DZ20230811

 

Financials

*SSE: Research to improve trading system, optimize trading supervision, and effectively promote active markets, research to allow securities such as main board stocks and funds to be declared in a quantity that can increase by 1 share, and the introduction of after-hours fixed price trading mechanism for ETFs.

*SZSE: Research to adjust the application requirements for Shenzhen listed stocks, funds and other securities to be adjusted from 100 shares and increased by 1 share, balance to maintain smooth trading and crack down on malicious speculation, with a focus on regulating abnormal trading behaviors or suspected illegal activities.

 

Industrial Economy

*Ministry of Culture and Tourism and Ministry of Public Security jointly issued notice on strengthening the protection of minors in e-sports hotel management, which put forward standardized requirements for the protection of minors in e-sports hotels that have attracted widespread attention in the society and it is strictly forbidden for e-sports hotels to illegally receive minors.

*China Energy Research Association and China Electricity Council hosted the "2023 Power Low-Carbon Transformation Annual Conference" and released "Research on Building a New Power System Path", which expected that the proportion of wind power generation will increase from 9.3% in 2020 to 22.5% in 2030.

*China Charging Alliance" released the operation status of national electric vehicle charging and swapping infrastructure, which reveled that there were an increase of 62k public charging stations in July, increased by 40.4% m/m.

*The Ministry of Finance and the Ministry of Water Resources urgently issued 1.5 billion yuan for water conservancy and disaster relief funds to support disaster-stricken areas in their efforts to repair water conservancy and water damage facilities.

 

 

Aug 10 Block Trade Info

*Discount

- Zijin Mining (601899 CH) saw 1 block trades worth 291.29mn at 12.72yuan per share, 0.08pct discount from last closing.

- Jinbei Auto (600609 CH) saw 3 block trades worth 189.99mn at 4.83yuan per share, 3.98pct discount from last closing.

- Dian Diagnostics (300244 CH) saw 1 block trades worth 185.73mn at 22.93yuan per share, 0.22pct discount from last closing.

 

*Flat

- China Merchants Bank (600036 CH) saw 2 block trades worth 92.19mn at 34.14yuan per share, flat from last closing.

 

 

 

*Margin Trade

Total Margin Balance

1.4960 trillion

Total Short Selling Balance

92.8billion

SH Margin Balance

0.7839 trillion

SH Short Selling Balance

59.8 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600030

204mio

600369

7.4mio

600519

169mio

600157

6.5mio

601788

138mio

600595

5.2mio

601696

74.1mio

600985

3.1mio

600155

71.2mio

600415

2.5mio

SZ Margin Balance

0.7118 trillion

SZ Short Selling Balance

33.0 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300059

131mio

300027

21.1mio

000776

72.7mio

001979

2.5mio

000333

69.8mio

301078

1.9mio

300803

63.2mio

000002

1.7mio

300418

59.2mio

002602

1.0mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-1.829

Northbound Net Cash Flow

-0.769

Southbound Net Cash Flow

+0.615

Southbound Net Cash Flow

+1.160

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

484

0.45

600519

975

0.41

603259

478

2.11

300059

429

1.63

000063

236

1.34

601888

364

1.42

300763

228

6.56

601012

357

1.56

300308

147

1.44

600050

237

1.42

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2308

78,797

20,345

58,826

6,184

68,836

5,506

IF2309

41,115

11,425

86,092

4,385

120,204

5,026

IF2312

11,913

4,287

23,828

1,596

34,428

2,470

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2308

54,777

11,058

35,321

2,663

39,308

2,633

IH2309

31,207

7,275

46,146

3,708

69,297

3,307

IH2312

9,491

2,491

18,973

1,021

26,401

939

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2308

38,824

-2,730

43,178

-1,029

46,942

-386

IC2309

19,598

-471

100,523

-59

105,164

-586

IC2312

9,794

748

67,021

466

69,861

567

IC2403

7,034

1,135

13,691

1,850

14,455

1,902

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2308

39,724

1,609

38,789

632

40,341

460

IM2309

19,884

-1,248

56,417

301

60,959

-367

IM2312

9,520

1,470

43,045

-168

48,147

-131

IM2403

6,220

1,659

12,338

1,033

13,945

1,574

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2308

171041

65592

75225

-533

81747

926

IO2309

31382

14412

54750

3620

59748

3005

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2308

80848

15058

36265

1261

42272

1134

MO2309

10128

-475

25914

609

29665

517

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2308

81408

28838

43640

-648

48806

-1112

HO2309

11479

2199

23869

1202

26544

1379

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2309

36,332

14,522

39,776

-584

40,961

-663

TS2312

10,641

3,362

14,376

1,098

15,222

1,326

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2309

65,052

-1,505

90,911

-958

88,666

-36

TF2312

13,907

703

29,658

1,627

30,457

959

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2309

78,736

-5,016

142,662

-3,072

136,389

-3,993

T2312

21,353

-5,696

56,149

2,821

56,052

2,352

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2309

27,573

4,955

12,909

-251

12,367

-415

TL2312

6,827

2,203

10,559

266

11,502

390

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Rapeseed Meal

RM309

3,884.0

+2.64%

273,010

231,932

LPG

PG2309

4,288.0

+1.9%

150,248

104,710

Soda Ash

SA401

1,582.0

+1.87%

880,381

1,257,038

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Rapeseed Oil

OI309

9,077.0

-1.83%

320,885

118,011

PVC

V2309

6,147.0

-0.61%

209,025

442,795

Zinc

ZN2309

20,755.0

-0.57%

76,615

93,190

 

* Commodities (night session):

* Global crude oil price closed down collectively. September NYMEX crude oil contract down 1.81% to closed at $82.87/b, October Brent contract down 1.37% to closed at $86.35/b. INE crude oil active contract down 0.19% to 636.5 yuan/b.

* Precious metals closed mixed. COMEX gold contract down 0.3% to closed at $1944.7/oz. SHFE gold active contract up 0.02% and closed at 454.22 yuan/gram.

* Metals closed mixed, LME zinc down 1.19%, LME tin down 1.04%, LME nickel down 0.75%. LME aluminum up 0.43%, LME lead up 0.42%. SHFE zinc down 0.57%, SHFE tin down 0.32%, SHFE nickel up 0.27%.

* Commodity futures closed mixed. Chemistry and energy products closed mixed, LPG up 1.9%, soda ash up 1.87%, PTA up 1.37%. Black series closed down mostly. Agricultural products closed up mostly, rapeseed meal up 2.64%, soybean meal up 1.28%, rapeseed oil down 1.83%.

 

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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.