DZ20220627

 

*Key points

Policy

*CSRC has approved decision on revision of connect rules between mainland and HongKong stock market, to take effect from July 25th and to tighten regulation on so called “fake foreign fund”.

*CSRC announced to officially add ETF into connect trading and the underlying list to be semi-annually adjusted.

*Shenzhen Stock Exchange issued notice to further support corporate development to better serve real economy which support accelerated issuance of local government special bonds, corporate bond by airline firms and asset securitization products by logistics, transportation, energy and info network firms.

*CSRC issued provisional administrative regulation on public placement of securities investment fund by personal pension fund which to include funds with scale no lower than cny 50mio in recent 4 quarters for the first stage of trial and to further expand product range after, Securities Journal reported.

 

Financials

*Wang Yiming, member of PBoC monetary policy committee said to enhance fiscal policy with upward adjustment of deficit level or issuance of special treasury bonds taken into consideration.

 

 

June 24th Block Trade

*Block Trade Info

*Discount

- Sinofibers Tech (300777 CH) saw 1 block trade worth 146mn at 37.46yuan per share, 23.21 discount from last closing.

- Avic Optronic Tech (002179 CH) saw 2 block trades worth 55mn at 61.07yuan per share, 4.58 discount from last closing.

- Zhefu Holding (002266 CH) saw 2 block trades worth 114mn at 4.72yuan per share, 0.21 discount from last closing.

- Tecon Biology (002100 CH) saw 4 block trades worth 48mn at 9.68yuan per share, 1.48 discount from last closing.

- Pharmaron (300759 CH) saw 2 block trades worth 88mn at 92.54 yuan per share, 0.51 discount from last closing.

- Ja Solar Tech (002459 CH) saw 3 block trades worth 124mn at 71.01 yuan per share, 7.01 discount from last closing.

- Huali Industrial (300979 CH) saw 25 block trades worth 159mn at 69.4 yuan per share, 9.58 discount from last closing.

 

*Flat

- Luxshare Precision (002475 CH) saw 4 block trades worth 46mn at 32.41 yuan per share, 0.00 discount from last closing.

 

*Margin Trade

Total Margin Balance

1.4869 trillion

Total Short Selling Balance

92.8 billion

SH Margin Balance

0.7991 trillion

SH Short Selling Balance

59.5billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600089

156mio

510500

22.61mio

600418

143mio

601901

7.41mio

688047

133mio

688538

4.71mio

601788

118mio

600010

4.46mio

600256

111mio

510300

4.3mio

SZ Margin Balance

0.6878 trillion

SZ Short Selling Balance

33.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002049

220mio

002340

4.11mio

002450

220mio

002617

0.97mio

002340

161mio

002709

0.91mio

002182

120mio

300058

0.89mio

000858

118mio

002179

0.88mio

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+4.5

Northbound Net Cash Flow

+5.1

Southbound Net Cash Flow

+1.1

Southbound Net Cash Flow

+1.9

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

600519

1475

0.6

002050

364

3.95

000651

1225

6.47

600089

350

3.57

603259

904

3.75

601899

237

1.24

300059

713

2.59

002466

232

1.32

601012

561

1.20

000001

209

0.76

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2207

123,231

-399

61,764

-120

67,989

-658

IF2209

38,564

527

57,307

-52

70,085

-16

IF2212

8,868

1,793

20,584

1,064

21,280

695

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2207

65,573

1,569

39,636

845

46,361

558

IH2209

25,470

3,554

24,784

296

33,349

-490

IH2212

6,547

427

8,936

111

9,913

172

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2207

115,554

-8,374

94,551

-1,161

93,334

-212

IC2209

43,109

-6,477

100,532

-2,302

108,405

-1,815

IC2212

22,505

1,853

69,172

1,772

67,160

1,312

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2207

216129

39536

70156

652

72525

-789

IO2209

12542

4088

26522

257

29601

407

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2209

43,899

-941

38,886

1,296

42,579

574

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2209

53,224

3,237

82,041

11

87,382

2,236

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2209

115,468

22,478

138,706

3,456

143,793

1,990

T2112

6,423

3,076

10,911

956

11,193

1,010

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Bitumen

BU2209

4,503.0

+2.53%

377,204

458,103

Low Sulfur Fuel Oil

LU2208

6,006.0

+2.32%

36,918

20,313

Iron Ore

I2209

762.5

+2.28%

332,071

599,754

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Tin

SN2207

202,120.0

-5.76%

78,408

27,083

Zinc

ZN2208

23,330.0

-4.87%

310,795

110,866

Nickel

NI2207

172,800.0

-4.34%

78,058

45,055

 

Commodities (night session):

* Global crude oil price closed up collectively. August NYMEX crude oil contract up 2.68% to closed at $107.06/b, August Brent contract up 1.82% to closed at $108.40/b. INE crude oil active contract up 0.92% to 694.1 yuan/b.

* Precious metals closed down collectively. COMEX gold active contract down 0.09% to closed at $1828.1/oz, SHFE gold active contract down 0.36% to closed at 394.36 yuan/gram.

* Metals closed down collectively. LME nickel down 8.06%, LME tin down 6.71%, LME zinc down 4.17%, LME copper down 1.03%. SHFE tin down 5.76%, SHFE zinc down 4.84%, SHFE nickel down 4.34%, SHFE copper down 1.52%.

* Commodity futures closed up mostly, energy & chemistry futures showed a strong trend, bitumen up 2.53%, fuel oil up 2.19%, LPG up 1.24%. Black series went up collectively, iron ore up 2.28%, hot-rolled coil up 1%, steel rebar up 0.83%. Agriculture futures mostly closed up, soybean meal up 0.92%, rapeseed meal up 0.72%.

 

 

 

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