DZ20220114
*Key points
Economic Data
*Prediction center of Chinese Academy of Sciences predicts China 2022 GDP growth around 5.5%.
*MoC: China 2021 inbound FDI at record high of cny 1.15tn, up 14.9% y/y.
Industrial Economy
*Hefei province issued government work report which said to promote a batch of leading enterprises, high-end techniques and products in metaverse, superconducting and precise medicine fields.
*Moutai, Luzhoulaojiao and analysts of food industry all clarified rumors suggesting document approved on consumption tax lift of high-end baijiu.
Co Focus
*BYD released pure electric unmanned delivery vehicles in cooperation with U.S. company Nuro, Shanghai Securities Journal reported.
*Margin Trade
|
Total Margin Balance |
1.7052 trillion |
Total Short Selling Balance |
1095 billion |
|
SH Margin Balance |
0.8972trillion |
SH Short Selling Balance |
69.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
472mio |
600477 |
12mio |
|
600703 |
244mio |
600233 |
2.5mio |
|
600276 |
119mio |
601099 |
1.7mio |
|
600438 |
115mio |
601375 |
1.7mio |
|
688298 |
98mio |
603077 |
1.6mio |
|
SZ Margin Balance |
0.8080 trillion |
SZ Short Selling Balance |
39.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300750 |
686mio |
300750 |
2.1mio |
|
002371 |
205mio |
002092 |
1.7mio |
|
000858 |
155mio |
300058 |
1.5mio |
|
300059 |
151mio |
000723 |
0.8mio |
|
002603 |
125mio |
301078 |
0.8mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
3.16 |
Northbound Net Cash Flow |
0.13 |
||
|
Southbound Net Cash Flow |
1.56 |
Southbound Net Cash Flow |
0.79 |
||
|
Top 5 Northbound Inflow |
Top 5 Northbound Outflow |
||||
|
Name |
Net Bought Market Value (mio cny) |
‰ out of ttl share outstanding |
Name |
Net Sold Market Value (mio cny) |
‰ out of ttl share outstanding |
|
600406 |
583 |
2.70 |
600276 |
776 |
2.45 |
|
603259 |
381 |
1.10 |
300015 |
568 |
2.85 |
|
002812 |
372 |
1.66 |
600176 |
499 |
7.02 |
|
601012 |
366 |
0.84 |
601138 |
295 |
1.26 |
|
002747 |
341 |
15.28 |
002594 |
284 |
0.38 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2201 |
88,830 |
10,050 |
49,902 |
2,555 |
52,145 |
1,745 |
|
IF2203 |
34,199 |
6,434 |
51,449 |
1,752 |
71,488 |
1,452 |
|
IF2206 |
9,948 |
429 |
28,528 |
415 |
36,945 |
1,053 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2201 |
58,296 |
12,556 |
35,324 |
1,611 |
38,807 |
1,354 |
|
IH2203 |
19,035 |
6,789 |
29,068 |
1,354 |
38,608 |
1,881 |
|
IH2206 |
7,768 |
3,575 |
14,113 |
912 |
20,493 |
1,422 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2201 |
67,114 |
15,458 |
61,155 |
2,314 |
58,750 |
833 |
|
IC2202 |
12,246 |
6,533 |
17,468 |
3,207 |
15,736 |
2,433 |
|
IC2203 |
26,433 |
9,632 |
67,278 |
3,159 |
82,395 |
2,989 |
|
IC2206 |
14,059 |
2,923 |
58,910 |
751 |
76,003 |
1,192 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2201 |
194300 |
41040 |
83544 |
418 |
95357 |
876 |
|
IO2202 |
34439 |
3355 |
31495 |
2468 |
31579 |
3105 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2203 |
24,430 |
4,965 |
39,739 |
232 |
42,379 |
7 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2203 |
43,237 |
-614 |
67,328 |
733 |
72,810 |
380 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2203 |
84,226 |
-19,258 |
115,907 |
494 |
126,790 |
-1,228 |
|
T2206 |
5,586 |
-461 |
11,913 |
590 |
11,455 |
493 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Glass |
fg205 |
2,042.0 |
+2.98% |
344,239 |
274,711 |
|
EG |
eg2205 |
5,358.0 |
+2.88% |
238,016 |
235,704 |
|
PVC |
v2205 |
8,686.0 |
+1.76% |
503,932 |
433,870 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Stainless Steel |
ss2202 |
17,570.0 |
-2.58% |
54,484 |
56,679 |
|
Coke |
j2205 |
3,119.0 |
-2.16% |
18,351 |
31,527 |
|
Coking Coal |
jm2205 |
2,318.0 |
-1.84% |
25,404 |
40,908 |
Commodities (night session):
* February NYMEX crude oil contract down 1.14%, to closed at $81.7/b, March Brent contract down 0.6% to closed at $84.16/b, INE crude oil active contract up 0.1% to closed at 524.3 yuan/b.
* COMEX gold active contract closed at $1822.1/oz (down 0.28%), SHFE gold active contract closed at 373.64 yuan/gram (down 0.17%).
* Metals performed fixed. LME aluminum declined 0.82%, copper down 1%. SHFE aluminum down 1.30%, copper down 0.68%, bonded copper down 0.37%.
* Commodity futures saw diverge performance, Energy & chemistry futures performed mixed, glass rose 2.98%, EG up 2.88%, whereas LPG declined 1.7%. Black series mostly closed down, coke declined 2.16%, coking coal fell 1.84%. Agriculture futures saw diverge performance, corn starch rose 0.85%, corn up 0.55%, whereas No.1 soybeans fell 0.73%, rapeseed oil declined 0.7%.
DISCLAIMER
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.
