DZ20220221
*Key points
Financials
*CSRC release 37 responses to proposal raised by bills of people’s congress and CPPCC member including reform of registration system, development of bond market and etc. It is suggested that overall deepen reform of capital market will be push forward with proportion of direct financing improvement and participation of professional institutional investors and medium-long term fund encouraged for beneficial interaction.
*Jan new investors of 1.32mio, down 3.6% m/m, according to CSDCC.
*FTSE Russell announced quarterly review result on flagship index FTSE Global Equity Index with 102 A-shr stocks added in, to take effect after market closing on March 18th.
Industrial Economy
*CSRC says to prevent metaverse-related illegal fundraising.
*NDRC and 13 other departments jointly issued polices in promoting recovery of service industries in difficulties with value added tax to be exempted on a batch of transportation sectors in 2022 with subsidy granted to new energy buses at previous agreed standard. Food delivery platform is required to cut fees for restaurants to reduce business costs.
Co Focus
*Moutai in Sunflower logo may resume production after logo application submitted, which was sold in 380k yuan per bottle in auction, China Securities Journal reported.
*Block Trade Info
*Discount
- CNSIG Chemical (600328 CH) saw 4 block trade worth 20mn at 15.21 yuan per share, 10.32pct discount from last closing.
- Zhongxin Pharmaceutical (600329 CH) saw 1 block trade worth 14mn at 25.8yuan per share, 0.00pct discount from last closing.
- China Railway Materials (000927 CH) saw 1 block trade worth 18mn at 3.5yuan per share, 1.13 discount from last closing.
- Zhidemai Tech (300785 CH) saw 1 block trade worth 15mn at 59.15yuan per share, 0.00pct discount from last closing.
- Salt Lake（000792 CH) saw 3 block trade worth 140mn at 32.7yuan per share, 0.27pct discount from last closing.
- Tecnon Electronics (300650 CH) saw 1 block trade worth 13mn at 21yuan per share, 19.57pct discount from last closing.
- Starry Pharmaceutical (603520 CH) saw 1 block trade worth 52mn at 52.07 yuan per share, 2.49pct discount from last closing.
Premium
- Chinese Town Co (000560 CH) saw 1 block trade worth 76mn at 7.35yuan per share, 0.00pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.6237 trillion |
Total Short Selling Balance |
97.6 billion |
|
SH Margin Balance |
0.8535 trillion |
SH Short Selling Balance |
62.6 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600096 |
347mio |
601988 |
4.5mio |
|
600111 |
271mio |
600510 |
2.93mio |
|
600519 |
120mio |
688728 |
2.2mio |
|
601857 |
111mio |
600837 |
2.14mio |
|
601600 |
81.05mio |
600740 |
1.93mio |
|
SZ Margin Balance |
0.7702 trillion |
SZ Short Selling Balance |
35.1billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002466 |
674mio |
000630 |
4.7mio |
|
002176 |
307mio |
300059 |
2.2mio |
|
300014 |
176mio |
002610 |
1.29mio |
|
000155 |
167mio |
002506 |
1.02mio |
|
002326 |
134mio |
300266 |
0.88mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
+3.0 |
Northbound Net Cash Flow |
+1.8 |
||
|
Southbound Net Cash Flow |
-3.0 |
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 |
|
300750 |
354 |
0.32 |
603260 |
426 |
3.86 |
|
601318 |
275 |
0.47 |
300760 |
226 |
0.59 |
|
000858 |
258 |
0.34 |
600438 |
219 |
1.23 |
|
300059 |
257 |
1.08 |
002460 |
183 |
1.43 |
|
600048 |
