DZ20230811
Financials
*SSE: Research to improve trading system, optimize trading supervision, and effectively promote active markets, research to allow securities such as main board stocks and funds to be declared in a quantity that can increase by 1 share, and the introduction of after-hours fixed price trading mechanism for ETFs.
*SZSE: Research to adjust the application requirements for Shenzhen listed stocks, funds and other securities to be adjusted from 100 shares and increased by 1 share, balance to maintain smooth trading and crack down on malicious speculation, with a focus on regulating abnormal trading behaviors or suspected illegal activities.
Industrial Economy
*Ministry of Culture and Tourism and Ministry of Public Security jointly issued notice on strengthening the protection of minors in e-sports hotel management, which put forward standardized requirements for the protection of minors in e-sports hotels that have attracted widespread attention in the society and it is strictly forbidden for e-sports hotels to illegally receive minors.
*China Energy Research Association and China Electricity Council hosted the "2023 Power Low-Carbon Transformation Annual Conference" and released "Research on Building a New Power System Path", which expected that the proportion of wind power generation will increase from 9.3% in 2020 to 22.5% in 2030.
*China Charging Alliance" released the operation status of national electric vehicle charging and swapping infrastructure, which reveled that there were an increase of 62k public charging stations in July, increased by 40.4% m/m.
*The Ministry of Finance and the Ministry of Water Resources urgently issued 1.5 billion yuan for water conservancy and disaster relief funds to support disaster-stricken areas in their efforts to repair water conservancy and water damage facilities.
Aug 10 Block Trade Info
*Discount
- Zijin Mining (601899 CH) saw 1 block trades worth 291.29mn at 12.72yuan per share, 0.08pct discount from last closing.
- Jinbei Auto (600609 CH) saw 3 block trades worth 189.99mn at 4.83yuan per share, 3.98pct discount from last closing.
- Dian Diagnostics (300244 CH) saw 1 block trades worth 185.73mn at 22.93yuan per share, 0.22pct discount from last closing.
*Flat
- China Merchants Bank (600036 CH) saw 2 block trades worth 92.19mn at 34.14yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.4960 trillion |
Total Short Selling Balance |
92.8billion |
SH Margin Balance |
0.7839 trillion |
SH Short Selling Balance |
59.8 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
600030 |
204mio |
600369 |
7.4mio |
600519 |
169mio |
600157 |
6.5mio |
601788 |
138mio |
600595 |
5.2mio |
601696 |
74.1mio |
600985 |
3.1mio |
600155 |
71.2mio |
600415 |
2.5mio |
SZ Margin Balance |
0.7118 trillion |
SZ Short Selling Balance |
33.0 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300059 |
131mio |
300027 |
21.1mio |
000776 |
72.7mio |
001979 |
2.5mio |
000333 |
69.8mio |
301078 |
1.9mio |
300803 |
63.2mio |
000002 |
1.7mio |
300418 |
59.2mio |
002602 |
1.0mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
-1.829 |
Northbound Net Cash Flow |
-0.769 |
||
Southbound Net Cash Flow |
+0.615 |
Southbound Net Cash Flow |
+1.160 |
||
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 |
484 |
0.45 |
600519 |
975 |
0.41 |
603259 |
478 |
2.11 |
300059 |
429 |
1.63 |
000063 |
236 |
1.34 |
601888 |
364 |
1.42 |
300763 |
228 |
6.56 |
601012 |
357 |
1.56 |
300308 |
147 |
1.44 |
600050 |
237 |
