DZ20211115
*Key points
International Relationship
*President Xi Jinping to hold video conference with US President Joe Biden on Nov 16th in discussion of matters under mutual attention.
Financials News
*Beijing Stock Exchange announced official market opening on Nov 15th with first batch of 81 companies to be listed.
Industrial Economy
*PBoC and CBIRC each held party conference on Nov 12th with property related content mentioned and said to maintain stable healthy development of property market with land price, house price and expectation to be stabilized. Besides, PBoC suggests to maintain stable monetary policy with cross-cycle design and to support recovery of consumption and investment with fast price rally under control.
*The Comprehensive Department of the State Energy Administration issued notice to strengthen market supervision on medium-long term trading contract, effective play of market mechanism to ensure electricity supply in coming seasons. A stable power transmission trend will be formed up and no random power cut or termination will be allowed. Supplementary agreements are encouraged to be signed on agreed trading prices or floating mechanisms.
*The result of negotiation on 2021 national medical insurance medicine list expect to be announced at end Nov.
*Aggregate electricity consumption in Oct reached 660.3bn KWh, up 6.1% y/y and up 14% vs 2019, according to National Energy Administration.
*Block Trade Info
*Discount
-Industrial Bank (601166 CH) saw 1 block trade worth 1.38bn at 17.76yuan per share, 5.73pct discount from last closing.
-Keshun Waterproof (300737 CH) saw 2 block trade worth 120mn at 14yuan per share, 1.62pct discount from last closing.
-Sanju Environmental Protection (300072 CH) saw 1 block trade worth 140mn at 6.62yuan per share, 3.64pct discount from last closing.
-Financial Street (000402 CH) saw 16 block trade worth 314.6mn at 5.76/5.82yuan per share, 3.96/4.95pct discount from last closing.
*Flat
-Kanghong Pharm (002773 CH) saw 3 block trade worth 36.6mn at 18.82 yuan per share, flat from last closing.
-Luxshare (002475 CH) saw 2 block trade worth 102.6mn at 40.48yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.6980trillion |
Total Short Selling Balance |
141.0billion |
|
SH Margin Balance |
0.8970trillion |
SH Short Selling Balance |
88.4billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
688107 |
280mio |
512100 |
11.6mio |
|
600699 |
137mio |
600016 |
4.3mio |
|
601012 |
133mio |
601375 |
2.2mio |
|
600641 |
93mio |
510300 |
1.9mio |
|
600596 |
92mio |
601162 |
1.8mio |
|
SZ Margin Balance |
0.8010trillion |
SZ Short Selling Balance |
52.7billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002714 |
406mio |
002100 |
8.1mio |
|
002405 |
354mio |
159845 |
4.3mio |
|
002371 |
249mio |
000651 |
1.6mio |
|
002594 |
177mio |
300998 |
1.5mio |
|
000768 |
177mio |
000630 |
1.5mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-0.07 |
Northbound Net Cash Flow |
3.69 |
||
|
Southbound Net Cash Flow |
-1.38 |
Southbound Net Cash Flow |
-0.67 |
||
|
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 |
827 |
0.54 |
000651 |
413 |
1.93 |
|
300059 |
738 |
2.02 |
002459 |
314 |
2.13 |
|
600887 |
578 |
2.25 |
600900 |
298 |
0.65 |
|
002812 |
486 |
2.03 |
603077 |
239 |
8.28 |
|
600690 |
475 |
1.89 |
688002 |
217 |
6.45 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
66,828 |
-26,602 |
38,602 |
-4,422 |
40,275 |
-4,837 |
|
IF2112 |
29,237 |
-9,775 |
54,560 |
687 |
64,899 |
-374 |
|
IF2203 |
6,898 |
-3,588 |
32,982 |
89 |
35,586 |
225 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
43,002 |
-13,187 |
30,216 |
-1,868 |
30,099 |
-1,984 |
|
IH2112 |
21,840 |
-4,696 |
29,051 |
783 |
35,962 |
954 |
|
IH2203 |
5,627 |
-1,271 |
10,236 |
-178 |
13,865 |
-5 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
52,424 |
-11,975 |
41,014 |
-955 |
42,758 |
-2,187 |
|
IC2112 |
29,224 |
288 |
80,015 |
-449 |
89,616 |
67 |
|
IC2203 |
10,101 |
-1,218 |
59,789 |
163 |
66,884 |
317 |
|
IC2206 |
8,040 |
-884 |
24,265 |
1,219 |
26,074 |
1,582 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
121450 |
-83816 |
57157 |
-2671 |
59465 |
-2340 |
|
IO2112 |
38762 |
-16636 |
45887 |
2548 |
47346 |
2115 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
13,082 |
-21,377 |
19,328 |
678 |
21,838 |
181 |
|
TS2203 |
4,310 |
-1,997 |
10,518 |
580 |
11,014 |
571 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
37,036 |
-11,968 |
48,212 |
-1,576 |
51,457 |
-2,386 |
|
TF2203 |
12,691 |
-2,931 |
26,571 |
2,419 |
29,315 |
2,717 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
83,308 |
-24,590 |
88,932 |
-3,067 |
90,627 |
-3,549 |
|
T2203 |
33,958 |
-5,615 |
49,690 |
3,973 |
54,326 |
5,144 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
TSR 20 |
nr2201 |
11,630.0 |
+3.06% |
18,707 |
21,308 |
|
Glass |
fg201 |
1,743.0 |
+3.01% |
379,838 |
239,858 |
|
Natural Rubber |
ru2201 |
14,575.0 |
+2.1% |
102,720 |
140,272 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
jm2201 |
2,130.0 |
-5.44% |
17,279 |
36,846 |
|
LPG |
pg2112 |
4,637.0 |
-3.84% |
67,277 |
45,830 |
|
Coke |
j2201 |
2,898.0 |
-3.25% |
10,928 |
24,212 |
Commodities (night session):
* Global crude oil price fell collectively. December NYMEX crude oil contract went down 1.1% to closed at $80.69/b, January Brent contract declined 1.06% to closed at $81.99/b, INE crude oil active contract quoted 0.39% lower to closed at 515.7 yuan/b.
* Gold price continued to rise. COMEX gold futures closed at $1868.5/oz (up 0.25%). SHFE gold active contract closed at 385.16 yuan/gram (up 0.29%).
* Metals performed mixed. LME aluminum went up 1.39%, copper up 1.16%, zinc down 0.37%. SHFE aluminum up 1.03%, copper up 0.58%, bonded copper up 0.49%, zinc down 0.28%.
* Commodity futures performed mixed. Energy & chemistry sector saw week performance, with LPG fell 3.84%, soda ash went down 3.12%, methanol declined 2.46%. Black series mostly closed down, coke fell 3.25%, hot-rolled coil went down 3.15%, whereas thermal coal went up 1.26%. Agriculture commodity futures saw diverge performance, RBD palm olein up 1.08%, soybean meal down 0.76%.
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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.
