DZ20221118
Financials
*MoF: China taxation income in Jan-Oct of cny 14.2579tn, down 8.9% y/y and up 2.4%excluding tax rebates. Stamp tax of securities trading of cny 235.5bn, down 3.7% y/y.
Industrial Economy
*National Press and Publication Administration issued approval information of domestic online games in Nov and 70 games were approved with products of Tencent, Netease, Zqgame and Perfect World on the list.
*MoFA: China highly value prevention and control of AI related risk challenges and is committed to international administration of AI.
Co Focus
*COMAC been granted for the first corporate 5G network frequency license by MIIT, designed for 5G smart plants and smart manufacturing fields.
*Rumors saying Luxshare has purchased some plants owned by Chang-shuo tech, one of the iPhone foundries, though Luxshare responded saying no such notice been received.
*Lantu Auto, subordinated to Dongfeng Auto had A-round financing settled and saw capital increase of cny 4.55bn by 11 firms, accounting for 15.41% of total shares with company valuation priced at cny 29.5bn.
Nov 17th Block Trade
*Block Trade Info
*Discount
- Zhonglu Co. (600818 CH) saw 5 block trades worth 59mn at 31.38 yuan per share, 6.58 discount from last closing.
-Wens Foodstuff Group Co. (300498 CH）saw 2 block trades worth 54mn at 14.24 yuan per share, 20.67 discount from last closing.
- Fudan Microelectronics Group Co. (688385 CH）saw 12 block trades worth 68mn at 75.23 yuan per share, 8.49 discount from last closing.
- Green Precision Components Co. (300968 CH) saw 3 block trades worth 27mn at 9.16 yuan per share, 1.29 discount from last closing.
- Macmic Sci&Tech Co.(688711 CH）saw 6 block trades worth 30mn at 67.39 yuan per share, 8.07 discount from last closing.
*Flat
- China Pacific Insurance Co. (601601 CH）saw 5 block trades worth 34mn at 22.81 yuan per share, 0.00 discount from last closing.
-China Merchants Bank Co.(600036 CH）saw 4 block trades worth 29mn at 32.31 yuan per share, 0.00 discount from last closing.
- Hailiang Co. (002203 CH）saw 3 block trades worth 17mn at 12.36 yuan per share, 0.00 discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.4656 trillion |
Total Short Selling Balance |
108.7 billion |
|
SH Margin Balance |
0.7773 trillion |
SH Short Selling Balance |
68 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601155 |
193mio |
600095 |
5.47mio |
|
600745 |
155mio |
600906 |
1.73mio |
|
601012 |
102mio |
601788 |
1.25mio |
|
600571 |
97mio |
600022 |
0.84mio |
|
600418 |
95mio |
600383 |
0.76mio |
|
SZ Margin Balance |
0.6897 trillion |
SZ Short Selling Balance |
41 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300750 |
210mio |
000100 |
18.14mio |
|
002603 |
160mio |
002252 |
1.45mio |
|
002415 |
111mio |
000961 |
1.37mio |
|
002223 |
78mio |
300146 |
1.23mio |
|
300199 |
77mio |
002301 |
1.13mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
+0.5 |
Northbound Net Cash Flow |
+0.9 |
||
|
Southbound Net Cash Flow |
+1.6 |
Southbound Net Cash Flow |
+3.6 |
||
|
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 |
|
601899 |
553 |
2.7 |
002603 |
329 |
6.02 |
|
600036 |
342 |
0.5 |
600588 |
261 |
3.07 |
|
000568 |
253 |
0.93 |
300750 |
207 |
0.27 |
|
300373 |
228 |
7.75 |
603986 |
201 |
2.93 |
|
603799 |
194 |
1.88 |
002371 |
188 |
1.57 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2211 |
59,789 |
-10,449 |
18,139 |
-10,004 |
19,439 |
-12,321 |
|
