DZ20230215

 

International Relationship

*President Xi Jinping had talks with Ebrahim Raisi, president of Iran on Feb 14th and emphasized to carry forward overall cooperation in commerce, agriculture, industry and infrastructure fields with more qualified agricultural products to be imported from Iran.

 

Policy

*SAC is seeking for public opinions on IPO administration of offline investors which raised requirement for scale of cash asset and the cash balance of qualified participant shall be no lower than 1‰ of recent end-month total asset or total asset before the inquiry date.

 

Industrial Economy

*Shenzhen banking and insurance regulatory commission suggest to continue pushing forward tilted injection of financial factors to manufacturing industry including increasing supports on medium-long term loan and credits for development of leading manufacturing clusters.

 

Co Focus

*Longi Hydrogen Energy issued new generation alkaline electrolytic water hydrogen production equipment series product, named as ALK Hi1 and redefined energy efficiency for commercial use.

*Xiaomi Auto is close to acquiring production license of NEV, according to someone familiar with this matter.

 

*Feb 14th Block Trade

*Block Trade Info

*Discount

- Salt Lake (000792 CH)saw 6 block trades worth 143mn at 25.79 yuan per share, 0.69-1.19 discount from last closing.

- Circuit Fabology Microelectronics Equip(688630 CH) saw 3 block trades worth 18mn at 90.2 yuan per share, 4.73 discount from last closing.

- Wingtech Tech (600745 CH) saw 22 block trades worth 368mn at 55.28 yuan per share, 7.00 discount from last closing.

- Tianshan Aluminum Group Co. (002532 CH) saw 4 block trades worth 213mn at 8.51 yuan per share, 1.5 discount from last closing.

- Hualan New Pharmaceutical Material Co. (301093 CH) saw 2 block trades worth 90mn at 34.48 yuan per share, 1.49 discount from last closing.

- Jinko Solar Co. (688223 CH) saw 5 block trades worth 107mn at 14.3 yuan per share, 1.31 discount from last closing.

 

*Premium

- Great Chinasoft Tech (002453 CH)saw 2 block trades worth 39mn at 10.78-11.5 yuan per share, 0.37-7.08 premium from last closing.

 

*Flat

- Xinxiang Chemical Fiber Co. (000949 CH) saw 2 block trades worth 50mn at 3.79 yuan per share, 0.00 discount from last closing.
 

*Margin Trade

Total Margin Balance

1.4706 trillion

Total Short Selling Balance

96.2 billion

SH Margin Balance

0.7768 trillion

SH Short Selling Balance

60.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601899

120mio

600010

11.87mio

600519

92mio

601988

2.53mio

688223

76mio

600282

2.26mio

600111

66mio

600022

1.98mio

600926

62mio

688599

1.88mio

SZ Margin Balance

0.6985 trillion

SZ Short Selling Balance

36 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002594

143mio

300207

3.38mio

000977

136mio

000629

2.23mio

000858

111mio

002230

2.12mio

002155

79mio

002131

1.8mio

003035

73mio

002601

1.3mio

 

*Connection Trade

 

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+0.8

Northbound Net Cash Flow

-0.2

Southbound Net Cash Flow

-1.6

Southbound Net Cash Flow

-2.2

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

000568

473

1.24

002385

433

14.31

600809

348

0.96

601899

197

0.85

300750

307

0.32

600276

176

0.61

601888

260

0.64

002384

152

3.68

600570

214

2.43

002460

140

1.47

 

*Index Futures

 

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2302

56,578

-13,799

30,404

-5,773

33,232

-6,834

IF2303

36,129

-5,764

61,464

1,287

73,046

-280

IF2306

12,048

601

36,651

-450

47,562

-417

IF2309

5,031

257

9,564

384

12,018

672

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2302

36,277

-17,395

22,351

-5,764

24,664

-5,853

IH2303

22,827

-13,614

38,507

-1,575

50,473

-1,896

IH2306

6,178

-4,424

16,115

-498

20,981

-678

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2302

42,660

-13,659

32,680

-4,076

33,365

-3,994

IC2303

31,258

-5,039

99,216

1,296

100,987

1,342

IC2306

9,424

-756

76,038

-497

83,106

-401

IC2309

11,060

2,599

21,095

3,418

21,533

3,365

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2302

30,901

-8,162

21,521

-3,150

22,690

-3,547

IM2303

22,604

-3,020

43,551

260

46,218

145

IM2306

8,400

-1,048

29,592

-52

37,904

24

IM2309

4,986

319

10,301

625

11,655

739

 

*Index Options

 

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2302

86440

-24871

39986

-499

45483

-1077

IO2303

22722

-4810

36833

2455

40437

2679

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2302

61718

-14155

26509

-1577

30756

-2495

MO2303

9826

9826

15547

15547

16746

16746

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2302

30650

-16552

22240

-610

25315

-483

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2303

75,120

-13,969

22,929

-2,117

24,187

-2,006

TS2306

19,851

1,559

22,146

3,362

23,181

3,446

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2303

98,467

10,715

55,507

-3,588

56,357

-3,225

TF2306

24,802

8,831

37,865

4,578

40,136

4,730

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2303

99,829

18,081

107,034

-4,677

99,770

-5,436

T2306

52,377

10,966

64,199

6,574

63,640

5,930

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Iron Ore

I2305

860.0

+1.53%

216,482

870,727

Cotton

CF305

14,420.0

+1.41%

247,010

712,013

Steel Rebar

RB2305

4,059.0

+1.32%

508,310

1,902,640

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

LPG

PG2303

4,559.0

-3.25%

65,907

52,374

Tin

SN2303

211,510.0

-2.59%

90,950

49,188

Low Sulfur Fuel Oil

LU2305

4,148.0

-1.19%

80,987

75,433

 

* Commodities (night session):

* Global crude oil price closed down mostly. March NYMEX crude oil contract down 1.62% to closed at $78.84/b, April Brent contract down 1.5% to closed at $85.31/b. INE crude oil active contract up 0.39% to 563.8 yuan/b.

* Precious metals closed mixed. COMEX gold contract up 0.07% to closed at $1864.8/oz. SHFE gold active contract up 0.35% to closed at 413.02 yuan/gram.

* Metals closed mixed, LME tin down 3.1%, LME nickel down 0.53%, LME lead up 0.52% on the contrast. SHFE tin down 2.59%, SHFE nickel down 0.73%. SHFE copper up 0.41%.

* Commodity futures closed up mostly, energy & chemistry futures saw mixed performance, soda ash up 1%, LPG down 3.25%. Black series closed up collectively, iron ore up 1.53%, steel rebar up 1.32%, hot-rolled coil up 1.31%. Agriculture futures closed up collectively, cotton up 1.41%, No.1 soybeans up 1.16%.

 

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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.