DZ20231027

 

Industrial Economy

*Shan Xi Province accelerate the construction of unconventional natural gas bases, with unconventional natural gas production of 10.52 billion cubic meters in the first three quarters, up 7.8% y/y, which is close to the level of last year and has set a new record for production in the same period in history.

*MIIT publicly solicited opinions on the “Interim Measures for the gradient cultivation and management of green factories”, which pointed out to stimulate the endogenous power of green manufacturing for enterprises, play a benchmark demonstration role in green manufacturing, and promote green low-carbon transformation and upgrading in industries and regions.

*MoC issued announcement on optimizing and adjusting temporary export control measures for graphite items, among which three highly sensitive graphite items are officially included in the control list while temporary control of 5 low-sensitive graphite items was lifted.

 

Financials

*Premier Li Qiang of the State Council attended the 22nd meeting of the Council of Heads of Government of the member states of the Shanghai Cooperation Organization, whom proposed to jointly promote the acceleration of economic recovery, build a safe and efficient transportation system through cooperation, continuously promote trade and investment liberalization and facilitation,

 

Data

*CPCAAUTO: It is expected that October retail sales of narrow passenger cars of 2.02mio units, up 0.1% m/m and up 9.5% y/y, with the retail sales of NEV about 750k units, up 0.9% m/m and up 34.6% y/y, with a penetration rate of 37.1%.

 

Oct 26 Block Trade Info

*Discount

- Sanan Optoelectronics (600703 CH) saw 1 block trades worth 212.25mn at 14.15yuan per share, 1.94pct discount from last closing.

 

*Flat

- Ping An Insurance (601318 CH) saw 1 block trades worth 138.06mn at 45.70yuan per share, flat from last closing.

- Hengli Hydraulic (601100 CH) saw 1 block trades worth 74.22mn at 56.10yuan per share, flat from last closing.

- Moutai (600519 CH) saw 1 block trades worth 132.44mn at 1672.23yuan per share, flat from last closing.

- BYD (002594 CH) saw 3 block trades worth 68.00mn at 238.61yuan per share, flat from last closing.

- Rongsheng Petrochemical (002493 CH) saw 1 block trades worth 79.68mn at 11.16yuan per share, flat from last closing.

- Hengyi Petrochemical (000703 CH) saw 1 block trades worth 60.01mn at 7.06yuan per share, flat from last closing.

- Midea (000333 CH) saw 1 block trades worth 60.91mn at 52.51yuan per share, flat from last closing.

 

*Premium

- Zangge Mining (000408 CH) saw 1 block trades worth 90.05mn at 22.50yuan per share, 2.37pct premium from last closing.

 

*Margin Trade

Total Margin Balance

1.5395 trillion

Total Short Selling Balance

81.9 billion

SH Margin Balance

0.8125 trillion

SH Short Selling Balance

51.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600733

114mio

601006

22.4mio

600809

108mio

601988

4.8mio

603985

70.1mio

600029

4.6mio

603123

63.7mio

600703

3.6mio

600839

58.6mio

600900

2.2mio

SZ Margin Balance

0.7267 trillion

SZ Short Selling Balance

30.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300750

138mio

300432

3.8mio

000063

121mio

002681

1.9mio

000625

118mio

300383

1.9mio

002236

95.0mio

300123

1.8mio

000977

91.5mio

300136

1.3mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+0.813

Northbound Net Cash Flow

+0.414

Southbound Net Cash Flow

+1.694

Southbound Net Cash Flow

+0.534

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

002230

306

2.78

600519

349

0.17

601398

199

0.12

000333

203

0.55

002594

199

0.29

688111

175

1.25

601288

189

0.15

603160

160

4.59

300015

187

1.21

600887

158

0.95

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2311

89,797

-1,900

65,523

3,156

76,777

3,812

IF2312

39,554

-5,173

95,001

1,843

133,679

2,840

IF2403

9,048

-3,900

19,897

407

25,891

293

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2311

50,510

-3,525

35,575

-64

43,542

179

IH2312

23,029

-3,450

41,309

-1,140

61,833

-993

IH2403

6,280

-1,935

8,082

-209

11,682

-215

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2311

62,936

5,563

65,329

1,814

65,164

1,959

IC2312

27,251

-2,588

105,443

375

113,216

791

IC2403

15,221

1,742

57,133

-201

65,571

-130

IC2406

9,858

-675

14,214

1,793

15,508

2,099

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2311

65,106

11,495

49,643

2,569

53,673

3,289

IM2312

32,241

4,498

77,872

2,310

81,598

2,255

IM2403

16,000

908

40,229

221

43,617

-253

IM2406

8,013

-3,132

12,758

1,300

14,195

1,559

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2311

113092

-22341

59829

-530

66229

421

IO2312

20606

1355

45227

222

54483

905

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2311

105862

12659

31551

1239

35771

1521

MO2312

16668

-1315

28084

196

32893

493

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2311

48028

-16116

30787

-150

34144

107

HO2312

8285

-3119

24130

237

26476

133

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2312

73,432

-52,657

60,879

-1,084

64,947

-542

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2312

99,266

-83,695

98,963

356

99,163

1,451

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2312

122,844

-83,634

152,990

-822

144,481

-2,353

T2403

9,025

-3,612

12,786

1,014

13,069

1,222

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2312

37,948

-37,674

27,810

-805

29,597

-949

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

RBD Palm Olein

P2401

7,232.0

+1.46%

257,561

450,434

No.2 Soybeans

B2311

4,481.0

+1.29%

18,149

20,632

Soybean Oil

Y2401

7,964.0

+1.14%

310,391

522,015

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Tin

SN2312

211,110.0

-1.71%

37,662

37,100

Bleached Softwood Kraft Pulp

SP2401

5,934.0

-1.43%

250,631

262,700

Crude Oil

SC2312

659.8

-1.09%

154,081

29,980

 

* Commodities (night session):

* Global crude oil price closed down collectively. December NYMEX crude oil contract down 2.21% to closed at $83.50/b, January Brent contract down 1.87% to closed at $87.45/b. INE crude oil active contract down 1.09% to 659.8 yuan/b.

* Precious metals closed up collectively, COMEX gold active contract up 0.01% and closed at $1995/oz. SHFE gold active contract up 0.26% and closed at 476.96 yuan/gram.

* Metals closed down mostly, LME tin down 2.28%, LME zinc down 2.02%, LME nickel down 1.7%. LME lead up 0.46% on the contrast. SHFE tin down 1.71%, SHFE nickel down 0.79%, SHFE zinc down 0.76%.

* Commodity futures closed mixed. Chemistry and energy products closed down mostly, wood pulp down 1.43%. Black series closed up mostly. Agricultural products closed up collectively, RBD palm olein up 1.46%, No.2 soybeans up 1.29%, soybean oil up 1.14%.

 

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