DZ20230810

 

Industrial Economy

*MIIT publicly solicited opinions on the mandatory national standards for the "Regulations on Safety Management of Civil Explosive Products Production and Sales Enterprises".

*The Supreme People's Court and Supreme People's Procuratorate jointly released the "Interpretation on Several Issues Concerning the Application of Laws in Handling Criminal Cases of Environmental Pollution", which adjusted the standards for conviction and sentencing of environmental pollution crimes, and will be implemented from August 15th.

*Jiangsu publicly solicited opinions on "Several Policy Measures to Promote the Continuous Recovery of the Provincial Economy and Help High-Quality Development to Continue to be at the forefront", which pointed out to support the demand for rigid and improve housing and guide commercial banks to adjust the interest rate of existing personal housing loans in an orderly manner according to law.

*The Institute of Physics, Chinese Academy of Sciences and other institutions have not observed room temperature superconductors.

 

Financials

*Shanghai issued the "Implementation Plan for Shanghai Science and Technology Achievement Transformation Innovation Pilot", which planned to pilot the transfer of all or part of the ownership of scientific and technological achievements to researchers.

*SZSE issued a notice on supporting flood control and disaster relief in Beijing-Tianjin-Hebei region and Northeast China, which specifically reduced the expenses of listed companies. Support the issuance of special bonds for flood control and disaster relief and establish a fast track for issuance review.

 

Aug 9 Block Trade Info

*Discount

- Eastroc Beverage (605499 CH) saw 3 block trades worth 33.61mn at 168.07yuan per share, 6.87pct discount from last closing.

- Jinbei Auto (600609 CH) saw 1 block trades worth 130.86mn at 4.99yuan per share, 4.04pct discount from last closing.

 

*Flat

- CITIC (600030 CH) saw 2 block trades worth 38.11mn at 24.91yuan per share, flat from last closing.

- Ja Solar Tech (002459 CH) saw 2 block trades worth 39.80mn at 30.43yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4966 trillion

Total Short Selling Balance

93.2billion

SH Margin Balance

0.7838 trillion

SH Short Selling Balance

60.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601099

133mio

600851

2.9mio

600031

83.9mio

600985

2.4mio

601012

60.5mio

601777

2.0mio

600160

52.2mio

601988

1.6mio

601995

47.8mio

601136

1.0mio

SZ Margin Balance

0.7125 trillion

SZ Short Selling Balance

33.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300760

75.3mio

001979

5.6mio

002349

52.1mio

002101

5.4mio

000712

47.5mio

002431

1.6mio

000661

45.0mio

000988

1.2mio

000157

42.9mio

000100

1.1mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-1.412

Northbound Net Cash Flow

+0.008

Southbound Net Cash Flow

-1.611

Southbound Net Cash Flow

-5.270

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

603259

411

1.88

600036

384

0.45

300760

260

0.79

600519

289

0.12

300750

244

0.22

002594

235

0.31

300308

173

1.60

000651

231

1.08

000625

161

1.05

601138

197

0.41

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2308

58,672

-19,615

52,963

-5,009

63,330

-4,863

IF2309

30,135

-5,080

81,707

-1,249

115,178

146

IF2312

7,930

-1,837

22,233

15

31,958

447

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2308

43,771

-12,279

32,680

-3,767

36,937

-3,942

IH2309

24,533

-5,617

42,528

-2,576

65,990

-1,767

IH2312

7,317

-1,139

17,965

-123

25,507

625

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2308

41,675

-2,580

44,423

-1,278

47,328

-1,345

IC2309

21,524

59

100,582

413

105,750

512

IC2312

9,462

-531

66,555

729

69,374

928

IC2403

6,291

812

11,931

927

12,580

921

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2308

38,222

-5,522

38,168

-2,678

39,988

-2,394

IM2309

21,531

1,960

56,663

28

61,326

736

IM2312

8,671

626

43,213

515

48,278

509

IM2403

4,802

716

11,325

723

12,972

779

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2308

105731

-40467

75758

3358

80821

4410

IO2309

18482

-3998

51187

2984

57094

3157

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2308

65820

-5839

35004

444

41138

523

MO2309

10906

3264

25322

752

29300

865

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2308

53043

-17772

44743

2758

49918

3337

HO2309

9792

9792

22682

22682

25426

25426

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2309

22,044

-39,857

40,542

-783

41,646

-881

TS2312

8,201

-9,746

13,308

1,508

13,896

1,512

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2309

67,488

-8,318

91,869

-773

88,853

-69

TF2312

14,062

-122

28,077

1,748

29,498

2,411

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2309

87,655

-18,312

145,734

-3,231

140,389

-2,412

T2312

28,174

-2,038

53,441

3,644

53,700

3,442

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2309

22,684

-1,349

13,210

-766

12,803

-225

TL2312

5,165

-672

10,293

529

11,206

559

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

LPG

PG2309

4,170.0

+4.02%

98,738

104,797

Low Sulfur Fuel Oil

LU2311

4,479.0

+2.85%

69,673

217,123

Crude Oil

SC2309

639.9

+2.52%

120,175

37,599

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Nickel

NI2309

164,150.0

-0.76%

69,752

71,618

Corn Starch

CS2309

3,128.0

-0.54%

57,933

110,427

Gold

AU2310

453.7

-0.36%

105,498

203,863

 

* Commodities (night session):

* Global crude oil price closed up collectively. September NYMEX crude oil contract up 1.57% to closed at $84.22/b, October Brent contract up 1.43% to closed at $87.40/b. INE crude oil active contract up 2.52% to 639.9 yuan/b.

* Precious metals closed down collectively. COMEX gold contract down 0.62% to closed at $1947.8/oz. SHFE gold active contract down 0.36% and closed at 453.74 yuan/gram.

* Metals closed mixed, LME nickel down 1.64%, LME zinc up 0.96%, LME lead up 0.71%, LME copper up 0.68%. SHFE zinc up 0.60%, SHFE lead up 0.44%, SHFE nickle down 0.76%.

* Commodity futures closed up mostly. Chemistry and energy products closed up collectively, LPG up 4.02%, EB up 2.36%, fuel oil up 2.2%. Black series closed up mostly, iron ore up 1.46%, coke up 1.42%. Agricultural products closed up mostly, soybean oil up 2.22%, rapeseed oil up 1.67%, RBD palm olein up 1.66%.

 

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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.