DZ20211119

*Key points

Financial News

*State Administration of Market Regulation issued notice on cos. overseas anti-monopoly rules with overseas antitrust departments encouraged to be set up.

*The central politic bureau chaired meeting which emphasized to strengthen resilience and anti-shock ability of industries and to safeguard bottom-line of systematic financial risk with food, mining and infrastructure safety to be ensured. Political security shall be prioritized and to strengthen the strategic supporting role played by independent technology.

Industrial Economy

*Ministry of Foreign Affairs denied rumors saying China speed up replacement plan on U.S. and foreign technology.

*China anti-monopoly commission of the State Council issued anti-monopoly guidelines on active drug ingredients with related monopoly behavior to be prevented and under control.

*The carbon peak implementation plan of steel industry will be released and implemented in the short term, as said by executive president of China steel industrial association.

Co Focus

*Sanquan Food (002216 CH) announces to raise some products price by 3%-10%, effective from 1st Dec, 2021, due to hiking costs in raw material, labor, transportation and energy.

*Block Trade Info

*Discount

-Ninebot (689009 CH) saw 13 block trade worth 351.1mn at 57yuan per share, 8.90pct discount from last closing.

-SMIC (688981 CH) saw 4 block trade worth 138mn at 52.99yuan per share, 2.90pct discount from last closing.

-3peak (688536 CH) saw 5 block trade worth 127mn at 747.06/751.07yuan per share, 7.05/7.54pct discount from last closing.

-Transsion Holdings (688036 CH) saw 9 block trade worth 1.1bn at 162.52/166.15yuan per share, 2/4.14pct discount from last closing.

-Huangma Tech (603181 CH) saw 24 block trade worth 319mn at 15.19yuan per share, 7.83pct discount from last closing.

-Keda Industrial Group (600499 CH) saw 1 block trade worth 804mn at 21.34yuan per share, 4pct discount from last closing.

-Haohua Chemical Sci&Tech (600378 CH) saw 1 block trade worth 125mn at 31.32yuan per share, 11.27pct discount from last closing.

*Flat

-Sanhua (002050 CH) saw 3 block trade worth 46.8mn at 23.24yuan per share, flat from last closing.

*Margin Trade

Total Margin Balance

1.7020trillion

Total Short Selling Balance

135.3billion

SH Margin Balance

0.8978trillion

SH Short Selling Balance

84.6billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

688082

397mio

600016

3.2mio

603259

308mio

600233

3.0mio

600276

163mio

601398

1.7mio

688599

126mio

688082

1.3mio

600409

96mio

601600

1.0mio

SZ Margin Balance

0.8042trillion

SZ Short Selling Balance

50.7billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

688082

397mio

600016

3.2mio

603259

308mio

600233

3.0mio

600276

163mio

601398

1.8mio

688599

126mio

688082

1.3mio

600409

96mio

601600

1.0mio

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-3.32

Northbound Net Cash Flow

-1.13

Southbound Net Cash Flow

-0.29

Southbound Net Cash Flow

-0.18

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

002241

499

2.86

600276

436

1.26

002352

332

1.07

000858

397

0.48

300750

218

0.15

002027

321

3.01

300124

209

1.19

601318

310

0.34

300316

193

2.03

600104

211

0.87

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2111

50,106

-7,381

14,804

-9,269

15,099

-10,288

IF2112

75,633

34,353

73,834

10,887

86,353

12,049

IF2203

13,150

5,415

36,091

1,583

39,126

1,693

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2111

34,999

-3,599

11,584

-9,908

12,078

-9,455

IH2112

48,494

16,475

44,117

7,917

50,076

8,097

IH2203

9,158

3,734

12,177

1,181

15,444

853

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2111

44,840

1,474

13,487

-10,389

12,725

-11,902

IC2112

68,369

30,407

100,579

11,178

113,135

13,327

IC2203

15,330

5,303

61,462

1,109

70,175

1,265

IC2206

12,767

3,418

29,819

2,559

33,303

2,905

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2111

151028

29068

50929

-1047

52378

-1928

IO2112

88294

39956

60726

5203

64245

5741

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2112

22,521

-1,860

13,428

-2,008

14,362

-2,563

TS2203

14,900

4,914

18,489

3,264

19,699

3,234

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2112

42,176

969

31,730

-6,731

34,542

-5,833

TF2203

35,028

12,070

44,534

6,736

48,539

7,476

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2112

92,289

25,823

53,699

-12,470

58,015

-11,884

T2203

87,414

40,798

85,613

14,893

94,946

17,044

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Nickel

ni2112

144,990.0

+2.18%

104,450

87,604

RBD Palm Olein

p2201

9,836.0

+1.51%

264,106

343,440

Natural Rubber

ru2201

14,710.0

+1.45%

94,851

132,871

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Hot-rolled Coil

hc2201

4,262.0

-3.27%

287,600

529,716

Coke

j2201

2,709.5

-2.78%

9,720

21,131

EG

eg2201

4,905.0

-2.72%

132,240

218,704

 

Commodities (night session):

* The tight inventory and rising demand led to the rise of global crude oil price. December NYMEX crude oil contract went up 0.99% to closed at $78.32/b, December Brent contract rose 1.02% to closed at $81.1/b, INE crude oil active contract quoted 0.12% lower to closed at 499.5 yuan/b.

* COMEX gold futures closed at $1860.6/oz (down 0.51%). SHFE gold active contract closed at 382.52 yuan/gram (down 0.35%).

* Metals mostly went up. LME aluminum up 0.29%, copper up 0.78%, whereas zinc down 0.8%. SHFE metals saw diverge performance, aluminum down 0.59%, bond up 0.38%, bonded copper up 0.25%, zinc down 0.15%.

* Commodity futures performed mixed. Energy & chemistry sector saw diverge performance, with rubber up 1.45%, PVC up 1.34%, TSR 20 up 0.91%, EG down 2.72%, polyester staple fiber down 1.25%. Black series all closed down, hot-rolled coil down 3.27%, coke down 2.78%, iron ore down 1.72%, coking coal down 1.71%. Agriculture commodity futures saw diverge performance, RBD palm olein up 1.51%, corn starch up 1.19%, No.2 soybeans up 0.96%, whereas white sugar down 0.7%.

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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.