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.

 

Download PDF

 

 

 

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.