DZ20211124
*Key points
Financial News
*The State Council approved the high quality development plan for foreign trade during the 14th 5-year plan period and plans to promote high-level opening-up following the mainstream of deepen structural reform at the supply side.
*Credit Agricole said in prospect of 2022 that inflation to rise in short of investment in traditional economic fields, position of Chinese asset will move up in world portfolios and RMB shall become a store of value.
Industrial Economy
*CPCAAUTO: China automobile manufacturing sector saw operation income in Jan-Sept of cny 6.2tn, up 11.3% y/y and profit of cny 379.97bn, up 1.2% y/y with revenue margin of 6.2%.
*The price ratio between pork and grain was 6.69:1 during Nov 15th to 19th and above 6:1 for 3 weeks in a row, according to NDRC and has exited alert range for excessive decline.
Co Focus
*MIIT and MPS have talks with Ali Cloud and Baidu Cloud on large access of fraud-related websites and requested rectification of related issues.
*Block Trade Info
*Discount
-iMeike (300896,CH)saw 1 block trade worth 46.96 mn at 30.40 yuan per share, 20.06 discount from last closing.
-TF Securities (601162,CH) saw 1 block trade worth 17.95 mn at 3.96 yuan per share, 9.34 discount from last closing.
-SF Holdings (002352,CH) saw 1lock trade worth 81.00 mn at 60.00 yuan per share, 8.54 discount from last closing.
-XCMG (000425,CH) saw 3 block trade worth 13.00 mn at 5.57 yuan per share, 8.39 discount from last closing.
-Transsion Holdings (688036,CH) saw 10 block trade worth 180.71 mn at 164.28 yuan per share, 5.56 discount from last closing.
-Inovance Tech (300124,CH) saw 1 block trade worth 40.70 mn at 65.65 yuan per share, 5.01 discount from last closing.
-SMIC (688981,CH) saw 4 block trade worth 143.44 mn at 53.32 yuan per share, 2.90 discount from last closing.
-National Silicon Industry Group (688126,CH)saw 1 block trade worth 58.16 mn at 29.08 yuan per share, 1.49 discount from last closing.
*Flat
-Seazen Holdings (601155,CH) saw 1 block trade worth 15.60 mn at 33.21 yuan per share, flat from last closing.
-LONGI (601012,CH) saw 1 block trade worth 16.70 mn at 92.78 yuan per share, flat from last closing.
-CATL (300750,CH) saw 2 block trade worth 53.42 mn at 672.00 yuan per share, flat from last closing.
-BAIC BluePark New Energy Technology (600733,CH) saw 1 block trade worth 63.65 mn at 12.73 yuan per share, flat from last closing.
*Premium
-Centre Testing International Group (300012,CH) saw 2 block trade woorth 65.35 mn at 31.12 yuan per share, 23.25 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7149trillion |
Total Short Selling Balance |
134.9billion |
|
SH Margin Balance |
0.9041 trillion |
SH Short Selling Balance |
84.3 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600010 |
342mio |
600010 |
5.06mio |
|
600418 |
254mio |
601162 |
4.46mio |
|
600031 |
222mio |
601989 |
3.37mio |
|
600499 |
162mio |
600016 |
3.16mio |
|
600900 |
135mio |
601005 |
1.79mio |
|
SZ Margin Balance |
0.8107trillion |
SZ Short Selling Balance |
50.5billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000831 |
266mio |
000425 |
2.13mio |
|
300014 |
199mio |
002736 |
1.91mio |
|
002460 |
138mio |
000629 |
1.89mio |
|
002415 |
130mio |
301089 |
1.02mio |
|
002304 |
129mio |
300433 |
0.98mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
2.59 |
Northbound Net Cash Flow |
2.62 |
||
|
Southbound Net Cash Flow |
-0.80 |
Southbound Net Cash Flow |
-0.76 |
||
|
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 |
1056 |
0.67 |
600887 |
670 |
2.74 |
|
600519 |
991 |
0.43 |
600010 |
456 |
3.84 |
|
002709 |
365 |
2.84 |
002271 |
328 |
3.10 |
|
300059 |
304 |
0.82 |
300014 |
272 |
1.03 |
|
603799 |
302 |
1.89 |
601600 |
247 |
2.73 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2112 |
66,468 |
-10,220 |
73,508 |
39 |
87,095 |
-347 |
|
IF2203 |
12,779 |
-76 |
38,769 |
917 |
42,015 |
935 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2112 |
50,633 |
2,969 |
47,643 |
58 |
53,375 |
-631 |
|
IH2203 |
9,128 |
1,182 |
13,343 |
971 |
17,385 |
1,088 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2112 |
53,652 |
-11,627 |
101,406 |
-2,172 |
113,204 |
-2,925 |
|
IC2203 |
12,831 |
-2,717 |
59,550 |
-351 |
70,202 |
-31 |
|
IC2206 |
6,497 |
-1,121 |
30,317 |
399 |
34,673 |
549 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2112 |
87925 |
-15696 |
70841 |
1677 |
73973 |
1815 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
2,523 |
-2,873 |
9,253 |
-596 |
9,327 |
-651 |
|
TS2203 |
11059 |
-347 |
20926 |
489 |
23479 |
460 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
14,895 |
-7,042 |
19,967 |
-1,874 |
20,306 |
-2,257 |
|
TF2203 |
49323 |
5270 |
55489 |
1738 |
61349 |
-4 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
23,861 |
-12,517 |
29,118 |
-4,121 |
28,876 |
-4,481 |
|
T2203 |
99769 |
2106 |
107476 |
1075 |
115115 |
-654 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2201 |
2,008.5 |
+5.05% |
14,980 |
33,344 |
|
Crude Oil |
SC2201 |
512.3 |
+4.3% |
121,717 |
35,447 |
|
Low Sulfur Fuel Oil |
LU2202 |
3,696.0 |
+3.07% |
38,724 |
45,472 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Silver |
AG2112 |
4,842.0 |
-3.45% |
377,181 |
244,529 |
|
LPG |
PG2201 |
4,541.0 |
-2.45% |
52,424 |
73,866 |
|
Ethenylbenzene |
EB2201 |
8,050.0 |
-2.32% |
136,072 |
133,316 |
* The December contract of WTI rose by 2.28%, quoted at $78.5/barrel. Likewise, Brent Oil went 3.21% higher to $82.26/barrel. For the week of November 19, the weekly API crude oil inventory increased 2.3 million barrels, decreased 950 thousand barrels than expected, while the last added 655 thousand barrels.
* COMEX gold futures closed 0.93%% lower at $1,789.5 per ounce. Likewise, COMEX silver closed down as well with a 2.64% decline, quoted at $23.655 per ounce. Gold and sliver plummeted again on Tuesday (November 23), selling dominates with gold fell below $1,800 per ounce, and the market is awaiting a long signal at this point.
* For the night session on Nov 23, black series rallied with coking coal went up by 5.05%, iron ore increased 1.97%, coke and thermal coal shifted 1.49% and 1.31% higher respectively. Regarding chemical and energy sector, fuel oil added 2.9%, methanol increased more than 2%, while LPG closed down with 2.45% decline. In addition, palm oil quoted 1.95% lower, fell the most within the agriculture sector.
* LME metals closed mixed with LME copper rose 0.03% to $9,729/ton, LME zinc down by 1.42% to $3,301/ton, LME nickel up by 0.36% to $20,410/ ton, while LME aluminum went down by 0.63% quoted at $2,672.5/ton, LME tin went up by 0.37% to $38,960/ ton, while lead fell by 0.29% to $2,253/ton.
Download PDF
DISCLAIMER
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
