DZ20220712
*Key points
Policy
*Premier Li Keqiang said to clamp down on safety risk of self-built homes for business purpose and urban gas with special treatment in key fields like transportation, coal, construction, hazardous chemical, shipment and fire control further enhanced.
*CSRC issued notice to promote high-quality development of manufacturing industry under financial service which suggest optimizing economic asset allocation by state-owned large banks inclining toward manufacturing firms to promote fast growth of medium-long term loans. Financial service to support manufacturing like auto and home appliance firms to “Go global” to be optimized.
*Henan financial regulators issued notice to pay urgent grants for off-book business of 4 rural banks from July 15th on clients principals.
*Provisions of society construction in Shenzhen were issued with contents formulated from 9 aspects and to be carried forward from Aug 1st, which pointed out to stabilize land and housing price to prevent and resolve market risk. Fair treatment on rental residents will be promoted in aspect of basic public service.
Industrial Economy
*As the latest data disclosed by Innovation Allies of China Auto Power Battery Industry that capacity of China power battery in June of 41.3GWh, up 171.7% y/y and up 16.1% m/m.
July 12nd Block Trade
*Block Trade Info
*Discount
- Cngr Advanced Material (300919 CH) saw 6 block trades worth 130mn at 130.2yuan per share, 6.36 discount from last closing.
- Sinofibers Tech (300777 CH) saw 1 block trade worth 66mn at 40.02yuan per share, 20.06 discount from last closing.
- Gigadevice Semiconductor (603986 CH) saw 2 block trades worth 23mn at 123.83 yuan per share, 4.00 discount from last closing.
- Topraysolar Co (002218 CH) saw 2 block trades worth 30mn at 5.74yuan per share, 1.37 discount from last closing.
- Nanomicro Tech (688690 CH) saw 8 block trades worth 210mn at 70 yuan per share, 4.62 discount from last closing.
- Novosense Microlectronics (688052 CH) saw 15 block trades worth 123mn at 131.85 yuan per share, 14.66 discount from last closing.
- Jinrui Mining (600714 CH) saw 2 block trades worth 59mn at 11.75yuan per share, 1.84 discount from last closing.
- Salt Lake (00792 CH) saw 6 block trades worth 158mn at 31.5yuan per share, 5.34 discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.5245 trillion |
Total Short Selling Balance |
95.6 billion |
|
SH Margin Balance |
0.8158 trillion |
SH Short Selling Balance |
61.5 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
153mio |
600166 |
12.41mio |
|
601919 |
146mio |
601988 |
3.32mio |
|
601088 |
131mio |
600900 |
2.44mio |
|
688601 |
120mio |
601398 |
2.38mio |
|
600406 |
116mio |
600157 |
1.79mio |
|
SZ Margin Balance |
0.7087 trillion |
SZ Short Selling Balance |
34.1 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002466 |
629mio |
000591 |
5.33mio |
|
300750 |
281mio |
002939 |
5.11mio |
|
002176 |
195mio |
300498 |
2.94mio |
|
300274 |
163mio |
000709 |
1.37mio |
|
002475 |
111mio |
000932 |
1.37mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-0.1 |
Northbound Net Cash Flow |
+2.0 |
||
|
Southbound Net Cash Flow |
-0.6 |
Southbound Net Cash Flow |
-1.6 |
||
|
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 |
|
002466 |
1315 |
6.16 |
300450 |
982 |
10.71 |
|
300750 |
976 |
0.87 |
002074 |
593 |
9.93 |
|
002475 |
478 |
2.09 |
002594 |
591 |
1.45 |
|
600519 |
374 |
0.15 |
601615 |
579 |
8.69 |
|
300724 |
315 |
10.92 |
300274 |
487 |
3.89 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2207 |
111,617 |
4,946 |
54,849 |
-3,384 |
56,256 |
-4,105 |
|
IF2208 |
14,865 |
6,045 |
9,893 |
3,069 |
10,856 |
3,561 |
|
IF2209 |
46,149 |
14,223 |
61,272 |
3,644 |
72,911 |
3,842 |
|
IF2212 |
9,125 |
3,500 |
21,340 |
803 |
23,423 |
543 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2207 |
52,545 |
-4,435 |
31,739 |
-1,322 |
39,100 |
-2,126 |
|
IH2209 |
22,656 |
2,836 |
23,955 |
686 |
32,694 |
1,107 |
|
IH2212 |
7,903 |
1,606 |
11,709 |
1,179 |
12,556 |
1,200 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2207 |
108,426 |
12,168 |
70,161 |
-4,994 |
68,170 |
-2,435 |
|
IC2208 |
24,885 |
10,519 |
24,689 |
6,416 |
24,969 |
5,948 |
|
IC2209 |
44,176 |
8,522 |
103,327 |
2,020 |
110,056 |
1,787 |
|
IC2212 |
16,754 |
4,854 |
73,187 |
1,563 |
72,549 |
1,563 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2207 |
221940 |
46256 |
62577 |
-3276 |
73689 |
-4350 |
|
IO2208 |
51631 |
22336 |
30558 |
4582 |
31004 |
4738 |
|
IO2209 |
11599 |
2075 |
29850 |
717 |
33317 |
968 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2209 |
45,617 |
-1,234 |
41,553 |
354 |
44,026 |
584 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2209 |
61,895 |
12,507 |
79,398 |
-100 |
83,833 |
1,114 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2209 |
106,331 |
18,690 |
136,555 |
893 |
141,934 |
2,803 |
|
T2212 |
8,377 |
2,146 |
15,669 |
502 |
16,714 |
598 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Low Sulfur Fuel Oil |
LU2209 |
5,370.0 |
+3.55% |
104,152 |
61,278 |
|
Tin |
SN2208 |
194,030.0 |
+3.29% |
46,917 |
42,111 |
|
Nickel |
NI2208 |
168,810.0 |
+2.15% |
58,029 |
75,700 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Methanol |
MA209 |
2,334.0 |
-4.85% |
767,271 |
1,070,324 |
|
Iron Ore |
I2209 |
719.0 |
-3.36% |
256,744 |
608,878 |
|
Ethenylbenzene |
EB2208 |
9,246.0 |
-3.12% |
155,622 |
125,391 |
Commodities (night session):
* Global crude oil price closed down mostly. August NYMEX crude oil contract down 1.27% to closed at $103.46/b, September Brent contract down 0.56% to closed at $106.42/b. INE crude oil active contract up 0.06% to 686.4 yuan/b.
* Precious metals closed down collectively. COMEX gold active contract down 0.6% to closed at $1731.9/oz, SHFE gold active contract down 0.18% to closed at 377.66 yuan/gram.
* Metals closed mixed. LME copper down 2.53%, LME aluminum down 2.44%, LME zinc down 1.26%, LME tin up 2.11%, LME leads up 1.67%. SHFE aluminum down 1.92%, SHFE copper down 1.36%, SHFE tin up 3.29%, SHFE nickel up 2.15%.
* Commodity futures closed down mostly, energy & chemistry futures showed a weak performance, urea down nearly 5%, methanol down 4.85%, EB down 3.12%, PTA down 2.83%, PVC down 2.22%. Low sulfur fuel oil up 3.55% on the contrast. Black series closed down collectively, iron ore down 3.36%, coke down 1.87%, steel rebar down 1.42%. Agriculture futures closed down mostly, cotton down 2.47%, RBD palm olein down 2.19%, No.1 soybeans down 1.2%.
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.
