DZ20220816

 

Financials

*Shenzhen Stock Exchange is in research to optimize listing standard of ChiNext board with strict entry barrier to be set to improve quality of listed firms from the origin.

*8 core dealers of CDX contracts organized and participated in the first batch of contracts trading and offering in total notional principal of cny 900mio.

 

Industrial Economy

*Chinese Wind Energy Association held distributed wind power technical seminar with Windey Co (300772 CH) which to carry out wind power exploration in rural region and encourage participation of rural groups.

*Sichuan province to suspend production on industrial power users from Aug 15th to Aug 20th for excessive power load, which to have impact on silicon and battery slice firms.

*Huizhou city in Guangdong province officially adjusted down payment ratio to 20% on first home buyers, took effect from Aug 15th.

 

Aug 15th Block Trade

*Block Trade Info

*Discount

- Cosco Shipping (600026 CH) saw 1 block trade worth 129mn at 12.88 yuan per share, 1.98 discount from last closing.

- Zhongtian Financial Group (000540 CH) saw 1 block trade worth 112mn at 1.5 yuan per share, 5.66 discount from last closing.

- Zhongtai Cryogenic Tech (300435 CH) saw 9 block trades worth 49mn at 14.89yuan per share, 14.38 discount from last closing.

- Sinofibers Tech (300777 CH) saw 1 block trade worth 26mn at 38.23 yuan per share, 20.62 discount from last closing.

- Zhongchuang Environmental (300056 CH) saw 1 block trade worth 32mn at 9.39 yuan per share, 3.1 discount from last closing.

- Xtc New Energy (688778 CH) saw 6 block trades worth 116mn at 120 yuan per share, 7.9 discount from last closing.

-Nanomicro Tech (688690 CH) saw 5 block trades worth 105mn at 76.24 yuan per share, 4.69 discount from last closing.

 

*Flat

- Yisheng Livestock & Poultry (002458 CH) saw 1 block trades worth 42mn at 9.07 yuan per share, 0.00 discount from last closing.

*Margin Trade

Total Margin Balance

1.5278 trillion

Total Short Selling Balance

107.1 billion

SH Margin Balance

0.8180 trillion

SH Short Selling Balance

68.2 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600338

159mio

601901

3.94mio

603799

141mio

601228

2.43mio

601127

104mio

600256

1.87mio

600026

96.8mio

600711

1.85mio

600230

95.8mio

603077

1.5mio

SZ Margin Balance

0.7098 trillion

SZ Short Selling Balance

38.9 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002594

551mio

000728

5.76mio

002648

431mio

000750

0.96mio

002415

260mio

000709

0.85mio

300750

255mio

000708

0.83mio

000001

118mio

000060

0.72mio

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-0.6

Northbound Net Cash Flow

+1.7

Southbound Net Cash Flow

+0.16

Southbound Net Cash Flow

+0.04

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

724

0.71

600438

280

1.22

002466

531

3.13

002475

262

1.00

300014

447

2.52

601888

230

0.6

603185

309

5.08

600309

211

0.77

002129

271

1.66

600519

205

0.08

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2208

72,805

9,374

39,773

2,030

41,306

2,281

IF2209

38,409

6,557

57,526

2,342

65,498

1,591

IF2212

14,157

1,974

30,197

1,038

35,211

454

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2208

38,053

603

24,680

63

26,839

137

IH2209

20,966

3,284

30,033

1,995

40,107

1,907

IH2212

10,730

3,167

17,596

1,868

21,336

2,108

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2208

68,521

6,845

46,702

-2,084

46,544

-1,586

IC2209

42,669

5,222

102,290

2,287

105,913

2,075

IC2212

12,861

-787

84,333

1,194

82,693

864

IC2303

8,781

2,075

24,777

1,463

23,829

1,488

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2208

32,686

2,323

18,069

341

17,712

-207

IM2209

17,797

2,419

17,870

1,287

19,846

1,290

IM2212

4,842

-1,704

8,395

181

8,101

171

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2208

130386

25184

61828

-1295

64192

-2195

IO2209

34819

10254

55267

3819

61674

2828

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2208

60031

1433

17960

852

22571

-111

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2209

47,816

-3,036

27,844

-4,088

28,167

-3,494

TS2212

32,799

14,898

28,919

2,809

29,437

3,543

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2209

88,562

24,573

44,359

-9,821

44,590

-7,626

TF2212

73,658

32,726

69,534

6,807

74,404

6,798

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2209

167,128

65,665

90,578

-20,611

93,136

-18,299

T2212

103,285

51,206

83,568

8,883

88,508

10,355

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Cotton

CF301

15,685.0

+2.85%

339,361

406,934

Bleached Softwood Kraft Pulp

SP2209

6,948.0

+0.75%

60,309

61,765

Polished Round-Grained Rice

RR2210

3,377.0

+0.27%

1,687

11,035

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Rapeseed Oil

OI209

11,616.0

-4.82%

105,522

67,319

Ethenylbenzene

EB2209

8,125.0

-3.38%

122,426

126,587

Low Sulfur Fuel Oil

LU2210

4,746.0

-3.06%

42,843

36,844

 

Commodities (night session):

* Global crude oil price closed down collectively. September NYMEX crude oil contract down 4.6% to closed at $87.85/b, October Brent contract down 4.9% to closed at $93.34/b. INE crude oil active contract down 1.11 % to 688.0 yuan/b. Concern of economic recession spread among investors globally. Strong performance of USD and re-open Iran nuclear negotiations also generated pressure on oil price.

* Precious metals closed down collectively. COMEX gold active contract down 1.12% to closed at $1795.1/oz, SHFE gold active contract down 0.14% to closed at 391.52 yuan/gram. Hawkish statements from Fed officials dragged gold price down.

* Metals closed down mostly, LME nickel down 4.87%, LME tin down 1.82%, LME copper down 1.4%, LME aluminum down 1.27%. LME zinc up 0.22% on the contrast. SHFE nickel down 2.88%, SHFE aluminum down 1.86%, SHFE tin down 0.65%, SHFE zinc up 0.1%.

* Commodity futures closed down mostly. Energy & chemistry futures showed a weak performance, EB down 3.38%, PTA down 3.04%, polyester staple fiber down 2.3%, TSR 20 down 2.3%, bitumen down 1.99%. Black series went down collectively, iron ore down 1.94%, hot-rolled coil down 1.57%, steel rebar down 1.01%. Agricultural products closed down mostly, rapeseed oil down 4.82%, rapeseed meal down 2.17%, RBD palm olein down 1.91%, soybean meal down 1.86% soybean oil down 1.75%.

 

 

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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.