002466

123mio

002506

3.32mio

300274

101mio

300568

1.00mio

002334

85mio

002936

0.96mio

300083

68mio

002301

0.93mio

000821

62mio

000630

0.69mio

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+2.3

Northbound Net Cash Flow

+0.6

Southbound Net Cash Flow

+2.8

Southbound Net Cash Flow

+3.7

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

601012

537

1.54

600519

1267

0.67

300760

388

0.98

000001

402

1.95

600438

312

1.51

600309

207

0.77

000568

296

1.13

002027

201

2.76

601888

290

0.89

000651

189

1.13

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2211

119,128

-6,106

50,969

-1,478

54,498

-759

IF2212

42,527

-7,981

54,494

-2,136

70,754

-2,642

IF2303

12,652

-820

21,988

293

24,718

416

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2211

75,419

-13,387

33,798

-3,903

38,933

-4,211

IH2212

35,493

-10,057

40,530

-2,079

56,221

-1,724

IH2303

8,766

-2,633

13,315

-739

16,659

-526

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2211

119,450

5,764

77,995

2,479

74,777

4,124

IC2212

49,081

-880

123,887

-2,334

120,731

-1,657

IC2303

16,377

421

68,196

-655

66,131

-212

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2211

78,612

1,830

32,359

397

34,076

931

IM2212

32,707

-1,360

25,399

-1,489

27,573

-1,626

IM2303

11,489

-4,108

18,334

-1,587

19,287

-1,743

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2211

173157

-7996

57227

4331

61689

5326

IO2212

20962

-8720

29673

874

34562

1298

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2211

118766

3072

24589

1899

27831

2498

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2212

57,977

4,296

60,143

2,022

60,175

855

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2212

98,697

24,042

106,176

1,087

108,329

1,085

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2212

131,448

23,709

153,178

2,137

156,189

1,079

T2303

17,188

6,143

13,578

499

14,037

210

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

LPG

PG2211

5244.0

+1.88%

29,702

15,094

Rapeseed Oil

OI301

11,121.0

+1.39%

194,240

186,916

Rapeseed meal

RM301

3,032.0

+1.34%

233,368

397,209

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Zinc

ZN2211

24,290.0

-1.10%

68,204

66,256

Coking Coal

JM2301

1,980.0

-0.68%

19,172

63,470

Ethylene Glycol

EG2301

3,967.0

-0.63%

119,936

463,125

Commodities (night session):

* Global crude oil price closed mixed. December NYMEX contract up 0.43% to closed at $84.94/b, December Brent contract down 0.4% to closed at $92.89/b. INE crude oil active contract up 0.88% to 676.8 yuan/b.

* Precious metals closed up collectively. COMEX gold contract up 0.2% to closed at $1657.4/oz. SHFE gold active contract up 0.07% to closed at 393.82 yuan/gram.

* Metals closed mixed, LME zinc down 1.96%, LME lead down 1.11%, LME aluminum up 1.84%, LME nickel up 1.22%. SHFE zinc down 1.1%, SHFE lead down 0.52%, SHFE tin up 0.77%, SHFE nickel up 0.63%, SHFE lead up 0.62%.

* Commodity futures closed mixed. Energy & chemistry futures saw a mixed performance, LPG up 1.88%, bitumen up 0.91%, MEG down 0.63%. Black series closed up mostly, iron ore up 0.3%, hot-rolled coil up 0.3%, coking coal down 0.68%. Agricultural products closed up collectively, rapeseed oil up 1.39%, rapeseed meal up 1.34%, soybean meal up 1.24%, cotton up 1.06%.

 

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