DZ20221214
 

Covid

*No nucleic acid test isrequired in departure from Hong Kong to mainland and Macau from Dec 14th.

*Domestic anti-covid oralmedicine Azvudine and Pfizer wonder drug Paxlovid will be open for sell onlinefor 330yuan and 2980yuan per bottle respectively.

 

Industrial Economy

*Beijing Municipal Cultureand Tourism Bureau said to resume group tourism business cross provinces aswell as ticket + hotel business of both offline and online travel agencies fromDec 13th.

*A cny 1tn semiconductorsupport plan is under formulation by government, a significant move aiming forself-supply of chips and against U.S. restrictions, Reuters reported.

*Hangzhou adjusted loanpolicies of accumulation fund with down payment cut to 40% for second homebuyers who settled mortgage on first home.

 

*Dec 12th Block Trade

*Block Trade Info

*Discount

- Sinomine Resource GroupCo. (002738 CH) saw 2 block trades worth 21mn at 68.26 yuan per share, 9.47discount from last closing.

- China Tianying Inc.(000035 CH)saw 2 block trades worth 46mn at 5.29 yuan per share, 5.03 discountfrom last closing.

- Yunnan Baiyao Group Co.(000538 CH) saw 1 block trade worth 200mn at 57.23 yuan per share, 3.00discount from last closing.

- New Grand Long PackingCo. (002836 CH) saw 2 block trades worth 34mn at 8.81 yuan per share, 11.37discount from last closing.

 

*Flat

- Zheshang Bank Co.(601916CH) saw 2 block trades worth 62mn at 3.02 yuan per share, 0.00 discount fromlast closing.

- Tibet Summit ResourcesCo. (600338 CH) saw 3 block trades worth 35mn at 24.25 yuan per share, 0.00discount from last closing.

- Hualian Dept Store Co.(000882 CH) saw 2 block trades worth 109mn at 1.84 yuan per share, 0.00discount from last closing.

 

*Premium

- Xilinmen Furniture Co.(603008 CH) saw 3 block trades worth 53mn at 32.98 yuan per share, 7.71 premiumfrom last closing.

 

*MarginTrade

Total Margin Balance

1.4769 trillion

Total Short Selling Balance

94.6 billion

SH Margin Balance

0.7787 trillion

SH Short Selling Balance

59.9billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601111

168mio

600010

15.22mio

601117

87mio

600919

3.87mio

600111

83mio

601898

2.48mio

600026

57mio

601919

2.47mio

601377

55mio

600582

1.99mio

SZ Margin Balance

0.6882 trillion

SZ Short Selling Balance

34.7 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300158

171mio

002323

3mio

000301

151mio

000755

2.15mio

002415

96mio

002489

2.08mio

002426

85mio

002424

2.01mio

002384

75mio

300459

1.44mio

 

*ConnectionTrade

 

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-1.1

Northbound Net Cash Flow

+0.2

Southbound Net Cash Flow

-0.4

Southbound Net Cash Flow

+2.0

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

000333

321

0.86

600438

584

3.13

601888

234

0.55

300450

222

3.57

300750

187

0.23

300763

205

3.56

300274

183

1.55

002241

189

3.47

000999

174

3.36

601225

161

0.88


*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2212

85,324

-14,903

55,332

-6,639

63,019

-8,007

IF2301

23,301

5,429

20,881

5,399

24,399

6,037

IF2303

26,772

-3,244

44,651

2,097

52,990

2,496

IF2306

9,371

1,657

18,079

1,299

25,311

2,006

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2212

60,822

-2,615

35,831

-4,399

44,330

-5,044

IH2301

21,229

6,104

17,199

4,496

23,478

5,863

IH2303

21,132

2,578

26,078

3,858

34,146

4,087

IH2306

5,070

121

7,042

471

10,178

561

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2212

80,420

-6,993

62,276

-9,818

64,157

-10,563

IC2301

26,508

3,585

39,981

6,147

36,403

5,994

IC2303

28,518

-834

93,233

3,224

89,198

2,645

IC2306

14,284

-1,143

58,031

1,704

62,103

1,931

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2212

41,640

-15,457

26,456

-2,060

28,717

-2,253

IM2301

12,222

-3,977

14,809

2,163

15,226

2,374

IM2303

13,986

-5,768

32,138

873

34,573

896

IM2306

6,468

-856

20,560

507

24,694

932

 

*Index Options

 

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2212

114763

-16600

59469

-1805

67147

-1719

IO2301

30118

-2266

37544

4016

35211

3667

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2212

86657

-6459

26710

-299

32577

-349

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2303

102,706

35,452

33,439

1,695

37,172

2,000

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2303

125,103

36,203

87,306

3,270

87,855

1,373

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2303

158,329

29,789

126,649

210

128,166

1,092

T2306

12,773

1,981

10,764

112

11,218

234

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Low Sulfur Fuel Oil

LU2303

3,829.0

+3.51%

87,764

78,384

Crude Oil

SC2302

533.0

+3.33%

129,700

45,156

RBD Palm Olein

P2305

7,950.0

+2.24%

312,329

372,588

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Nickel

NI2301

219,110.0

-1.58%

73,034

72,443

Bleached Softwood Kraft Pulp

SP2301

7,278.0

-0.6%

62,652

99,004

Corn

C2303

2,805.0

-0.46%

135,733

755,373

 

Commodities (nightsession):

* Global crude oil price closedup collectively. January NYMEX contract up 2.84% to closed at $75.25/b, FebruaryBrent contract up 3.14% to closed at $80.44/b. INE crude oil active contract up3.33% to closed at 533 yuan/b.

* Precious metals closed upcollectively. COMEX gold contract up 1.68% to closed at $1822.5/oz. SHFE goldactive contract up 1.1% to closed at 407.7 yuan/gram.

* Metals closed up mostly, LMEaluminum up 1.68%, LME tin up 1.57%, LME zinc up 1.21%, LME copper up 1.06%.LME nickel down 4.47% on the contrast. SHFE tin up 1.31%, SHFE copper up 0.67%,SHFE aluminium up 0.53%, SHFE nickel down 1.58%.

* Commodity futures closed up mostly. Energy & chemistry futures sawstrong performance, LPG up 2.15%, fuel oil up 2.07%, natural rubber up 1.9%,TSR 20 up 1.37%, methanol up 1.18%, glass up 1.03%. Black series closed upcollectively, coking coal up 1.17%. Agricultural products closed upcollectively, RBD palm olein up 2.24%, soybean oil up 1.69%, rapeseed oil up1.31%, cotton yarn up 1.31%.

 

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The report isissued by Orient Securities Co. LTD (Orient Securities) and Shanghai OrientFutures Co. LTD (Orient Futures) to institutional investors. Opinions expressedmay differ from those of other divisions of Orient Securities, including OrientSecurities Research Institute. Orient Securities may trade as principal ininstruments identified herein and may accumulate/have accumulated a long orshort position in instruments or derivatives thereof. Orient Securities haspolicies designed to negate conflicts of interest. This e-mail is not anofficial confirmation of terms and unless stated, is not a recommendation,offer or solicitation to buy or sell. Any prices or quotations contained hereinare indicative only. Communications may be monitored.