231 |
1.25 |
600588 |
139 |
1.32 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2202 |
23,093 |
-24,240 |
0 |
-7,769 |
0 |
-8,411 |
|
IF2203 |
83,963 |
13,976 |
82,802 |
5,701 |
98,676 |
6,067 |
|
IF2206 |
14,366 |
510 |
35,211 |
10 |
43,854 |
717 |
|
IF2209 |
4,292 |
-49 |
10,494 |
17 |
13,228 |
-68 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2202 |
15,539 |
-13,148 |
0 |
-5,781 |
0 |
-5,296 |
|
IH2203 |
45,781 |
10,114 |
44,943 |
4,523 |
53,697 |
5,411 |
|
IH2206 |
8,276 |
826 |
14,378 |
812 |
19,184 |
897 |
|
IH2209 |
2,863 |
-586 |
7,180 |
163 |
10,029 |
32 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2202 |
24,762 |
-23,033 |
0 |
-8,001 |
0 |
-8,083 |
|
IC2203 |
77,439 |
9,237 |
105,848 |
4,286 |
115,152 |
4,635 |
|
IC2206 |
16,934 |
1,569 |
69,133 |
924 |
83,146 |
178 |
|
IC2209 |
9,844 |
313 |
37,019 |
1,493 |
39,322 |
1,490 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2202 |
103,542 |
-41,458 |
0 |
-29,654 |
0 |
-32,216 |
|
IO2203 |
70,556 |
9,931 |
62,157 |
4,061 |
65,028 |
4,289 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2203 |
23,747 |
-1,310 |
20,983 |
-1,569 |
21,274 |
-2,383 |
|
TS2206 |
16,024 |
-3,123 |
22,083 |
1,810 |
22,920 |
2,395 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2203 |
14,997 |
-7,108 |
26,637 |
-1,333 |
26,373 |
-1,384 |
|
TF2206 |
58,464 |
5,882 |
69,469 |
2,961 |
70,659 |
2,453 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2203 |
35,421 |
-7,125 |
33,665 |
-5,050 |
33,112 |
-4,739 |
|
T2206 |
104,593 |
9,226 |
99,639 |
5,871 |
111,344 |
6,005 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soda Ash |
SA205 |
2,854.0 |
+2.33% |
399,201 |
410,609 |
|
Coking Coal |
JM2205 |
2,576.0 |
+2.24% |
20,842 |
50,475 |
|
Coke |
J2205 |
3,344.5 |
+2.2% |
14,928 |
40,937 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
LPG |
PG2203 |
4,851.0 |
-2.92% |
57,910 |
30,066 |
|
Fuel oil |
FU2205 |
3,093.0 |
-2.43% |
198,954 |
344,809 |
|
Low Sulfur Fuel Oil |
LU2205 |
4,143.0 |
-1.52% |
33,746 |
56,707 |
* Global oil prices mostly closed up with April contract of WTI rose by 0.53%, quoted at $90.52/barrel, and the April contract of Brent went up by 0.61%, closed at $93.54/barrel. As of February 18, the April WTI and Brent settled with 2.77% and 0.98% decrease on a weekly basis.
* COMEX gold futures closed lower to $1,900.8 per ounce with a 0.06% decline, COMEX silver futures settle at $23.95 per ounce with 0.31% increase. Comparing to previous trading day, the gold holding position of SPDR was added 0.46% to 1,024.09 tons.
* For the night session on February 18, commodity market mostly closed up for black series leading the upside. Both coking coal and coke shifted up by more than 2%, steel rebar and iron ore rose by 1.71% and 1.19% respectively. Chemical and energy sector closed mixed for soda ash inched up by 2.33%, methanol settled with 1.02% increase as well, while fuel oil dropped the most by 2.43%. In terms of agricultural products, rapeseed meal went upward by approximately 1%, and palm oil rose by 0.77%.
* LME metals closed mixed with LME copper rose by 0.26% to $9,955/ton, LME zinc down by 0.72% to $3,580/ton, and LME nickel went up by 1.61% to $24,270 ton, while LME aluminum down by 0.55% to $3,266.5/ton, LME tin shifted 0.15% higher to $43,910/ ton, while LME lead closed down with 0.60% decline at $2,332/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.
