DZ20211110
*Key points
Industrial Economy：
*NDRC and 9 other departments issued the plan in promoting clean production during the 14th 5-year plan period which proposed fully promotion by 2025 and further deepen in agriculture, services, construction and transportation fields. Efficiency of energy resource utilization to be significantly improved with intensity of major pollutants and CO2 emissions in key industries to be significantly reduced. New buildings in cities will fully meet green building standards.
*NDRC and related departments jointly issued plan to promote high-quality development of bulk substance with a batch of high value added types developed by 2025. World leading firms, industrial clusters and production bases will be cultivated in improved capacity of green low-carbon development.
*Guangdong province issued notice to promote city consumption with restriction on license plates in Guangzhou and Shenzhen to be eased and application requirement on NEV to be widened.
*MIIT said to continue upgrading the level of security protection for industrial internet platforms, encourage build-up of enterprise-level security awareness capabilities and to integrate key platforms into the security monitoring system.
*Related departments are currently working on a carbon quota allocation method for non-ferrous metals, building materials and steel industries, to promote the participation of enterprises in the above three industries in carbon trading.
*Block Trade Info
*Discount
-Yuan Long-ping High-Tech Agriculture (000998,CH) saw 2 block trade worth 34.78 mn at 20.80 yuan per share, 17.69 discount from last closing.
-Jiugui Liqor (000799,CH) saw 1 block trade worth 22.83 mn at 190.89 yuan per share, 9.27 discount from last closing.
-Industrial Bank (601166,CH) saw 4 block trade worth 999.86 mn at 16.99 yuan per share, 7.21 discount from last closing.
-TF Securities (601162,CH) saw 2 block trade worth 48.91 mn at 3.81 yuan per share, 3.93 discount from last closing.
-SMIC (688981,CH) saw 4 block trade worth 68.95 mn at 54.47 yuan per share, 1.75 discount from last closing.
-National Silicon Industry Group (688126,CH) saw 2 block trade worth 57.20 mn at 28.60 yuan per share, 1.52 discount from last closing.
-Arawana (300999,CH) saw 1 block trade worth 32.45 mn at 64.90 yuan per share, 1.10 discount from last closing.
*Flat
-PIEN TZE HUANG (600436,CH) saw 2 block trade worth 58.79 mn at 422.99 yuan per share, flat from last closing.
-CATL (300750,CH) saw 1 block trade worth 49.74 mn at 663.28 yuan per share, flat from last closing.
-HKVisioin (002415,CH) saw 2 block trade worth 258.91 mn at 52.20 yuan per share, flat from last closing.
-Sanhua Intelligent Controls (002050,CH) saw 3 block trade worth 56.30 mn at 24.53 yuan per share, flat from last closing.
*Premium
-KWEICHOW MOUTAI (600519,CH) saw 1 block trade worth 23.30 mn at 1879.10 yuan per share, 4.98 premium from last closing.
