DZ20211220
*Key points
Global Relationship
*News spokesman of MoC said to adopt necessary measure to defend state sovereignty, safety and legitimate rights of Chinese enterprises.
Financials
*CSDCC: new investors in Nov of 1.3mio, up 36.38% m/m and outstanding investors of 196mio.
*CSRC revised the trading connect regulation between mainland and HK stock market which to exclude domestic investors from SH-HK connect investors with 1-year transition period set.
*President Xi Jinping held the 23rd meeting of Central Overall Deepen Reform Committee and emphasized to build up unified market under efficient regulation, fair competition and opening-up with floating of commodity elements promoted in larger scale.
*MoF: Jan-Nov public budget income of cny 19.1tn, up 12.8% y/y and budget spending of cny 21.4tn, up 2.9% y/y with stamp tax income of securities trading of cny 247.6bn, up 43.3% y/y.
*The NPC Standing Committee approved the 2022 legislation work plan under deepen reform and green development with food safety security law, energy law, atomic energy law, finance stability law to be formulated and coal mining resource law to be revised.
*CBIRC issued administration method on liquidity risk of wealth management product with limit set for investment of liquidity-constraint asset, affecting products worth around cny 20tn.
*CBIRC issued notice of opening-up of insurance agency market which largely cancelled restraints of foreign insurance agencies with entry barriers lowered.
Co Focus
*Muyuan (002714 CH) set up cloud computing enterprise with registered captial of cny 100mio with operation range include equipment technology service of cloud computing.
*Wens Foodstuff (300498 CH) said current livestocking remains high above normal level with capacity reduction to sustain and to operate around bottom range in the coming terms.
*Oflim (002456 CH) said on the interactive platform that co plans to explore and make progress in smart vehicles and VR/AR business during 2021-2025 with income proportion of new business to be improved as new growth impetus.
Dec 17th Block Trade
*Block Trade Info
*Discount
- Imeik Tech (300896 CH) saw 2 block trade worth 11mn at 569.83yuan per share, 0.00pct discount from last closing.
- BYD (002594 CH) saw 1 block trade worth 5mn at 257.6yuan per share, 7.66pct discount from last closing.
- East Money Info (300059CH) saw 2 block trade worth 18mn at 38.29/31.05 yuan per share, 18.14pct discount from last closing.
- Goertek Inc (002241 CH) saw 4 block trade worth 175.7mn at 53.27yuan per share, 4.99pct discount from last closing.
- Bgi Genomics (300676 CH) saw 5 block trade worth 26mn at 83.76yuan per share, 7.05pct discount from last closing.
-Kerry Arawana (300999 CH) saw 1 block trade worth 11mn at 50.7 yuan per share, 18.48pct discount from last closing.
-Cathay Biotech (688065 CH) saw 2 block trade worth 17mn at 171.9 yuan per share, 6.63pct discount from last closing.
