DZ20221213
International Relationship
*Premier Li Keqiang said to insist opening-up of domestic market with investment rights of foreign investors to be protected and international business environment to be created for fair competition. Phase 2 negotiation of China-South Korea will be strived to be achieved with healthy development of mutual relationship to be promoted.
Financials
*China Nov aggregate financing cny 1.99tn, vs previous cny 907.9bn. Nov M2 money supply rises 12.4% y/y, vs previous 11.8% and new yuan loan cny 1.21tn, vs previous cny 615.2bn.
*MoF: China issued 2022 special government bond on Dec 12th of cny 750bn at rate of 2.48%.
Industrial Economy
*State Council urges more online medical services and encourages medical institutions to offer prescriptions online for covid patients and deliver drugs via thir parties.
Dec 12th Block Trade
*Block Trade Info
*Discount
- Anlogic Infotech Co. (688107 CH) saw 2 block trades worth 32mn at 64.78 yuan per share, 1.51 discount from last closing.
- Anzheng Fashion Group Co. (603839 CH）saw 5 block trades worth 14mn at 6.52 yuan per share, 11.89 discount from last closing.
- Greattown Holdings. (600094 CH) saw 2 block trades worth 44mn at 3.16 yuan per share, 6.51 discount from last closing.
- Eastern Shenghong Co.(000301 CH) saw 1 block trade worth 268mn at 13.27 yuan per share, 8.86 discount from last closing.
- Wongtee International (000056 CH) saw 11 block trades worth 96mn at 4.57 yuan per share, 6.58 discount from last closing.
- Lifotronic Tech (688389 CH) saw 6 block trades worth 150mn at 17.8 yuan per share, 7.77 discount from last closing.
*Flat
- Gem Co. (002340 CH) saw 2 block trades worth 51mn at 7.88 yuan per share, 0.00 discount from last closing.
*Premium
- Shandong Fiberglass Group Co.(605006 CH) saw 4 block trades worth 53mn at 8.91 yuan per share, 0.11 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.4769 trillion |
Total Short Selling Balance |
95.3 billion |
|
SH Margin Balance |
0.7795 trillion |
SH Short Selling Balance |
60.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600050 |
486mio |
601225 |
2.77mio |
|
601225 |
245mio |
603885 |
2.31mio |
|
600309 |
213mio |
600188 |
2.1mio |
|
600256 |
108mio |
688008 |
2.1mio |
|
605358 |
88mio |
601088 |
1.99mio |
|
SZ Margin Balance |
0.6974 trillion |
SZ Short Selling Balance |
34.9 billion |
|
Top Five Margin Trade Net Bought (in CNY) <GO> |
Top Five Short Selling Net Sold (in shares) |
||
|
000858 |
260mio |
002939 |
0.83mio |
|
000301 |
176mio |
300762 |
0.79mio |
|
000975 |
168mio |
301111 |
0.58mio |
|
002323 |
100mio |
000708 |
0.57mio |
|
000001 |
97mio |
002027 |
0.49mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-3.7 |
Northbound Net Cash Flow |
-0.7 |
||
|
Southbound Net Cash Flow |
+3.2 |
Southbound Net Cash Flow |
+3.2 |
||
|
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 |
1044 |
2.81 |
600519 |
691 |
0.32 |
|
300760 |
261 |
0.69 |
002340 |
274 |
6.6 |
|
601601 |
222 |
1.28 |
601669 |
251 |
2.99 |
|
002241 |
213 |
4.02 |
000858 |
247 |
0.35 |
|
600809 |
207 |
0.6 |
601899 |
225 |
1.03 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2212 |
100,880 |
-8,810 |
62,428 |
-16,914 |
71,026 |
-17,539 |
|
IF2301 |
18,225 |
3,030 |
15,640 |
2,268 |
18,435 |
