DZ20211208
*Key points
Financials
*China end-Nov foreign exchange reserves at cny 3.2224tn, vs estimate of cny 3.2063tn and gold reserves of 62.64mio fine troy ounce, hold flat vs last year.
*President Xi Jinping said to strengthen legislation in national security, tech innovation, public health, bio-safety and risk prevention related fields.
Co Focus
*Lion Microelectronics (605358 CH) said on the interactive platform that its 12-inch silicon wafer will see monthly capacity built up by 150k slice by end 2021 and is currently at rapid capacity climbing stage.
*Block Trade Info
*Discount
-SMIC (688981 CH) saw 1 block trade worth 58mn at 52.97 yuan per share, 2pct discount from last closing
-Zijin Mining (601889 CH) saw 2 block trade worth 68mn at 10.25/9.53yuan per share, 0/7.02pct discount from last closing.
-Ping An Insurance (601318 CH) saw 1 block trade worth 2.4mn at 49.15yuan per share, 4.41pct discount from last closing.
-Gigadevice Semiconductor (603986 CH) saw 7 block trade worth 122mn at 164.16 yuan per share, 4pct discount from last closing.
-Wuxi Apptec (603259 CH) saw 1 block trade worth 7.4mn at 123.4 yuan per share, 9.72pct discount from last closing.
-Shanghai Construction (600170 CH) saw 3 block trade worth 573mn at 3.22yuan per share, 5.01pct discount from last closing.
Premium
-Wanhua Chemical (600309 CH) saw 1 block trade worth 3.1mn at 105.5yuan per share, 6.03pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.7196trillion |
Total Short Selling Balance |
117.8billion |
|
SH Margin Balance |
0.9061trillion |
SH Short Selling Balance |
77.1billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601600 |
274mio |
601988 |
8.1mio |
|
601919 |
269mio |
601818 |
2.2mio |
|
600418 |
144mio |
600010 |
1.8mio |
|
600702 |
102mio |
600029 |
1.62mio |
|
600699 |
96mio |
601288 |
1.6mio |
|
SZ Margin Balance |
0.8135trillion |
SZ Short Selling Balance |
40.6billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300750 |
321mio |
159845 |
15mio |
|
000831 |
223mio |
159949 |
3.9mio |
|
300343 |
108mio |
159755 |
3.7mio |
|
000723 |
84mio |
159915 |
2.6mio |
|
000338 |
68mio |
002249 |
2.4mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
6.3 |
Northbound Net Cash Flow |
1.6 |
||
|
Southbound Net Cash Flow |
0.5 |
Southbound Net Cash Flow |
2.67 |
||
|
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 |
|
601318 |
535 |
1.00 |
601600 |
650 |
8.38 |
|
600036 |
533 |
0.50 |
300750 |
648 |
0.48 |
|
600030 |
519 |
2.04 |
002384 |
422 |
13.12 |
|
603501 |
436 |
1.87 |
002594 |
298 |
0.86 |
|
601166 |
390 |
1.07 |
601888 |
265 |
0.64 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2112 |
84,120 |
880 |
69,167 |
-1,956 |
76,201 |
-1,989 |
|
IF2203 |
19,753 |
2,224 |
43,789 |
397 |
50,597 |
858 |
|
IF2206 |
4,007 |
258 |
10,566 |
152 |
12,767 |
296 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2112 |
53,886 |
-3,938 |
37,951 |
315 |
43,723 |
326 |
|
IH2203 |
12,600 |
322 |
17,189 |
347 |
21,429 |
722 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2112 |
87,329 |
16,000 |
83,204 |
1,961 |
93,284 |
806 |
|
IC2201 |
11,264 |
2,646 |
15,864 |
2,388 |
14,975 |
2,212 |
|
IC2203 |
24,937 |
5,323 |
62,739 |
1,243 |
77,538 |
1,801 |
|
IC2206 |
13,922 |
2,081 |
41,804 |
1,484 |
49,517 |
1,431 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2112 |
160326 |
307 |
73865 |
-992 |
80407 |
-728 |
|
IO2201 |
33442 |
33442 |
24476 |
24476 |
23638 |
23638 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2112 |
0 |
-30 |
740 |
0 |
740 |
0 |
|
TS2203 |
29,073 |
10,962 |
28,215 |
1,087 |
30,478 |
763 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2112 |
0 |
-46 |
3,610 |
0 |
3,610 |
0 |
|
TF2203 |
54,045 |
11,095 |
54,437 |
-1,576 |
60,704 |
-1,003 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2112 |
40 |
-35 |
490 |
0 |
490 |
0 |
|
T2203 |
141,243 |
44,449 |
110,606 |
-1,620 |
120,378 |
439 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
jm2205 |
2,114.0 |
+4.91% |
21,858 |
32,873 |
|
Crude Oil |
sc2201 |
477.0 |
+4.49% |
106,268 |
24,249 |
|
Bleached Softwood Kraft Pulp |
sp2201 |
6,106.0 |
+3.35% |
220,490 |
126,519 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soda Ash |
sa205 |
2,474.0 |
-4.29% |
360,464 |
286,550 |
|
Glass |
fg201 |
1,813.0 |
-4.28% |
156,893 |
157,234 |
|
Stainless Steel |
ss2201 |
16,355.0 |
-2.56% |
40,318 |
48,976 |
Commodities (night session):
* As of the week of Dec 3, the US crude oil reserve decreased by 3089 thousand barrels, more than the anticipation of -1885 thousand barrels, with previous value of -747 thousand barrels. Global crude oil price rose collectively. January NYMEX crude oil contract up 3.22% to closed at $71.73/b, February Brent contract up 2.89% to closed at $75.19/b, INE crude oil active contract up 4.49% to closed at 477.0 yuan/b.
* COMEX gold futures closed at $1784.9/oz (up 0.3%). SHFE gold active contract closed at 367.94 yuan/gram (up 0.04%).
* Metals mostly closed up. LME aluminum up 1.41%, copper up 0.48%. SHFE aluminum up 0.83%, copper up 0.49%.
* Commodity futures performed mixed. Energy & chemistry sector saw diverge performance, bleached softwood kraft pulp rose 3.35%, LPG up 3.32%, fuel oil up 2.54%, whereas soda ash down 4.29%, glass down 4.28%. Back series mostly closed up, coking coal up 4.91%, iron ore up 3.08%, thermal coal down 0.32%. Agriculture commodity futures performed mixed, rapeseed oil rose 0.71%, corn up 0.63%, cotton yarn 2.31%.
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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.
