DZ20221021
Financials
*China Securities Finance Corporation Limited decided to adjust down fee rate of margin trading by 40bps and rate set for 182-day to 7-day of 2.1%-2.6% respectively.
Industrial Economy
*Sichuan Yibin city issued opinions to speed up high quality development of baijiu industry which aimed to achieve operation income and profit doubled by 2026 to cny 200bn and 60bn respectively. Meanwhile, corporate structure to be optimized with 1 firm in hundreds of billions of scale to be cultivated by 2026.
*NDRC suggest large breeding firms to maintain normal pace of livestock delivery for stable hog price and market operation and no intentional or grouped-up price lift allowed.
*CSRC allows for firms involved in real estate business while not as main business to finance in A-shr market under premise of fund raised will not be invested in real estate business, China Securities Journal reported.
*4 STAR ETFs focus on chips and new materials will be listed on Oct 26th.
*China new generation “artificial sun” saw breakthrough progress with current plasma exceeded 1mio ampere, new operation record of controllable nuclear fusion equipment.
Oct 20th Block Trade
*Block Trade Info
*Discount
- Marubi Biotechnology Co. (603983 CH) saw 8 block trades worth 32mn at 24.63yuan per share, 13.61 discount from last closing.
- Digital China (000034 CH）saw 6 block trades worth 45mn at 20.28 yuan per share, 10.27 discount from last closing.
- Meinian Healthcare Holdings Co. (002044 CH）saw 3 block trades worth 7mn at 3.98 yuan per share, 7.44 discount from last closing.
- Guomai Tech (002093 CH）saw 2 block trades worth 91mn at 9.81 yuan per share, 5.79 discount from last closing.
*Flat
- Rongsheng Petrochemical Co. (002493 CH）saw 3 block trades worth 117mn at 11.47 yuan per share, 1.30 discount from last closing.
- Eyebright Medical Tech (688050 CH）saw 2 block trade worth 31mn at 208.78 yuan per share, 0.00 discount from last closing.
*Premium
- Midea Group Co. (000333 CH）saw 4 block trades worth 43mn at 45.78 yuan per share, 3.16 premium from last closing.
- Haier Smart Home Co. (600690 CH）saw 2 block trades worth 15mn at 23.51 yuan per share, 0.56 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.4509 trillion |
Total Short Selling Balance |
104.8billion |
|
SH Margin Balance |
0.7763 trillion |
SH Short Selling Balance |
68.1 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600887 |
190mio |
601988 |
5.61mio |
|
600536 |
135mio |
688772 |
3.4mio |
|
601369 |
96mio |
600010 |
2.07mio |
|
600276 |
89mio |
688008 |
2.01mio |
|
601689 |
84mio |
601369 |
1.53mio |
|
SZ Margin Balance |
0.6747 trillion |
SZ Short Selling Balance |
36.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002093 |
187mio |
000725 |
1.9mio |
|
002714 |
123mio |
002258 |
1.27mio |
|
002020 |
104mio |
002489 |
1.22mio |
|
000651 |
96mio |
002195 |
1.12mio |
|
002001 |
62mio |
000009 |
1.11mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-3.7 |
Northbound Net Cash Flow |
-2.5 |
||
|
Southbound Net Cash Flow |
+3.7 |
Southbound Net Cash Flow |
+3.4 |
||
|
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 |
|
002050 |
203 |
2.62 |
600519 |
1155 |
0.56 |
|
000725 |
177 |
1.35 |
600887 |
730 |
3.58 |
|
300463 |
151 |
15.12 |
601888 |
670 |
1.91 |
|
300763 |
142 |
2.29 |
002812 |
495 |
3.86 |
|
600905 |
140 |
2.77 |
000651 |
481 |
2.76 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2210 |
