DZ20230220
International Relationship
*WangYi, member of the Political Bureau of the CPC central committee had informalcontact with Antony Blinken, US Secretary of State during Munich SecurityConference and he clearly stated solemn stand on balloon event as well as theOne-China principal on Taiwan issue. Besides, during his meeting with vicepremier of Netherlands, Hoekstra suggested willingness to play as a reliableand stable partner of China.
Financials
*CSRCissued rules of IPO registration system, take effect from Feb 17th.
*ChinaSecurities Finance announced rules of securities financing which lower cost ofparticipation by securities companies with rate difference adjusts down to 0.6%and the lowest 20% margin ratio restriction was cancelled.
Industrial Economy
*The8th round of national centralized drug procurement will be launched from Feb20th, involving 41 types and 181 drugs in total.
CoFocus
*Reuters:Tencent scraps plans for virtual reality hardware.
Feb 17th Block Trade
*Block Trade Info
Discount
- Ingenic Semiconductor (300223.SZ)saw 1 block trade worth 75 mn at 75.03 RMB per share, 10.23% discount from last closing.
- Huakai Yibai Technology (300592.SZ) saw 1 block trade worth 66mn at 16.5 RMB per share, 11.39% discount from last closing.
- Offcn Education (002607. SZ) saw 1 block trade worth 26mn at 5.29 RMB per share, 10.03% discount from last closing.
Premium
- Qinghai Salt Lake Industry (000792.SZ) saw 1 block trade worth 100mn at 25.92 RMB per share, 2.45% premium from last closing.
- Xinxiang Chemical Fiber (000949.SZ) saw 1 block trade worth 49mn at 3.7 RMB per share, 1.65% premium from last closing.
*Margin Trade
Total Margin Balance |
1.4767 trillion |
Total Short Selling Balance |
95.3billion |
SH Margin Balance |
0.7753 trillion |
SH Short Selling Balance |
59.1billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
688223 |
204mio |
512500 |
4.07mio |
600519 |
105mio |
601728 |
3.20mio |
601899 |
75mio |
688006 |
2.74mio |
601360 |
65mio |
601988 |
2.57mio |
601668 |
55mio |
512480 |
1.99mio |
SZ Margin Balance |
0.7013trillion |
SZ Short Selling Balance |
36.1 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300459 |
151mio |
002145 |
24.45 mio |
000063 |
145mio |
002261 |
4.68 mio |
000032 |
131mio |
301039 |
2.47 mio |
000725 |
124mio |
301211 |
2.03 mio |
002371 |
87mio |
300070 |
1.23 mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+0.62 |
Northbound Net Cash Flow |
+1.4 |
||
Southbound Net Cash Flow |
-0.26 |
Southbound Net Cash Flow |
+0.16 |
||
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 |
279 |
0.26 |
600519 |
472 |
0.2 |
300450 |
233 |
3.22 |
000568 |
315 |
0.85 |
000983 |
209 |
3.6 |
002603 |
276 |
5.38 |
002384 |
207 |
3.79 |
002594 |
232 |
0.29 |
688111 |
164 |
1.41 |
000831 |
218 |
5.58 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2302 |
22,912 |
-33,528 |
0 |
-8,693 |
0 |
-8,358 |
IF2303 |
110,746 |
9,095 |
84,711 |
2,582 |
98,727 |
4,099 |
IF2306 |
21,925 |
-1,862 |
41,389 |
772 |
50,901 |
938 |
IF2309 |
6,457 |
-501 |
12,614 |
346 |
15,635 |
854 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2302 |
19,846 |
-26,198 |
0 |
-6,513 |
0 |
-5,680 |
IH2303 |
76,145 |
4,908 |
57,665 |
3,436 |
70,283 |
3,871 |
IH2306 |
15,643 |
1,648 |
18,787 |
872 |
24,390 |
1,178 |
IH2309 |
6,201 |
-230 |
8,072 |
85 |
10,928 |
449 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2302 |
20,178 |
-27,316 |
0 |
-5,924 |
0 |
-8,174 |
IC2303 |
76,524 |
-14,084 |
121,317 |
-2,986 |
122,459 |
-1,930 |
IC2306 |
19,251 |
-6,660 |
77,343 |
-1,345 |
83,587 |
-1,353 |
IC2309 |
12,863 |
-211 |
27,511 |
1,397 |
27,810 |
1,148 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2302 |
18,338 |
-18,083 |
0 |
-5,365 |
0 |
-6,811 |
IM2303 |
68,674 |
-590 |
59,601 |
3,640 |
62,500 |
3,931 |
IM2306 |
18,760 |
-3,228 |
32,035 |
247 |
39,932 |
103 |
IM2309 |
7,865 |
-62 |
13,215 |
721 |
14,598 |
639 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2302 |
111051 |
-84429 |
0 |
-16940 |
0 |
-20665 |
IO2303 |
98294 |
16449 |
51409 |
6129 |
54383 |
5362 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2302 |
98269 |
-47129 |
0 |
-11654 |
0 |
-15280 |
MO2303 |
48791 |
6295 |
20586 |
2239 |
22810 |
2,303 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2302 |
51509 |
-29598 |
0 |
-9681 |
0 |
-9392 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2303 |
72,762 |
24,580 |
16,032 |
-2,563 |
16,722 |
-3,118 |
TS2306 |
55,062 |
25,474 |
29,057 |
5,071 |
31,875 |
5,578 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2303 |
95,474 |
5,753 |
40,901 |
-6,857 |
42,741 |
-3,817 |
TF2306 |
62,953 |
22,452 |
51,914 |
5,291 |
53,991 |
5,716 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2303 |
92,857 |
-10,055 |
84,741 |
-10,484 |
79,208 |
-6,784 |
T2306 |
75,657 |
-9,973 |
82,931 |
7,876 |
83,280 |
7,021 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Zinc |
ZN2303 |
23,105.0 |
+1.07% |
39,777 |
70,700 |
RBD Palm Olein |
P2305 |
8,190.0 |
+0.89% |
212,374 |
489,773 |
Corn Starch |
CS2305 |
3,072.0 |
+0.69% |
60,483 |
219,472 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Tin |
SN2303 |
205,980.0 |
-3.74% |
62,352 |
43,676 |
Crude Oil |
SC2304 |
550.8 |
-3.45% |
116,363 |
35,831 |
Low Sulfur Fuel Oil |
LU2305 |
3,948.0 |
-3.14% |
46,501 |
80,359 |
* Commodities (night session):
* Global crude oil price closed down collectively. March NYMEX crude oil contract down 2.77% to closed at $76.56/b, April Brent contract down 2.42% to closed at $83.08/b. INE crude oil active contract down 3.45% to 550.8 yuan/b.
* Precious metals closed mixed. COMEX gold contract down 0.03% to closed at $1851.3/oz. SHFE gold active contract up 0.37% to closed at 412.48 yuan/gram.
* Metals closed down mostly, LME tin down 4.64%, LME nickel down 3.24%, LME zinc up 2.58% on the contrast, LME lead up 2.04%. SHFE tin down 3.74%, SHFE nickel down 1.37%, SHFE zinc up 1.07% on the contrast.
* Commodity futures closed mixed, energy & chemistry futures saw weak performance, fuel oil down 2.1%, methanol down 1.79%, soda ash down 1.54%, bitumen down 1.12%, natural rubber down 1.08%, polyester stable fiber down 1.07%. Black series closed up collectively, coke up 0.37%. Agriculture futures closed up mostly, RBD palm olein up 0.89%, corn starch up 0.69%.
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.