DZ20230808
Data
*PBoC increased its gold reserves for the ninth consecutive month, with an increase of $11.272 billion in July, China foreign exchange reserves in July were $3204.3 billion, expected to be $3200 billion, and the previous value was $3193 billion.
Industrial Economy
*The Ministry of Agriculture and Rural Affairs issued "Guiding Opinions on Disaster Prevention and Reduction in Livestock flood season", which pointed out technical guidance on disaster prevention and mitigation during the flood season of animal husbandry.
*Shanghai issued the "Shanghai Clean Air Action Plan (2023-2025)" to comprehensively eliminate heavy pollution weather, which pointed out that by 2025, major atmospheric pollutant emissions will be reduced and national requirements will be fully eliminated.
Financials
*Hong Kong will further consolidate and announce key tasks for sustainable financial ecosystems which including develop vibrant and reliable markets and diversified products to lead more capital flows towards net zero transformation.
*NDRC will work with relevant departments to formulate policies and measures to promote the development of venture capital and better serve the high-quality development of the real economy.
Aug 7 Block Trade Info
*Discount
- China Micro Semicon (688380 CH) saw 8 block trades worth 42.75mn at 25.57yuan per share, 7.99pct discount from last closing.
- Kingmed Siagnostics (603882 CH) saw 1 block trades worth 149.98mn at 61.57yuan per share, 8.01pct discount from last closing.
- Xinchao Energy (600777 CH) saw 1 block trades worth 117.62mn at 2.53yuan per share, 2.69pct discount from last closing.
- Akcome Sci&Tech (002610 CH) saw 5 block trades worth 61.75mn at 2.47yuan per share, 7.84pct discount from last closing.
*Margin Trade
Total Margin Balance |
1.4988 trillion |
Total Short Selling Balance |
95.1billion |
SH Margin Balance |
0.7840 trillion |
SH Short Selling Balance |
61.8 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
688347 |
289mio |
600095 |
4.9mio |
600276 |
171mio |
600029 |
4.2mio |
601012 |
127mio |
601162 |
2.4mio |
601456 |
121mio |
600157 |
2.1mio |
600095 |
108mio |
601138 |
2.0mio |
SZ Margin Balance |
0.7146 trillion |
SZ Short Selling Balance |
33.3 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
002463 |
166mio |
002407 |
11.3mio |
002400 |
153mio |
002610 |
7.4mio |
002174 |
127mio |
001979 |
1.8mio |
300059 |
114mio |
300002 |
1.5mio |
002230 |
106mio |
000063 |
1.4mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+1.076 |
Northbound Net Cash Flow |
-3.574 |
||
Southbound Net Cash Flow |
+2.841 |
Southbound Net Cash Flow |
+1.595 |
||
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 |
600519 |
941 |
0.40 |
300760 |
1329 |
3.83 |
300750 |
330 |
0.31 |
601012 |
413 |
1.77 |
000063 |
276 |
1.42 |
601138 |
335 |
0.71 |
300059 |
254 |
0.94 |
000938 |
281 |
3.41 |
600900 |
248 |
0.47 |
002603 |
236 |
5.73 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2308 |
69,576 |
-39,342 |
55,331 |
-7,819 |
66,276 |
-6,970 |
IF2309 |
32,539 |
-22,819 |
80,864 |
-2,950 |
111,870 |
-1,735 |
IF2312 |
10,473 |
-5,752 |
21,418 |
-634 |
30,473 |
21 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2308 |
50,069 |
-30,478 |
35,058 |
-5,014 |
39,398 |
-4,650 |
IH2309 |
24,662 |
-18,046 |
43,217 |
-2,549 |
65,621 |
-2,229 |
IH2312 |
8,658 |
-4,206 |
17,855 |
-455 |
24,476 |
-173 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2308 |
44,530 |
-13,837 |
45,005 |
-3,593 |
49,003 |
-3,150 |
IC2309 |
22,822 |
-4,923 |
99,936 |
-1,321 |
104,858 |
-915 |
IC2312 |
9,571 |
-2,040 |
65,041 |
-182 |
68,048 |
-292 |
IC2403 |
5,692 |
1,080 |
9,910 |
873 |
10,518 |
1,016 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2308 |
40,277 |
-14,730 |
40,364 |
-3,360 |
42,539 |
-3,176 |
IM2309 |
17,800 |
-6,414 |
55,040 |
-519 |
59,298 |
-176 |
IM2312 |
9,122 |
-201 |
42,759 |
-260 |
47,493 |
77 |
IM2403 |
4,575 |
233 |
9,959 |
807 |
11,284 |
743 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2308 |
132365 |
-160186 |
70166 |
2793 |
74545 |
3408 |
IO2309 |
19235 |
-19468 |
46219 |
2600 |
52424 |
2815 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2308 |
69729 |
-51608 |
34426 |
1359 |
39926 |
1153 |
MO2309 |
6804 |
-9935 |
23976 |
1 |
27821 |
500 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2308 |
62891 |
-87609 |
39898 |
872 |
44903 |
1548 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2309 |
31,517 |
-46,435 |
43,299 |
-628 |
45,535 |
-956 |
TS2312 |
12,245 |
-3,949 |
11,856 |
879 |
12,327 |
810 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2309 |
66,030 |
-34,009 |
96,189 |
-2,324 |
92,505 |
-2,462 |
TF2312 |
13,441 |
-9,307 |
24,803 |
2,067 |
25,704 |
1,867 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2309 |
88,837 |
-64,503 |
155,596 |
-5,272 |
149,018 |
-3,930 |
T2312 |
26,251 |
-15,042 |
47,207 |
3,699 |
47,182 |
3,758 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2309 |
20,364 |
-8,188 |
15,251 |
-824 |
14,768 |
-870 |
TL2312 |
4,921 |
-2,176 |
9,482 |
462 |
10,308 |
586 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
LPG |
PG2309 |
4,090.0 |
+1.54% |
84,417 |
110,838 |
White Sugar |
SR401 |
6,746.0 |
+1.26% |
331,656 |
493,506 |
Iron Ore |
I2401 |
725.0 |
+0.97% |
141,647 |
634,385 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Glass |
FG309 |
1,786.0 |
-2.08% |
596,294 |
443,325 |
Rapeseed Meal |
RM309 |
3,673.0 |
-1.79% |
288,300 |
270,176 |
RBD Palm Olein |
P2309 |
7,424.0 |
-1.54% |
194,757 |
253,339 |
* Commodities (night session):
* Global crude oil price closed down collectively. September NYMEX crude oil contract down 0.42% to closed at $82.47/b, October Brent contract down 0.49% to closed at $85.82/b. INE crude oil active contract down 0.30% to 624.3 yuan/b.
* Precious metals closed down collectively. COMEX gold contract down 0.22% to closed at $1971.7/oz. SHFE gold active contract down 0.02% and closed at 455.64 yuan/gram.
* Metals closed down mostly, LME copper down 0.9%, LME nickel down 0.87%, LME zinc down 0.52%, LME tin up 0.52%. SHFE tin up 0.52%, SHFE lead up 0.44%, SHFE copper down 0.17%.
* Commodity futures closed mixed. Chemistry and energy products closed down collectively, soda ash down 3.76%, glass down 2.16%, methanol down 1.61%, PVC down 1.16%. Black series closed down mostly, iron ore down 1.64%, coke down 1.34%, coking coal up 1.19%. Agricultural products closed up mostly, soybean oil up 1.52%, RBD palm olein up 1.04%.
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.