DZ20211111
*Key points
Financials
*CHINA OCT. AGGREGATE FINANCING 1,590.0B YUAN; EST. 1,700.0B
*CHINA OCT. M2 MONEY SUPPLY RISES 8.7% Y/Y; EST. 8.3%
*CHINA OCT. NEW YUAN LOANS 826.2B YUAN; EST. 800.0B
Property
*Rumors say Shenyang local real estate bureau announced to remove restrictions on property from Nov 11st and some agencies have confirmed the news with oral notice issued.
*The latest data released by the central bank show that the recent financial institutions real estate loans significantly accelerated. The balance of personal housing loans of banking financial institutions was cny 37.7tn, increase of cny348.1 bn yuan in one month, up cny101.3 bn m/m by end Oct. Besides, Oct real estate development loans also increased significantly, according to someone familiar with this matter.
Industrial Economy
*CAAM: vehicle retail sales during first week of Nov was 33k units, down 9% y/y and down 7% vs Oct.
*Block Trade Info
*Discount
-3Peak (688536,CH) saw 3 block trade worth 50.22 mn at 47.17 yuan per share, 8.14 discount from last closing.
-37 Interactive Entertainment (002555,CH) saw 1 block trade worth 11.37 mn at 23.71 yuan per share, 5.20 discount from last closing.
-Hengrui Pharmaceuticals (600276,CH) saw 4 block trade worth 517.15 mn at 52.76 yuan per share, 1.80 discount from last closing.
-National Silicon Industry Group (688126,CH) saw 2 block trade worth 58.02 mn at 29.01 yuan per share, 1.49 discount from last closing.
*Flat
-China International Marine Containers (000039,CH) saw 1 block trade worth 499.99 mn at 16.21 yuan per share, flat from last closing.
-SAIC (600104,CH) saw 1 block trade worth 99.81 mn at 21.42 yuan per share, flat from last closing.
*Premium
-MIDEA (000333,CH) saw 3 block trade worth 50.49 mn at 70.03 yuan per share, 0.65 premium
from last closing.
-SMIC (688981,CH) saw 3 block trade worth 94.78 mn at 61.15 yuan per share, 2.98 premium from last closing.
-Luzhou Laojiao (000568,CH) saw 3 block trade worth 107.55 mn at 226.14 yuan per share, 3.24 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.6980trillion |
Total Short Selling Balance |
140.6billion |
|
SH Margin Balance |
0.8993 trillion |
SH Short Selling Balance |
88.2 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
355mio |
601333 |
2.12mio |
|
600031 |
225mio |
600008 |
1.88mio |
|
603026 |
183mio |
601288 |
1.74mio |
|
688162 |
137mio |
600050 |
1.38mio |
|
600111 |
126mio |
600690 |
1.23mio |
|
SZ Margin Balance |
0.7987trillion |
SZ Short Selling Balance |
52.3billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300750 |
276mio |
000725 |
2.25mio |
|
300142 |
213mio |
300088 |
1.32mio |
|
002460 |
161mio |
000009 |
1.25mio |
|
002617 |
156mio |
300142 |
1.24mio |
|
002371 |
148mio |
300058 |
1.07mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-5.06 |
Northbound Net Cash Flow |
-6.74 |
||
|
Southbound Net Cash Flow |
-0.05 |
Southbound Net Cash Flow |
1.61 |
||
|
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 |
366 |
0.24 |
000651 |
994 |
4.72 |
|
600887 |
292 |
1.14 |
601318 |
865 |
0.95 |
|
002241 |
203 |
1.24 |
000002 |
848 |
4.01 |
|
603799 |
198 |
1.30 |
600519 |
706 |
0.31 |
|
300014 |
196 |
0.77 |
002460 |
676 |
2.71 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
96,938 |
21,328 |
50,274 |
4,304 |
51,167 |
4,604 |
|
IF2112 |
40,428 |
12,205 |
54,746 |
1,325 |
66,560 |
1,863 |
|
IF2203 |
11,655 |
2,402 |
32,535 |
11 |
35,691 |
543 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
56,144 |
8,626 |
33,569 |
-1,470 |
33,381 |
-2,315 |
|
IH2112 |
27,252 |
8,148 |
29,544 |
734 |
36,880 |
386 |
|
IH2203 |
8,537 |
2,251 |
10,641 |
609 |
14,185 |
1,032 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
76,589 |
18,152 |
48,486 |
629 |
49,174 |
-446 |
|
IC2112 |
36,372 |
10,569 |
81,460 |
1,486 |
90,247 |
2,479 |
|
IC2203 |
14,468 |
3,121 |
60,092 |
159 |
67,480 |
444 |
|
IC2206 |
11,192 |
619 |
22,850 |
2,228 |
23,940 |
1,631 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
248806 |
116834 |
65642 |
-5647 |
69317 |
-4081 |
|
IO2112 |
64590 |
36855 |
39674 |
1780 |
42842 |
1579 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
32,757 |
-207 |
18,978 |
403 |
21,772 |
-52 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
45,140 |
-68 |
55,890 |
-2,207 |
59,514 |
-2,020 |
|
TF2203 |
10808 |
-1378 |
20525 |
1700 |
22706 |
2063 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
101,816 |
8,718 |
102,604 |
-3,315 |
103,515 |
-3,510 |
|
T2203 |
33039 |
7476 |
39620 |
4533 |
42119 |
5059 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Hot-rolled Coil |
HC2201 |
4,614.0 |
+6.09% |
553,809 |
491,641 |
|
Steel Rebar |
RB2201 |
4,303.0 |
+4.04% |
1,288,568 |
1,163,957 |
|
RBD Palm Olein |
P2201 |
9,374.0 |
+3.31% |
309,559 |
341,948 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Ethenylbenzene |
EB2112 |
8,750.0 |
-2.34% |
149,876 |
90,013 |
|
Crude Oil |
SC2112 |
524.9 |
-1.09% |
78,842 |
27,574 |
|
White Sugar |
SR201 |
6,044.0 |
-0.92% |
258,458 |
399,391 |
* Driven by the stronger US dollar and unexpected increase in US crude oil inventory, the December contract of WTI fell by 3.39%, quoted at $81.3/barrel. Likewise, Brent Oil went 2.62% lower to $82.56/barrel. Upon EIA report released lately, in addition to the strategic reserves, commercial crude oil inventories increased by 1.002 million barrels to 435.1 million barrels, added 0.2%. For the past week, US domestic crude oil production declined up to 1,150 million barrels per day, while the export added by 12.8 million barrels to 305.3 million barrels per day.
* Due to the US CPI last month was significantly higher than expected, gold surged sharply overnight. According to the report released, the overall inflation rate went up by 6.2% this year, the largest annual inflation growth since November 1990.
* For the night session on Nov 10, black series mostly closed up with hot-rolled coil rose by 6.09% leading the upside, iron ore went up by 2.25% as well. In terms of chemical and energy sector, PVC and soda ash increased by 2.7% and 2.46% respectively.
* LME metals mostly closed down with LME copper fell 0.76% to $9,480/ton, LME zinc down by 0.18% to $3,275.5/ton, LME nickel up by 0.85% to $19,565/ ton, LME aluminum up by 0.84% quoted at $2,578/ton, while LME tin declined by 0.69% to $37,150/ ton, lead fell by 0.04% to $2,338.5/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
