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%.

 

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