DZ20220808

*Key Points

Economic Data

*China July aggregate imports and exports of usd 564.66bn, up 11% y/y with exports of usd 332.96bn, up 18% y/y, beat estimate of 16.2% and previous record of 17.9%. Though imports realized of usd 231.7bn, up 2.3% y/y, saw expanded gains m/m while failed to meet expectation of 4.5%. Trade surplus of usd 101.26bn, up 81.5% y/y.

*China July foreign reserve of usd 3.1041tn, up usd 32.8bn and beat estimate of usd 3.0507bn. Gold reserve hold stable at 62.64mio ounce.

 

Financials

*CSDC: China July new investors of 1.13mio, down 14.9% m/m.

 

Industrial Economy

*CBIRC issued administrative rule of insurance asset management companies which removed limit of foreign ownership on insurance asset management co, to take effect from Sept 1st.

*Azvudine, first domestic oral drug for treatment of covid priced below 300yuan for 35 slices per bottle, according to Henan Genuine Bio-tech.

*Firms on Huawei supply chain have confirmed product supply to Huawei Mate50 high-end flagship mobile phones, China Securities Journal reported.

 

Aug 5th Block Trade

*Block Trade Info

*Discount

- SMIC (688981 CH) saw 4 block trades worth 142mn at 43.21yuan per share, 2.56 discount from last closing.

- Advanced Micro-Fabrication Equip (688012 CH) saw 2 block trades worth 45mn at 135 yuan per share, 8.47 discount from last closing.

- Zhengbang Tech (002157 CH) saw 6 block trades worth 27mn at 5.22 yuan per share, 8.71 discount from last closing.

- Xtc New Energy (688778 CH) saw 3 block trades worth 137mn at 137.41yuan per share, 1.5 discount from last closing.

- Blue Sail Medical (002382 CH) saw 2 block trades worth 23mn at 7.53 yuan per share, 12.95 discount from last closing.

- Kexin Development Co. (600234 CH) saw 2 block trades worth 37mn at 7.98 yuan per share, 11.14 discount from last closing.

- Sinofibers Tech (300777 CH) saw 1 block trade worth 55mn at 37.12 yuan per share, 20.34 discount from last closing.

 

*Flat

- Yintai Gold Co. (000975 CH) saw 1 block trade worth 59mn at 11.86 yuan per share, 0.00 discount from last closing.

 

*Margin Trade

Total Margin Balance

1.5146 trillion

Total Short Selling Balance

105 billion

SH Margin Balance

0.8131 trillion

SH Short Selling Balance

66.7 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

605358

282mio

512100

14.1mio

603290

252mio

512500

7.82mio

600584

225mio

600010

6.25mio

600438

199mio

688380

5.54mio

688380

126mio

515790

4.15mio

SZ Margin Balance

0.7015 trillion

SZ Short Selling Balance

38.5 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002466

263mio

002204

11.5mio

000629

206mio

301308

4.34mio

301095

205mio

301095

3.6mio

002756

159mio

002185

1.61mio

000063

117mio

002500

1.4mio

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+1.8

Northbound Net Cash Flow

+1.2

Southbound Net Cash Flow

+0.4

Southbound Net Cash Flow

+0.05

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

600887

390

1.75

002050

809

7.97

000063

272

2.96

600438

553

2.44

601012

208

0.49

002466

398

2.38

300750

192

0.19

002594

314

0.83

000725

187

1.37

601899

305

1.74

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2208

96,274

8,777

50,191

2,987

50,794

1,925

IF2209

36,467

5,072

58,262

1,881

67,719

1,925

IF2212

11,304

2,099

26,758

581

31,799

966

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2208

48,061

-6,903

26,151

-2,007

28,162

-2,488

IH2209

21,925

-17

26,697

-308

35,943

-471

IH2212

9,829

1,226

13,945

474

16,956

767

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2208

95,231

-4,313

62,045

-2,833

61,547

-3,561

IC2209

46,468

-1,329

102,370

-766

105,820

268

IC2212

16,002

-304

83,231

426

81,222

292

IC2303

9,622

-1,122

19,011

733

18,416

749

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2208

49,330

-4,437

22,039

-1,021

22,401

-1,619

IM2209

16,259

-2,115

13,705

-113

14,799

-84

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2208

141211

11205

68707

381

70447

-470

IO2209

28032

2113

42012

1493

49678

1494

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2208

62133

-9679

17313

839

20624

1026

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2209

42,588

-5,329

39,307

-1,143

39,487

-1,804

TS2212

6,737

-947

15,762

1,261

15,958

1,314

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2209

63,327

-42,078

81,800

-1,480

85,230

-1,936

TF2212

18,833

-4,616

30,375

3,690

32,413

4,323

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2209

87,727

-36,652

134,919

-2,008

139,073

-3,483

T2212

24,560

-6,364

45,664

1,956

49,510

2,533

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Iron Ore

I2301

742.0

+4.95%

337,955

551,701

RBD Palm Olein

P2209

8,308.0

+3.9%

398,080

269,363

PVC

V2209

6,838.0

+3.87%

477,412

424,646

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Silver

AG2212

4,380.0

-1.68%

507,456

512,126

Thermal Coal

ZC209

849.6

-1.37%

25

70

Cotton Yarn

CY209

21,420.0

-1.36%

1,740

2,633

Commodities (night session):

* Global crude oil price closed mixed. September NYMEX crude oil contract down 0.01% to closed at $88.53/b, October Brent October contract up 0.57% to closed at $94.66/b. INE crude oil active contract up 1.23% to 658.6 yuan/b.

* Precious metals closed down collectively. COMEX gold active contract down 0.8% to closed at $1792.4/oz, SHFE gold active contract down 0.49% to closed at 388.30 yuan/gram.

* Metals closed up mostly, LME copper up 2.1%, LME lead up 1.66%, LME nickel up 1.17%, LME zinc up 0.57%. LME tin down 0.86%. SHFE copper up 1.76%, SHFE lead up 0.63%. SHFE nickel down 0.69%, SHFE zinc down 0.33%.

* Commodity futures closed up mostly. Energy & chemistry futures showed a strong performance, PVC up 3.87%, soda ash up 3.54%, methanol up 3.07%, glass up 2.91%, bitumen up 2.1%, fuel oil up 2.01%. Black series went up mostly, iron ore up 4.95%, steel rebar up 2.56%, hot-rolled coil up 2.36%, coke up 1.56%, thermal coal down 1.37%. Agricultural products closed mixed, RBD palm olein up 3.9%, soybean oil up 1.4%, cotton up 1.27%, rapeseed meal up 1.04%, cotton yarn down 1.36%.

 

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