DZ202111108
*Key points
International Relationship
*China has submitted approval letter to the ASEAN Secretary-General and RCEP to take effect from Jan 1st 2022.
Financial News
*The China Securities Association issued notice to the brokerages on "quantitative trading data reporting” which required brokers to submit related data information on a monthly basis, including proprietary and asset management businesses.
Industrial Economy
*The sixth batch of the National Organization's Drug Centralized Belt Procurement (Insulin Special) is being carried out and to open on Nov 26th.
*The Central Committee and the State Council issued opinions on the in-depth fight against pollution. The opinion points out that the relationship between carbon reduction and energy security, supply chain security, food security and normal life of the masses should be handled well, and the goal of national independent contribution to combating climate change by 2030 should be implemented, with the focus on energy, industry, urban and rural construction, transportation and other fields as well as steel, non-ferrous metals, building materials, petrochemicals and other industries to carry out in-depth carbon peak action.
*Under the premise of national unified planning, support qualified local and key industries and enterprises to take the lead in reaching the peak. A total co-ordinated control system for CO2 emissions will be set up and the national carbon emissions trading market to be optimized and to integrate into the national unified public resources trading platform. A national climate change adaptation strategy 2035 will be formulated.
*Guo Shougang, Deputy Director of the Equipment Industry Division of the MIIT, said at the "China Automotive Industry Development Forum" held on Nov 7th during the 4th Expo that a series of policy initiatives to accelerate the development of new energy vehicles will be under research to improve the technical standards of NEV safety, strengthen the intelligent network car data security, network security and software upgrade filing management. The construction of power-up infrastructure will be speed up and the level of connectivity to be improved.
*MIIT has released the NEV list from exemption of car purchase tax with 3 BYD types included.
*The executive meeting of the State Council proposed to deploy phased tax deferment measures for small, medium-sized and micro enterprises in the manufacturing industry. In addition, in order to alleviate the operating difficulties of coal-fired power and heating enterprises, the tax deferment for the fourth quarter of this year was implemented
*Block Trade Info
*Discount
-Changan Automobile (000625,CH) saw 2 block trade worth 18.74 mn at 18.74 yuan per share, 9.90 discount from last closing.
-Inovance Tech (300124,CH) saw 1 block trade worth 12.34 mn at 62.68 yuan per share, 7.99 discount from last closing.
-JCET (600584,CH) saw 1 block trade worth 11.32 mn at 29.80 yuan per share, 7.51 discount from last closing.
-Yanghe Brewery (002034,CH) saw 4 block trade worth 1561.95 mn at 175.50 yuan per share, 5.39 discount from last closing.
-TF Securities (601162,CH) saw 2 block trade worth 133.69 mn at 3.83 yuan per share, 1.83 discount from last closing.
-SMIC (688981,CH) saw 4 block trade at 67.48 mn at 56.24 yuan per share, 1.80 discount from last closing.
-Hengrui Pharmaceuticals (600276,CH) saw 2 block trade worth 1506.96 mn at 51.11 yuan per share, 1.35 discount from last closing.
*Flat
-PIEN TZE HUANG (600436,CH) saw 1 block trade worth 39.95 mn at 419.49 yuan per share, flat from last closing.
-Wingtech (600745,CH) saw 1 block trade worth 21.02 mn at 116.80 yuan per share, flat from last closing.
-LuxShare (002415,CH) saw 2 block trade worth 39.60 mn at 41.20 yuan per share, flat from last closing.
-China Duty Free Group (601888,CH) saw 2 block trade worth 29.14 mn at 230.78 yuan per share, flat from last closing.
-KWEICHOW MOUTAI (600519,CH) saw 3 block trade worth 36.39 mn at 1819.94 yuan per share, flat from last closing.
-Bank of Jiangsu (600919,CH) saw 2 block trade worth 43.66 mn at 6.32 yuan per share, flat from last closing.
-SPD (600000,CH) saw 1 block trade worth 31.67 mn at 8.53 yuan per share, flat from last closing.
-MIDEA Group (000333,CH) saw 1 block trade worth 18.39 mn at 17.14 yuan per share, flat from last closing.
-Goertek (002241,CH) saw 1 block trade worth 68.12 mn at 47.64 yuan per share, flat from last closing.
