DZ20220304
*Key points
Macro
*The 13th National Committee of the CPPCC to hold annual session from March 4th-10th and Standing Committee of the NPC to be held from March 5th-11th.
Industrial Economy
*China to raise diesel price by 255yuan per ton and gasoline price by 260yuan per ton from March 3rd.
*NBS: to promote key reform tasks like performance evaluation of high quality development, statistical accounting of carbon emission, monitoring of common prosperity and digital economy with reform of modern statistic to be promoted.
Co Focus
*CATL clarified rumors suggesting production schedule cut in March along with other LFP plants which is untrue, Securities Journal reported.
*Block Trade Info
*Discount
- Sinofibers Tech (300777 CH) saw 2 block trades worth 85mn at 48.75 yuan per share, 9.96pct discount from last closing.
- China Gold (600916 CH) saw 1 block trade worth 26mn at 13.05 yuan per share, 4.54pct discount from last closing.
- ZJ Bio-Tech Co.(688317 CH) saw 2 block trades worth 120mn at 38.7 yuan per share, 5.01pct discount from last closing.
- Yaoji Technology (002605 CH) saw 2 block trades worth 27mn at 18.96yuan per share, 8.67pct discount from last closing.
- Salt Lake (000792 CH) saw 4 block trades worth 102mn at 34.15yuan per share, 0.99 discount from last closing.
- New Industries(300832 CH) saw 2 block trades worth 217mn at 31.5yuan per share, 20.25pct discount from last closing.
- Beijing Shougang（000959 CH) saw 3 block trades worth 125mn at 6.35yuan per share, 1.55pct discount from last closing.
- Shaanxi Coal (601225 CH) saw 1 block trades worth 50mn at 13.96yuan per share, 5.99pct discount from last closing.
- Meijin Energy (000723 CH) saw 2 block trades worth 69mn at 15.4yuan per share, 1.72pct discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.6335 trillion |
Total Short Selling Balance |
97 billion |
|
SH Margin Balance |
0.8583 trillion |
SH Short Selling Balance |
62.9 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
278mio |
600733 |
7.93mio |
|
601919 |
142mio |
600010 |
5.83mio |
|
601168 |
137mio |
601988 |
5.53mio |
|
600277 |
124mio |
601880 |
3.96mio |
|
601969 |
93.7mio |
688599 |
3.42mio |
|
SZ Margin Balance |
0.7751 trillion |
SZ Short Selling Balance |
34 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000002 |
149mio |
002064 |
7.86mio |
|
000858 |
128mio |
300433 |
1.56mio |
|
000887 |
127mio |
000630 |
1.48mio |
|
002594 |
107mio |
002500 |
1.33mio |
|
002475 |
83.14mio |
002249 |
1.28mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
+0.8 |
Northbound Net Cash Flow |
-1.5 |
||
|
Southbound Net Cash Flow |
-0.57 |
Southbound Net Cash Flow |
+0.9 |
||
|
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 |
|
300274 |
512 |
3.74 |
000858 |
950 |
1.29 |
|
601668 |
421 |
1.98 |
600519 |
592 |
0.26 |
|
601838 |
328 |
6.1 |
300059 |
271 |
1.16 |
|
002475 |
322 |
1.12 |
300750 |
259 |
0.25 |
|
603259 |
241 |
0.91 |
002812 |
257 |
1.44 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2203 |
82,286 |
-734 |
76,551 |
991 |
92,351 |
942 |
|
IF2206 |
17,223 |
1,548 |
39,104 |
273 |
48,756 |
351 |
|
IF2209 |
5,496 |
866 |
13,739 |
397 |
17,425 |
674 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2203 |
39,540 |
3,385 |
39,524 |
508 |
45,212 |
905 |
|
IH2206 |
8,462 |
301 |
15,952 |
435 |
22,271 |
602 |
|
IH2209 |
3,964 |
700 |
8,702 |
547 |
12,390 |
637 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2203 |
64,822 |
3,940 |
86,856 |
170 |
92,742 |
-378 |
|
IC2204 |
6,329 |
641 |
10,759 |
1,014 |
10,637 |
824 |
|
IC2206 |
14,694 |
807 |
73,677 |
-215 |
86,237 |
-138 |
|
IC2209 |
8,628 |
1,610 |
50,201 |
809 |
53,905 |
1,182 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2203 |
119,061 |
11,737 |
81,484 |
790 |
87,406 |
1,070 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2203 |
162 |
-268 |
2,186 |
29 |
2,186 |
29 |
|
TS2206 |
47,298 |
22,127 |
31,273 |
2,729 |
35,353 |
3,317 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2203 |
96 |
-36 |
2,778 |
20 |
2,778 |
20 |
|
TF2206 |
100,559 |
49,797 |
81,099 |
4,444 |
82,192 |
7,883 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2203 |
1,788 |
929 |
2,321 |
160 |
2,321 |
160 |
|
T2206 |
153,707 |
41,762 |
133,349 |
3,879 |
142,319 |
5,545 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Nickel |
NI2204 |
188,000.0 |
+3.95% |
231,571 |
151,677 |
|
Stainless Steel |
SS2204 |
18,625.0 |
+3.88% |
68,512 |
48,440 |
|
Iron Ore |
I2205 |
818.5 |
+3.54% |
428,840 |
474,813 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
LPG |
PG2204 |
6,557.0 |
-2.02% |
137,830 |
46,068 |
|
Thermal Coal |
ZC205 |
847.0 |
-1.81% |
2,128 |
11,283 |
|
PTA |
TA205 |
6,060.0 |
-1.66% |
1,371,379 |
981,422 |
* Global oil prices were pulled back as April contract of WTI shrank by 2.31%, quoted at $108.05/barrel. Likewise, May contract of Brent went down by 2.27%, closed at $110.37/barrel, market’s paying attention not only on the situation of Ukraine crisis but also the possibility of Iran resuming crude oil exports.
* COMEX gold futures closed higher to $1,938.4 per ounce with 0.84% increase, COMEX silver futures settle at $25.28 per ounce with 0.36% increase.
* For the night session on March 3, commodity market closed mixed for black series leading the upside, iron ore surged by 3.54% and closed up, coking coal and coke inched up by 3.25% and 2.73% respectively, while thermal coal dropped by 1.81%. Regarding chemical and energy sector, fuel oil rose the most with 2.24% increase, methanol shifted more than 1% higher, while LPG and PTA were eased by 2.02% and 1.66% respectively.
* LME metals mostly closed up with LME copper rose by 2.46% to $10,416.5/ton, LME zinc up by 2.41% to $3,954/ton, LME nickel went up by 4.76% to $27,110 ton, LME aluminum up by 5.53% to $3,766.5/ton, LME tin shifted 2.22% lower to $46,640/ ton, and LME lead closed up with 0.81% increase at $2,420/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.
