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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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%.
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.