DZ20211123
*Key points
Financials News
*Premier Li Keqiang said to create environment for market entities with economic policies to be issued from facts and to avoid aggressive “one size fit all” measures.
Industrial Economy
*MIIT and State Administration for Market Regulation issued plan 2021-2023 to improve effiency of electric motors which said to realize annual capacity of high-efficient electric motor by 170mio kWh by 2023 and annual saving of electricity by 49bn kWh (saving around 15mio ton coal and 28mio ton CO2) with application of a batch of key materials, components and equipment to be promoted and low-efficient motors to be eliminated.
*The domestic specific drug for covid expects to be issued by end Dec.
Co Focus
*Gree (000651 CH) issued notice to fix weekends to 2-day.
*Block Trade Info
*Discount
-XCMG (000425,CH) saw 5 block trade worth 24.84 mn at 5.49 yuan per share, 8.35 discount from last closing.
-Baofeng Energy (600989,CH) saw 2 block rade worth 122.52 mn at 15.15 yuan per share, 6.95 discount from last closing.
-Industrial Bank (601166,CH) saw 3 block trade worth 907.28 mn at 17.39 yuan per share, 4.45 discount from last closing.
-Yanghe Brewery (002304,CH) saw 8 block trade worth 2279.00 mn at 172.00 yuan per share, 3.89 discount from last closing.
-Thinkon Semiconductor (688233,CH) saw 1 block trade worth 27.45 mn at 91.50 yuan per share, 2.99 discount from last closing.
-SMIC (688981,CH) saw 4 block trade worth 145.09 mn at 53.74 yuan per share, 2.89 discount from last closing.
-BAIC BluePark New Energy Technology (600733,CH) saw 8 block trade worth 155.63 mn at 12.26 yuan per share, 1.90 discount from last closing.
-National Silicon Industry Group (688126.CH) saw 1 block trade worth 58.34 mn at 29.17 yuan per share, 1.49 discount from last closing.
*Flat
-Foxconn (601138,CH) saw 1 block trade worth 45.43 mn at 11.86 yuan per share, flat from last closing.
*Premium
-Beijing-Shanghai High Speed Railway (601816,CH) saw 1 block trade worth 281.72 mn at 4.60 yuan per share, 0.44 premium from last closing.
-Yili Industrial (600887,CH) saw 2 block trade worth 48.44 mn at 40.85 yuan per share, 1.54 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7112trillion |
Total Short Selling Balance |
136.0billion |
|
SH Margin Balance |
0.9024 trillion |
SH Short Selling Balance |
84.9 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601012 |
579mio |
601988 |
5.77mio |
|
600111 |
430mio |
600233 |
2.52mio |
|
600519 |
263mio |
688981 |
2.41mio |
|
603259 |
199mio |
600500 |
1.53mio |
|
600392 |
196mio |
601608 |
1.30mio |
|
SZ Margin Balance |
0.8088trillion |
SZ Short Selling Balance |
51.0billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002594 |
349mio |
002408 |
3.67mio |
|
300118 |
288mio |
000630 |
2.99mio |
|
000831 |
256mio |
002239 |
1.47mio |
|
002074 |
206mio |
002506 |
1.41mio |
|
002056 |
180mio |
300623 |
1.14mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-1.50 |
Northbound Net Cash Flow |
2.94 |
||
|
Southbound Net Cash Flow |
-1.43 |
Southbound Net Cash Flow |
-0.98 |
||
|
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 |
1691 |
1.14 |
300014 |
398 |
1.63 |
|
002460 |
531 |
2.33 |
002594 |
339 |
0.39 |
|
300782 |
425 |
4.24 |
600104 |
231 |
0.95 |
|
603799 |
397 |
2.73 |
002405 |
198 |
5.37 |
|
300073 |
336 |
7.89 |
600048 |
183 |
1.02 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2112 |
76,955 |
-24,341 |
73,662 |
-5,131 |
87,442 |
-5,433 |
|
IF2203 |
13,411 |
-2,082 |
37,879 |
-417 |
41,080 |
-473 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2112 |
47,664 |
-24,884 |
47,885 |
-3,388 |
54,006 |
-4,149 |
|
IH2203 |
8,134 |
-1,954 |
12,492 |
-440 |
16,392 |
22 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2112 |
67,073 |
-14,959 |
103,578 |
-2,934 |
116,227 |
-4,021 |
|
IC2203 |
16,065 |
-1,617 |
59,916 |
-1,696 |
70,233 |
-888 |
|
IC2206 |
7,721 |
-4,272 |
30,018 |
198 |
34,206 |
664 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2112 |
104952 |
-15254 |
69175 |
3101 |
72158 |
3523 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
6,179 |
-12,594 |
9,855 |
-1,030 |
9,978 |
-1,818 |
|
TS2203 |
12407 |
-5910 |
20526 |
772 |
23038 |
867 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
22,817 |
-20,695 |
22,181 |
-2,678 |
23,047 |
-4,579 |
|
TF2203 |
44610 |
1611 |
54434 |
5171 |
61354 |
7007 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
37,343 |
-62,081 |
33,452 |
-4,073 |
33,620 |
-5,561 |
|
T2203 |
101107 |
-33406 |
107939 |
7660 |
115803 |
11000 |
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Iron Ore |
I2201 |
575.5 |
+5.69% |
316,213 |
442,793 |
|
Zinc |
ZN2201 |
23,950.0 |
+4.52% |
191,059 |
93,588 |
|
Nickel |
NI2112 |
151,980.0 |
+2.7% |
102,247 |
88,305 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Gold |
AU2112 |
372.5 |
-2.48% |
96,072 |
52,938 |
|
LPG |
PG2201 |
4,693.0 |
-1.72% |
44,837 |
62,025 |
|
Silver |
AG2112 |
4,994.0 |
-1.71% |
420,258 |
250,257 |
*Night Session Commodities Market (As of 02:30 am)
* The December contract of WTI rose by 0.72%, quoted at $76.49/barrel. Likewise, Brent Oil went 0.77% higher to $79.5/barrel. Upon market forecast, OPEC+ would possibly reduce the supply of crude oil to deal with the release of crude oil reserve in the US.
* COMEX gold futures closed 2.54%% lower at $1,804.6 per ounce. Likewise, COMEX silver closed down as well with a 2.32% decline, quoted at $24.205 per ounce. US president Joe Biden nominated Powell for re-elected as the Federal Reserve Chairman, US treasury yield shifted up with stronger US dollar, while gold price went down under pressure accordingly.
* For the night session on Nov 23, black series mostly closed up with iron ore rose the most, ended 5.69% higher.Thermal coal went up by 2.43%, coking coal and coke closed up by 0.56% and 0.95% respectively. Regarding chemical and energy sector, natural rubber rose by 1.47%, and EG shifted 1.2% higher, while LPG fell by 1.72%, soda ash quoted 1.07% lower.
* LME metals mostly closed up with LME copper rose 0.26% to $9,671.5/ton, LME zinc up by 3.64% to $3,356/ton, LME nickel up by 1.15% to $20,275/ ton, while LME aluminum went up by 0.37% quoted at $2,689.5/ton, LME tin went up by 1.34% to $38,945/ ton, lead rose by 1.49% to $2,248.5/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
