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%..
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.