DZ20220804
*Key Points
Industrial Economy
*State Administration for Market Regulation held meeting which pointed out to enhance safety supervision and to actively guide R&D of drugs, vaccines and detection reagents with positive environment provided for private economy.
Co Focus
*CATL decided to delay issuing notice of plant launch in North America to Sept or Oct, a plant which cost billions of dollars as battery provider to Tesla and Ford, according to someone familiar with this matter, though no official response been made by any parties.
*CATIL will provide M3P battery to Tesla in 4Q2022 on Model Y using 72-battery pack, which to be launched in early 2023 and raw material used will be provided by Dynanonic (300769 CH), who plans on capacity launch by 110k ton in 2H2022.
*China Petroleum and Chemical (600028 CH) signed MOU with Saudi Aramco with cooperation range covering investment of petroleum projects, refinery service, material supply and hydrogen to further consolidate long-term strategic cooperation.
*Ding Xiongjun, president of Moutai said Moutai has inventory of hundreds of thousands tons of base liquor, worth trillions of yuan.
Aug 3rd Block Trade
*Block Trade Info
*Discount
- Advanced Micro-Fabrication Equip (688012 CH) saw 9 block trades worth 58mn at 127.17 yuan per share, 4.6 discount from last closing.
- Zhongtian Financial (000540 CH) saw 2 block trades worth 151mn at 1.47 yuan per share, 8.13 discount from last closing.
- Zhongguang Lightning Protection (300413 CH) saw 4 block trades worth 43mn at 7.85 yuan per share, 12 discount from last closing.
- Gentech Co. (688596 CH) saw 2 block trades worth 18mn at 23.08yuan per share, 1.91 discount from last closing.
- Trina Solar Co. (688599 CH) saw 4 block trades worth 55mn at 71.6 yuan per share, 9.00 discount from last closing.
*Flat
- Changjiang Securities (000783 CH) saw 3 block trades worth 154mn at 5.17yuan per share, 0.00 discount from last closing.
- Wuxi Apptec Co. (603259 CH) saw 5 block trades worth 91mn at 92.64yuan per share, 0.00 discount from last closing.
- Biocause Pharmaceutical (000627 CH) saw 3 block trades worth 35mn at 3.18 yuan per share, 0.00 discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.5154 trillion |
Total Short Selling Balance |
99.5 billion |
|
SH Margin Balance |
0.8123 trillion |
SH Short Selling Balance |
63.55 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
603318 |
345mio |
688126 |
5.13mio |
|
601012 |
122mio |
600418 |
2.32mio |
|
688012 |
104mio |
688981 |
2.32mio |
|
688122 |
83.22mio |
600157 |
1.75mio |
|
601699 |
81.5mio |
600166 |
1.45mio |
|
SZ Margin Balance |
0.7031 trillion |
SZ Short Selling Balance |
35.9 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300750 |
518mio |
300027 |
3.52mio |
|
002129 |
237mio |
002074 |
2.6mio |
|
002617 |
151mio |
000547 |
1.65mio |
|
002655 |
132mio |
300059 |
1.52mio |
|
300059 |
107mio |
002506 |
1.03mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-1.4 |
Northbound Net Cash Flow |
+0.34 |
||
|
Southbound Net Cash Flow |
-0.42 |
Southbound Net Cash Flow |
+1.1 |
||
|
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 |
|
002475 |
257 |
1.05 |
600036 |
624 |
0.89 |
|
601888 |
245 |
0.61 |
600019 |
490 |
4.1 |
|
600406 |
221 |
1.19 |
600519 |
457 |
0.19 |
|
600588 |
200 |
2.96 |
300274 |
426 |
2.9 |
|
000625 |
193 |
1.27 |
603799 |
315 |
2.23 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2208 |
104,234 |
-12,217 |
50,558 |
-2,136 |
52,632 |
-2,237 |
|
IF2209 |