61,477 |
-9,214 |
19,341 |
-7,945 |
20,289 |
-7,673 |
|
IF2211 |
67,255 |
35,707 |
36,966 |
15,805 |
39,395 |
16,392 |
|
IF2212 |
33,655 |
926 |
54,291 |
1,184 |
68,947 |
1,370 |
|
IF2303 |
9,394 |
257 |
20,653 |
1,323 |
23,395 |
981 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2210 |
42,470 |
-4,000 |
14,202 |
-9,591 |
16,262 |
-10,364 |
|
IH2211 |
44,719 |
20,286 |
23,509 |
9,312 |
27,797 |
10,424 |
|
IH2212 |
28,460 |
-3,391 |
39,023 |
-71 |
54,808 |
465 |
|
IH2303 |
7,872 |
1,578 |
12,578 |
537 |
16,051 |
691 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2210 |
68,958 |
-2,585 |
25,002 |
-14,021 |
23,534 |
-10,955 |
|
IC2211 |
84,222 |
48,619 |
60,697 |
22,206 |
58,377 |
22,060 |
|
IC2212 |
47,795 |
18,047 |
125,754 |
7,296 |
121,754 |
6,842 |
|
IC2303 |
12,403 |
2,021 |
68,794 |
1,044 |
66,143 |
1,109 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2210 |
42,554 |
-3,070 |
13,074 |
-4,956 |
12,353 |
-5,124 |
|
IM2211 |
56,566 |
33,286 |
26,587 |
12,069 |
28,150 |
12,569 |
|
IM2212 |
41,796 |
22,194 |
27,764 |
4,554 |
30,104 |
3,981 |
|
IM2303 |
13,274 |
5,180 |
19,829 |
1,437 |
20,658 |
1,104 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2210 |
202682 |
51899 |
48528 |
-1341 |
57788 |
-2709 |
|
IO2211 |
69277 |
24126 |
41448 |
4611 |
42304 |
4806 |
|
IO2212 |
12870 |
712 |
27286 |
449 |
31009 |
789 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2210 |
199565 |
88005 |
25480 |
-2572 |
31362 |
-3029 |
|
MO2211 |
50119 |
31324 |
17016 |
871 |
18579 |
1430 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2212 |
66,043 |
16,753 |
56,877 |
1,450 |
57,904 |
1,996 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2212 |
104,656 |
31,009 |
105,337 |
-696 |
106,354 |
-517 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2212 |
119,627 |
36,226 |
151,491 |
-430 |
155,236 |
-24 |
|
T2303 |
12,844 |
3,833 |
12,404 |
389 |
13,466 |
200 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Polyester Staple Fiber |
PF212 |
7,200.0 |
+2.1% |
158,254 |
307,988 |
|
Bonded Copper |
BC2212 |
55,740.0 |
+1.92% |
6,989 |
7,641 |
|
Zinc |
ZN2211 |
25,585.0 |
+1.89% |
97,256 |
127,189 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Rapeseed Oil |
OI301 |
11,190.0 |
-1.11% |
211,938 |
198,072 |
|
No.1 Soybeans |
A2301 |
5,639.0 |
-0.83% |
56,990 |
158,205 |
|
Cotton Yarn |
CY301 |
20,095.0 |
-0.5% |
1,953 |
3,584 |
Commodities (night session):
* Global crude oil price closed up collectively. November NYMEX contract up 0.59% to closed at $85.02/b, December Brent contract up 0.32% to closed at $92.71/b. INE crude oil active contract up 0.34% to 669.5 yuan/b.
* Precious metals closed down collectively. COMEX gold contract down 0.1% to closed at $1632.5/oz. SHFE gold active contract down 0.07% to closed at 388.60 yuan/gram.
* Metals closed up mostly, LME aluminum up 2.14%, LME copper up 2%, LME zinc up 1.98%, LME nickel up 1.16%, LME tin up 0.71%. LME lead down 0.35% on the contrast. Bonded copper up 1.92%, SHFE zinc up 1.89%, SHFE copper up 1.69%, SHFE aluminum up 1.60%.
* Commodity futures closed up mostly. Energy & chemistry futures saw a mixed performance, polyester staple fiber up 2.1%, MEG up 1.17%, EB up 0.91%. Black series closed up collectively, iron ore up 1.04%, coking coal up 1.04%. Agricultural products closed mixed, soybean meal up 1.55%, rapeseed meal up 1.12%, rapeseed oil up 1.11%.
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.
