DZ20230907

 

International Relationship

*Premier Li Qiang of the State Council attended the 26th Asean and China, Japan and South Korea Leaders' Meeting in Jakarta, Indonesia. The meeting passed the “Joint Statement of 10+3 Leaders on the Development of Electric Vehicle Ecosystems”.

 

Policy

*The Central Committee of the CPC and the State Council published the “Opinions on Further Strengthening the Safety Production of Mines”, requiring strong law enforcement and guarantee construction. Promote the revision of the mine safety law, formulate regulations on coal mine safety production, and strengthen the construction of standardized mine safety.

 

Financials

*The Hong Kong Promotion Index for Market Liquidity held its first meeting on the afternoon of September 6th to conduct a comprehensive review of the liquidity in the Hong Kong stock market. The task force may consider suggestions such as relaxing the listing threshold, discuss market transaction volume and attract IPO go to Hong Kong and cut stock trading stamp duty.

 

Industrial Economy

*The Shanghai Manufacturing Industry Digital Transformation on-site exchange meeting and digital diagnosis launch meeting were held in Shanghai Chemical Industry Zone, which pointed out to accelerate the deep integration of digital economy and real economy. By 2025, the scale of industrialinternet core industries will reach 200 billion yuan.

*MoF issued that from January 1st, 2023 to December 31st, 2027, advanced manufacturing enterprises are allowed to deduct a 5% offset against the additional charge based on the deductible input tax for the current period.

*MIIT publicly solicited opinions on “Several Provisions on the Production and Management of Civil Driverless Aircraft”, which pointed out that civilian unmanned aerial vehicle manufacturers should strengthen data management in the production process.

 

Data

*CPCAAUTO: The August retail sales of the passenger car market reached 1.902 mio units, up 2% y/y and up 7% m/m. The retail sales of NEV in the market reached 698k units, up 32% y/y and up 9% m/m.

 

Co Focus

*Xiaomi Automobile has been in trial production for nearly a month, with 50 prototypes per week,according to the insiders reveal.

 

Sept 6 Block Trade Info

*Discount

- Hwatsing Tech (688120 CH) saw 7 block trades worth 54.14mn at 200.50yuan per share, 6.02pct discount from last closing.

- Empyrean Tech (301269 CH) saw 4 block trades worth 193.23mn at 113.23yuan per share, 0.70pct discount from last closing.

- Yunnan Baiyao (000538 CH) saw 10 block trades worth 97.32mn at 52.32yuan per share, 3.25pct discount from last closing.

 

*Margin Trade (SZ Margin Trade balance not released)

Total Margin Balance

1.4800 trillion

Total Short Selling Balance

94.4 billion

SH Margin Balance

0.7817 trillion

SH Short Selling Balance

60.8 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601127

294mio

601005

2.1mio

603000

128mio

600297

1.9mio

603220

75.3mio

688538

1.7mio

688981

66.2mio

601880

1.5mio

600919

65.8mio

600008

1.5mio

SZ Margin Balance

0.6981 trillion

SZ Short Selling Balance

33.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

301236

79.0mio

001979

4.9mio

002261

73.1mio

002217

2.0mio

002371

62.7mio

300398

1.9mio

002049

61.9mio

301297

1.8mio

300750

56.5mio

300655

1.7mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-1.761

Northbound Net Cash Flow

+1.802

Southbound Net Cash Flow

+2.521

Southbound Net Cash Flow

+1.647

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

000063

318

1.95

601012

453

2.13

600919

228

2.08

000858

306

0.48

300750

228

0.22

300760

283

0.87

603259

221

0.91

688012

235

2.55

002594

157

0.22

600809

166

0.53

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2309

82,830

-2,654

100,917

-279

129,006

-441

IF2310

9,570

1,463

10,777

1,741

13,478

2,019

IF2312

25,550

478

53,512

2,062

73,864

1,987

IF2403

4,614

148

10,045

613

12,750

768

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2309

47,800

-2,746

54,212

-401

71,986

-893

IH2310

6,957

-313

7,358

1,221

9,803

1,506

IH2312

13,373

-686

25,449

676

38,749

1,048

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2309

65,140

5,904

97,902

-2,645

102,873

-2,636

IC2310

11,415

-667

21,223

2,698

18,965

2,308

IC2312

22,179

1,086

83,742

1,869

88,045

2,113

IC2403

16,137

3,261

37,378

2,523

43,882

3,726

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2309

61,237

4,855

71,486

419

75,582

477

IM2310

9,674

996

13,171

1,883

12,432

1,844

IM2312

22,146

1,346

57,372

1,533

62,146

1,182

IM2403

8,721

991

24,996

983

28,104

1,008

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2309

110096

9584

99548

-441

109557

418

IO2310

13396

13396

21081

21081

23522

23522

IO2312

3498

-1148

26302

390

30035

530

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2309

100069

15951

48690

-14

57507

225

MO2312

3607

3607

16421

16421

18667

18667

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2309

50302

156

47176

274

52250

720

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2309

0

-139

2,443

-367

2,443

-367

TS2312

81,280

21,967

52,540

5,767

53,734

5,297

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2309

0

26

1,550

-9

1,550

-9

TF2312

131,073

40,518

93,864

725

94,790

-3

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2309

0

-148

2,665

-590

2,665

-590

T2312

155,452

41,799

157,408

4,981

153,022

7,243

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2309

0

-114

856

-408

856

-408

TL2312

40,546

6,218

30,411

1,438

28,298

97

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Ethenylbenzene

EB2310

9,308.0

+2.71%

439,458

309,918

Crude Oil

SC2310

695.2

+0.99%

107,656

33,631

Rapeseed Meal

RM401

3,368.0

+0.93%

294,688

524,267

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soda Ash

SA401

1,874.0

-2.34%

674,517

901,122

Bleached Softwood Kraft Pulp

SP2401

5,732.0

-1.92%

213,879

315,770

LPG

PG2310

5,655.0

-1.64%

114,473

100,366

 

* Commodities (night session):

* Global crude oil price closed up collectively. October NYMEX crude oil contract up 1.03% to closed at $87.58/b, November Brent contract up 0.69% to closed at $90.66/b. INE crude oil active contract up 0.99% to 695.2 yuan/b.

* Precious metals closed down collectively. COMEX gold active contract down 0.55% to closed at $1941.8/oz. SHFE gold active contract down 0.03% and closed at 464.06 yuan/gram.

* Metals closed down mostly, LME nickel down 2.4%, LME copper down 1.48%, LME tin down 1.02%. SHFE nickel down 1.59%, bonded copper down 0.92%, SHFE copper down 0.65%, SHFE lead up 0.90% on the contrast.

* Commodity futures closed mixed. Chemistry and energy sector saw mixed performance, EB up 2.71%, soda ash down 2.34%, wood pulp down 1.92%. Black series closed down mostly. Agricultural products closed down mostly, RBD palm olein down 0.85%, rapeseed oil down 0.74%.

 

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