DZ20221027
Industrial Economy
*CAICT: China mobile phone delivery in Aug of 18.98mio units, down 21.9% y/y and 5G mobile phones contributed 14.27mio units, down 19.3% y/y, accounting for 75.2% of total delivery.
*Merchant CSI baijiu index fund, the largest baijiu fund in A-shr mkt eased subscription limit from cny 200k to 1mio and cny 100k to 500k for A/C types respectively after 9 months, China Securities Journal reported.
*Shanghai Science Technology Committee and 5 other departments jointly issued plan in supporting carbon peak and neutral which aims to form up related innovation system by 2025 with 100 low carbon key tech breakthrough achieve in fields like energy, industry, construction and transportation and 10 major demonstration projects built up.
Co Focus
*Muyuan (002714 CH) said in response to market concerns of liquidity risk that company is under normal operation.
Oct 26th Block Trade
*Block Trade Info
*Discount
- Botanee Bio-Tech (300957 CH) saw 9 block trades worth 200mn at 135.84yuan per share, 17.24 discount from last closing.
- Sunoren Solar Tech (603105 CH）saw 7 block trades worth 17mn at 13.34 yuan per share, 10.71 discount from last closing.
- GCL Energy Tech (002015 CH）saw 9 block trades worth 271mn at 13.58 yuan per share, 1.08 discount from last closing.
- Rayitek Hi-Tech (688332 CH）saw 6 block trades worth 21mn at 20.91 yuan per share, 9.47 discount from last closing.
- Montage Tech (688008 CH）saw 10 block trades worth 44mn at 48.93 yuan per share, 6.5 discount from last closing.
*Flat
- ORG Techn Co. (002701 CH) saw 1 block trade worth 33mn at 4.84yuan per share, 0.00 discount from last closing.
- BAIC BluePark (600733 CH）saw 3 block trades worth 91mn at 6.3 yuan per share, 0.00 discount from last closing.
*Premium
- Montage Tech (002517 CH）saw 3 block trades worth 333mn at 6.34 yuan per share, 3.31 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.4667 trillion |
Total Short Selling Balance |
104.9billion |
|
SH Margin Balance |
0.7740 trillion |
SH Short Selling Balance |
67.5 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 |
0.6730 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 |
+0.15 |
Northbound Net Cash Flow |
+3.3 |
||
|
Southbound Net Cash Flow |
+3.0 |
Southbound Net Cash Flow |
+2.0 |
||
|
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 |
|
300059 |
333 |
1.93 |
600519 |
972 |
0.52 |
|
002466 |
267 |
1.90 |
300750 |
554 |
0.7 |
|
601088 |
245 |
0.5 |
601318 |
438 |
1.07 |
|
601012 |
222 |
0.6 |
603259 |
431 |
2.3 |
|
601225 |
218 |
1.08 |
000001 |
363 |
1.76 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2211 |
109,078 |
-9,606 |
47,590 |
-3,379 |
51,250 |
-3,088 |
|
IF2212 |
38,435 |
-3,587 |
54,005 |
-366 |
69,472 |
-1,282 |
|
IF2303 |
12,454 |
304 |
22,504 |
736 |
25,335 |
617 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2211 |
74,796 |
-258 |
32,882 |
-396 |
37,849 |
574 |
|
IH2212 |
38,473 |
3,351 |
39,835 |
-321 |
55,064 |
-1,027 |
|
IH2303 |
10,637 |
2,473 |
13,851 |
574 |
16,670 |
270 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2211 |
111,357 |
-6,489 |
72,867 |
-5,068 |
69,766 |
-4,125 |
|
IC2212 |
44,374 |
-3,196 |
121,663 |
-2,224 |
118,566 |
-2,165 |
|
IC2303 |
12,435 |
-2,850 |
67,946 |
-218 |
65,549 |
-6 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2211 |
87,954 |
10,997 |
34,980 |
3,176 |
37,183 |
3,933 |
|
IM2212 |
40,641 |
8,674 |
30,325 |
5,459 |
32,161 |
4,704 |
|
IM2303 |
19,263 |
8,374 |
20,256 |
1,974 |
21,416 |
2,129 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2211 |
149324 |
-22899 |
57492 |
406 |
61859 |
170 |
|
IO2212 |
19543 |
-1339 |
30051 |
425 |
34839 |
277 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2211 |
109502 |
-9264 |
26772 |
2315 |
30451 |
2620 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2212 |
68,681 |
12,098 |
61,762 |
1,938 |
61,396 |
1,844 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2212 |
76,745 |
-18,944 |
106,990 |
979 |
109,300 |
971 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2212 |
91,784 |
-36,528 |
155,220 |
2,436 |
156,077 |
48 |
|
T2303 |
11,749 |
-4,528 |
15,541 |
2,063 |
15,826 |
1,844 |
*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 |
5,553.0 |
+1.89% |
32,478 |
8,322 |
|
Fuel Oil |
FU2301 |
2,643.0 |
+1.54% |
450,895 |
494,260 |
|
Copper |
CU2212 |
63,680.0 |
+1.43% |
51,220 |
192,367 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Bleached Softwood Kraft Pulp |
SP2301 |
6,722.0 |
-1.49% |
70,031 |
178,870 |
|
Methanol |
MA301 |
2,555.0 |
-1.39% |
595,056 |
1,017,345 |
|
Ethenylbenzene |
EB2211 |
8,166.0 |
-1.29% |
84,417 |
42,676 |
Commodities (night session):
* Global crude oil price closed up collectively. December NYMEX contract up 3.45% to closed at $88.26/b, December Brent contract up 2.5% to closed at $94.03/b. INE crude oil active contract up 0.97% to 679.5 yuan/b. US crude oil export data and correction of USD index supported crude oil prices.
* Precious metals closed mixed. COMEX gold contract up 0.65% to closed at $1668.8/oz. SHFE gold active contract down 0.49% to closed at 392.06 yuan/gram.
* Metals closed up collectively, LME aluminum up 5.19%, LME copper up 3.28%, LME tin up 2.75%, LME zinc up 2.1%, bonded copper up 1.47%, SHFE copper up 1.43%, SHFE aluminum up 0.56%.
* Commodity futures closed mixed. Energy & chemistry futures saw a mixed performance,fuel oil up 1.54%, LPG up 1.24%, bleached softwood kraft pulp down 1.49%, methanol down 1.39%, EB down 1.29%. Black series closed mixed, iron ore down 1.04%. Agricultural products closed mixed, No.2 soybeans up 1.89%, rapeseed oil up 1.4%, rapeseed meal down 0.79%.
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.
