DZ20211102
*Key points
Industrial Economy
*President Xi Jinping issued regulation on purchase of military equipment, took effect from Nov 1st which has 8 chapters and 42 provisions in detailed regulation to ensure quickly generated combat power.
*Ministry of Housing, NDRC and related departments jointly issued notice to well supervise and evaluate public rental housings with construction target to be set up, yearly plan to be formulated and announced to public soon.
*MoC issued notice to stabilize market price and supply of life necessities during coming months and long-term sales contracts are encouraged to be signed between farm products distributors and production base stations.
Data
*1651 firms listed on SH stock exchange saw accumulated operation income of cny 33.44tn, up 21.43% y/y and net profit of cny 3.08tn, up 27.14% y/y.
Co Focus
*Huawei has clarified rumors saying access of Geely new vehicles to Harmony system.
*Moutai saw price cut at different level with bulk pack down by 200-300yuan and full load down by 400-500yuan per bottle, according to distributors in Shenzhen, while no sharp decline as rumors said.
*Block Trade Info
*Discount
-Goodix Tech (603160 CH) saw 1 block trade worth 36.88mn at 92.20 yuan per share, 14pct discount from last closing.
-Bank of Hangzhou (600926 CH) saw 1 block trade worth 15mn at 12.85 yuan per share, 13.18pct discount from last closing.
-Luxshare (002475 CH) saw 1 block trade worth 2.7 mn at 34.78 yuan per share, 12.6 pct discount from last closing.
-SAIC Motor (600104 CH) saw 2 block trade worth 558mn at 19.37 yuan per share, 3pct discount from last closing.
-Sanqi Interative Entertainment (002555 CH) saw 13 block trade worth 132mn at 23.09yuan per share, 8.92 pct discount from last closing.
*Premium
- Gold Mantis (002081 CH) saw 1 block trade worth 2.9mn at 6.55 yuan per share, 9.9% premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7012trillion |
Total Short Selling Balance |
150.2billion |
|
SH Margin Balance |
0.9049trillion |
SH Short Selling Balance |
94.0billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600905 |
668mio |
512760 |
6.0mio |
|
601012 |
616mio |
512660 |
3.9mio |
|
603259 |
366mio |
510300 |
3.7mio |
|
600438 |
352mio |
688538 |
3.3mio |
|
600096 |
264mio |
512100 |
3.0mio |
|
SZ Margin Balance |
0.7963trillion |
SZ Short Selling Balance |
56.2billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002129 |
482mio |
002736 |
2.5mio |
|
000858 |
331mio |
000338 |
1.8mio |
|
000519 |
322mio |
002506 |
1.5mio |
|
002460 |
221mio |
300339 |
1.3mio |
|
002202 |
213mio |
000937 |
892k |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
1.36 |
Northbound Net Cash Flow |
-0.65 |
||
|
Southbound Net Cash Flow |
0.15 |
Southbound Net Cash Flow |
-1.49 |
||
|
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 |
1282 |
0.86 |
000858 |
897 |
1.07 |
|
600519 |
606 |
0.26 |
002594 |
537 |
0.60 |
|
002241 |
488 |
3.28 |
603259 |
437 |
1.07 |
|
000100 |
395 |
4.64 |
000002 |
367 |
1.73 |
|
000625 |
317 |
2.13 |
603799 |
365 |
2.69 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
71,079 |
-7,441 |
44,117 |
-977 |
47,572 |
-1,614 |
|
IF2112 |
23,501 |
-4,259 |
52,325 |
-940 |
64,504 |
-1,975 |
|
IF2203 |
7,802 |
-350 |
30,883 |
503 |
32,135 |
963 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
48,410 |
989 |
32,472 |
1,376 |
35,013 |
1,375 |
|
IH2112 |
16,548 |
236 |
27,607 |
-1,018 |
35,087 |
-1,047 |
|
IH2203 |
5,731 |
971 |
9,257 |
377 |
11,924 |
321 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
63,776 |
-7,870 |
56,312 |
-1,652 |
58,969 |
-1,614 |
|
IC2112 |
24,922 |
-2,409 |
74,910 |
2,065 |
84,380 |
1,492 |
|
IC2203 |
10,412 |
-1,962 |
58,204 |
-291 |
65,380 |
-99 |
|
IC2206 |
5,500 |
-635 |
11,167 |
591 |
11,861 |
537 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
95856 |
-203 |
66812 |
1383 |
69299 |
1416 |
|
IO2112 |
13154 |
21 |
32992 |
1292 |
35421 |
1376 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
24,456 |
-3,743 |
20,542 |
-724 |
23,050 |
-309 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
49,770 |
1,632 |
66,234 |
1,223 |
64,625 |
1,258 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
100,866 |
11,392 |
115,766 |
489 |
116,565 |
604 |
|
T2203 |
13290 |
5730 |
18332 |
1878 |
18943 |
1881 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Bitumen |
BU2112 |
3,230.0 |
+2.22% |
185,284 |
224,763 |
|
Crude Oil |
SC2112 |
531.7 |
+2.05% |
63,327 |
30,123 |
|
EG |
EG2201 |
5,710.0 |
+1.76% |
330,826 |
162,573 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Thermal Coal |
ZC201 |
901.6 |
-4.47% |
23,646 |
34,206 |
|
PVC |
V2201 |
8,809.0 |
-4.43% |
671,863 |
340,800 |
|
Iron Ore |
I2201 |
602.0 |
-4.14% |
345,933 |
496,405 |
* The December contract of WTI rose by 0.32%, quoted at $83.84/barrel. Likewise, Brent Oil went 0.86% higher to $84.44/barrel. WTI Price exceeded Brent oil price, the first time since last year, and WTI futures price exceeded Brent oil futures price as well, the first time since May 29, 2020. According to Bank of America, crude oil futures price will be hitting $120/barrel in several months.
* Upon institutional survey, the implementation rate of OPEC+ for production cut rose from 114% in September to 118% in October, and the production level of OPEC+ increased with Saudi and Iraq leading the upside, added 190 thousand barrels/day MoM to 27.5 million barrels/day.
* For the night session on Nov 1, black series continued to fall with both thermal coal and iron ore decreased more than 4%, steel rebar down by 3.11%, while coke went up by 1.7%. For chemical and energy sector, bitumen rose by 2.22%, EG and LPG both closed up more than 1.5%, while PVC fell over 4%, methanol down by 3.3% and glass closed down with a 2.29% decline.
* LME metals mostly closed mixed with LME copper rose 0.19% to $9,514/ton, LME zinc down by 0.4% to $3,365/ton, LME nickel up by 1.01% to $19,645/ ton, LME aluminum down by 0.06% quoted at $2,715/ton, while LME tin rose by 0.71% to $37,150/ ton, lead fell by 0.5% to $2,372/ton.
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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.