-MIDEA (000333,CH) saw 2 block trade worth 68.89 mn at 68.89 mn at 75.21 yuan per share, 9.00 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.6959trillion |
Total Short Selling Balance |
141.1billion |
|
SH Margin Balance |
0.8987 trillion |
SH Short Selling Balance |
79.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
268mio |
603866 |
1.82mio |
|
688981 |
168mio |
600096 |
1.67mio |
|
600460 |
167mio |
601919 |
1.31mio |
|
601615 |
159mio |
601360 |
1.23mio |
|
600893 |
126mio |
601668 |
1.21mio |
|
SZ Margin Balance |
0.7972trillion |
SZ Short Selling Balance |
52.6billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002202 |
155mio |
002610 |
1.69mio |
|
300059 |
147mio |
000875 |
1.36mio |
|
002617 |
113mio |
000998 |
1.22mio |
|
002610 |
113mio |
002385 |
1.12mio |
|
300014 |
108mio |
300623 |
1.03mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-1.95 |
Northbound Net Cash Flow |
-0.16 |
||
|
Southbound Net Cash Flow |
-0.12 |
Southbound Net Cash Flow |
-0.57 |
||
|
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 |
|
601012 |
526 |
1.06 |
300750 |
533 |
0.35 |
|
603659 |
161 |
1.19 |
002648 |
341 |
5.41 |
|
600584 |
153 |
2.76 |
000858 |
260 |
0.32 |
|
601888 |
140 |
0.31 |
300124 |
206 |
1.11 |
|
600660 |
134 |
1.04 |
002812 |
172 |
0.71 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
75,901 |
6,843 |
45,970 |
2,446 |
46,833 |
1,145 |
|
IF2112 |
29,273 |
6,447 |
53,506 |
768 |
65,306 |
1,575 |
|
IF2203 |
10,043 |
3,987 |
32,590 |
130 |
35,148 |
331 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
48,151 |
2,651 |
35,128 |
1,877 |
35,860 |
1,142 |
|
IH2112 |
19,635 |
3,854 |
28,991 |
314 |
36,494 |
139 |
|
IH2203 |
6,639 |
955 |
10,293 |
533 |
13,603 |
785 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
59,054 |
-326 |
47,946 |
-1,642 |
49,707 |
-2,913 |
|
IC2112 |
27,344 |
-564 |
80,005 |
1,006 |
87,917 |
375 |
|
IC2203 |
11,862 |
143 |
59,933 |
1,056 |
67,036 |
424 |
|
IC2206 |
10,726 |
819 |
20,788 |
2,490 |
22,309 |
2,906 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
132182 |
23552 |
71289 |
717 |
73398 |
716 |
|
IO2112 |
28404 |
7071 |
38307 |
862 |
41478 |
863 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
33,995 |
2,083 |
18,701 |
-345 |
21,824 |
-975 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
46,756 |
-1,482 |
58,107 |
-1,722 |
61,534 |
-845 |
|
TF2203 |
13,775 |
1,195 |
18,898 |
3,068 |
20,643 |
3,123 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
94,850 |
11,732 |
105,919 |
-1,586 |
107,331 |
-435 |
|
T2203 |
29,200 |
10,363 |
35,244 |
5,499 |
37,613 |
5,720 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
No.1 Soybeans |
a2201 |
6,463.0 |
+2.31% |
94,794 |
130,624 |
|
Rapeseed Meal |
rm201 |
2,618.0 |
+2.27% |
416,800 |
315,519 |
|
Corn Starch |
cs2201 |
3,279.0 |
+1.17% |
71,374 |
136,225 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Methanol |
ma201 |
2,605.0 |
-7.26% |
1,409,170 |
1,037,765 |
|
Glass |
fg201 |
1,596.0 |
-6.67% |
220,164 |
235,544 |
|
Iron Ore |
i2201 |
528.0 |
-6.13% |
358,211 |
497,350 |
Commodities (night session):
* EIA revised up forecast on US crude oil benchmark price. As of the week of November 5th, 2021, the weekly US crude oil reserve decreased by 2485 thousand barrels. December NYMEX crude oil contract rose 3.22% to closed at $84.57/b, December Brent contract rose 2.03% to closed at $85.12/b, INE crude oil active contract quoted 0.87% higher to closed at 530.9 yuan/b.
* Gold price rose to highest point since September amid sliding USD. COMEX gold futures closed at $1834/oz (up 0.33%). SHFE gold active contract closed at 377.98 yuan/gram (up 0.3%).
* Metals mostly closed down. LME aluminum went down 1.65%, copper down 0.72%, zinc up 0.15%. SHFE aluminum down 1.50%, copper down 0.79%, bonded copper down 0.40%, zinc up 0.71%.
* Commodity futures mostly closed down. Energy & chemistry sector saw week performance, with methanol plummeted 7.26%, glass slumped 6.67%, LPG down 4.81%, EG down 3.44%. Black series went down collectively, iron ore declined sharply by 6.13%, hot-rolled coil down 4.69%, coke down 4.67%, coking coal down 4.34%. Agriculture commodity futures saw diverge performance, No.1 soybeans rose 2.31%, rapeseed meal went up 2.27%, whereas soybean oil down 1.19%, RBD palm olein down 1.15%.
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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
