DZ20221102

 

Financials

*HongKong Stock Exchange announced to optimize trading fee structure which to cancel fixed trading system fee and to adjust up valuation charge from 0.005% to 0.00565%, both to take effect from Jan 1st 2023.

 

Covid

*Zhengzhou Healthcare Commission published article saying covid virus is a self-limited disease which can be prevented and is curable.

 

Industrial Economy

*MIIT and 4 other departments jointly issued plan on integrated development of virtual reality and industrial application during 2022-2026 which suggest to improve industrialized capacity of key components, terminals, business operation platform, production tools and info infrastructure with scale of VR industry to exceed cny 350bn in 2026 and key tech breakthrough like 3D to be realized.

 

Co Focus

*Prosus, large shareholder of Tencent clarified rumors saying a CITIC-led group is in talks with Naspers on stake purchase as untrue and it hold faith on Tencent in long-term prospects.

 

Nov 2nd Block Trade

*Block Trade Info

*Discount

- Akcome Science & Tech (002610 CH) saw 1 block trade worth 236mn at 3.03 yuan per share, 3.19 discount from last closing.

- Aiko Solar Energy (600732 CH)saw 18 block trades worth 284mn at 32.49 yuan per share, 10.62 discount from last closing.

- Bcht Biotechnology Co. (688276 CH)saw 4 block trades worth 82mn at 64.41 yuan per share, 9.29 discount from last closing.

- Haier Biomedical Co. (688139 CH)saw 5 block trades worth 41mn at 73.27 yuan per share, 4.94 discount from last closing.

- Montage Tech (688008 CH)saw 7 block trades worth 38mn at 53.62 yuan per share, 6.5 discount from last closing.

- Meinian Healthcare (002044 CH)saw 10 block trades worth 55mn at 3.93 yuan per share, 10.68 discount from last closing.

- Tuoxin Pharmaceutical (301089 CH)saw 5 block trades worth 93mn at 73.74 yuan per share, 8.5 discount from last closing.

 

*Flat

- Minsheng Banking (600016 CH)saw 3 block trades worth 47mn at 3.35 yuan per share, 0.00 discount from last closing.

*Margin Trade

Total Margin Balance

1.4464 trillion

Total Short Selling Balance

106.5billion

SH Margin Balance

0.7697 trillion

SH Short Selling Balance

68.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601225

146mio

600010

15.42mio

600048

122mio

600732

1.3mio

600111

120mio

601991

1.29mio

600276

114mio

601398

1.24mio

601398

100mio

600588

1.23mio

SZ Margin Balance

0.6768 trillion

SZ Short Selling Balance

37.9 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002415

194mio

000878

4.75mio

002474

123mio

000630

1.14mio

301327

99mio

002600

1.08mio

000768

95mio

300015

1.06mio

300750

78mio

000975

1.03mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+3.5

Northbound Net Cash Flow

+2.7

Southbound Net Cash Flow

+2.9

Southbound Net Cash Flow

+4.6

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

002594

525

1.83

300059

956

5.52

600188

375

3.09

600900

452

0.98

601225

369

1.91

601615

292

5.57

000858

364

0.7

600887

273

1.71

002129

333

2.61

600745

260

4.36

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2211

134,042

20,192

53,675

1,520

56,856

633

IF2212

55,073

12,008

54,926

318

69,943

-1,310

IF2303

18,402

6,820

25,706

1,491

27,996

1,433

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2211

84,799

11,511

33,558

-1,546

37,229

-2,992

IH2212

44,020

12,837

39,624

926

55,066

794

IH2303

10,133

725

13,485

227

16,062

264

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2211

127,293

18,885

73,552

-781

72,721

758

IC2212

54,353

8,393

121,417

-1,364

119,211

-1,020

IC2303

16,147

2,584

69,035

-379

65,189

-479

IC2306

12,380

2,858

14,608

2,024

15,589

2,301

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2211

76,359

1,983

36,195

1,394

37,866

2,072

IM2212

35,081

2,659

29,361

1,155

31,809

1,691

IM2303

13,400

-306

20,724

879

21,689

952

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2211

203482

34422

65429

-1026

70965

-2829

IO2212

33627

-764

34550

695

39873

298

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2211

113293

7066

31231

-579

36594

-610

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2212

87,454

-13,580

61,829

696

61,967

863

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2212

108,012

12,029

102,219

-4,059

105,156

-2,768

TF2303

9,868

922

13,190

1,542

14,118

1,738

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2212

122,359

17,538

151,443

108

155,322

524

T2303

15,833

-1,364

20,064

713

21,201

1,019

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Nickel

NI2212

191,460.0

+3.6%

62,174

76,465

Fuel Oil

FU2301

2,770.0

+3.44%

302,972

368,176

Cotton

CF301

12,885.0

+3.12%

432,002

575,815

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Ethenylbenzene

EB2212

7,732.0

-0.95%

163,770

172,659

Glass

FG301

1,345.0

-0.52%

454,556

844,505

Soda Ash

SA301

2,323.0

-0.26%

504,181

472,571

 

Commodities (night session):

* Global crude oil price closed up collectively. December NYMEX contract up 2.36% to closed at $88.57/b, January Brent contract up 1.97% to closed at $94.64/b. INE crude oil active contract up 1.40% to 694.3 yuan/b. US senior energy consultant announced a 200m crude oil repurchase requirement to replenish crude oil storage.

* Precious metals closed up collectively. COMEX gold contract up 0.63% to closed at $1651/oz. SHFE gold active contract up 0.24% to closed at 392.26 yuan/gram. Weak performance of USD and US treasury yield supported gold prices.

* Metals closed up collectively, LME nickel up 7.52%, LME copper up 2.82%, LME zinc up 2.41%, LME tin up 1.92%. SHFE nickel up 3.60%, SHFE zinc up 1.99%, bonded copper up 1.56%, SHFE tin up 1.44%.

* Commodity futures closed mixed. Energy & chemistry futures saw strong performance, fuel oil up 3.44%, TSR 20 up 2.18%, LPG up 2.15%, natural rubber up 1.67%, PVC up 1.41%, LLDPE up 1.34%. Black series closed up collectively, iron ore up 1.71%, coking coal up 1.45%, coke up 1.26%, hot-rolled coil up 1.11%. Agricultural products closed up mostly, cotton up 3.12%, cotton yarn up 2.03%, rapeseed meal up 1.99%, rapeseed oil up 1.91%, RBD palm olein up 1.83%, rapeseed oil up 1.63%.


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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.