39,513 |
-2,934 |
58,229 |
162 |
67,331 |
573 |
|
IF2212 |
13,579 |
-2,791 |
26,584 |
153 |
31,020 |
366 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2208 |
51,664 |
-7,212 |
27,050 |
-2,106 |
29,791 |
-2,519 |
|
IH2209 |
22,452 |
-4,758 |
27,087 |
292 |
36,058 |
-38 |
|
IH2212 |
8,086 |
-1,651 |
13,249 |
-175 |
15,982 |
164 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2208 |
110,436 |
-27,687 |
66,192 |
-7,536 |
66,326 |
-8,165 |
|
IC2209 |
52,274 |
-18,765 |
104,090 |
-3,643 |
105,114 |
-4,857 |
|
IC2212 |
20,347 |
-2,076 |
82,599 |
294 |
81,224 |
124 |
|
IC2303 |
11,485 |
2,411 |
16,525 |
1,499 |
16,009 |
1,494 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2208 |
50,495 |
-5,950 |
22,374 |
-2,066 |
22,983 |
-1,169 |
|
IM2209 |
18,953 |
-588 |
11,893 |
718 |
12,856 |
1,097 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2208 |
162374 |
-45400 |
70564 |
411 |
72483 |
1133 |
|
IO2209 |
29488 |
-12039 |
39357 |
1368 |
46574 |
1612 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2208 |
60064 |
-22042 |
16524 |
925 |
18877 |
943 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2209 |
44,905 |
1,874 |
41,609 |
-988 |
43,728 |
-1,017 |
|
TS2212 |
11,780 |
4,208 |
12,966 |
3,372 |
13,193 |
3,360 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2209 |
69,148 |
-3,140 |
91,318 |
-552 |
96,681 |
-1,161 |
|
TF2212 |
15,824 |
4,076 |
21,360 |
3,159 |
22,355 |
3,719 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2209 |
105,902 |
-4,540 |
140,524 |
-3,492 |
147,470 |
-3,579 |
|
T2212 |
30,619 |
9,738 |
39,347 |
4,912 |
42,697 |
5,354 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Bitumen |
BU2209 |
4,274.0 |
+0.47% |
141,155 |
204,026 |
|
Tin |
SN2209 |
193,130.0 |
+0.42% |
38,271 |
46,851 |
|
LPG |
PG2209 |
5,389.0 |
+0.24% |
53,585 |
55,337 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Iron Ore |
I2209 |
771.5 |
-2.89% |
199,516 |
461,962 |
|
Crude Oil |
SC2209 |
661.7 |
-2.83% |
161,421 |
32,675 |
|
Coking Coal |
JM2209 |
2,178.5 |
-2.64% |
27,700 |
42,014 |
Commodities (night session):
* Global crude oil price closed down collectively. September NYMEX crude oil contract down 3.71% to closed at $90.92/b, October Brent contract down 3.36% to closed at $97.16/b. INE crude oil active contract down 2.83% to 661.7 yuan/b. OPEC+ decided to increase the production by 100,000 barrel per day and US oil and fuel storage rose due to lower demand.
* Precious metals closed down collectively. COMEX gold active contract down 0.42% to closed at $1782.1/oz, SHFE gold active contract down 0.62% to closed at 385.94 yuan/gram. Improvement of US service industry ISM data and hawkish speech of Fed officials generated pressure on gold price.
* Metals closed down mostly, LME lead down 1.76%, LME copper down 1.24%, LME aluminum down 1.22% while LME nickel up 0.44. SHFE copper down 1.23%, SHFE aluminum down 0.25%, SHFE tin up 0.42% on the contrast.
* Commodity futures closed down mostly. Energy & chemistry futures showed a weak performance, bleached softwood kraft pulp down 2.08%, fuel oil down 1.74%, MEG down 1.71%, soda ash down 1.63%, PVC down 1.57%. Black series went down collectively, iron ore down 2.89%, coking coal down 2.64%, coke down 2.37%, hot-rolled coil down 1.68%, steel rebar down 1.56%. Agricultural products closed down collectively, RBD palm olein down 1.56%, No,1 soybeans down 1.26%, rapeseed oil down 1.2%, No.2 soybeans down 1.07%, sugar down 1.06%.
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.
