DZ20240710
Financial
*State Council Premier Li Qiang presided over a symposium of economic situation with experts and entrepreneurs, listened to opinions and suggestions on the current economic situation, who emphasized to consolidate and enhance the positive trend of economic recovery, adhere to innovation-driven development, and cultivate and strengthen new momentum.
*China Securities Association recently issued the “Procedentized transaction commission agreement”, requiring securities firms to have the right to refuse and report to regulators on abnormal trading behaviors in high-frequency transactions.
Industrial Economy
*Ningbo government issued a notice to lower the personal housing provident fund loan interest rate by 0.25 percentage points from July 9th.
*Jinan government released “Jinan New Generation Artificial Intelligence High-Quality Development Action Plan 2024-2026”, which proposes that the AI core industry scale strive to exceed cny 60bn.
July 9 Block Trade Info
*Discount
- 712 Communication (603712 CH) saw 15 block trades worth 93.95mn at 14.23yuan per share, 11.67pct discount from last closing.
- First Capital Securities (002797 CH) saw 1 block trades worth 133.64mn at 4.79yuan per share, 2.05pct discount from last closing.
*Flat
- Hongdou Industrial (600400 CH) saw 1 block trades worth 59.99mn at 2.15yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.4324 trillion |
Total Short Selling Balance |
31.8 billion |
|
SH Margin Balance |
0.7561 trillion |
SH Short Selling Balance |
20.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601127 |
199mio |
601328 |
2.8mio |
|
600418 |
123mio |
601005 |
2.5mio |
|
600519 |
91.0mio |
600185 |
1.6mio |
|
600887 |
81.0mio |
600970 |
1.1mio |
|
601888 |
62.4mio |
600170 |
0.9mio |
|
SZ Margin Balance |
0.6752 trillion |
SZ Short Selling Balance |
11.1 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300750 |
119mio |
301217 |
1.4mio |
|
000100 |
82.9mio |
002429 |
1.3mio |
|
002130 |
75.7mio |
002602 |
1.0mio |
|
002371 |
75.3mio |
000723 |
0.5mio |
|
002384 |
68.0mio |
002797 |
0.4mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Net Cash Flow |
+8.933 |
Northbound Net Cash Flow |
+5.178 |
||
|
Southbound Net Cash Flow |
+2.172 |
Southbound Net Cash Flow |
+1.478 |
||
|
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 |
741 |
5.69 |
600887 |
344 |
2.14 |
|
002156 |
382 |
12.06 |
002475 |
333 |
1.18 |
|
600900 |
315 |
0.43 |
601127 |
224 |
1.71 |
|
601138 |
277 |
0.52 |
300502 |
222 |
2.76 |
|
601985 |
262 |
1.22 |
601012 |
209 |
2.11 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2407 |
91,411 |
31,030 |
63,364 |
4,925 |
72,160 |
6,111 |
|
IF2409 |
37,410 |
12,069 |
73,096 |
2,402 |
98,975 |
2,712 |
|
IF2412 |
11,195 |
2,552 |
30,750 |
675 |
38,413 |
510 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2407 |
53,783 |
15,656 |
32,783 |
3,396 |
36,805 |
3,963 |
|
IH2409 |
28,217 |
9,179 |
33,992 |
909 |
46,901 |
1,190 |
|
IH2412 |
7,340 |
1,339 |
9,992 |
601 |
13,093 |
801 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2407 |
91,998 |
28,127 |
65,681 |
3,088 |
67,561 |
5,246 |
|
IC2409 |
41,945 |
11,973 |
77,494 |
2,384 |
80,716 |
2,447 |
|
IC2412 |
17,871 |
6,901 |
56,776 |
1,417 |
55,599 |
1,630 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2407 |
174,594 |
46,543 |
73,952 |
9,256 |
83,110 |
9,490 |
|
IM2408 |
15,262 |
4,648 |
10,287 |
2,172 |
11,166 |
2,255 |
|
IM2409 |
98,422 |
28,878 |
80,036 |
6,556 |
89,743 |
6,468 |
|
IM2412 |
33,481 |
9,978 |
54,292 |
2,019 |
54,339 |
1,872 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2407 |
135770 |
66422 |
61591 |
-2110 |
70787 |
-2098 |
|
IO2409 |
7401 |
3778 |
33085 |
355 |
39182 |
548 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2407 |
421701 |
166731 |
73787 |
-2132 |
80200 |
-4212 |
|
MO2408 |
42511 |
18241 |
16751 |
1736 |
18280 |
2092 |
|
MO2409 |
12295 |
3671 |
32714 |
402 |
39365 |
599 |
|
MO2412 |
4901 |
749 |
20784 |
86 |
22296 |
131 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2407 |
52657 |
24933 |
26164 |
123 |
29748 |
-591 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2409 |
56,894 |
-6,182 |
47,967 |
-1,761 |
48,728 |
-1,537 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2409 |
81,051 |
-43,808 |
98,751 |
-926 |
103,684 |
-1,501 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2409 |
77,367 |
-34,260 |
165,606 |
2,734 |
159,667 |
3,414 |
|
T2412 |
7,040 |
-4,080 |
13,592 |
475 |
13,830 |
353 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2409 |
57,088 |
-13,117 |
66,395 |
194 |
61,499 |
874 |
|
TL2412 |
8,859 |
-1,316 |
15,341 |
840 |
16,237 |
931 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Bitumen |
BU2409 |
3,670.0 |
+0.36% |
58,222 |
219,601 |
|
EG |
EG2409 |
4,728.0 |
+0.28% |
100,270 |
434,869 |
|
Tin |
SN2408 |
278,130.0 |
+0.25% |
64,162 |
34,797 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Nickel |
NI2409 |
134,900.0 |
-2.07% |
112,641 |
116,621 |
|
Rapeseed Oil |
OI409 |
8,462.0 |
-1.99% |
227,961 |
273,437 |
|
Rapeseed Meal |
RM409 |
2,518.0 |
-1.83% |
432,654 |
1,031,794 |
* Commodities (night session):
* Global crude oil price closed down collectively. August NYMEX crude oil contract down 0.63% to closed at $81.81/b, September Brent contract down 0.82% to closed at $85.05/b. INE crude oil active contract down 1.15% to 620.0 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.32% and closed at $2371.1/oz. SHFE gold active contract up 0.03% to closed at 559.06 yuan/gram.
* Metals closed down mostly, LME nickel down 1.91%, LME lead down 1.64%, LME aluminum down 1.36%, LME tin up 0.66% on the contrast. SHFE lead down 1.04%, bonded copper down 0.71%, SHFE zinc down 0.59%.
* Commodity futures closed down collectively, chemistry and energy products closed down mostly, butadiene rubber down 1.47%, BE and LPG down nearly 1%. Black series closed down collectively. Agricultural products closed down collectively, soybean oil down 1.99%, rapeseed meal down 1.83%, soybean oil down 1.69%, RBD palm olein down 1.64%.
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.
