DZ20220829
Economic Data
*China Jan-July industrial profit of cny 4.89tn, down 1.1% y/y vs 1% gains in 1H.
International Relationship
*PCAOB signed a Statement of Protocol with Chinese Authorities, taking first step toward complete access for PCAOB to select, inspect and investigate in China.
Financials
*China is able to meet 3% CPI rise target for 2022, said by NDRC.
*PBoC included some foreign banks into financial institutional range of supporting tools on carbon emission, suggesting emphasis of green transformation, insist of opening-up and fair treatment to foreign financial institutions.
*MSCI issued quarterly adjustment results which to take effect after market close on Aug 31st and 7 underlying will be added in MSCI China Index.
Co Focus
*CALL announced its Kirin battery to see massive production on ZEEKR under Geely and to be equipped on AITO, co brand built up by Huawei and Seres.
Aug 26th Block Trade
*Block Trade Info
*Discount
- Intco Recycling (688087 CH) saw 6 block trades worth 53mn at 55.31 yuan per share, 1.5 discount from last closing.
- Red Ave New Materials (603650 CH) saw 9 block trades worth 74mn at 29.71 yuan per share, 8.36 discount from last closing.
-Unigroup Microelectronics (002049 CH) saw 2 block trades worth 27mn at 152.98 yuan per share, 2.9 discount from last closing.
- Daqo New Energy (688303 CH) saw 1 block trades worth 34mn at 55.25 yuan per share, 1.99 discount from last closing.
- Doright Co. (300950 CH) saw 4 block trades worth 45mn at 22.3 yuan per share, 1.37 discount from last closing.
- Beijing Wkw Auto (002662 CH) saw 2 block trades worth 31mn at 3.43 yuan per share, 6.79 discount from last closing.
- Micro-Tech (Nanjing) Co.(688029 CH)saw 6 block trades worth 32mn at 70.5 yuan per share, 8.74 discount from last closing.
*Flat
- Chuanzhiboke Education (003032 CH) saw 4 block trades worth 31mn at 15.58 yuan per share, 0.00 discount from last closing.
*Margin Trade
Total Margin Balance |
1.5210 trillion |
Total Short Selling Balance |
107.6 billion |
SH Margin Balance |
0.8137 trillion |
SH Short Selling Balance |
69.3 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
688439 |
172mio |
512100 |
66.76mio |
601225 |
119mio |
512800 |
7.15mio |
600256 |
113mio |
601988 |
3.72mio |
601888 |
108mio |
600016 |
3.00mio |
603806 |
97mio |
512690 |
2.94mio |
SZ Margin Balance |
0.7072 trillion |
SZ Short Selling Balance |
38.2 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300750 |
253mio |
000338 |
1.35mio |
002738 |
133mio |
000932 |
1.00mio |
000661 |
115mio |
000686 |
0.77mio |
000723 |
97.6mio |
002500 |
0.71mio |
300059 |
76.5mio |
000875 |
0.65mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+2.7 |
Northbound Net Cash Flow |
+2.4 |
||
Southbound Net Cash Flow |
-2.0 |
Southbound Net Cash Flow |
+0.9 |
||
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 |
002460 |
742 |
7.15 |
300059 |
456 |
1.8 |
600519 |
463 |
0.2 |
300014 |
358 |
1.85 |
000792 |
353 |
2.33 |
300274 |
236 |
1.58 |
600887 |
283 |
1.26 |
002371 |
215 |
1.52 |
002624 |
231 |
8.26 |
000725 |
186 |
1.33 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2209 |
80,673 |
-20,055 |
74,843 |
-4,716 |
84,346 |
-6,004 |
IF2212 |
15,090 |
-2,301 |
36,138 |
744 |
40,832 |
290 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2209 |
47,458 |
-21,192 |
43,801 |
-3,252 |
56,984 |
-3,405 |
IH2212 |
9,014 |
-5,071 |
20,197 |
-416 |
25,481 |
-182 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2209 |
90,880 |
-15,770 |
123,447 |
-2,693 |
126,253 |
-4,554 |
IC2212 |
19,879 |
-5,629 |
88,781 |
-553 |
86,645 |
-840 |
IC2303 |
10,787 |
-3,056 |
38,126 |
1,117 |
36,304 |
1,167 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2209 |
50,556 |
-8,087 |
29,628 |
-532 |
33,910 |
-73 |
IM2212 |
10,420 |
-4,290 |
13,787 |
77 |
13,394 |
-43 |
IM2303 |
4,412 |
-711 |
8,872 |
496 |
10,031 |
571 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2209 |
91979 |
-26221 |
77526 |
1568 |
81977 |
1281 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2209 |
65822 |
-13052 |
20819 |
1626 |
22946 |
1820 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2209 |
4,896 |
-7,946 |
14,140 |
-490 |
14,113 |
-552 |
TS2212 |
65,528 |
5,954 |
41,706 |
713 |
42,682 |
-170 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2209 |
6,742 |
-1,066 |
21,134 |
-1,132 |
21,193 |
-517 |
TF2212 |
74,278 |
7,056 |
94,144 |
1,089 |
99,765 |
1,758 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2209 |
9,304 |
-4,728 |
32,093 |
-1,917 |
31,885 |
-1,682 |
T2212 |
112,042 |
-2,349 |
121,381 |
1,571 |
134,111 |
-1,214 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
TSR 20 |
NR2210 |
10,185.0 |
+2% |
16,818 |
23,880 |
Natural Rubber |
RU2301 |
12,795.0 |
+1.99% |
144,464 |
172,522 |
Tin |
SN2210 |
202,290.0 |
+1.97% |
82,633 |
34,320 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Thermal Coal |
ZC209 |
810.0 |
-6.38% |
5 |
24 |
Fuel Oil |
FU2301 |
3,255.0 |
-2.46% |
624,393 |
322,983 |
Low Sulfur Fuel Oil |
LU2210 |
5,129.0 |
-2.08% |
54,752 |
35,994 |
Commodities (night session):
* Global crude oil price closed mixed. October NYMEX contract up 0.49% to closed at $92.97/b, November Brent contract up 0.45% to closed at $98.90/b. INE crude oil active contract down 1.77% to 727.2 yuan/b.
* Precious metals closed down collectively. COMEX gold contract down 1.16% to closed at $1750.8/oz, SHFE gold active contract down 0.40% to closed at 389.06 yuan/gram.
* Metals closed up mostly, LME aluminum up 2.47%, LME nickel up 1.67%, LME zinc up 1.27%, LME copper up 1.18%. SHFE tin up 1.97%, SHFE aluminum up 1.25%, SHFE copper up 0.25%. SHFE nickel down 1.21%, SHFE lead down 0.73%.
* Commodity futures closed mixed. Energy & chemistry futures closed up mostly, TSR 20 up 2%, natural rubber up 1.99%, MEG up 0.91%, fuel oil down 2.46%. Black series went down mostly, thermal coal down 6.38%, coke down 1.02%. Agricultural products closed mixed, sugar up 1.16%, rapeseed oil down 1.67%, RBD palm olein down 1.51%.
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.