DZ20220927
Financials
* PBoC Financial Stability Bureau published article suggesting basic framework of financial stability security fund been initially established with some fund accumulation.
Industrial Economy
* Chendu city to initiate free HPV vaccination plan for girls in appropriate ages after launch in Ordos, Jinan and Shijiazhuang cities with more provinces to follow up.
* Ministry of Agriculture held meeting in study of stable hog production and supply in Q4 which emphasized to adopt effective measures to ensure stable pork supply in Q4, esp during major holidays.
Co Focus
* Merit Interactive (002555 CH) announced strategic cooperation with SAIC and to focus on frontier exploration and research of tech, service, product and pattern innovation with implementation of data intelligence to be carried forward in multiple fields.
Sep 26th Block Trade
*Block Trade Info
*Discount
- Zhengbang Tech (002157 CH) saw 2 block trades worth 30mn at 4.27 yuan per share, 4.9 discount from last closing.
- Intretech Inc. (002419 CH) saw 1 block trade worth 78mn at 16.81 yuan per share, 10.25 discount from last closing.
- Vanward New Electric Co (002543 CH)saw 6 block trades worth 24mn at 11.08 yuan per share, 14.57 discount from last closing.
- Sifang Auto (601126 CH)saw 1 block trade worth 59mn at 13.03 yuan per share, 2.47 discount from last closing.
- Manareco New Materials (688550 CH) saw 1 block trade worth 168mn at 48 yuan per share, 17.23 discount from last closing.
- Kweichow Moutai (600519 CH) saw 1 block trade worth 79mn at 1834.43 yuan per share, 1.53 discount from last closing.
*Flat
- Yili Industrial Group (600887 CH) saw 3 block trades worth 16mn at 32.36 yuan per share, 0.00 discount from last closing.
*Premium
- Dawning Information Industry (603019 CH) saw 1 block trade worth 207mn at 13.82 yuan per share, 1.23 premium from last closing.
*Margin Trade
Total Margin Balance |
1.4726 trillion |
Total Short Selling Balance |
100.3 billion |
SH Margin Balance |
0.7858 trillion |
SH Short Selling Balance |
65.1billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
600809 |
127mio |
600959 |
36mio |
603501 |
115mio |
601198 |
1.08mio |
600096 |
71mio |
600010 |
6.53mio |
601975 |
65mio |
601988 |
5.35mio |
601166 |
56mio |
688538 |
4.46mio |
SZ Margin Balance |
0.6868 trillion |
SZ Short Selling Balance |
35.2 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
002415 |
254mio |
000630 |
1.55mio |
000831 |
58mio |
301227 |
1.18mio |
300068 |
55mio |
002617 |
1.15mio |
300782 |
51mio |
000301 |
1.02mio |
002407 |
46mio |
000559 |
0.96mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+1.15 |
Northbound Net Cash Flow |
+3.1 |
||
Southbound Net Cash Flow |
+0.26 |
Southbound Net Cash Flow |
-0.39 |
||
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 |
600519 |
944 |
0.41 |
601899 |
558 |
3.19 |
601888 |
623 |
1.72 |
600036 |
282 |
0.4 |
000858 |
326 |
0.53 |
601012 |
198 |
0.54 |
000333 |
190 |
0.54 |
000001 |
194 |
0.81 |
000625 |
170 |
1.69 |
002050 |
176 |
1.92 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2210 |
99,372 |
-6,386 |
56,061 |
-2,368 |
59,979 |
-930 |
IF2212 |
24,417 |
-2,888 |
48,316 |
-445 |
61,147 |
-429 |
IF2303 |
8,427 |
2,578 |
16,571 |
33 |
19,282 |
188 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2210 |
60,048 |
-3,568 |
40,754 |
-763 |
49,895 |
-520 |
IH2212 |
17,110 |
-3,474 |
32,597 |
-681 |
45,775 |
-616 |
IH2303 |
5,004 |
-72 |
10,771 |
107 |
12,927 |
-35 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2210 |
100,926 |
-9,544 |
81,619 |
-5,596 |
78,670 |
-6,031 |
IC2212 |
29,718 |
-10,022 |
117,280 |
-2,330 |
117,568 |
-1,978 |
IC2303 |
13,955 |
2,621 |
62,643 |
344 |
60,984 |
761 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2210 |
62,094 |
-18,997 |
32,632 |
-2,574 |
33,180 |
-2,776 |
IM2212 |
18,173 |
-3,993 |
18,810 |
-1,030 |
21,573 |
-875 |
IM2303 |
7,090 |
-2,295 |
17,077 |
-43 |
16,701 |
262 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2210 |
129219 |
-31905 |
55241 |
206 |
61196 |
361 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2210 |
86045 |
-31364 |
24087 |
2298 |
28161 |
2711 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2212 |
75,326 |
-3,326 |
49,538 |
190 |
51,256 |
656 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2212 |
113,185 |
37,919 |
106,340 |
-1,288 |
105,874 |
880 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2212 |
150,360 |
24,279 |
145,872 |
1,097 |
150,689 |
272 |
T2303 |
4,312 |
1,911 |
9,215 |
63 |
9,888 |
5 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Tin |
SN2211 |
177,040.0 |
+3.37% |
33,924 |
35,465 |
Coke |
J2301 |
2,797.0 |
+3.06% |
18,390 |
40,380 |
Coking Coal |
JM2301 |
2,134.5 |
+3.04% |
30,718 |
69,365 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Crude Oil |
SC2211 |
606.4 |
-3.05% |
94,027 |
36,708 |
Nickel |
NI2210 |
183,920.0 |
-2.58% |
56,557 |
43,554 |
Silver |
AG2212 |
4,315.0 |
-2.18% |
433,756 |
443,226 |
Commodities (night session):
* Global crude oil price closed down collectively. November NYMEX contract down 3.05% to closed at $76.34/b, December Brent contract down 2.69% to closed at $82.74/b. INE crude oil active contract down 3.05% to 606.4 yuan/b. Oil prices failed to rebound on Monday due to strong USD and recession expectation and resultant weak demand.
* Precious metals closed down collectively. COMEX gold contract down 1.59% to closed at $1629.3/oz. SHFE gold active contract down 0.56% to closed at 382.7 yuan/gram. Gold price went down under the pressure of strong USD and high US treasury yield.
* Metals closed down collectively, LME nickel down 5.79%, LME zinc down 3.46%, LME lead down 2.88%, LME copper down 1.9%. SHFE nickel down 2.58%, SHFE aluminum down 0.73%, SHFE tin up 3.37% on the contrast.
* Commodity futures closed mixed. Energy & chemistry futures saw a mixed performance, natural rubber up 2.88%, TSR 20 up 2.04%, glass up 1.33%, soda ash up 1.29%, methanol up 1.17%. Black series went up collectively, coke up 3.06%, coking coal up 3.04%, steel rebar up 1.92%, hot-rolled coil up 1.53%, iron ore up 1.06%. Agricultural products closed down mostly, soybean meal up 0.6%, rapeseed meal up 0.52%.
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.