DZ20221121
Financials
*Beijing Stock Exchange announced to half cut transaction handling fee from 0.5‰ to 0.25‰, to take effect from Dec 1st.
*PBoC and Ministry of Foreign Exchange announced fund administrative rule of foreign investors in investment of China bond market with fund account, payment, exchange and supervision under unified administration. Spot settlement and sale of exchanges, risk administration and currency matching to be optimized in encouraging long-term investment in China bond market.
*FTSE RUSSEL flagship index announced quarterly adjustment result and to include 4 HK listed names into its global stock index, including 9696, 2237, 2246 and 6667, which to take effect after market closing on Dec 2nd.
*Targeted elderly care deposit products may open for sale on Nov 21st with 5-year rate set at 4% in Xi'an, higher than fixed deposit rate of large banks, according to some bank managers.
*China broadened its private pension scheme on Friday, with CBIRC allowing 23 qualified banks and 11 wealth companies to start individual pension businesses, and CSRC unveiling a list of 37 qualified individual pension sales fund agencies and a list of mutual fund products eligible under the program.
Industrial Economy
*Azvudine tablet, advertised as oral taken anti-covid drugs sold by local pharmacy Nepstar was quickly off shelves after 1-day sale.
*China broadened its private pension scheme on Friday, with CBIRC allowing 23 qualified banks and 11 wealth companies to start individual pension businesses, and CSRC unveiling a list of 37 qualified individual pension sales fund institutions and a list of mutual fund products eligible under the program.
Nov 18th Block Trade
*Block Trade Info
*Discount
- China Petroleum Engineering Co. (600339 CH) saw 1 block trade worth 79mn at 2.84 yuan per share, 2.07 discount from last closing.
- CNNC Titanium Dioxide Co. (002145 CH)saw 2 block trades worth 13mn at 6.49 yuan per share, 8.07 discount from last closing.
- Zhaowei Machinery & Electronics Co. (003021 CH)saw 7 block trades worth 31mn at 52.96 yuan per share, 14.66 discount from last closing.
- Yiheda Auto (301029 CH) saw 2 block trades worth 48mn at 71.13 yuan per share, 0.99 discount from last closing.
- GCL Energy Tech (002015 CH)saw 3 block trades worth 436mn at 14.6 yuan per share, 2.34 discount from last closing.
- Tuoxin Pharmaceutical Co. (301089 CH)saw 12 block trades worth 67mn at 75.58 yuan per share, 20.32 discount from last closing.
- Shengquan Group Share Holding Co.(605589 CH)saw 5 block trades worth 23mn at 17.68 yuan per share, 14.92 discount from last closing.
*Flat
- China Pacific Insurance Co. (601601 CH)saw 3 block trades worth 19mn at 22.95 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 |
0.7746 trillion |
SH Short Selling Balance |
65.6 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
603396 |
102mio |
688538 |
25.13mio |
603501 |
85mio |
510300 |
7mio |
603212 |
67mio |
600246 |
3.16mio |
688376 |
66mio |
510050 |
3.08mio |
600026 |
51mio |
515120 |
1.92mio |
SZ Margin Balance |
0.6905 trillion |
SZ Short Selling Balance |
40.1 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300750 |
321mio |
000066 |
6.46mio |
002415 |
252mio |
000100 |
3.2mio |
000032 |
231mio |
301118 |
2.95mio |
002436 |
204mio |
300315 |
2.22mio |
002317 |
127mio |
002078 |
1.59mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+2.2 |
Northbound Net Cash Flow |
+2.9 |
||
Southbound Net Cash Flow |
-1.4 |
Southbound Net Cash Flow |
-1.0 |
||
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 |
665 |
0.34 |
002594 |
274 |
0.92 |
