DZ20220810
Financials
*Some local fund managers are under investigation for participation of OTC options trading, according to someone familiar with this matter.
Industrial Economy
*China Civil Aviation plans to issue special condition for C919 airlines and approve exemption of partial airworthiness requirement.
*Azvudine has been added in treatment plan of covid by National Health Commission. 000756, 600062, 603229 and 600196 all announced in cooperation with Genuine Bio-tech.
*Henan province issued work plan in promoting infrastructure construction and stabilizing economic fundamentals with network expansion of railway to be accelerated and strive for more bond supports on railway construction.
Co Focus
*CATL signed ten-year strategic cooperation contract with Yutong Bus. Resources to be shared, innovative development of new material, system and tech to be jointly promoted and battery tech standard to be jointly formulated on commercial vehicles.
Aug 9th Block Trade
*Block Trade Info
*Discount
- China Gold (601916 CH) saw 5 block trades worth 30mn at 13.6 yuan per share, 12.26 discount from last closing.
- Transtrue Tech (002771 CH) saw 1 block trade worth 19mn at 9.4 yuan per share, 8.2 discount from last closing.
- Transtrue Tech (603380 CH) saw 3 block trades worth 15mn at 30.26 yuan per share, 9.78 discount from last closing.
- Transtrue Tech (600309 CH) saw 6 block trades worth 850mn at 73.55yuan per share, 5.15 discount from last closing.
- Trina Solar Co.(688599 CH) saw 8 block trades worth 144mn at 77.23 yuan per share, 6.75 discount from last closing.
- Shenzhen Intelligent Equip (688328 CH) saw 6 block trades worth 85mn at 33.05 yuan per share, 13.02 discount from last closing.
- Farasis Energy (688567 CH) saw 4 block trades worth 43mn at 33.29 yuan per share, 11.91 discount from last closing.
*Primium
- Shanghai RAAS (002252 CH) saw 1 block trade worth 31mn at 6.27 yuan per share, 8.29 premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.5232 trillion |
Total Short Selling Balance |
106.6 billion |
|
SH Margin Balance |
0.8170 trillion |
SH Short Selling Balance |
67.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600438 |
194mio |
601988 |
4.15mio |
|
600546 |
164mio |
600157 |
2.01mio |
|
600893 |
160mio |
601326 |
1.89mio |
|
600089 |
147mio |
600584 |
1.83mio |
|
603799 |
136mio |
600008 |
1.37mio |
|
SZ Margin Balance |
0.7062 trillion |
SZ Short Selling Balance |
38.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002371 |
277mio |
002185 |
3.22mio |
|
300750 |
256mio |
000547 |
1.47mio |
|
002241 |
190mio |
000009 |
1.01mio |
|
002617 |
173mio |
000708 |
0.90mio |
|
002268 |
129mio |
300003 |
0.83mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-0.1 |
Northbound Net Cash Flow |
-2.1 |
||
|
Southbound Net Cash Flow |
-0.08 |
Southbound Net Cash Flow |
-0.52 |
||
|
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 |
|
601012 |
602 |
1.40 |
600438 |
772 |
3.39 |
|
002352 |
222 |
0.94 |
600089 |
535 |
5.88 |
|
600887 |
191 |
0.84 |
002129 |
391 |
2.43 |
|
300014 |
179 |
1.01 |
002371 |
284 |
1.77 |
|
603806 |
177 |
1.96 |
600522 |
230 |
2.96 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2208 |
65,430 |
-1,821 |
45,722 |
1,383 |
45,401 |
988 |
|
IF2209 |
25,286 |
-30 |
56,065 |
493 |
65,387 |
679 |
|
IF2212 |
8,281 |
-1,220 |
27,697 |
585 |
32,402 |
634 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2208 |
31,370 |
-4,492 |
24,321 |
-1,954 |
26,830 |
-1,358 |
|
IH2209 |
12,796 |
-2,168 |
25,735 |
-322 |
35,113 |
-322 |
|
IH2212 |
4,666 |
-1,476 |
13,682 |
-258 |
16,910 |
-198 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2208 |
60,627 |
-3,263 |
56,995 |
-540 |
56,164 |
-1,182 |
|
IC2209 |
29,788 |
2,704 |
101,786 |
2,456 |
104,126 |
2,002 |
|
IC2212 |
10,249 |
106 |
82,662 |
552 |
80,896 |
775 |
|
IC2303 |
6,043 |
-410 |
20,187 |
554 |
19,547 |
554 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2208 |
29,644 |
-3,209 |
67975 |
-512 |
19,346 |
-1,181 |
|
IM2209 |
14,188 |
1,815 |
14,550 |
715 |
16,006 |
1,061 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2208 |
73628 |
-6130 |
67975 |
-512 |
69822 |
-1242 |
|
IO2209 |
15976 |
1607 |
44473 |
1086 |
52318 |
1144 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2208 |
44214 |
-8278 |
18274 |
103 |
22648 |
724 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2209 |
52,935 |
19,416 |
37,795 |
-1,115 |
37,594 |
-1,790 |
|
TS2212 |
17,264 |
11,926 |
19,496 |
2,832 |
19,837 |
3,829 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2209 |
94,153 |
33,955 |
73,036 |
-4,959 |
73,379 |
-6,281 |
|
TF2212 |
44,897 |
26,405 |
44,094 |
10,396 |
45,834 |
10,521 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2209 |
105,220 |
25,653 |
125,414 |
-5,274 |
125,756 |
-6,032 |
|
T2212 |
38,061 |
8,725 |
55,643 |
4,556 |
59,739 |
4,118 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Fuel Oil |
FU2301 |
3,198.0 |
+2.57% |
428,375 |
313,523 |
|
Bitumen |
BU2212 |
4,144.0 |
+2.22% |
159,032 |
420,011 |
|
Zinc |
ZN2209 |
24,705.0 |
+2.04% |
110,162 |
124,028 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2209 |
2,141.5 |
-2.17% |
23,936 |
37,031 |
|
Iron Ore |
I2301 |
724.5 |
-1.7% |
282,664 |
599,698 |
|
Soda Ash |
SA301 |
2,344.0 |
-1.6% |
508,109 |
364,970 |
Commodities (night session):
* Global crude oil price closed mixed. September NYMEX crude oil contract down 0.24% to closed at $90.54/b, October Brent contract down 0.12% to closed at $96.53/b. INE crude oil active contract up 1.49% to 674.5 yuan/b.
* Precious metals closed up collectively. COMEX gold active contract up 0.29% to closed at $1810.5/oz, SHFE gold active contract up 0.35% to closed at 391.88 yuan/gram.
* Metals closed up mostly, LME zinc up 2.31%, LME aluminum up 1.08%, LME tin up 0.82%, LME nickel down 1.08%, LME copper down 0.41%. SHFE zinc up 2.04%, SHFE tin up 1.28%, SHFE aluminum up 0.86%.
* Commodity futures closed down mostly. Energy & chemistry futures showed a weak performance, soda ash down 1.6%, PVC down 1.51%, MEG down 1.15%, TSR 20 down 1.13%, LLDPE down 1.09%. Black series went down mostly, coking coal down 2.17%, iron ore down 1.7%, hot-rolled coil down 1.06%, steel rebar down 1.02%. Agricultural products closed up mostly, corn up 1.11%, rapeseed meal up 0.96%, cotton up 0.81%.
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