Premium
- Eve Energy (300014 CH) saw 1 block trade worth 3.56mn at 132.57 yuan per share, 1.81pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7261 trillion |
Total Short Selling Balance |
115.9billion |
|
SH Margin Balance |
0.9124 trillion |
SH Short Selling Balance |
76billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
151mio |
601929 |
12.7mio |
|
600089 |
120mio |
512660 |
4.9mio |
|
601225 |
101mio |
600157 |
3.2mio |
|
600406 |
94mio |
516780 |
3.1mio |
|
601600 |
72mio |
512760 |
2.9mio |
|
SZ Margin Balance |
0.8137 trillion |
SZ Short Selling Balance |
40.4billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300058 |
152mio |
300383 |
2.1mio |
|
000049 |
127mio |
002400 |
1.8mio |
|
300207 |
123mio |
000725 |
1.7mio |
|
002756 |
117mio |
000932 |
1.4mio |
|
002240 |
89mio |
000750 |
1.1mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-3.6 |
Northbound Net Cash Flow |
-3.0 |
||
|
Southbound Net Cash Flow |
2.0 |
Southbound Net Cash Flow |
2.9 |
||
|
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 |
|
300750 |
486 |
0.36 |
603259 |
1061 |
3.33 |
|
002594 |
403 |
1.22 |
601012 |
588 |
1.27 |
|
300059 |
396 |
1.2 |
600406 |
542 |
2.18 |
|
300124 |
301 |
1.87 |
600809 |
509 |
1.34 |
|
300759 |
298 |
6.62 |
002304 |
474 |
2.1 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2112 |
33,504 |
-28,969 |
0 |
-11,854 |
0 |
-13,084 |
|
IF2201 |
86,775 |
26,588 |
57,285 |
12,338 |
58,542 |
12,006 |
|
IF2203 |
32,919 |
5,927 |
54,595 |
2,273 |
72,990 |
2,389 |
|
IF2206 |
10,536 |
3,232 |
19,624 |
2,572 |
24,835 |
2,939 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2112 |
24,989 |
-15,915 |
0 |
-10,003 |
0 |
-9,458 |
|
IH2201 |
53,776 |
14,615 |
35,945 |
9,696 |
37,323 |
8,923 |
|
IH2203 |
17,578 |
4,031 |
24,596 |
1,400 |
32,365 |
1,512 |
|
IH2206 |
6,673 |
3,103 |
10,730 |
1,513 |
15,087 |
1,863 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2112 |
27,054 |
-30,456 |
0 |
-10,445 |
0 |
-9,710 |
|
IC2201 |
73,258 |
13,375 |
64,525 |
11,674 |
65,395 |
9,901 |
|
IC2203 |
28,823 |
4,562 |
66,065 |
716 |
83,102 |
1,618 |
|
IC2206 |
15,773 |
767 |
52,385 |
551 |
64,176 |
176 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2112 |
151266 |
5038 |
0 |
-33546 |
0 |
-34646 |
|
IO2201 |
112801 |
47676 |
62977 |
6836 |
62119 |
6481 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2203 |
30,628 |
6,806 |
36,351 |
1,214 |
39,972 |
896 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2203 |
49,438 |
9,054 |
65,799 |
2,187 |
73,788 |
2,118 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2203 |
119,376 |
26,353 |
116,901 |
5,521 |
121,255 |
4,332 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
jm2205 |
2,259.5 |
+4.61% |
30,580 |
45,322 |
|
PVC |
v2205 |
8,535.0 |
+3.17% |
542,343 |
329,516 |
|
Glass |
fg205 |
1,877.0 |
+2.96% |
227,435 |
192,977 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Crude Oil |
sc2202 |
460.5 |
-2.1% |
143,033 |
36,735 |
|
Ethenylbenzene |
eb2202 |
7,949.0 |
-1.99% |
104,668 |
119,164 |
|
Natural Rubber |
ru2205 |
14,550.0 |
-1.42% |
126,981 |
223,446 |
Commodities (night session):
* Global crude oil price fell collectively. January NYMEX crude oil contract down 2.79% to closed at $70.14/b, February Brent contract down 2.72% to closed at $72.98/b, INE crude oil active contract down 2.1% to closed at 460.5 yuan/b.
* COMEX gold active contract closed at $1804.90/oz (up 0.4%), the highest since November. SHFE gold active contract closed at 372.68 yuan/gram (up 0.6%).
* Metals mostly closed down. LME aluminum up 2.49%, copper down 0.65%. SHFE aluminum up 1.13%, copper down 0.30%, bonded copper down 0.26%.
* Commodity futures mostly closed up. Energy & chemistry sector saw strong performance, PVC rose 3.17%, glass went up 2.96%, methanol up 2.29%, bitumen up 2.08%. Black series rose collectively, coking coal up 4.61%, coke up 2.2%. Agriculture commodity futures performed mixed, cotton yarn up 0.84%, No.2 soybeans down 0.54%.
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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.
