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%.
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.
