DZ20221121

 

Financials

*Beijing Stock Exchange announced to half cut transaction handling fee from 0.5‰ to 0.25‰, to take effect from Dec 1st.

*PBoC and Ministry of Foreign Exchange announced fund administrative rule of foreign investors in investment of China bond market with fund account, payment, exchange and supervision under unified administration. Spot settlement and sale of exchanges, risk administration and currency matching to be optimized in encouraging long-term investment in China bond market.

*FTSE RUSSEL flagship index announced quarterly adjustment result and to include 4 HK listed names into its global stock index, including 9696, 2237, 2246 and 6667, which to take effect after market closing on Dec 2nd.

*Targeted elderly care deposit products may open for sale on Nov 21st with 5-year rate set at 4% in Xi'an, higher than fixed deposit rate of large banks, according to some bank managers.

*China broadened its private pension scheme on Friday, with CBIRC allowing 23 qualified banks and 11 wealth companies to start individual pension businesses, and CSRC unveiling a list of 37 qualified individual pension sales fund agencies and a list of mutual fund products eligible under the program.

 

Industrial Economy

*Azvudine tablet, advertised as oral taken anti-covid drugs sold by local pharmacy Nepstar was quickly off shelves after 1-day sale.

*China broadened its private pension scheme on Friday, with CBIRC allowing 23 qualified banks and 11 wealth companies to start individual pension businesses, and CSRC unveiling a list of 37 qualified individual pension sales fund institutions and a list of mutual fund products eligible under the program.

 

Nov 18th Block Trade

*Block Trade Info

*Discount

- China Petroleum Engineering Co. (600339 CH) saw 1 block trade worth 79mn at 2.84 yuan per share, 2.07 discount from last closing.

- CNNC Titanium Dioxide Co. (002145 CH)saw 2 block trades worth 13mn at 6.49 yuan per share, 8.07 discount from last closing.

- Zhaowei Machinery & Electronics Co. (003021 CH)saw 7 block trades worth 31mn at 52.96 yuan per share, 14.66 discount from last closing.

- Yiheda Auto (301029 CH) saw 2 block trades worth 48mn at 71.13 yuan per share, 0.99 discount from last closing.

- GCL Energy Tech (002015 CH)saw 3 block trades worth 436mn at 14.6 yuan per share, 2.34 discount from last closing.

- Tuoxin Pharmaceutical Co. (301089 CH)saw 12 block trades worth 67mn at 75.58 yuan per share, 20.32 discount from last closing.

- Shengquan Group Share Holding Co.(605589 CH)saw 5 block trades worth 23mn at 17.68 yuan per share, 14.92 discount from last closing.

 

*Flat

- China Pacific Insurance Co. (601601 CH)saw 3 block trades worth 19mn at 22.95 yuan per share, 0.00 discount from last closing.

 

*Margin Trade

Total Margin Balance

1.4656 trillion

Total Short Selling Balance

108.7 billion

SH Margin Balance

0.7746 trillion

SH Short Selling Balance

65.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

603396

102mio

688538

25.13mio

603501

85mio

510300

7mio

603212

67mio

600246

3.16mio

688376

66mio

510050

3.08mio

600026

51mio

515120

1.92mio

SZ Margin Balance

0.6905 trillion

SZ Short Selling Balance

40.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300750

321mio

000066

6.46mio

002415

252mio

000100

3.2mio

000032

231mio

301118

2.95mio

002436

204mio

300315

2.22mio

002317

127mio

002078

1.59mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+2.2

Northbound Net Cash Flow

+2.9

Southbound Net Cash Flow

-1.4

Southbound Net Cash Flow

-1.0

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

665

0.34

002594

274

0.92

300750

651

0.88

603501

188

1.77

300760

511

1.34

002603

162

2.7

000858

370

0.62

300014

158

1.02

600522

248

3.73

601012

149

0.42

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2211

29,629

-28,444

0

-11,135

0

-8,558

IF2212

108,954

16,380

86,982

5,218

106,062

5,710

IF2303

18,398

3,105

31,995

1,327

37,758

1,184

IF2306

7,489

2,415

11,115

575

14,534

1,232

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2211

16,281

-17,281

0

-6,167

0

-5,777

IH2212

63,495

43

53,582

2,426

69,801

2,433

IH2303

10,726

-2,022

17,040

610

19,756

232

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2211

28,869

-18,213

0

-9,736

0

-9,333

IC2212

93,414

12,214

142,083

5,891

140,452

5,428

IC2303

22,506

4,468

79,487

2,318

74,615

1,814

IC2306

12,205

3,326

33,341

2,306

34,591

1,647

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2211

16,735

-13,738

0

-5,580

0

-5,707

IM2212

61,115

14,488

48,374

6,297

52,287

6,080

IM2303

15,905

498

25,651

89

27,112

-263

IM2306

6,962

2,285

11,794

1,120

14,012

1,307

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2211

150423

-34538

0

-26089

0

-30633

IO2212

95746

27893

65826

6078

69551

5693

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2211

106598

-9219

0

-13726

0

-18103

MO2212

43393

8295

22218

2641

25826

2600

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2212

59,293

-34,722

33,557

-1,068

33,125

-1,747

TS2303

53,002

-644

27,246

1,287

30,242

2,522

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2212

66,830

-42,694

47,260

-6,483

46,538

-4,763

TF2303

149,976

2,030

64,409

8,537

71,662

7,554

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2212

82,121

-41,537

80,567

-6,374

78,230

-7,328

T2303

233,421

-46,467

103,609

12,112

111,787

11,564

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Zinc

ZN2212

24,515.0

+0.86%

84,947

85,271

Stainless Steel

SS2212

16,495.0

+0.4%

43,372

43,919

Nickel

NI2212

199,770.0

+0.38%

51,147

56,071

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Low Sulfur Fuel Oil

LU2302

4,101.0

-4.54%

73,812

76,553

Crude Oil

SC2301

600.5

-3.53%

136,963

45,994

Bitumen

BU2301

3,547.0

-2.39%

213,215

313,691

 

Commodities (night session):

* Global crude oil price closed down collectively. December NYMEX contract down 1.4% to closed at $80.26/b, January Brent contract down 2.14% to closed at $87.86/b. INE crude oil active contract down 3.53% to closed at 600.5 yuan/b.

* Precious metals closed down collectively. COMEX gold contract down 0.62% to closed at $1752/oz. SHFE gold active contract down 0.68% to closed at 404.72 yuan/gram.

* Metals closed up mostly, LME nickel up 2.16%, LME zinc up 1.19%, LME aluminum up 1%. LME copper down 0.91% on the contrast. SHFE zinc up 0.86%, bonded copper down 1.22%, SHFE copper down 1.03%.

* Commodity futures closed down mostly. Energy & chemistry futures saw weak performance, fuel oil down 3.34%, bitumen down 2.39%, TSR 20 down 2.22%, natural rubber down 1.96%, LPG down 1.03%. Black series closed down collectively, coke down 1.79%. Agricultural products closed down mostly, rapeseed oil down 3.35%, cotton down 1.37%, soybean oil down 1.28%, No.2 soybeans down 1.01%.

 


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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.