DZ20220831

 

Event

*The 20th National Party Congress of the CPC to be held on Oct 16th 2022, as recommended by the Political Bureau of the CPC Central Committee.

 

Financials

*PBoC is seeking for public opinions on administration of financial holding cos. connected transaction.

 

Industrial Economy

*As disclosed by the State Grid that tighten power supply in southeastern regions been effectively eased with all industrial and commercial businesses in Sichuan province resumed normal power supply and Chongqing city cancelled power saving measures.

 

Co Focus

*Fuyao Glass (600660 CH) signed strategic cooperation contract with Zhengzhou govt and co to set up multi-functional auto glass and new tech research center with bases in production and exports of aluminum accessories to be built up.

*Berkshire Hathaway sold 1.33mio BYD H-shr on Aug 24th with 369mio HK dollars cashed out, according to info disclosed by HKEX on Aug 30th.

 

Aug 30th Block Trade

*Block Trade Info

*Discount

- Cosco Shipping (600026 CH) saw 1 block trade worth 116mn at 15 yuan per share, 1.32 discount from last closing.

- Sinostone(Guangdong) Co. (001212 CH) saw 2 block trades worth 18mn at 26.65 yuan per share, 9.38 discount from last closing.

-China Merchants Bank (600036 CH) saw 1 block trade worth 68mn at 33 yuan per share, 2.34 discount from last closing.

- Salt Lake (000792 CH) saw 5 block trades worth 96mn at 27.5 yuan per share, 0.79 discount from last closing.

- Cnano Tech (688116 CH) saw 1 block trade worth 118mn at 102.3 yuan per share, 17.99 discount from last closing.

- Trina Solar Co. (688599 CH) saw 3 block trades worth 36mn at 68.5 yuan per share, 6.73 discount from last closing.

- Ligao Foods(300973 CH)saw 5 block trades worth 39mn at 77.47 yuan per share, 3.92 discount from last closing.

 

*Premium

- FAW Jiefang (000800 CH) saw 2 block trades worth 159mn at 8.4 yuan per share, 1.2 premium from last closing.

 

*Margin Trade

Total Margin Balance

1.5209 trillion

Total Short Selling Balance

106.3 billion

SH Margin Balance

0.8130 trillion

SH Short Selling Balance

68.5billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600089

227mio

600157

4.69mio

600519

75mio

601198

3.09mio

603259

75mio

600919

2.8mio

603077

71mio

603885

2.73mio

600760

70mio

601228

2.64mio

SZ Margin Balance

0.7079 trillion

SZ Short Selling Balance

37.7 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

000625

93.66mio

000629

1.97mio

002240

81mio

002500

1.38mio

300068

73.67mio

000665

1.13mio

000001

68.6mio

000983

1.07mio

000629

62.7mio

000709

0.97mio

 

*Connection Trade

 

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-1.8

Northbound Net Cash Flow

-3.2

Southbound Net Cash Flow

+0.02

Southbound Net Cash Flow

-0.1

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

300750

412

0.42

002241

295

2.85

300450

242

2.9

600519

291

0.12

601012

238

0.59

601166

287

0.82

300438

221

8.07

600809

285

0.82

600256

194

2.04

603259

254

1.12

 

*Index Futures

 

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2209

94,720

8,168

76,616

723

85,470

75

IF2212

16,372

390

37,207

167

42,470

1,339

IF2303

4,290

-383

7,905

176

8,501

235

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2209

50,923

754

44,309

436

57,333

-686

IH2212

12,810

1,994

21,807

1,029

26,945

809

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2209

87,242

-8,242

120,179

-807

123,138

-1,166

IC2212

21,247

-1,004

89,596

-140

87,693

-161

IC2303

13,799

2,454

41,688

2,205

39,482

2,027

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2209

47,654

-5,944

30,416

-1,084

33,426

-1,157

IM2212

10,495

776

14,348

12

13,852

65

IM2303

4,326

977

9,089

277

10,331

172

 

*Index Options

 

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2209

109634

12951

78213

-192

85424

2229

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2209

66356

3433

24017

1952

26225

2130

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2209

25,085

23,259

1,711

-12,041

1,711

-12,019

TS2212

63,463

-5,905

41,677

265

42,783

651

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2209

42,085

39,661

507

-7,781

507

-7,035

TF2212

77,461

11,107

94,087

372

98,639

-205

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2209

63,525

58,274

1,222

-11,456

1,222

-7,674

T2212

118,828

23,764

121,051

2,126

137,756

4,302

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Nickel

NI2210

169,720.0

+3.01%

101,513

54,824

Stainless Steel

SS2210

15,380.0

+0.69%

55,081

58,211

Bleached Softwood Kraft Pulp

SP2301

6,626.0

+0.67%

89,052

186,239

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Crude Oil

SC2210

716.7

-3.08%

108,680

40,480

Fuel Oil

FU2301

3,206.0

-2.52%

597,087

303,827

Coke

J2301

2,453.0

-2.47%

11,773

35,683

 

Commodities (night session):

* Global crude oil price declined collectively. October NYMEX contract down 4.89% to closed at $92.27/b, November Brent contract down 4.33% to closed at $98.47/b. INE crude oil active contract down 3.08% to 716.7 yuan/b.

* Precious metals closed down. COMEX gold contract down 0.81% to closed at $1735.6/oz, SHFE gold active contract down 0.5% to closed at 388 yuan/gram.

* Metals mostly closed down, LME copper down 3.75%, aluminum down 4.39%, tin down 4.08%. SHFE copper down 0.96%, nickel up 3.01%.

* Commodity futures mostly closed down as well. Energy & chemistry futures saw weak performance, fuel oil down 2.52%, TSR 20 down 1.9%, bitumen down 1.37%. Black series went down mostly, coke down 2.47%, coking coal down 2.3%, iron ore down 1.79%. Agricultural products all closed down, rapeseed oil down 1.34%, RBD palm olein down 1.06%, soybean oil down 1.03%..

 

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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.