DZ20211202
*Key points
Financial News
*FTSE Russell adjusted components of FTSE China A50 index and to add in 300014, 600690, 600436 while to delete 600585, 000333 and 600031, to take effect after market closing on Dec 17th.
Industrial Economy
*Premier Li Keqiang chaired the State Council general meeting and approved the professional technique training plan during the 14th 5-year plan period which said to accelerate cultivation of qualified labor and talents.
*Cylindrical lithium battery core to see price lifted again in early 2022 by 5-15%, according to battery module plant and reported by DIGITIMES.
*CPCAAUTO: retail sales of passenger vehicle during Nov 15th to 21st of 345k units, down 12% y/y, up 6% vs last week and down 6% m/m.
Co Focus
*Wuliangye responded on the price lift that capacity cannot satisfy actual demand of market on 5% growth and it is the natural response toward value.
*Block Trade Info
*Discount
-JCHX Mining (603979 CH) saw 2 block trade worth 160mn at 19.75 yuan per share, 7.15pct discount from last closing.
-Dashenlin (603233 CH) saw 7 block trade worth 112.6mn at 31.74yuan per share, 9.24pct discount from last closing.
-S.C New Energy Tech (300724 CH) saw 6 block trade worth 183mn at 111.5yuan per share, 8.29pct discount from last closing.
-Truking (300358 CH) saw 2 block trade worth 154mn at 19.22yuan per share, 22.03pct discount from last closing.
-Weichai Power (000338 CH) saw 7 block trade worth 192mn at 13.9/15.12/15.43/16.37yuan per share, 0/5.74/7.64/15.09pct discount from last closing.
Flat
-Yili (600887 CH) saw 2 block trade worth 67.3mn at 38.7yuan per share, flat from last closing.
-Pientzehuang (600436 CH) saw 2 block trade worth 58.5mn at 433yuan per share, flat from last closing.
Premium
-CATL (300750 CH) saw 1 block trade worth 56mn at 675.24yuan per share, 0.48pct premium from last closing.
-Hikvision (002415 CH) saw 3 block trade worth 58mn at 48.22yuan per share, 0/0.15pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7270trillion |
Total Short Selling Balance |
126.3billion |
|
SH Margin Balance |
0.9103trillion |
SH Short Selling Balance |
81.1billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601012 |
497mio |
600233 |
5.5mio |
|
603986 |
216mio |
600010 |
3.4mio |
|
600499 |
154mio |
601988 |
3.0mio |
|
600884 |
121mio |
600795 |
2.7mio |
|
688230 |
115mio |
600016 |
2.4mio |
|
SZ Margin Balance |
0.8166trillion |
SZ Short Selling Balance |
45.2billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002756 |
321mio |
002249 |
1.6mio |
|
300750 |
206mio |
000686 |
1.4mio |
|
002129 |
204mio |
002027 |
921k |
|
002176 |
180mio |
000591 |
815k |
|
000338 |
174mio |
300017 |
526k |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
3.00 |
Northbound Net Cash Flow |
0.001 |
||
|
Southbound Net Cash Flow |
-0.34 |
Southbound Net Cash Flow |
1.96 |
||
|
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 |
|
002049 |
649 |
4.64 |
002460 |
536 |
2.23 |
|
603259 |
564 |
1.33 |
002074 |
358 |
4.20 |
|
300014 |
483 |
1.74 |
601012 |
353 |
0.75 |
|
300118 |
369 |
11.38 |
600406 |
316 |
1.38 |
|
600519 |
361 |
0.15 |
002271 |
305 |
3.06 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2112 |
66,581 |
-16,522 |
71,460 |
-1,630 |
82,503 |
-2,767 |
|
IF2203 |
12,499 |
-6,625 |
40,893 |
-510 |
47,091 |
-384 |
|
IF2206 |
2,863 |
-2,079 |
9,489 |
-401 |
11,390 |
-205 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2112 |
42,038 |
-7,637 |
44,353 |
-2,126 |
49,414 |
-2,247 |
|
IH2203 |
7,652 |
-2,520 |
14,944 |
-572 |
19,236 |
-463 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2112 |
69,920 |
-4,307 |
94,055 |
-4,407 |
104,079 |
-4,873 |
|
IC2203 |
14,890 |
-285 |
60,445 |
206 |
72,954 |
973 |
|
IC2206 |
7,471 |
-851 |
35,149 |
346 |
41,728 |
802 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2112 |
87570 |
-55693 |
79034 |
-105 |
84849 |
124 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
56 |
-113 |
770 |
-172 |
770 |
-172 |
|
TS2203 |
28,445 |
10,267 |
27,496 |
1,466 |
29,386 |
755 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
216 |
116 |
4,568 |
-40 |
4,568 |
-40 |
|
TF2203 |
33,997 |
-5,416 |
62,452 |
782 |
69,644 |
65 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
412 |
51 |
524 |
-819 |
524 |
-819 |
|
T2203 |
80,980 |
-26,337 |
118,412 |
20 |
126,129 |
-1,128 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Ethenylbenzene |
eb2201 |
7,846.0 |
+2.79% |
134,613 |
119,473 |
|
Soda Ash |
sa205 |
2,568.0 |
+1.7% |
375,528 |
229,559 |
|
Low Sulfur Fuel Oil |
lu2202 |
3,305.0 |
+1.66% |
37,146 |
27,653 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
PVC |
v2201 |
8,417.0 |
-2.66% |
341,353 |
274,517 |
|
TSR 20 |
nr2202 |
11,670.0 |
-2.42% |
14,717 |
27,547 |
|
Silver |
ag2206 |
4,700.0 |
-1.96% |
440,823 |
429,160 |
Commodities (night session):
* EIA: US strategic oil reserve logged at 602.6 million barrels, the lowest since May, 2003. Global crude oil price continued to fall. January NYMEX crude oil contract down 0.71% to closed at $65.71/b, February Brent contract down 0.26% to closed at $69.05/b, INE crude oil active contract down 0.45% to closed at 442.7 yuan/b.
* COMEX gold futures closed at $1783.1/oz (up 0.37%). SHFE gold active contract closed at 367.82 yuan/gram (down 0.21%).
* Metals performed mixed. LME aluminum up 0.88%, copper down 0.74%. SHFE aluminum down 0.39%, copper down 0.59%, bonded copper down 0.71%.
* Commodity futures performed mixed. Energy & chemistry sector saw diverge performance, with ethenylbenzene up 2.79%, soda ash up 1.7%, PVC down 2.66%, TSR 20 down 2.42%. For black series, steel rebar up 0.57%, coke up 0.44%, whereas thermal coal down 1.25%, coking coal down 1%. Agriculture commodity futures performed mixed, cotton up 1.58%, rapeseed meal down 1.09%.
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.
