DZ20230208

 

Data

*China end-Jan foreign exchange reserve at usd 3.184tn, vs est usd 3.152tn and previous usd 3.128tn. China end-Jan gold reserves at 65.12mio fine troy ounces, rises for the third month.

*China end-2022 equities held by overseas entities at cny 3.2tn.

*CPCAAUTO: nationwide vehicle retail sales in Jan of 1.24mio units, down 41% y/y and down 43% m/m according to preliminary statistics with wholesale around 1.34mio units, down 38% y/y and down 40% m/m.

 

Industrial Economy

*Guangdong local government issued carbon peak implementation plan which aims to form up economic system of green low carbon cyclical development during the 14th FY plan period with consumption proportion of non-fossil energy to reach over 32% by 2025. Two tens of billions kW level offshore wind power base stations to be built up and installed capacity of wind and PV power to reach 74mio kW by 2030. Projects of new energy and energy storage to be steadily promoted with new-type installed capacity of energy storage to reach over 2mio kW by 2025. The proportion of new transportation tools using new energy shall reach 40% by 2030.

 

Co Focus

*Jiayuan Tech (688388 CH) said during institutional investigation that company expects to see total capacity double in 2023 on basis of 2022 level to over 100k ton.

*Douyin has launched internal testing of food delivery service in 3 cities with no detailed schedule set yet on nationwide promotion, said by someone in charge of this matter from Douyin.

*CATL said on investor interactive platform that Kirin battery to realize massive production in 1Q2023.

 

*Feb 7th Block Trade

*Block Trade Info

*Discount

- Offcn Education(002607 CH)saw 1 block trade worth 208mn at 5.31 yuan per share, 9.08 discount from last closing.

- Genimous Tech Co. (000676 CH) saw 5 block trades worth 12mn at 5.37 yuan per share, 12.4 discount from last closing.

- Zhaowei Machinery & Electronics Co. (003021 CH) saw 12 block trades worth 67mn at 60 yuan per share, 14.72 discount from last closing.

- Zhangyuan Tungsten Co.(002378 CH) saw 10 block trades worth 70mn at 7.82 yuan per share, 12.92 discount from last closing.

- Espressif Systems (688018 CH) saw 4 block trades worth 42mn at 105.33 yuan per share, 3.76 discount from last closing.

- Amlogic (Shanghai) Co. (688099 CH) saw 7 block trades worth 94mn at 72.78 yuan per share, 7.00 discount from last closing.

- Hichain Logistics Co. (300873 CH) saw 2 block trades worth 43mn at 29.44 yuan per share, 2.03 discount from last closing.

 

*Premium

- Salt Lake (000792 CH)saw 2 block trades worth 100mn at 25.15 yuan per share, 0.2 premium from last closing.

 

*Margin Trade

Total Margin Balance

1.4695 trillion

Total Short Selling Balance

94.8 billion

SH Margin Balance

0.7731 trillion

SH Short Selling Balance

59.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601020

137mio

600029

105mio

688111

125mio

600919

6.74mio

601012

113mio

600010

4.64mio

688017

108mio

601012

2.81mio

600009

103mio

600166

1.48mio

SZ Margin Balance

0.6964 trillion

SZ Short Selling Balance

35.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002230

279mio

002195

3.15mio

000681

198mio

300059

3.14mio

300339

156mio

300134

2.38mio

000977

141mio

002241

2.32mio

002050

128mio

300070

1.96mio

 

*Connection Trade

 

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-0.2

Northbound Net Cash Flow

-3.6

Southbound Net Cash Flow

-0.7

Southbound Net Cash Flow

+0.7

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

552

0.24

002594

407

1.2

000568

463

1.35

002241

317

4.62

600570

410

4.55

002714

263

1.45

601318

397

0.76

002013

262

6.3

600900

275

0.58

600438

255

1.39

 

*Index Futures

 

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2302

69,524

-15,235

42,911

-2,803

46,427

-2,583

IF2303

32,489

-14,921

58,508

-458

70,188

-198

IF2306

11,075

-4,210

35,759

-114

46,211

-207

IF2309

5,886

-167

7,194

808

9,539

955

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2302

51,591

-12,637

30,652

-2,974

34,520

-3,564

IH2303

23,079

-11,393

35,684

-71

47,970

209

IH2306

7,728

-1,820

15,929

-185

21,094

145

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2302

59,744

66

49,660

-735

47,868

-620

IC2303

30,535

-579

92,669

1,430

93,204

1,366

IC2306

11,521

57

78,205

52

84,707

-13

IC2309

5,758

-1,973

12,629

572

12,943

565

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2302

46,647

631

29,878

763

31,836

634

IM2303

23,288

-3,077

41,280

-109

44,315

-185

IM2306

10,477

-1,069

29,530

-225

38,942

-270

 

*Index Options

 

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2302

87288

-36577

49539

-1629

54564

57

IO2303

12895

-4933

27889

649

31446

1099

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2302

75898

2220

27757

-538

30704

-373

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2302

35161

-22892

23166

536

26261

920

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2303

76,041

-12,014

29,975

-968

32,377

-1,163

TS2306

9,115

2,197

11,167

1,727

12,188

2,010

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2303

102,583

12,799

71,932

1,207

70,657

-221

TF2306

17,629

3,564

21,806

3,757

22,777

3,369

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2303

100,731

5,920

127,088

535

117,440

-1,481

T2306

28,077

5,186

39,207

2,626

40,290

2,507

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Crude Oil

SC2303

539.1

+3.18%

79,411

23,178

Fuel Oil

FU2305

2,626.0

+1.55%

385,547

402,769

Soybean Oil

Y2305

8,760.0

+1.11%

174,207

416,830

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

LPG

PG2303

4,734.0

-2.53%

46,208

75,497

Glass

FG305

1,525.0

-1.23%

325,337

1,008,633

EG

EG2305

4,162.0

-1.16%

124,229

399,153

 

* Commodities (night session):

* Global crude oil price closed up collectively. March NYMEX crude oil contract up 4.7% to closed at $77.59/b, April Brent contract up 3.86% to closed at $84.12/b. INE crude oil active contract up 3.18% to 539.1 yuan/b.

* Precious metals closed mixed. COMEX gold contract up 0.3% to closed at $1885.1/oz. SHFE gold active contract down 0.14% to closed at 412.36 yuan/gram.

* Metals closed up collectively, LME zinc up 2.09%, LME tin up 1.43%, LME nickel up 1.05%, LME lead up 0.55%. SHFE zinc up 0.88%, SHFE tin up 0.76%.

* Commodity futures closed down mostly, energy & chemistry futures saw weak performance, LPG down 2.53%, glass down 1.23%, MEG down 1.16%. Black series went down collectively, coking coal down 0.91%. Agriculture futures closed up mostly, soybean oil up 1.11%, RBD palm olein up 1.01%, cotton down 1.14%.



 

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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.