DZ20240716
Financial
- Shanghai Stock Exchange announced to officially issue SSE Composite Total Return Index from July 29 at ticker number of 000888.
Sector News
- NDRC and NEA jointly issued action plan on low carbonization of coal power 2024-2027 which mentioned government support via ultra-long special treasury bonds.
- Shanghai issued action plan 2024-2027 in promoting innovative development of elderly-care technology which pointed out to deepen trial of rehabilitation supportings rental services including high-end products like robots.
Co Focus
- Ping An Insurance (Group) Co. is seeking to raise $3.5 billion through the sale of convertible bonds.
July 15 Block Trade Info
*Discount
- Yealink Network (300628 CH) saw 10 block trades worth 57.06mn at 35.66yuan per share, 6.48pct discount from last closing.
*Premium
- Hailiang (002203 CH) saw 1 block trades worth 50.02mn at 8.20yuan per share, 0.49pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.4265 trillion |
Total Short Selling Balance |
30.27billion |
|
SH Margin Balance |
0.7504 trillion |
SH Short Selling Balance |
19.76 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600711 |
146mio |
601398 |
0.96mio |
|
601398 |
80.51mio |
600185 |
0.79mio |
|
600036 |
66.80mio |
600022 |
0.55mio |
|
688608 |
66.65mio |
601818 |
0.54mio |
|
601939 |
61.96mio |
601059 |
0.53mio |
|
SZ Margin Balance |
0.6751 trillion |
SZ Short Selling Balance |
10.51billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000725 |
407mio |
002195 |
0.87mio |
|
000625 |
202mio |
000069 |
0.43mio |
|
002273 |
118mio |
000932 |
0.38mio |
|
002594 |
110mio |
300498 |
0.35mio |
|
002384 |
80.29mio |
002958 |
0.28mio |
*Connection Trade
|
SH-HK Connection (bn cny/HK dollar) |
SZ-HK Connection (bn cny/HK dollar) |
||||
|
Northbound Net Cash Flow |
-1.41 |
Northbound Net Cash Flow |
-0.58 |
||
|
Southbound Net Cash Flow |
+2.16 |
Southbound Net Cash Flow |
+1.65 |
||
|
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 |
|
603883 |
458 |
29.28 |
600519 |
1041 |
0.56 |
|
000063 |
145 |
1.14 |
000333 |
439 |
0.96 |
|
002466 |
120 |
2.47 |
601127 |
297 |
2.30 |
|
603826 |
120 |
5.75 |
300450 |
208 |
7.78 |
|
600660 |
109 |
0.91 |
002050 |
204 |
2.67 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2407 |
57,161 |
2,471 |
48,018 |
-2,482 |
55,509 |
-2,135 |
|
IF2408 |
14,769 |
8,481 |
11,838 |
4,277 |
13,773 |
4,642 |
|
IF2409 |
24,016 |
462 |
69,904 |
-232 |
96,284 |
-486 |
|
IF2412 |
9,488 |
-1,482 |
31,312 |
162 |
39,611 |
113 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2407 |
31,484 |
-1,152 |
25,102 |
-403 |
28,488 |
-279 |
|
IH2409 |
17,532 |
1,197 |
32,991 |
873 |
46,717 |
842 |
|
IH2412 |
5,765 |
1,057 |
10,052 |
461 |
13,483 |
778 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2407 |
57,328 |
8,604 |
48,200 |
-2,825 |
50,295 |
-2,181 |
|
IC2408 |
15,807 |
7,404 |
16,151 |
4,983 |
15,691 |
4,534 |
|
IC2409 |
23,415 |
1,415 |
75,025 |
450 |
78,972 |
318 |
|
IC2412 |
10,366 |
-929 |
59,519 |
568 |
57,918 |
274 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2407 |
102,203 |
6,684 |
54,914 |
-1,624 |
60,356 |
-2,882 |
|
IM2408 |
20,870 |
7,845 |
18,271 |
4,401 |
20,086 |
4,966 |
|
IM2409 |
53,370 |
-3,253 |
73,014 |
815 |
81,979 |
147 |
|
IM2412 |
21,629 |
538 |
55,027 |
1,557 |
55,803 |
1,498 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2407 |
96152 |
13893 |
50904 |
-3012 |
59479 |
-3114 |
|
IO2408 |
20979 |
20979 |
25278 |
25278 |
25238 |
25238 |
|
IO2409 |
5315 |
2326 |
34754 |
420 |
41094 |
452 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2407 |
205012 |
9019 |
70378 |
-527 |
74806 |
-842 |
|
MO2408 |
37238 |
9837 |
23349 |
2700 |
24645 |
2476 |
|
MO2409 |
6185 |
-864 |
33328 |
354 |
40583 |
476 |
|
MO2412 |
2431 |
172 |
20854 |
85 |
22348 |
167 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2407 |
33172 |
2051 |
21980 |
-1402 |
25493 |
-1957 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2409 |
36,423 |
17,171 |
48,329 |
913 |
48,230 |
75 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2409 |
64,673 |
17,835 |
104,050 |
2,319 |
108,767 |
954 |
|
TF2412 |
8,701 |
1,852 |
9,847 |
1,675 |
10,323 |
1,698 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2409 |
64,877 |
20,822 |
165,388 |
145 |
162,333 |
-665 |
|
T2412 |
4,141 |
1,571 |
14,396 |
601 |
14,591 |
314 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2409 |
42,143 |
-1,249 |
68,091 |
991 |
63,812 |
1,114 |
|
TL2412 |
7,408 |
1,647 |
15,694 |
-161 |
16,820 |
-27 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Cotton |
CF409 |
14,765.0 |
+1.27% |
157,582 |
510,338 |
|
Cotton Yarn |
CY409 |
20,355.0 |
+0.89% |
920 |
4,923 |
|
Lead |
PB2408 |
19,730.0 |
+0.66% |
36,827 |
81,802 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soda Ash |
SA409 |
1,931.0 |
-1.68% |
646,387 |
831,925 |
|
Glass |
FG409 |
1,438.0 |
-1.1% |
234,454 |
774,687 |
|
Iron Ore |
I2409 |
823.5 |
-1.02% |
80,966 |
325,360 |
* Commodities (night session):
* Global crude oil price closed down slightly. August NYMEX crude oil contract down 0.3% to closed at $81.96/b, September Brent contract down 0.18% to closed at $84.88/b. INE crude oil active contract down 0.52% to 617.0 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 0.28% and closed at $2427.4/oz. SHFE gold active contract up 0.43% to closed at 571.64 yuan/gram.
* Metals closed down mostly, LME tin down 2.02%, LME copper down 1.1%, LME aluminum down 0.85%. SHFE tin down 0.70%, SHFE nickel down 0.53%, bonded copper down 0.51%.
* Commodity futures closed down mostly, chemistry and energy products closed down collectively, soda ash down 1.68%, glass down 1.1%. Black series closed down mostly, iron ore down 1.02%. Agricultural products closed mixed, cotton up 1.27%.
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.