*Premium
-Wanhua Chemical (600309,CH) saw 1 block trade worth 40.79 mn at 101.00 yuan per share, 0.44 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.6873trillion |
Total Short Selling Balance |
143.4billion |
|
SH Margin Balance |
0.8958 trillion |
SH Short Selling Balance |
89.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600887 |
190mio |
601169 |
2.70mio |
|
601615 |
162mio |
600759 |
2.58mio |
|
600104 |
138mio |
688538 |
2.12mio |
|
600438 |
92.0mio |
600010 |
2.00mio |
|
600219 |
89.7mio |
601988 |
1.75mio |
|
SZ Margin Balance |
0.7915trillion |
SZ Short Selling Balance |
53.7billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002466 |
148mio |
002185 |
9.57mio |
|
002812 |
146mio |
002400 |
3.66mio |
|
002273 |
106mio |
300133 |
2.79mio |
|
002815 |
95.4mio |
002027 |
2.25mio |
|
000001 |
86.9mio |
002610 |
1.73mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-1.99 |
Northbound Net Cash Flow |
1.39 |
||
|
Southbound Net Cash Flow |
0.80 |
Southbound Net Cash Flow |
0.07 |
||
|
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 |
|
603799 |
332 |
2.58 |
300059 |
517 |
1.54 |
|
601888 |
241 |
0.53 |
002460 |
513 |
2.22 |
|
600276 |
230 |
0.70 |
002241 |
322 |
2.05 |
|
603259 |
169 |
0.45 |
300750 |
271 |
0.18 |
|
600104 |
151 |
0.63 |
000581 |
258 |
11.51 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
74,938 |
2,337 |
45,485 |
-269 |
46,964 |
-489 |
|
IF2112 |
23,177 |
-699 |
52,422 |
-249 |
63,390 |
-957 |
|
IF2203 |
6,064 |
-880 |
32,169 |
-7 |
34,242 |
305 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
49,112 |
4,942 |
33,041 |
-295 |
34,089 |
-92 |
|
IH2112 |
16,537 |
1,550 |
28,439 |
573 |
36,167 |
363 |
|
IH2203 |
5,319 |
1,091 |
9,412 |
-6 |
12,701 |
-116 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
66,788 |
10,811 |
53,529 |
1,455 |
56,784 |
1,448 |
|
IC2112 |
31,673 |
6,749 |
79,355 |
3,226 |
87,744 |
2,891 |
|
IC2203 |
12,957 |
1,280 |
59,350 |
1,023 |
66,845 |
632 |
|
IC2206 |
9,131 |
2,418 |
16,002 |
1,614 |
17,188 |
1,868 |
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
121659 |
4140 |
69326 |
1530 |
71647 |
1591 |
|
IO2112 |
19203 |
-2481 |
36387 |
1154 |
39146 |
1361 |
*Treasury futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
40,526 |
19,751 |
20,809 |
-154 |
23,549 |
813 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
56,869 |
19,247 |
61,244 |
-2,689 |
63,107 |
-471 |
|
TF2203 |
9856 |
7072 |
12311 |
2824 |
13476 |
3199 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
108,111 |
42,571 |
109,727 |
-1,374 |
109,637 |
334 |
|
T2203 |
20939 |
7836 |
27271 |
3007 |
28574 |
2642 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coke |
J2201 |
3,159.0 |
+4.45% |
15,877 |
32,484 |
|
Steel Rebar |
RB2201 |
4,386.0 |
+4.38% |
1,219,071 |
1,287,908 |
|
Glass |
FG201 |
1,725.0 |
+3.42% |
245,509 |
218,853 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
RBD Palm Olein |
P2201 |
9,176.0 |
-3.17% |
1,070,735 |
335,707 |
|
Soybean Oil |
Y2201 |
9,346.0 |
-2.95% |
889,267 |
389,032 |
|
Rapeseed Oil |
OI201 |
12,286.0 |
-2.2% |
479,247 |
214,679 |
* The December contract of WTI rose by 2.99%, quoted at $81.17/barrel. Likewise, Brent Oil went 2.27% higher to $82.37/barrel. For the past week, the December contract of WTI and Brent decreased 2.87% and 1.7% respectively.
* For the first week of November, majorities of products in global market rose more and fell less, all the stock markets closed up except SSE Index and South Korean index KS11 fell slightly. In terms of commodities, LME aluminum dropped the most, while natural gas futures continued to rise sharply and leading the upside.
* For the night session on Nov 5, chemical and energy sector went up sharply with glass up by 3.42%, PVC rose by 2.46%, fuel oil and soda ash both increased more than 2%. For black series, coke and steel rebar went up by 4.45% and 4.38% respectively leading the upside, coking coal shifted higher by 3.21% as well. Thermal coal closed up by 2.8%, and iron ore quoted 2.58% higher.
* LME metals mostly closed up with LME copper rose 0.69% to $9,504/ton, LME zinc down by 0.59% to $3,221.5/ton, LME nickel up by 1.54% to $19,435/ ton, LME aluminum up by 0.02% quoted at $2,555/ton, LME tin rose by 2.16% to $37,240/ ton, lead shifted 0.3% higher to $2,355/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