IF2212 |
93,690 |
34,061 |
81,764 |
15,075 |
100,352 |
14,772 |
|
IF2303 |
16,512 |
4,989 |
31,165 |
1,529 |
36,654 |
1,949 |
|
IF2306 |
5,431 |
-26 |
10,540 |
490 |
13,510 |
654 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2211 |
34,463 |
-7,853 |
9,978 |
-5,460 |
10,119 |
-6,058 |
|
IH2212 |
63,465 |
19,232 |
51,474 |
5,878 |
67,450 |
6,373 |
|
IH2303 |
13,150 |
3,874 |
16,463 |
1,720 |
19,543 |
1,080 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2211 |
48,665 |
-7,480 |
17,361 |
-11,518 |
19,063 |
-9,761 |
|
IC2212 |
81,890 |
30,146 |
136,296 |
13,406 |
135,790 |
11,451 |
|
IC2303 |
18,591 |
3,133 |
77,376 |
623 |
72,977 |
1,179 |
|
IC2306 |
9,687 |
-858 |
31,372 |
1,165 |
32,944 |
970 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2211 |
31,879 |
-4,771 |
10,239 |
-5,551 |
10,460 |
-5,074 |
|
IM2212 |
47,729 |
14,959 |
42,166 |
5,467 |
46,416 |
6,734 |
|
IM2303 |
15,746 |
5,634 |
25,579 |
1,472 |
27,375 |
1,742 |
|
IM2306 |
5,124 |
-62 |
10,698 |
523 |
12,705 |
732 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2211 |
184961 |
37051 |
48270 |
-656 |
51402 |
-558 |
|
IO2212 |
68640 |
23742 |
59956 |
4432 |
64185 |
4015 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2211 |
116927 |
13824 |
22346 |
-2902 |
28895 |
-3157 |
|
MO2212 |
36072 |
11870 |
19695 |
1194 |
23226 |
2098 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2212 |
95,049 |
-4,760 |
35,231 |
-6,589 |
34,891 |
-5,530 |
|
TS2303 |
56,065 |
6,044 |
26,268 |
2,614 |
28,633 |
4,070 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2212 |
116,498 |
-7,518 |
54,005 |
-10,022 |
53,270 |
-11,307 |
|
TF2303 |
155,757 |
37,671 |
56,277 |
5,655 |
64,682 |
3,612 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2212 |
127,702 |
-63,147 |
88,094 |
-12,852 |
86,027 |
-12,535 |
|
T2303 |
286,632 |
93,877 |
91,838 |
3,955 |
100,223 |
-2,607 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Iron Ore |
I2301 |
746.0 |
+2.26% |
407,107 |
765,274 |
|
No.1 Soybeans |
A2301 |
5,673.0 |
+1.3% |
57,597 |
86,283 |
|
Ethenylbenzene |
EB2212 |
8,326.0 |
+1.12% |
116,784 |
130,580 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
EG |
EG2301 |
3,850.0 |
-2.63% |
178,112 |
402,612 |
|
Crude Oil |
SC2301 |
619.8 |
-2.36% |
91,549 |
40,652 |
|
Low Sulfur Fuel Oil |
LU2302 |
4,356.0 |
-2.16% |
61,368 |
66,246 |
Commodities (night session):
* Global crude oil price closed down collectively. December NYMEX contract down 4.12% to closed at $82.06/b, January Brent contract down 3.02% to closed at $90.06/b. INE crude oil active contract down 2.36% to closed at 619.8 yuan/b.
* Precious metals closed down collectively. COMEX gold contract down 0.73% to closed at $1762.8/oz. SHFE gold active contract down 0.11% to closed at 407.36 yuan/gram. Fed officials announced that inflation should be retarded further, which was interpreted as a signal of higher interest rate by market.
* Metals closed down mostly, LME nickel down 7.56%, LME tin down 4.8%, LME copper down 2.12%, LME zinc down 1.49%. SHFE tin down 1.88%, SHFE nickel down 1.6%, SHFE aluminum up 1.01%.
* Commodity futures closed mixed. Energy & chemistry futures saw weak performance, MEG down 2.63%, methanol down 1.6%, PVC down 1.09%, glass down 1.08%. Black series closed up collectively, iron ore up 2.26%. Agricultural products closed mixed, No.1 soybeans up 1.3%, sugar down 1.34%.
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.
