DZ20220614
*Key points
Military
*President Xi Jinping signed order on outline of military operations other than war (MOOTW) in trial, to take effect from June 15th.
Industrial Economy
*PBoC and Ministry of Water Resources held work conference on financial supports in promoting construction of water conservancy infrastructure which requires policy and development bank to well utilize cny 800bn new credit quota on major projects.
*National Healthcare Security Administration issued notice on drug coverage of national basic medical, employment injury and maternity insurance which to pay full attention on drugs for rare diseases and child-use on basis of covid treatment and innovative drugs.
*Several domestic airline companies announced plans on new international flights, Air China, China Southern Airline and Hainan Airlines for instance.
June 13rd Block Trade
*Block Trade Info
*Discount
- Zijin Mining (601899 CH) saw 2 block trades worth 37mn at 10.04yuan per share, 0.79 discount from last closing.
- Supcon Tech (688777 CH) saw 3 block trades worth 30mn at 75.34yuan per share, 5.47 discount from last closing.
- China Shenhua (601088 CH) saw 2 block trades worth 38mn at 34.01yuan per share, 0.83 premium from last closing.
- iRay Tech (688301 CH) saw 6 block trades worth 62mn at 412.83yuan per share, 1.00 discount from last closing.
- Jincheng Pharmaceutical (300233 CH) saw 11 block trades worth 52mn at 29.98yuan per share, 14.61 discount from last closing.
*Flat
- Cofco Capital (002423 CH) saw 1 block trade worth 35mn at 6.92yuan per share, 0.00 discount from last closing.
*Premuim
- China Shenhua (601088 CH) saw 2 block trades worth 38mn at 34.01yuan per share, 0.83 premium from last closing.
- Kweichow Moutai (600519 CH) saw 2 block trades worth 45mn at 1871yuan per share, 0.81 premium from last closing.
*Margin Trade
Total Margin Balance |
1.4665 trillion |
Total Short Selling Balance |
75.7 billion |
SH Margin Balance |
0.7884 trillion |
SH Short Selling Balance |
53 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
600036 |
309mio |
600010 |
14.91mio |
600519 |
287mio |
600418 |
4.75mio |
600089 |
228mio |
601010 |
3.0mio |
600259 |
207mio |
601127 |
2.21mio |
601888 |
191mio |
601788 |
1.93mio |
SZ Margin Balance |
0.6782 trillion |
SZ Short Selling Balance |
22.7 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300750 |
229mio |
000158 |
1.07mio |
002466 |
178mio |
000625 |
0.75mio |
000001 |
120mio |
002385 |
0.66mio |
002497 |
112mio |
000930 |
0.57mio |
000762 |
110mio |
000338 |
0.54mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
-8.0 |
Northbound Net Cash Flow |
-5.5 |
||
Southbound Net Cash Flow |
+2.7 |
Southbound Net Cash Flow |
+2.8 |
||
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 |
600887 |
605 |
2.58 |
600519 |
1059 |
0.44 |
000625 |
426 |
4.67 |
603259 |
735 |
2.8 |
300124 |
370 |
2.44 |
600036 |
657 |
0.79 |
000338 |
292 |
4.76 |
002460 |
540 |
4.77 |
601088 |
232 |
0.4 |
600900 |
498 |
0.91 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2206 |
129,894 |
5,493 |
71,520 |
-6,164 |
72,434 |
-8,307 |
IF2207 |
21,987 |
8,676 |
16,381 |
2,929 |
19,854 |
3,864 |
IF2209 |
36,793 |
3,739 |
49,799 |
1,394 |
60,190 |
1,106 |
IF2212 |
10,708 |
2,173 |
15,362 |
671 |
16,097 |
1,176 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2206 |
69,380 |
4,394 |
33,386 |
-3,245 |
36,449 |
-4,994 |
IH2207 |
13,430 |
1,054 |
13,357 |
1,543 |
17,219 |
1,901 |
IH2209 |
23,761 |
3,426 |
24,026 |
1,923 |
33,193 |
2,510 |
IH2212 |
5,693 |
511 |
8,610 |
321 |
9,609 |
474 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2206 |
135,647 |
8,258 |
84,001 |
-8,081 |
85,804 |
-7,938 |
IC2207 |
39,143 |
12,098 |
40,625 |
6,625 |
39,857 |
6,866 |
IC2209 |
50,862 |
8,041 |
100,414 |
2,594 |
105,247 |
1,386 |
IC2212 |
20,628 |
3,050 |
56,430 |
2,066 |
55,211 |
2,351 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2206 |
196787 |
-3871 |
69390 |
-2649 |
78307 |
-2809 |
IO2207 |
51941 |
-783 |
39672 |
3832 |
39691 |
3827 |
IO2209 |
8068 |
8068 |
23205 |
23205 |
25956 |
25956 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2209 |
35,181 |
-3,319 |
41,914 |
561 |
44,796 |
547 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2209 |
58,052 |
3,066 |
86,072 |
813 |
94,188 |
680 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2209 |
59,040 |
-26,510 |
131,130 |
1,443 |
135,541 |
738 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Crude Oil |
sc2207 |
770.2 |
+1.74% |
147,974 |
32,350 |
Fuel Oil |
fu2209 |
4,051.0 |
+0.6% |
375,215 |
352,794 |
EG |
eg2209 |
5,205.0 |
+0.23% |
165,844 |
299,680 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Tin |
sn2207 |
242,800.0 |
-4.3% |
48,664 |
33,520 |
Nickel |
ni2207 |
202,720.0 |
-3.45% |
45,987 |
55,301 |
Rapeseed Meal |
rm209 |
3,662.0 |
-3.35% |
69,364 |
190,267 |
Commodities (night session):
* Global crude oil price rose collectively. July NYMEX crude oil contract up 0.35% to closed at $121.09/b, August Brent contract up 0.29% to closed at $122.36/b. INE crude oil active contract up 1.74% to 770.2 yuan/b.
* The rise of USDX imposed downward pressure on gold price. COMEX gold active contract fell 2.95% to closed at $1820.2/oz, SHFE gold active contract declined 0.87% closed at 398.12 yuan/gram.
* Metals all closed down. LME aluminum down 1.6%, copper down 1.3%. SHFE aluminum down 0.77%, copper down 0.71%.
* Commodity futures mostly fell, Energy & chemistry futures saw weak performance, glass down 2.95%, PTA down 2.74%, soda ash down 2.49%, EB down 2.15%, natural rubber down 1.98%, LPG down 1.9%. Black series mostly went down, iron ore down 1.55%, coke down 1.36%, hot-rolled coil down 0.94%, steel rebar down 0.89%, coking coal down 0.76%. Agriculture futures mostly went down as well, rapeseed meal down 3.35%, soybean meal down 2.61%, NO.2 soybean down 2.23%, RBD palm olein down 1.2%.
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.