300750 |
651 |
0.88 |
603501 |
188 |
1.77 |
300760 |
511 |
1.34 |
002603 |
162 |
2.7 |
000858 |
370 |
0.62 |
300014 |
158 |
1.02 |
600522 |
248 |
3.73 |
601012 |
149 |
0.42 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2211 |
29,629 |
-28,444 |
0 |
-11,135 |
0 |
-8,558 |
IF2212 |
108,954 |
16,380 |
86,982 |
5,218 |
106,062 |
5,710 |
IF2303 |
18,398 |
3,105 |
31,995 |
1,327 |
37,758 |
1,184 |
IF2306 |
7,489 |
2,415 |
11,115 |
575 |
14,534 |
1,232 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2211 |
16,281 |
-17,281 |
0 |
-6,167 |
0 |
-5,777 |
IH2212 |
63,495 |
43 |
53,582 |
2,426 |
69,801 |
2,433 |
IH2303 |
10,726 |
-2,022 |
17,040 |
610 |
19,756 |
232 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2211 |
28,869 |
-18,213 |
0 |
-9,736 |
0 |
-9,333 |
IC2212 |
93,414 |
12,214 |
142,083 |
5,891 |
140,452 |
5,428 |
IC2303 |
22,506 |
4,468 |
79,487 |
2,318 |
74,615 |
1,814 |
IC2306 |
12,205 |
3,326 |
33,341 |
2,306 |
34,591 |
1,647 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2211 |
16,735 |
-13,738 |
0 |
-5,580 |
0 |
-5,707 |
IM2212 |
61,115 |
14,488 |
48,374 |
6,297 |
52,287 |
6,080 |
IM2303 |
15,905 |
498 |
25,651 |
89 |
27,112 |
-263 |
IM2306 |
6,962 |
2,285 |
11,794 |
1,120 |
14,012 |
1,307 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2211 |
150423 |
-34538 |
0 |
-26089 |
0 |
-30633 |
IO2212 |
95746 |
27893 |
65826 |
6078 |
69551 |
5693 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2211 |
106598 |
-9219 |
0 |
-13726 |
0 |
-18103 |
MO2212 |
43393 |
8295 |
22218 |
2641 |
25826 |
2600 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2212 |
59,293 |
-34,722 |
33,557 |
-1,068 |
33,125 |
-1,747 |
TS2303 |
53,002 |
-644 |
27,246 |
1,287 |
30,242 |
2,522 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2212 |
66,830 |
-42,694 |
47,260 |
-6,483 |
46,538 |
-4,763 |
TF2303 |
149,976 |
2,030 |
64,409 |
8,537 |
71,662 |
7,554 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2212 |
82,121 |
-41,537 |
80,567 |
-6,374 |
78,230 |
-7,328 |
T2303 |
233,421 |
-46,467 |
103,609 |
12,112 |
111,787 |
11,564 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Zinc |
ZN2212 |
24,515.0 |
+0.86% |
84,947 |
85,271 |
Stainless Steel |
SS2212 |
16,495.0 |
+0.4% |
43,372 |
43,919 |
Nickel |
NI2212 |
199,770.0 |
+0.38% |
51,147 |
56,071 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Low Sulfur Fuel Oil |
LU2302 |
4,101.0 |
-4.54% |
73,812 |
76,553 |
Crude Oil |
SC2301 |
600.5 |
-3.53% |
136,963 |
45,994 |
Bitumen |
BU2301 |
3,547.0 |
-2.39% |
213,215 |
313,691 |
Commodities (night session):
* Global crude oil price closed down collectively. December NYMEX contract down 1.4% to closed at $80.26/b, January Brent contract down 2.14% to closed at $87.86/b. INE crude oil active contract down 3.53% to closed at 600.5 yuan/b.
* Precious metals closed down collectively. COMEX gold contract down 0.62% to closed at $1752/oz. SHFE gold active contract down 0.68% to closed at 404.72 yuan/gram.
* Metals closed up mostly, LME nickel up 2.16%, LME zinc up 1.19%, LME aluminum up 1%. LME copper down 0.91% on the contrast. SHFE zinc up 0.86%, bonded copper down 1.22%, SHFE copper down 1.03%.
* Commodity futures closed down mostly. Energy & chemistry futures saw weak performance, fuel oil down 3.34%, bitumen down 2.39%, TSR 20 down 2.22%, natural rubber down 1.96%, LPG down 1.03%. Black series closed down collectively, coke down 1.79%. Agricultural products closed down mostly, rapeseed oil down 3.35%, cotton down 1.37%, soybean oil down 1.28%, No.2 soybeans down 1.01%.
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.