DZ20221208
Covid
*Beijing will no longer check negative certificate of nucleic acid test and healthy code for personnel entering the city.
*The Joint Prevention and Control Mechanism of the State Council said to carry forward antigen test on target population with construction of ICU to be accelerated.
Data
*China end-Nov forex reserves at usd 3.1175tn, vs est of usd 3.1105tn and gold reserves rise for first time in over three years to 63.67mio fine troy ounces.
Policy
*Shanghai issued measures to further lower systematic trading cost to boost vitality of market entities.
Industrial Economy
*CPCAAUTO announced preliminary statistics that retail sales of passenger vehicles in Nov of 1.7mio units, down 6% y/y and 8% m/m with wholesale of 2.0mio units, down 7% y/y and 9% m/m.
Dec 6th Block Trade
*Block Trade Info
*Discount
- Kweichow Moutai Co. (600519 CH) saw 3 block trades worth 166mn at 1656 yuan per share, 1.66 discount from last closing.
- Greenland Holdings Co. (600606 CH）saw 1 block trade worth 108mn at 3.13 yuan per share, 3.69 discount from last closing.
- SMIC (688981 CH）saw 2 block trades worth 48mn at 41.33 yuan per share, 1.41 discount from last closing.
- Montage Tech (688008 CH) saw 10 block trades worth 92mn at 62.63 yuan per share, 9.93 discount from last closing.
*Flat
- Jolly Pharmaceutical Co. (300181 CH) saw 4 block trades worth 22mn at 10.68 yuan per share, 0.00 discount from last closing.
- Zijin Mining Group Co. (601899 CH) saw 1 block trade worth 405mn at 10.27 yuan per share, 0.00 discount from last closing.
- China Gold Co. (600916 CH) saw 3 block trades worth 205mn at 8.05 yuan per share, 0.00 discount from last closing.
- Autowell Tech (688516 CH）saw 2 block trades worth 184mn at 201.64 yuan per share, 0.00 discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.4743 trillion |
Total Short Selling Balance |
96.7 billion |
|
SH Margin Balance |
0.7772 trillion |
SH Short Selling Balance |
60.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601888 |
314mio |
600010 |
10.01mio |
|
600050 |
163mio |
600415 |
7.91mio |
|
601186 |
97mio |
600166 |
7.62mio |
|
600332 |
90mio |
600157 |
6.92mio |
|
600571 |
84mio |
600050 |
6.65mio |
|
SZ Margin Balance |
0.6971 trillion |
SZ Short Selling Balance |
35.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002603 |
296mio |
000725 |
7.78mio |
|
000858 |
181mio |
300459 |
3.11mio |
|
002709 |
109mio |
002797 |
2.72mio |
|
002415 |
99mio |
002424 |
2.37mio |
|
000821 |
95mio |
300347 |
2.3mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-1.4 |
Northbound Net Cash Flow |
+1.7 |
||
|
Southbound Net Cash Flow |
-3.6 |
Southbound Net Cash Flow |
-1.4 |
||
|
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 |
|
000333 |
497 |
1.45 |
002812 |
1052 |
10.46 |
|
000858 |
461 |
0.68 |
600900 |
266 |
0.55 |
|
002594 |
441 |
1.41 |
688390 |
210 |
8.44 |
|
300750 |
417 |
0.53 |
601919 |
192 |
1.15 |
|
000002 |
386 |
2.07 |
300274 |
192 |
1.61 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2212 |
115,871 |
5,312 |
84,288 |
2,476 |
94,748 |
1,123 |
|
IF2301 |
14,297 |
-184 |
10,515 |
813 |
12,182 |
1,369 |
|
IF2303 |
30,276 |
-3,496 |
39,390 |
1,520 |
46,419 |
1,433 |
|
IF2306 |
10,032 |
-352 |
15,267 |
731 |
21,206 |
1,242 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2212 |
81,797 |
5,686 |
52,827 |
-705 |
65,038 |
-1,321 |
|
IH2301 |
13,221 |
4,096 |
8,312 |
1,646 |
11,622 |
2,228 |
|
IH2303 |
22,005 |
4,170 |
22,705 |
2,116 |
29,222 |
1,925 |
|
IH2306 |
6,501 |
945 |
6,457 |
579 |
9,354 |
550 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2212 |
80,603 |
-1,895 |
94,402 |
-6,549 |
96,756 |
-5,145 |
|
IC2301 |
15,059 |
-493 |
19,228 |
2,682 |
17,329 |
2,479 |
|
IC2303 |
22,374 |
-1,668 |
85,277 |
1,314 |
81,008 |
1,748 |
|
IC2306 |
10,952 |
-401 |
50,064 |
1,017 |
52,775 |
1,174 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2212 |
47,031 |
-5,756 |
37,752 |
-1,170 |
40,484 |
-1,463 |
|
IM2303 |
14,580 |
283 |
28,806 |
423 |
31,064 |
419 |
|
IM2306 |
6,964 |
-1,363 |
17,566 |
353 |
21,309 |
629 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2212 |
187882 |
-10042 |
63488 |
-2308 |
71642 |
-1227 |
|
IO2301 |
34496 |
34496 |
26826 |
26826 |
25595 |
25595 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2212 |
83096 |
-18371 |
29731 |
-1133 |
35875 |
-1231 |
m
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2303 |
126,634 |
25,849 |
31,751 |
1,724 |
35,245 |
364 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2303 |
202,395 |
98,968 |
83,738 |
3,782 |
87,130 |
3,540 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2303 |
288,383 |
132,788 |
128,196 |
-15 |
134,155 |
1,637 |
|
T2306 |
29,102 |
17,531 |
10,181 |
199 |
10,865 |
98 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Nickel |
NI2301 |
214,180.0 |
+2.46% |
60,895 |
81,111 |
|
Soybean Meal |
M2301 |
4,347.0 |
+1.57% |
520,598 |
1,081,661 |
|
No.2 Soybeans |
B2301 |
5,101.0 |
+1.13% |
23,320 |
37,622 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Crude Oil |
SC2301 |
510.8 |
-2.87% |
123,133 |
31,079 |
|
Low Sulfur Fuel Oil |
LU2302 |
3,998.0 |
-1.7% |
45,723 |
35,307 |
|
Coking Coal |
JM2305 |
1,795.5 |
-1.4% |
20,895 |
65,985 |
Commodities (night session):
* Global crude oil price closed down collectively. January NYMEX contract down 2.49% to closed at $72.40/b, February Brent contract down 2.42% to closed at $77.43/b. INE crude oil active contract down 2.87% to closed at 510.8 yuan/b.
* Precious metals closed up collectively. COMEX gold contract up 0.93% to closed at $1799/oz. SHFE gold active contract up 0.18% to closed at 402.7 yuan/gram.
* Metals closed mixed, LME nickel up 4.75%, LME zinc up 1.87%, LME copper up 0.87%. LME tin down 1.69%. SHFE nickel up 2.46%, SHFE copper up 0.46%, SHFE tin down 0.84%.
* Commodity futures closed mixed. Energy & chemistry futures saw weak performance, MEG up 0.97%, TSR 20 down 1.11%, natural rubber down 0.92%. Black series closed mixed, coking coal down 1.4%. Agricultural products closed mixed, soybean meal up 1.57%, No.2 soybeans up 1.13%, cotton yarn down 1.3%, rapeseed oil down 0.91%.
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.
