DZ20220927

 

Financials

* PBoC Financial Stability Bureau published article suggesting basic framework of financial stability security fund been initially established with some fund accumulation.

 

Industrial Economy

* Chendu city to initiate free HPV vaccination plan for girls in appropriate ages after launch in Ordos, Jinan and Shijiazhuang cities with more provinces to follow up.

* Ministry of Agriculture held meeting in study of stable hog production and supply in Q4 which emphasized to adopt effective measures to ensure stable pork supply in Q4, esp during major holidays.

 

Co Focus

* Merit Interactive (002555 CH) announced strategic cooperation with SAIC and to focus on frontier exploration and research of tech, service, product and pattern innovation with implementation of data intelligence to be carried forward in multiple fields.

 

Sep 26th Block Trade

*Block Trade Info

*Discount

- Zhengbang Tech (002157 CH) saw 2 block trades worth 30mn at 4.27 yuan per share, 4.9 discount from last closing.

- Intretech Inc. (002419 CH) saw 1 block trade worth 78mn at 16.81 yuan per share, 10.25 discount from last closing.

- Vanward New Electric Co (002543 CH)saw 6 block trades worth 24mn at 11.08 yuan per share, 14.57 discount from last closing.

- Sifang Auto (601126 CH)saw 1 block trade worth 59mn at 13.03 yuan per share, 2.47 discount from last closing.

- Manareco New Materials (688550 CH) saw 1 block trade worth 168mn at 48 yuan per share, 17.23 discount from last closing.

- Kweichow Moutai (600519 CH) saw 1 block trade worth 79mn at 1834.43 yuan per share, 1.53 discount from last closing.

 

*Flat

- Yili Industrial Group (600887 CH) saw 3 block trades worth 16mn at 32.36 yuan per share, 0.00 discount from last closing.

 

*Premium

- Dawning Information Industry (603019 CH) saw 1 block trade worth 207mn at 13.82 yuan per share, 1.23 premium from last closing.

 

 

*Margin Trade

Total Margin Balance

1.4726 trillion

Total Short Selling Balance

100.3 billion

SH Margin Balance

0.7858 trillion

SH Short Selling Balance

65.1billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600809

127mio

600959

36mio

603501

115mio

601198

1.08mio

600096

71mio

600010

6.53mio

601975

65mio

601988

5.35mio

601166

56mio

688538

4.46mio

SZ Margin Balance

0.6868 trillion

SZ Short Selling Balance

35.2 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002415

254mio

000630

1.55mio

000831

58mio

301227

1.18mio

300068

55mio

002617

1.15mio

300782

51mio

000301

1.02mio

002407

46mio

000559

0.96mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+1.15

Northbound Net Cash Flow

+3.1

Southbound Net Cash Flow

+0.26

Southbound Net Cash Flow

-0.39

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

944

0.41

601899

558

3.19

601888

623

1.72

600036

282

0.4

000858

326

0.53

601012

198

0.54

000333

190

0.54

000001

194

0.81

000625

170

1.69

002050

176

1.92

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2210

99,372

-6,386

56,061

-2,368

59,979

-930

IF2212

24,417

-2,888

48,316

-445

61,147

-429

IF2303

8,427

2,578

16,571

33

19,282

188

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2210

60,048

-3,568

40,754

-763

49,895

-520

IH2212

17,110

-3,474

32,597

-681

45,775

-616

IH2303

5,004

-72

10,771

107

12,927

-35

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2210

100,926

-9,544

81,619

-5,596

78,670

-6,031

IC2212

29,718

-10,022

117,280

-2,330

117,568

-1,978

IC2303

13,955

2,621

62,643

344

60,984

761

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2210

62,094

-18,997

32,632

-2,574

33,180

-2,776

IM2212

18,173

-3,993

18,810

-1,030

21,573

-875

IM2303

7,090

-2,295

17,077

-43

16,701

262

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2210

129219

-31905

55241

206

61196

361

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2210

86045

-31364

24087

2298

28161

2711

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2212

75,326

-3,326

49,538

190

51,256

656

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2212

113,185

37,919

106,340

-1,288

105,874

880

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2212

150,360

24,279

145,872

1,097

150,689

272

T2303

4,312

1,911

9,215

63

9,888

5

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Tin

SN2211

177,040.0

+3.37%

33,924

35,465

Coke

J2301

2,797.0

+3.06%

18,390

40,380

Coking Coal

JM2301

2,134.5

+3.04%

30,718

69,365

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Crude Oil

SC2211

606.4

-3.05%

94,027

36,708

Nickel

NI2210

183,920.0

-2.58%

56,557

43,554

Silver

AG2212

4,315.0

-2.18%

433,756

443,226

Commodities (night session):

* Global crude oil price closed down collectively. November NYMEX contract down 3.05% to closed at $76.34/b, December Brent contract down 2.69% to closed at $82.74/b. INE crude oil active contract down 3.05% to 606.4 yuan/b. Oil prices failed to rebound on Monday due to strong USD and recession expectation and resultant weak demand.

* Precious metals closed down collectively. COMEX gold contract down 1.59% to closed at $1629.3/oz. SHFE gold active contract down 0.56% to closed at 382.7 yuan/gram. Gold price went down under the pressure of strong USD and high US treasury yield.

* Metals closed down collectively, LME nickel down 5.79%, LME zinc down 3.46%, LME lead down 2.88%, LME copper down 1.9%. SHFE nickel down 2.58%, SHFE aluminum down 0.73%, SHFE tin up 3.37% on the contrast.

* Commodity futures closed mixed. Energy & chemistry futures saw a mixed performance, natural rubber up 2.88%, TSR 20 up 2.04%, glass up 1.33%, soda ash up 1.29%, methanol up 1.17%. Black series went up collectively, coke up 3.06%, coking coal up 3.04%, steel rebar up 1.92%, hot-rolled coil up 1.53%, iron ore up 1.06%. Agricultural products closed down mostly, soybean meal up 0.6%, rapeseed meal up 0.52%.

 

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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.