DZ20220215
*Key points
Financials
*MoF disclosed data of local bonds in Jan with newly arrived local government debt quota of cny 1.788tn in 2022 and special debt quota contributed cny 1.46tn, first official disclosure been made for record, 21st century economy reported.
*MoF and 2 other departments adjustment "zero tariff" policy on self-used production equipment in Hainan free trade port with policy effect further released, which 1) expand commodity scale of "zero tariff" with entertainment equipment added in; 2) expand scale of applicable entity with public hospitals and research institute allowed.
Industrial Economy
*Ministry of Transportation and 7 other departments jointly issued notice to enhance full-chain supervision on online reserved taxies with details optimized.
*As data shown by property agencies that deal price of more secondary housings trend toward reference price with avg price down by 20-30% for houses on heat, CCTV financial channel reported.
*Block Trade Info
*Discount
- Unisplendour Corporation (000938 CH) saw 2 block trade worth 130mn at 20.21/10.03 yuan per share, 0.98/6.76pct discount from last closing.
- ESUN Display (002751 CH) saw 1 block trade worth 100mn at 15.6yuan per share, 11.31pct discount from last closing.
- Eternal Asia Supply (002183 CH) saw 2 block trade worth 25mn at 5.04yuan per share, 9.03 discount from last closing.
- Wanfeng Auto (002085 CH) saw 1 block trade worth 49mn at 4.7 yuan per share, 5.62pct discount from last closing.
- Crystal-Optech (002273 CH) saw 2 block trade worth 262mn at 13.11yuan per share, 8.32pct discount from last closing.
- Semir Garment Co (002563 CH) saw 1 block trade worth 36mn at 6.71yuan per share, 10.17pct discount from last closing.
- Bank of Qingdao (002948 CH) saw 1 block trade worth 19mn at 3.85 yuan per share, 8.33pct discount from last closing.
Premium
- Ganfeng Lithium (002460 CH) saw 1 block trade worth 11mn at 138yuan per share, 1.1pct premium from last closing.
*Margin Trade
Total Margin Balance |
1.6210 trillion |
Total Short Selling Balance |
94.9 billion |
SH Margin Balance |
0.8525 trillion |
SH Short Selling Balance |
61billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
601668 |
287mio |
600010 |
5.02mio |
600809 |
215mio |
601198 |
2.43mio |
601318 |
212mio |
601818 |
1.07mio |
601857 |
199mio |
688126 |
1.05mio |
601166 |
182mio |
600111 |
0.78mio |
SZ Margin Balance |
0.7685 trillion |
SZ Short Selling Balance |
34.0billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
000932 |
260mio |
300059 |
7.29mio |
000768 |
202mio |
000807 |
1.19mio |
000002 |
178mio |
000938 |
0.98mio |
000776 |
171mio |
002385 |
0.89mio |
002400 |
145mio |
002431 |
0.81mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
-1.4 |
Northbound Net Cash Flow |
-2.4 |
||
Southbound Net Cash Flow |
-2.5 |
Southbound Net Cash Flow |
-0.1 |
||
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 |
600030 |
2054 |
7.03 |
300059 |
564 |
2.07 |
601888 |
587 |
1.33 |
300760 |
451 |
1.25 |
601012 |
333 |
0.94 |
002812 |
317 |
1.9 |
300750 |
267 |
0.27 |
601668 |
315 |
1.38 |
600887 |
179 |
0.76 |
601688 |
298 |
2.38 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2202 |
80,270 |
-8,433 |
36,318 |
-4,575 |
37,153 |
-5,067 |
IF2203 |
47,838 |
4,382 |
61,840 |
1,119 |
77,537 |
872 |
IF2206 |
12,743 |
-652 |
32,643 |
-457 |
40,830 |
217 |
IF2209 |
5,458 |
1,222 |
9,918 |
284 |
12,675 |
533 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2202 |
47,205 |
-3,195 |
23,268 |
-3,391 |
25,759 |
-4,990 |
IH2203 |
23,666 |
-4,627 |
32,362 |
-224 |
40,901 |
-205 |
IH2206 |
10,878 |
2,177 |
13,763 |
88 |
18,642 |
-162 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2202 |
67,436 |
968 |
48,803 |
-3,548 |
44,473 |
-1,999 |
IC2203 |
46,203 |
8,498 |
80,392 |
4,363 |
93,921 |
2,852 |
IC2206 |
14,893 |
789 |
66,038 |
959 |
81,197 |
1,080 |
IC2209 |
12,533 |
3,210 |
32,253 |
2,649 |
33,769 |
2,734 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2202 |
170,284 |
3,756 |
63,106 |
-429 |
71,848 |
854 |
IO2203 |
52,688 |
15,815 |
47,516 |
2,598 |
51,241 |
3,781 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2203 |
25,711 |
-15,135 |
30,820 |
-273 |
32,498 |
-1,377 |
TS2206 |
9,970 |
-1,995 |
11,355 |
1,882 |
11,884 |
1,542 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2203 |
52,001 |
-36,198 |
43,717 |
-6,072 |
46,184 |
-6,264 |
TF2206 |
35,675 |
-18,908 |
53,270 |
5,773 |
54,731 |
6,199 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2203 |
98,807 |
-50,356 |
67,399 |
-7,249 |
70,012 |
-10,229 |
T2206 |
70,615 |
-5,028 |
63,332 |
11,271 |
71,602 |
12,118 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Silver |
AG2206 |
4,928.0 |
+1.76% |
359,877 |
503,396 |
Stainless Steel |
SS2203 |
18,750.0 |
+1.13% |
33,412 |
51,409 |
Gold |
AU2206 |
383.2 |
+1.02% |
87,642 |
140,120 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Thermal Coal |
ZC205 |
782.8 |
-5.57% |
5,864 |
19,859 |
Iron Ore |
I2205 |
735.0 |
-5.34% |
419,569 |
604,069 |
TSR 20 |
NR2204 |
11,550.0 |
-3.14% |
13,854 |
25,695 |
* Global oil prices mostly closed up with March contract of WTI rose by 1.8%, quoted at $94.78/barrel, new high since September 2014, and the April contract of Brent went up by 1.3%, closed at $95.67/barrel. According to Barclay, the estimated prices of 2022 Brent and WTI were both lifted up by $7 to $92/barrel and $89/barrel respectively.
* COMEX gold futures closed higher to $1,873.1 per ounce with a 1.68% increase, the new high since June 2021, COMEX silver futures settle at $23.865 per ounce with 2.12% increase. Comparing to previous trading day, the silver holding position of SPDR added 100.61 tons to 17,038.74 tons.
* For the night session on February 14, commodity market mostly closed down for black series leading the downside, thermal coal and black series both slumped more than 5%, steel rebar fell close to 2%, coke and coking coal both closed down slightly. Chemical and energy sector continued sluggish performance as TSR20 dropped by 3.14%, LPG and natural rubber shifted 2.99% and 2.53% lower respectively. In terms of agricultural products, soybean meal went down by 2.05%, No.2 soybean and rapeseed meal closed approximately 2% lower.
* LME metals closed mixed with LME copper fell slightly by 0.1% to $9,851/ton, LME zinc down by 1.39% to $3,576/ton, while LME nickel went up by 0.75% to $23,225 ton, LME aluminum up by 2.92% to $3,228/ton, LME tin shifted 0.3% lower to $43,420/ ton, while LME lead closed up with 0.66% increase at $2,294/ton.
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.