DZ20220919

 

Financials

* Option contracts of CSI500 ETFs and ChiNext ETF will be officially listed on Sept 19th.

* 6 thematic indices ETF products were quickly approved on Sept 18th after application submitted two days ago which to invest in listed companies in hard technology fields, chips, new material and industrial machine for instance.

* 8 securities companies, including Shenwan, Huatai, China and Orient Securities been approved as market makers of STAR board by CSRC.

 

Industrial Economy

* MIIT held forum in discussion of lithium development which encourage up-downstream firms to build up long-term interest sharing collaborative relationships via long-term contracts; 2) promote a batch of measures from development, stable imports, quantitative reduction and recycling to speed up exploration of domestic resource and to build up supply capacity.

 

Co Focus

* CATL announced its self - developed Module to Bracket technique will be applied on SPIC power changing project of heavy trucks.

* Chery plans to invest cny 100bn on technique innovation with over 20k personnel cultivated for R&D in 5 years and 300 Yaoguang labs to be built up by 2025. Besides, it plans on IPO by 2025 along with qualified part firms.

 

Sep 16th Block Trade

*Block Trade Info

*Discount

- Dawning Information (603019 CH) saw 23 block trades worth 228mn at 22.80 Yuan per share, 9.67 discount from last closing.

- Haohua Chemical Sci&Tech (600378CH) saw 1 block trade worth 100mn at 34.71 Yuan per share, 9.09 discount from last closing.

- Milkyway (603713 CH) saw 3 block trades worth 124mn at 123.85 Yuan per share, 6.18 discount from last closing.

- Kinglai Hygienic Materials (300260 CH) saw 4 block trades worth 96mn at 88.36 Yuan per share, 4.00 discount from last closing.

- Aviation Tech (688239 CH) saw 8 block trade worth 204mn at 76.78 Yuan per share, 11.06 discount from last closing.

- Bright Laser Tech (688333 CH) saw 3 block trade worth 98mn at 195.00 Yuan per share, 6.71 discount from last closing.

- Autowell Tech (688516 CH) saw 3 block trade worth 114mn at 279.00 Yuan per share, 22.39 discount from last closing.

 

*Margin Trade

Total Margin Balance

1.4878 trillion

Total Short Selling Balance

103.1 billion

SH Margin Balance

0.7936 trillion

SH Short Selling Balance

66.8 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

510050

172mio

600010

22.41mio

512880

128mio

512100

20.11mio

600030

122mio

603019

4.69mio

603501

95mio

601916

3.68mio

600536

92mio

603885

1.32mio

SZ Margin Balance

0.6942 trillion

SZ Short Selling Balance

36.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300059

490mio

300015

5.23mio

000301

114mio

300059

2.97mio

002176

96mio

000932

1.26mio

000776

69mio

300003

1.15mio

300274

69mio

002415

1.05mio

 

*Connection Trade

 

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-1.86

Northbound Net Cash Flow

-2.66

Southbound Net Cash Flow

+1.25

Southbound Net Cash Flow

+0.15

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

601225

467

1.99

300059

700

2.82

000651

396

2.02

600030

403

1.81

000792

347

2.41

300015

298

1.79

600570

292

4.31

300750

244

0.30

002466

200

1.24

601888

244

0.65

 

*Index Futures

 

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2209

35,648

-37,485

0

-14,749

0

-13,898

IF2210

94,348

23,982

54,983

14,589

60,069

15,018

IF2212

34,968

3,173

49,181

1,263

62,958

2,203

IF2303

8,791

2,188

15,069

1,637

17,682

1,746

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2209

28,859

-20,793

0

-10,624

0

-10,080

IH2210

68,886

22,266

42,502

12,556

52,820

14,435

IH2212

26,483

5,939

33,390

1,680

45,676

2,638

IH2303

4,746

1,432

9,458

408

10,800

577

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2209

44,057

-50,542

0

-16,958

0

-15,982

IC2210

112,747

13,060

84,089

13,004

80,698

10,435

IC2212

53,290

-1,839

120,316

3,719

121,202

4,257

IC2303

13,337

-1,442

58,264

1,395

56,298

1,356

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2209

23,064

-19,415

0

-6,879

0

-8,332

IM2210

64,198

13,764

30,839

5,850

33,434

6,325

IM2212

24,125

-2,215

16,344

-2,044

18,291

-1,427

IM2303

11,403

1,592

13,633

2,058

13,212

1,040

 

*Index Options

 

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2209

148283

-15689

0

-29612

0

-37723

IO2210

105082

33964

45518

7520

48540

7985

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2209

90492

-75373

0

-10943

0

-12937

MO2210

63839

63839

17182

17182

18636

18636

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2212

80,431

30,098

47,598

-1,221

49,356

-1,186

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2212

97,849

15,760

106,345

-1,090

107,184

-1,027

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2212

135,480

22,740

146,479

401

154,364

-603

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Nickel

NI2210

195,840.0

+5.65%

98,647

78,196

Ethenylbenzene

EB2210

9,025.0

+2.45%

141,884

179,557

Bleached Softwood Kraft Pulp

SP2301

7,014.0

+2.22%

112,082

255,796

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Crude Oil

SC2211

649.5

-2.55%

129,345

37,795

Cotton

CF301

14,565.0

-1.29%

255,158

446,069

Lead

PB2210

14,875.0

-0.73%

31,434

48,611

 

Commodities (night session):

 

* Global crude oil price closed up mostly. November NYMEX contract up 0.35% to closed at $85.40/b, November Brent contract up 0.87% to closed at $91.63/b. INE crude oil active contract down 2.55% to 649.5 yuan/b.

* Precious metals closed up collectively. COMEX gold contract 0.43% to closed at $1684.5/oz. SHFE gold active contract up 0.21% to closed at 385.10 yuan/gram.

* Metals closed mixed, LME nickel up 5.89%, LME tin up 1.54%, LME copper up 1.03%, LME lead down 1.64%, LME aluminum down 1.06%, LME zinc down 1%. SHFE nickel up 5.65%, SHFE tin up 1.81%, SHFE copper up 1.29%, SHFE lead down 0.73%.

* Commodity futures closed up mostly. Energy & chemistry futures saw a strong performance, EB up 2.45%, bleached softwood kraft pulp up 2.22%, methanol up 2.21%, soda ash up 1.48%, MEG up 1.23%. Black series went up collectively, coking coal up 1.2%, coke up 1.15%, iron ore up 0.91%. Agricultural products closed mixed, RBD palm olein up 0.79%, cotton down 1.29%..


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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.