DZ20211105
*Key points
Financial News
*President Xi Jinping attended the 4th China International Import Expo and said to expand high-level opening-up, participate in multiple theme negotiation, newly set up demonstration zone of innovation for import trade, join in CPTPP and to cope with climate change in active manner.
*Supervision over quantitative trading has been further tightened with a few quant fund products been removed from fast record channel.
Industrial Economy
*MIIT and 3 other departments issued pilot plan on smart manufacturing with a batch of leading plants to be built up by 2025 and solutions for core technique, equipment, software and standard to be driven.
*NDRC: coal inventory in Qinghuangdao Port has exceeded 5.1mio ton as of Nov 3rd, exceeded last year level and to new high within the year.
Co Focus
*The IPO application of China Mobile has been approved by CSRC and it plans to issue no more than 965mio shares with cny 56bn to be raised.
*Longi has received temporary restraining order for cross-border business by local court in Netherlands on Nov 3rd for application submitted by Hanwha, to take effect a month after delivery.
*Block Trade Info
*Discount
-Toly Bread (603866 CH) saw 5 block trade worth 37.3mn at 30.6yuan per share, 9.2pct discount from last closing.
-Bestore (603719 CH) saw 10 block trade worth 60.8mn at 40.54yuan per share, 8.28pct discount from last closing.
-Jingjin Environmental Protection (603279 CH) saw 1 block trade worth 113.3mn at 32.06yuan per share, 10.94pct discount from last closing.
-Industrial Bank (601166 CH) saw 3 block trade worth 997mn at 17.19yuan per share, 5.7pct discount from last closing.
-Jonjee Hi-Tech (600872 CH) saw 8 block trade worth 129mn at 33.65yuan per share, 14.90pct discount from last closing.
-S.C New Energy (300724 CH) saw 10 block trade worth 221mn at 109.76yuan per share, 14.80pct discount from last closing.
*Flat
-Moutai (600519 CH) saw 5 block trade worth 81.7mn at 1804.2yuan per share, flat from last closing.
-Luxshare (002475 CH) saw 2 block trade worth 39mn at 41.2yuan per share, flat from last closing.
-Goldwind (002202 CH) saw 1 block trade worth 267.3mn at 20.56yuan per share, flat from last closing.
*Premium
-Shengyi Tech (600183 CH) saw 1 block trade worth 571mn at 24.70yuan per share, 4.31pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.6972trillion |
Total Short Selling Balance |
145.7billion |
|
SH Margin Balance |
0.9024trillion |
SH Short Selling Balance |
91.3billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
603259 |
377mio |
516780 |
3.1mio |
|
600905 |
287mio |
688660 |
2.3mio |
|
600438 |
276mio |
601939 |
2.2mio |
|
601012 |
219mio |
601318 |
2.0mio |
|
600887 |
195mio |
512660 |
1.6mio |
|
SZ Margin Balance |
0.7948trillion |
SZ Short Selling Balance |
54.4billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002466 |
282mio |
000630 |
1.7mio |
|
002460 |
224mio |
002304 |
1.5mio |
|
002202 |
189mio |
000338 |
1.2mio |
|
000876 |
173mio |
000876 |
750k |
|
300498 |
164mio |
000625 |
742k |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
- 0.40 |
Northbound Net Cash Flow |
1.25 |
||
|
Southbound Net Cash Flow |
0.28 |
Southbound Net Cash Flow |
0.64 |
||
|
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 |
|
600460 |
589 |
6.82 |
601012 |
897 |
1.82 |
|
300124 |
545 |
3.12 |
000651 |
358 |
1.64 |
|
300073 |
540 |
14.45 |
600030 |
234 |
0.71 |
|
600519 |
512 |
0.23 |
300433 |
207 |
1.91 |
|
601888 |
473 |
1.06 |
000009 |
206 |
4.20 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
73,125 |
-6,429 |
45,825 |
-2,253 |
47,453 |
-1,745 |
|
IF2112 |
24,140 |
-3,563 |
52,732 |
155 |
64,394 |
-436 |
|
IF2203 |
7,347 |
-1,416 |
32,188 |
-242 |
33,937 |
-355 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
44,776 |
-4,489 |
33,462 |
-933 |
34,359 |
-1,887 |
|
IH2112 |
15,183 |
-4,277 |
27,866 |
-407 |
35,921 |
-47 |
|
IH2203 |
4,327 |
-1,535 |
9,474 |
-280 |
12,917 |
-178 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
57,219 |
-17,580 |
52,726 |
-5,655 |
55,728 |
-4,219 |
|
IC2112 |
25,204 |
-6,551 |
76,167 |
-1,186 |
84,926 |
-906 |
|
IC2203 |
12,079 |
1,278 |
58,348 |
-29 |
66,213 |
-67 |
|
IC2206 |
6,888 |
-931 |
14,388 |
790 |
15,421 |
1,035 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
117779 |
-16417 |
67985 |
-13 |
70344 |
-2005 |
|
IO2112 |
22044 |
1149 |
35253 |
-70 |
37870 |
422 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
20,826 |
-9,181 |
20,963 |
289 |
23,240 |
62 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
39,077 |
-9,431 |
63,933 |
-226 |
63,623 |
280 |
|
TF2203 |
3186 |
688 |
9880 |
744 |
10286 |
838 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
69,510 |
-21,864 |
111,101 |
-59 |
110,157 |
-438 |
|
T2203 |
15,438 |
3,149 |
24,386 |
2,865 |
26,019 |
2,981 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Silver |
ag2112 |
4,874.0 |
+1.73% |
291,935 |
338,848 |
|
LLDPE |
l2201 |
8,827.0 |
+1.58% |
267,570 |
252,881 |
|
Gold |
au2112 |
370.3 |
+1.15% |
70,114 |
87,364 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soda Ash |
sa201 |
2,536.0 |
-6.28% |
504,985 |
334,311 |
|
Aluminum |
al2112 |
18,885.0 |
-5.39% |
304,830 |
222,242 |
|
Coke |
j2201 |
2,984.0 |
-3.93% |
12,460 |
32,263 |
Commodities (night session):
* OPEC+ maintained its target pace of production increment and refused to further increase output, led to market speculation of US utilization of oil reserves, global crude oil price fell collectively. December NYMEX crude oil contract down 1.89% to closed at $79.33/b. December Brent contract down 1.34% to closed at $80.89/b, INE crude oil active contract quoted 1.81% lower to closed at 504.3 yuan/b.
* The market expectation for interest hike subsides amid FED and British Central bank’s latest stands, gold price went up collectively. COMEX gold futures closed at $1793/oz (up 1.65%). SHFE gold active contract closed at 370.32 yuan/gram (up 1.15%).
* Metals mostly closed down. LME aluminum down 3.86%, copper down 0.48%, nickel up 0.12%. SHFE aluminum down 5.39%, copper down 1.42%, bonded copper down 1.48%.
* Commodity futures mostly closed down. Energy & chemistry sector performed weak, with soda ash slumped 6.28%, PVC declined 2.88%, glass went down 2.83%. Black series mostly closed down, coke down 3.93%, iron ore down 3.89%, hot-rolled coil down 3.85%, whereas thermal coal went up 0.19%. Agriculture commodity futures performed weak as well, soybean oil fell 2.15%, RBD palm olein down 2.04%.
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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.
