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%.


 

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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.