DZ20211116
*Key points
Industrial Economy
*NDRC and 4 other departments jointly issued benchmark and basic standard of energy efficiency in key fields of high energy consuming industry which emphasized to carry out technique reform on energy saving and carbon reduction with lagging capacity to be eliminated.
*NDRC is working on formulation of logistic plans with new pattern of instant delivery and unmanned delivery to be promoted.
Financial News
*Domestic leading private fund High-Flyer Quant announced to suspend subscription of all products from Nov 15th.
Co Focus
*Avitar 11 under Changan Automobile will be officially launched in 2Q2020 with mass production to be realized in 3Q and 4 types new vehicles will be promoted in coming 5 years, according to CEO of Avitar on Nov 15th.
*Block Trade Info
*Discount
-Easton Bio Pharm (688513 CH) saw 6 block trade worth 42mn at 42.4yuan per share, 7.83pct discount from last closing.
-Peacebird (603877 CH) saw 2 block trade worth 152mn at 33yuan per share, 8.33pct discount from last closing.
-Toly bread (603866 CH) saw 15 block trade worth 109mn at 27.12yuan per share, 7.31pct discount from last closing.
-Xingqi Pharm (300573 CH) saw 3 block trade worth 56.1mn at 127.53yuan per share, 10pct discount from last closing.
-Sai MicroElectronics (300456 CH) saw 2 block trade worth 63.9mn at 23yuan per share, 9.73pct discount from last closing.
-Yunda (002120 CH) saw 17 block trade worth 87mn at 16.99yuan per share, 7.16pct discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.7000trillion |
Total Short Selling Balance |
138.8billion |
|
SH Margin Balance |
0.8970trillion |
SH Short Selling Balance |
86.8billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
688105 |
252mio |
688212 |
2.8mio |
|
600519 |
166mio |
603866 |
2.6mio |
|
603986 |
163mio |
600233 |
2.3mio |
|
600522 |
140mio |
600566 |
2.1mio |
|
688598 |
89mio |
688105 |
1.3mio |
|
SZ Margin Balance |
0.8030trillion |
SZ Short Selling Balance |
52.0billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002405 |
304mio |
300088 |
1.7mio |
|
002610 |
297mio |
300058 |
1.5mio |
|
300118 |
159mio |
002610 |
1.5mio |
|
002602 |
121mio |
002385 |
1.0mio |
|
300088 |
106mio |
301017 |
1.0mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
0.54 |
Northbound Net Cash Flow |
2.85 |
||
|
Southbound Net Cash Flow |
-1.89 |
Southbound Net Cash Flow |
0.36 |
||
|
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 |
|
601888 |
629 |
1.44 |
600406 |
293 |
1.35 |
|
300750 |
360 |
0.24 |
600522 |
283 |
5.14 |
|
600460 |
358 |
3.76 |
002074 |
281 |
3.43 |
|
002191 |
354 |
17.89 |
000776 |
262 |
1.60 |
|
601012 |
341 |
0.66 |
600887 |
232 |
0.91 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
63,164 |
-3,646 |
36,426 |
-1,801 |
37,890 |
-2,044 |
|
IF2112 |
30,101 |
1,642 |
56,127 |
1,842 |
67,063 |
2,240 |
|
IF2203 |
6,890 |
548 |
33,368 |
386 |
36,006 |
420 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
41,595 |
-1,143 |
30,468 |
252 |
30,311 |
352 |
|
IH2112 |
17,558 |
-3,961 |
29,794 |
743 |
36,203 |
241 |
|
IH2203 |
5,646 |
467 |
10,905 |
826 |
14,417 |
559 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
58,691 |
7,740 |
37,910 |
-2,730 |
40,637 |
-1,685 |
|
IC2112 |
36,194 |
7,775 |
83,257 |
3,304 |
92,400 |
3,000 |
|
IC2203 |
12,094 |
2,144 |
60,371 |
582 |
67,617 |
770 |
|
IC2206 |
8,838 |
1,449 |
25,520 |
1,519 |
27,673 |
1,641 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
124362 |
2939 |
56805 |
-352 |
59792 |
327 |
|
IO2112 |
44172 |
6822 |
48981 |
3175 |
51108 |
3815 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
23,434 |
11,061 |
18,425 |
-895 |
20,492 |
-1,219 |
|
TS2203 |
6,875 |
3,292 |
11,966 |
1,627 |
13,009 |
2,106 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
42,383 |
5,899 |
46,521 |
-1,645 |
50,041 |
-1,313 |
|
TF2203 |
18,067 |
6,827 |
29,778 |
3,433 |
32,813 |
3,888 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
96,983 |
16,972 |
84,174 |
-3,876 |
87,877 |
-2,594 |
|
T2203 |
50,206 |
18,682 |
57,764 |
9,013 |
61,583 |
7,374 |
*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 |
11,705.0 |
+1.43% |
6,430 |
21,091 |
|
Natural Rubber |
ru2201 |
14,690.0 |
+1.35% |
100,311 |
140,744 |
|
Stainless Steel |
ss2201 |
17,445.0 |
+1.22% |
60,465 |
54,831 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
jm2201 |
1,945.0 |
-5.56% |
19,602 |
37,517 |
|
LLDPE |
l2201 |
8,642.0 |
-3.33% |
330,753 |
258,386 |
|
Thermal Coal |
zc201 |
821.6 |
-2.93% |
4,920 |
20,507 |
Commodities (night session):
* Global crude oil price saw diverge performance. December NYMEX crude oil contract went up 0.2% to closed at $80.95/b, December Brent contract declined 0.07% to closed at $82.11/b, INE crude oil active contract quoted 0.58% lower to closed at 510.3 yuan/b.
* The uptrend of gold price eased amid strengthening USD and rising US treasury yield. COMEX gold futures closed at $1864.7/oz (down 0.2%). SHFE gold active contract closed at 384.48 yuan/gram (up 0.38%).
* Metals went down collectively. LME aluminum down 2.43%, copper down 0.45%, zinc down 1.81%. SHFE aluminum down 1.80%, bonded copper down 0.08%, zinc down 1.53%.
* Commodity futures performed mixed. Energy & chemistry sector saw diverge performance, with TSR 20 rose 1.43%, rubber up 1.35%, whereas LLDPE declined 3.33%, PP dropped 2.86%, PVC went down 2.5%. Black series all closed down, coking coal slumped 5.56%, thermal coal declined 2.93%. Agriculture commodity futures saw diverge performance, cotton yarn rose 0.84%, whereas No.1 soybeans went down 1.21%.
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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.
