DZ20211118
*Key points
Financial News
*Premier Li Keqiang made speech on the World Economic Forum and said to stabilize macroeconomic operation, adhere to the “no flooding" and to implement macro-policy based on market demand with combined tax and fee reduction measures to be carried out to help overcome difficulties of medium small enterprises.
Industrial Economy
*State Council general meeting has decided to set up special refinancing of cny 200bn for clean and high-efficient utilization of coal to promote green low-carbon development.
*State Council general meeting has approved plan in promoting information-based government affairs with digital government to be built up.
*As said by officer in some large commercial bank branch that the branch has called for personal mortgage loans quota by cny 1bn from 1Q 2022.
*The Ministry of Agriculture and Rural Affairs held meeting to promote the mechanization of primary processing of agricultural products which emphasized to make up the shortfall of agricultural products initial processing machinery with mechanization rate to see significant improvement by 2025 for overall rural revitalization and agricultural modernization.
*Block Trade Info
*Discount
-TKD Sci&Tech (603738 CH) saw 6 block trade worth 70.7mn at 45.39yuan per share, 13.49pct discount from last closing.
-Ecovacs Robotics (603486 CH) saw 5 block trade worth 138mn at 162.15yuan per share, 7.08pct discount from last closing.
-Huada Automotive (603358 CH) saw 1 block trade worth 159.8mn at 19.78yuan per share, 7.53pct discount from last closing.
-Industrial Bank (601166 CH) saw 2 block trade worth 1.9bn at 17.48yuan per share, 5.56pct discount from last closing.
-Beimo High-tech (002985 CH) saw 4 block trade worth 44.4mn at 110.97yuan per share, 1pct discount from last closing.
*Premium
-Haier Smart (600690 CH) saw 2 block trade worth 117.8mn at 29.72/30.27yuan per share, 7.99/9.99pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7006trillion |
Total Short Selling Balance |
136.9billion |
|
SH Margin Balance |
0.8967trillion |
SH Short Selling Balance |
85.3billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601012 |
337mio |
600010 |
5.6mio |
|
600111 |
226mio |
688232 |
2.4mio |
|
600893 |
152mio |
600170 |
2.0mio |
|
603799 |
106mio |
601005 |
1.7mio |
|
600438 |
89mio |
600016 |
1.7mio |
|
SZ Margin Balance |
0.8039trillion |
SZ Short Selling Balance |
51.6billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002466 |
834mio |
300058 |
1.6mio |
|
002610 |
308mio |
000665 |
1.5mio |
|
002594 |
240mio |
300987 |
1.4mio |
|
002460 |
227mio |
002011 |
1.2mio |
|
002821 |
162mio |
002610 |
1.1mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-1.03 |
Northbound Net Cash Flow |
0.80 |
||
|
Southbound Net Cash Flow |
-0.44 |
Southbound Net Cash Flow |
0.59 |
||
|
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 |
|
002460 |
383 |
1.76 |
600519 |
1168 |
0.51 |
|
300750 |
306 |
0.21 |
600585 |
331 |
1.68 |
|
600276 |
257 |
0.74 |
002027 |
294 |
2.67 |
|
600183 |
238 |
4.28 |
000651 |
275 |
1.28 |
|
603501 |
167 |
0.72 |
601012 |
225 |
0.46 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2111 |
57,910 |
-11,992 |
25,112 |
-9,293 |
25,926 |
-9,795 |
|
IF2112 |
42,540 |
2,866 |
63,238 |
3,128 |
74,576 |
3,450 |
|
IF2203 |
8,263 |
-961 |
34,535 |
547 |
37,433 |
602 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2111 |
39,400 |
-6,180 |
21,958 |
-5,403 |
22,355 |
-5,077 |
|
IH2112 |
32,425 |
4,875 |
36,371 |
3,982 |
42,274 |
4,598 |
|
IH2203 |
5,849 |
-518 |
11,218 |
496 |
14,784 |
356 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2111 |
44,685 |
-6,839 |
24,852 |
-6,757 |
25,555 |
-7,362 |
|
IC2112 |
39,027 |
-1,677 |
89,638 |
3,927 |
100,367 |
4,593 |
|
IC2203 |
11,452 |
-832 |
60,577 |
141 |
68,917 |
838 |
|
IC2206 |
10,362 |
715 |
27,468 |
473 |
30,484 |
874 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2111 |
122510 |
-43630 |
51976 |
-2370 |
54470 |
-2053 |
|
IO2112 |
48759 |
-7026 |
55554 |
3016 |
58531 |
3533 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
25,490 |
3,395 |
15,635 |
-1,614 |
16,952 |
-1,864 |
|
TS2203 |
10465 |
4929 |
15278 |
1921 |
16520 |
2181 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
43,705 |
4,730 |
38,676 |
-4,518 |
40,982 |
-5,486 |
|
TF2203 |
25141 |
8915 |
37910 |
5133 |
41063 |
5252 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
69,505 |
-25,000 |
66,980 |
-8,628 |
70,276 |
-8,972 |
|
T2203 |
47695 |
1584 |
72532 |
8000 |
77902 |
9022 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
LPG |
PG2112 |
4,968.0 |
+3.65% |
44,844 |
32,032 |
|
Rapeseed Meal |
RM201 |
2,794.0 |
+2.19% |
385,512 |
325,623 |
|
Soda Ash |
SA201 |
2,616.0 |
+1.99% |
183,947 |
334,176 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Crude Oil |
SC2201 |
498.2 |
-2.66% |
84,268 |
33,963 |
|
Iron Ore |
I2201 |
531.0 |
-1.48% |
228,646 |
491,357 |
|
Bonded Copper |
BC2201 |
61,230.0 |
-1.4% |
7,380 |
6,244 |
* The December contract of WTI fell by 3.13%, quoted at $78.23/barrel. Likewise, Brent Oil went 2.69% lower to $80.21/barrel. Both of two crude oil futures dropped below $80/barrel, the new low since October. Even though there’s report stating that crude oil inventory of EIA has decreased more than expected, short bias by markets still dominates. Driven by the news regarding release of US crude oil reserve and global pandemic, the economic recovery has been slowed down.
* COMEX gold futures closed 0.83% higher at $1,869.5 per ounce. Likewise, COMEX silver closed up as well with a 0.83% increase, quoted at $25.15 per ounce. According to ishares, as of November 17, the holding of gold by ishares gold trust is 495.67 ton, and the holding of silver by ishares Silver Trust is 17,051.96 ton, which was kept the same for 3 consecutive trading days.
* For the night session on Nov 17, black series closed mixed with thermal coal and coking coal fell by 1.83%, and 1.62% respectively, iron ore went down by 1.48%. For chemical and energy sector, LPG fell the most with 3.65% decline, and TSR 20 down by 0.56%. In addition, main contract of crude oil futures shifted 2.66% lower to 498.2 yuan/mt.
* LME metals mostly closed down with LME copper fell 2.07% to $9,363/ton, LME zinc down by 1.19% to $3,184.5/ton, LME nickel down by 0.28% to $19,340/ ton, while LME aluminum went up by 1.32% quoted at $2,608.5/ton, LME tin went up by 0.84% to $37,965/ ton, lead fell by 2.47% to $2,250/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.
