DZ20241022

 

Financial

- CSRC Vice Chairman Li Chao stated that CSRC would accelerate the application of Financial Technology in the capital market, attach great importance to Financial Technology security issues, and take multiple measures to build a Financial Technology ecosystem.

- It was reported that recently CSDC had issued a "special urgent" document to provide a detailed introduction to the special account opening application and review, which was for the re-lending repurchases to increase holdings.

 

Sectors

- Central Committee of CPC and State Council published the "Opinions on Deepening the Reform of Industrial Workers' Team Construction".

 

Data

- National Energy Administration released the national electricity industry statistics for Jan to Sep: cumulative installed capacity of power generation 3.16 bio kw, up 14.1% y/y; among them solar power 770 mn kw, up 48.3% y/y, wind power 480 mn kw, up 19.8% y/y.

 

Oct 21 Block Trade Info

*Discount

-Huaqin Tech (603296 CH) saw 2 block trades worth 70.92mn at 59.10yuan per share, 1.50pct discount from last closing.

-CIG Shanghai (603083 CH) saw 14 block trades worth 52.24mn at 29.36/31.32yuan per share, 12.71/18.17pct discount from last closing.

-Eastern Air Logistics (601156 CH) saw 7 block trades worth 73.37mn at 15.05yuan per share, 9.88pct discount from last closing.

-CATL (300750 CH) saw 4 block trades worth 1.18bn at 250.3/253.36yuan per share, 0/1pct discount from last closing.

 

*Margin Trade

Total Margin Balance

1.6249 trillion

Total Short Selling Balance

9.4 billion

SH Margin Balance

0.8469 trillion

SH Short Selling Balance

6.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

688981

1090mio

601390

0.3mio

688041

443mio

600887

0.2mio

601211

405mio

600398

0.2mio

688012

275mio

601006

0.2mio

688256

234mio

600179

0.2mio

SZ Margin Balance

0.7757 trillion

SZ Short Selling Balance

3.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300059

526mio

000725

0.8mio

300339

454mio

000709

0.5mio

002261

443mio

002506

0.4mio

300394

285mio

000683

0.3mio

000617

261mio

002352

0.3mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Turnover

138.85

Northbound Turnover

149.25

Southbound Net Cash Flow

+10.1

Southbound Net Cash Flow

+2.3

Top 5 Northbound Turnover/Shanghai

Top 5 Northbound Turnover/Shenzhen

Name

Market Value (mio cny)

Name

Market Value (mio cny)

600030

2308

300750

4845

600519

2117

300059

3175

601138

1895

300308

2019

688041

1658

002475

1760

601899

1372

002371

1558

           

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2411

114,676

-38,503

45,492

-9,027

49,278

-10,544

IF2412

129,782

-70,274

100,287

-4,668

130,675

-5,434

IF2503

36,431

-12,233

40,344

380

54,019

-712

SSE 50
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2411

58,038

-17,836

26,102

-2,646

28,801

-3,552

IH2412

61,512

-35,015

40,756

-4,587

54,931

-4,706

IH2503

20,725

-4,735

14,943

377

21,164

441

CSI 500
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2411

107,577

-31,694

49,189

-10,371

47,866

-10,463

IC2412

92,138

-41,574

94,645

-411

102,362

-2,094

IC2503

30,680

-7,182

49,253

-1,292

53,571

-1,491

CSI 1000
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2411

170,882

-65,304

67,812

-11,555

72,763

-11,913

IM2412

220,964

-86,251

107,154

2,433

126,299

2,149

IM2503

62,510

-24,894

63,417

-3,326

72,422

-2,404

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2411

161957

-42142

56310

4166

65704

6285

IO2412

31969

-5393

33512

159

39631

754

CSI 1000 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2411

287294

262

53766

6246

58673

6589

MO2412

47389

3994

36972

1760

40887

3144

SSE50 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2411

79032

4396

26121

3225

29248

3803

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2412

51,637

-9,303

45,957

934

50,447

472

TS2503

2,673

-3,134

11,765

195

12,112

105

5-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2412

76,916

-16,905

103,139

1,782

111,130

3,183

10-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2412

97,189

-26,573

163,286

1,644

165,416

985

T2503

9,004

-7,170

16,961

192

17,906

328

30-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2412

101,130

-57,176

64,761

-453

65,636

596

TL2503

11,659

-10,449

15,080

160

14,688

94

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soda Ash

SA501

1,504.0

+4.01%

1,871,003

1,247,844

Glass

FG501

1,253.0

+1.87%

1,466,218

1,063,963

PTA

TA501

5,026.0

+1.66%

415,380

1,177,107

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Zinc

ZN2411

24,830.0

-1.72%

71,448

77,923

Iron Ore

I2501

754.0

-1.57%

165,317

442,599

Hot-rolled Coil

HC2501

3,482.0

-1.14%

242,892

989,749

 

* Commodities (night session):

* Global crude oil price closed up. December NYMEX crude oil contract up about 1.59% to closed at $69.78/b, December Brent contract up about 1.31% to closed at $74.02/b. INE crude oil active contract up about 1.38% to 534.7 yuan/b.

* Precious metals closed up, COMEX gold active contract up 0.16% and closed at $2734.5/oz. SHFE gold active contract up 0.08% to closed at 622.62 yuan/gram.

* Metals closed down collectively, LME copper down 0.66%, LME zinc down 0.91%, LME nickel down 1.55%, LME aluminum down 0.63%, LME tin down 1.32%, LME lead down 1.09%, SHFE zinc down 1.72%, stainless steel down 1.01%, SHFE tin down 0.79%, SHFE copper down 0.71%, SHFE lead down 0.66%, SHFE nickel down 0.35%,SHFE aluminum down 0.26%, aluminum oxide up 2.18%.

* Commodity futures closed mixed, soda ash up 4.01%, glass up 1.87%, PTA up 1.66%, TSR 20 up 1.58%, fuel oil up 1.52%, low sulfur fuel oil up 1.21%, iron ore down 1.57%, hot-rolled coil down 1.14%, RBD palm olein up nearly 1%, rapeseed meal down nearly 1%.

 

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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.