1.42 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2308 |
78,797 |
20,345 |
58,826 |
6,184 |
68,836 |
5,506 |
IF2309 |
41,115 |
11,425 |
86,092 |
4,385 |
120,204 |
5,026 |
IF2312 |
11,913 |
4,287 |
23,828 |
1,596 |
34,428 |
2,470 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2308 |
54,777 |
11,058 |
35,321 |
2,663 |
39,308 |
2,633 |
IH2309 |
31,207 |
7,275 |
46,146 |
3,708 |
69,297 |
3,307 |
IH2312 |
9,491 |
2,491 |
18,973 |
1,021 |
26,401 |
939 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2308 |
38,824 |
-2,730 |
43,178 |
-1,029 |
46,942 |
-386 |
IC2309 |
19,598 |
-471 |
100,523 |
-59 |
105,164 |
-586 |
IC2312 |
9,794 |
748 |
67,021 |
466 |
69,861 |
567 |
IC2403 |
7,034 |
1,135 |
13,691 |
1,850 |
14,455 |
1,902 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2308 |
39,724 |
1,609 |
38,789 |
632 |
40,341 |
460 |
IM2309 |
19,884 |
-1,248 |
56,417 |
301 |
60,959 |
-367 |
IM2312 |
9,520 |
1,470 |
43,045 |
-168 |
48,147 |
-131 |
IM2403 |
6,220 |
1,659 |
12,338 |
1,033 |
13,945 |
1,574 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2308 |
171041 |
65592 |
75225 |
-533 |
81747 |
926 |
IO2309 |
31382 |
14412 |
54750 |
3620 |
59748 |
3005 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2308 |
80848 |
15058 |
36265 |
1261 |
42272 |
1134 |
MO2309 |
10128 |
-475 |
25914 |
609 |
29665 |
517 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2308 |
81408 |
28838 |
43640 |
-648 |
48806 |
-1112 |
HO2309 |
11479 |
2199 |
23869 |
1202 |
26544 |
1379 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2309 |
36,332 |
14,522 |
39,776 |
-584 |
40,961 |
-663 |
TS2312 |
10,641 |
3,362 |
14,376 |
1,098 |
15,222 |
1,326 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2309 |
65,052 |
-1,505 |
90,911 |
-958 |
88,666 |
-36 |
TF2312 |
13,907 |
703 |
29,658 |
1,627 |
30,457 |
959 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2309 |
78,736 |
-5,016 |
142,662 |
-3,072 |
136,389 |
-3,993 |
T2312 |
21,353 |
-5,696 |
56,149 |
2,821 |
56,052 |
2,352 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2309 |
27,573 |
4,955 |
12,909 |
-251 |
12,367 |
-415 |
TL2312 |
6,827 |
2,203 |
10,559 |
266 |
11,502 |
390 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Rapeseed Meal |
RM309 |
3,884.0 |
+2.64% |
273,010 |
231,932 |
LPG |
PG2309 |
4,288.0 |
+1.9% |
150,248 |
104,710 |
Soda Ash |
SA401 |
1,582.0 |
+1.87% |
880,381 |
1,257,038 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Rapeseed Oil |
OI309 |
9,077.0 |
-1.83% |
320,885 |
118,011 |
PVC |
V2309 |
6,147.0 |
-0.61% |
209,025 |
442,795 |
Zinc |
ZN2309 |
20,755.0 |
-0.57% |
76,615 |
93,190 |
* Commodities (night session):
* Global crude oil price closed down collectively. September NYMEX crude oil contract down 1.81% to closed at $82.87/b, October Brent contract down 1.37% to closed at $86.35/b. INE crude oil active contract down 0.19% to 636.5 yuan/b.
* Precious metals closed mixed. COMEX gold contract down 0.3% to closed at $1944.7/oz. SHFE gold active contract up 0.02% and closed at 454.22 yuan/gram.
* Metals closed mixed, LME zinc down 1.19%, LME tin down 1.04%, LME nickel down 0.75%. LME aluminum up 0.43%, LME lead up 0.42%. SHFE zinc down 0.57%, SHFE tin down 0.32%, SHFE nickel up 0.27%.
* Commodity futures closed mixed. Chemistry and energy products closed mixed, LPG up 1.9%, soda ash up 1.87%, PTA up 1.37%. Black series closed down mostly. Agricultural products closed up mostly, rapeseed meal up 2.64%, soybean meal up 1.28%, rapeseed oil down 1.83%.
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.