DZ20221216
Industrial Economy
*Vice premier Liu He suggested government is considering new supporting measures on property sector given its role played as pillar industry of national economy and to guide market expectation. Local urbanization still at stage of fast growth with plenty of room left for demand to shore up stable development of property sector.
Financials
*PBoC issued briefing of foreign institutions in investment of interbank bond market in Nov that as of end Nov, foreign institutions held cny 3.33tn interbank market bonds, accounting for 2.7% of total volume.
Co Focus
*EVE (300014 CH) issued first-generation large column sodium ion battery product in energy density of 135Wh and cycle counts of 2500 times. Besides, its 46 series large-column lithium batteries to realize massive production.
*Longi P-type HJT battery and indium-free HJT battery saw conversion efficiency of 26.56% and 26.09% respectively, both created new world record and further consolidate industrial tech foundation of low-cost HJT battery.
*Dec 15th Block Trade
*Block Trade Info
*Discount
- C.Q.Pharmaceutical Holding Co. (000950 CH) saw 4 block trades worth 21mn at 5.05 yuan per share, 11.09 discount from last closing.
- Cscec Scimee Sci.&Tech. Co. (300425 CH)saw 3 block trades worth 15mn at 4.53 yuan per share, 12.14 discount from last closing.
- Avic Jonhon Optronic Tech (002179 CH) saw 1 block trade worth 48mn at 56.57 yuan per share, 3.6 discount from last closing.
- Joinn Laboratories Co. (603127 CH) saw 4 block trades worth 44mn at 55 yuan per share, 4.61 discount from last closing.
- Yunnan Baiyao Group Co. (000538 CH) saw 4 block trades worth 300mn at 56.47 yuan per share, 3.01 discount from last closing.
- Yct Electronics Group Co. (301099 CH) saw 7 block trades worth 34mn at 58.08 yuan per share, 9.19 discount from last closing.
- Nanomicro Tech (688690 CH) saw 2 block trades worth 34mn at 54.25 yuan per share, 6.13 discount from last closing.
*Premium
- China Yangtze Power Co. (600900 CH) saw 2 block trades worth 68mn at 21.03 yuan per share, 2.46 premium from last closing.
*Margin Trade
Total Margin Balance |
1.4772 trillion |
Total Short Selling Balance |
95.3 billion |
SH Margin Balance |
0.7778 trillion |
SH Short Selling Balance |
59.7billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
603309 |
165mio |
600900 |
4.79mio |
601117 |
159mio |
600016 |
2.99mio |
601012 |
110mio |
688223 |
2.42mio |
601398 |
82mio |
600008 |
2.03mio |
600238 |
66mio |
600166 |
2.02mio |
SZ Margin Balance |
0.6994 trillion |
SZ Short Selling Balance |
35.6 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300750 |
428mio |
000301 |
7.36mio |
000301 |
169mio |
000625 |
2.56mio |
002460 |
147mio |
300432 |
1.73mio |
002371 |
128mio |
000100 |
1.73mio |
000625 |
120mio |
301368 |
1.44mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+1.1 |
Northbound Net Cash Flow |
+3.9 |
||
Southbound Net Cash Flow |
+0.9 |
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 |
300750 |
420 |
0.53 |
002812 |
267 |
2.64 |
002241 |
234 |
4.5 |
600100 |
162 |
2.02 |
601012 |
215 |
0.64 |
300769 |
135 |
3.79 |
600519 |
204 |
0.09 |
600031 |
130 |
0.91 |
600009 |
201 |
3.05 |
002371 |
118 |
0.93 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2212 |
78,916 |
-17,964 |
23,914 |
-21,460 |
28,437 |
-22,416 |
IF2301 |
68,548 |
27,704 |
47,423 |
17,068 |
53,949 |
19,609 |
IF2303 |
24,985 |
527 |
48,161 |
2,539 |
57,494 |
2,096 |
IF2306 |
8,272 |
1,407 |
19,396 |
808 |
27,566 |
1,495 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2212 |
56,559 |
-15,350 |
16,280 |
-12,360 |
18,801 |
-15,892 |
IH2301 |
50,973 |
16,286 |
37,118 |
11,175 |
47,489 |
13,069 |
IH2303 |
21,063 |
-2,625 |
28,033 |
-18 |
37,090 |
791 |
IH2306 |
5,549 |
-1,093 |
7,436 |
19 |
11,022 |
246 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2212 |
66,697 |
-15,551 |
26,405 |
-19,754 |
27,693 |
-18,954 |
IC2301 |
56,751 |
16,831 |
67,087 |
15,760 |
64,576 |
16,055 |
IC2303 |
26,854 |
1,924 |
96,436 |
2,531 |
93,056 |
2,493 |
IC2306 |
14,190 |
-738 |
61,755 |
1,284 |
67,620 |
1,883 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2212 |
36,453 |
-8,732 |
11,980 |
-7,728 |
12,429 |
-8,547 |
IM2301 |
33,277 |
8,067 |
26,035 |
4,972 |
27,856 |
6,361 |
IM2303 |
16,148 |
-549 |
33,416 |
1,038 |
36,166 |
1,034 |
IM2306 |
7,684 |
307 |
22,009 |
470 |
26,715 |
740 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2212 |
149917 |
14033 |
55977 |
-1875 |
62092 |
-3062 |
IO2301 |
42263 |
10952 |
42617 |
3490 |
40328 |
3545 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2212 |
97362 |
15166 |
23479 |
-1655 |
28399 |
-1642 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2303 |
81,951 |
-1,184 |
33,867 |
1,066 |
37,680 |
13 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2303 |
121,847 |
-12,948 |
81,184 |
-2,774 |
82,485 |
-2,923 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2303 |
152,797 |
-5,321 |
130,973 |
5,101 |
130,200 |
4,825 |
T2306 |
13,865 |
2,337 |
10,413 |
41 |
11,016 |
21 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Soda Ash |
SA305 |
2,798.0 |
+3.17% |
674,432 |
817,102 |
Polyester Staple Fiber |
PF302 |
7,230.0 |
+3.05% |
145,038 |
247,051 |
Steel Rebar |
RB2305 |
4,135.0 |
+2.58% |
910,419 |
1,994,338 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Bonded Copper |
BC2302 |
56,510.0 |
-4.3% |
8,327 |
14,066 |
Tin |
SN2301 |
189,350.0 |
-2.16% |
50,497 |
43,499 |
Silver |
AG2302 |
5,251.0 |
-1.87% |
649,847 |
374,145 |
Commodities (night session):
* Global crude oil price mostly closed down. January NYMEX contract down 1.18% to closed at $76.37/b, February Brent contract down 1.46% to closed at $81.49/b. INE crude oil active contract up 0.15% to closed at 538.9 yuan/b.
* Precious metals closed down collectively. COMEX gold contract down 1.74% to closed at $1787.1/oz. SHFE gold active contract down 0.73% to closed at 403.22 yuan/gram.
* Metals mostly went down, LME copper down 2.6%, LMS zinc down 2.33%, aluminum down 2.37%, LME tin down 3.56%. SHFE tin down 2.16%, copper down 1.26%.
* Commodity futures closed up mostly. Energy & chemistry futures saw strong performance, soda ash up 3.17%, Polyester Staple Fiber up 3.05%, bitumen up 2.35%, PTA up 2.14%. Black series closed up collectively, steel rebar up 2.58%, coke up 2.34%, iron ore up 2.14%. Agricultural products closed mixed, cotton up 2.22%, cotton yarn up 1.68%, soybean oil down 1.57%.
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.