2,689 |
|
IF2303 |
31,076 |
2,913 |
42,554 |
3,447 |
50,555 |
2,935 |
|
IF2306 |
8,362 |
220 |
16,835 |
248 |
23,447 |
812 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2212 |
64,977 |
-14,937 |
40,230 |
-10,131 |
49,623 |
-10,889 |
|
IH2301 |
15,681 |
2,108 |
12,862 |
2,245 |
17,643 |
3,068 |
|
IH2303 |
19,330 |
-2,944 |
22,701 |
-949 |
30,059 |
-172 |
|
IH2306 |
5,453 |
-1,102 |
6,580 |
-400 |
9,619 |
-544 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2212 |
89,798 |
479 |
72,442 |
-11,123 |
75,028 |
-10,659 |
|
IC2301 |
23,739 |
6,667 |
33,941 |
7,365 |
30,458 |
6,791 |
|
IC2303 |
30,949 |
9,614 |
90,433 |
2,011 |
86,553 |
2,409 |
|
IC2306 |
15,861 |
2,310 |
56,419 |
2,572 |
60,183 |
2,687 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2212 |
57,972 |
6,961 |
28,775 |
-7,244 |
31,042 |
-7,011 |
|
IM2301 |
16,531 |
8,770 |
12,677 |
4,660 |
12,961 |
4,416 |
|
IM2303 |
20,317 |
5,148 |
31,386 |
2,458 |
33,784 |
1,752 |
|
IM2306 |
7,801 |
1,220 |
20,053 |
438 |
23,953 |
821 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2212 |
131784 |
-60884 |
61274 |
-3926 |
68940 |
-4196 |
|
IO2301 |
33628 |
9219 |
33528 |
4319 |
31544 |
4439 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2212 |
93270 |
-8791 |
27279 |
-1541 |
32926 |
-1456 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2303 |
67,771 |
-8,881 |
31,778 |
259 |
35,417 |
382 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2303 |
89,972 |
-19,113 |
84,410 |
409 |
86,482 |
918 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2303 |
130,473 |
-13,974 |
126,439 |
803 |
129,272 |
2,375 |
|
T2306 |
10,900 |
269 |
10,662 |
31 |
11,063 |
97 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Crude Oil |
SC2302 |
516.6 |
+1.53% |
138,251 |
44,336 |
|
Polyester Staple Fiber |
PF302 |
6,902.0 |
+1.41% |
95,875 |
222,875 |
|
Methanol |
MA301 |
2,535.0 |
+1.12% |
470,035 |
563,281 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
RBD Palm Olein |
P2301 |
7,496.0 |
-2.83% |
195,470 |
211,953 |
|
Iron Ore |
I2305 |
791.5 |
-2.28% |
317,974 |
735,388 |
|
Cotton Yarn |
CY301 |
20,635.0 |
-1.95% |
1,264 |
2,135 |
Commodities (night session):
* Global crude oil price closed up collectively. January NYMEX contract up 3.21% to closed at $73.30/b, February Brent contract up 2.63% to closed at $78.10/b. INE crude oil active contract up 1.53% to closed at 516.6 yuan/b.
* Precious metals closed down collectively. COMEX gold contract down 0.98% to closed at $1792.9/oz. SHFE gold active contract down 0.37% to closed at 403.00 yuan/gram.
* Metals closed down collectively, LME aluminum down 2.8%, LME copper down 2.04%, LME lead down 0.7%, LME tin down 0.68%. SHFE aluminum down 1.64%, SHFE copper down 0.72%, SHFE nickel up 1.09%.
* Commodity futures closed down mostly. Energy & chemistry futures saw weak performance, natural rubber down 1.72%, TSR 20 down 1.56%, bleached softwood kraft pulp down 1%, LPG down 0.96%, glass down 0.96%. Black series closed down mostly, iron ore down 2.28%. Agricultural products closed down collectively, RBD palm olein down 2.83%, cotton yarn down 1.95%, rapeseed meal down 1.67%, No.2 soybean down 1.48%, rapeseed oil down 1.26%, soybean oil down 1.21%.
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.
