DZ20240722

 

Financial

*SSE and China Securities Index Company: The SSE Science and Technology Innovation Board Medical Index and the SSE Science and Technology Innovation Board Artificial Intelligence Index will be officially released on July 25th, 2024.

 

Industrial Economy

*Premier Li Qiang presided over State Council executive meeting, who pointed out to coordinate and arrange funds for ultra-long-term special national bonds, further promote large-scale equipment updates and trade-in for consumer goods, increase policy support to unleash domestic demand potential.

*The CSRC Party Committee conveyed and implemented the spirit of the Third Plenary Session of the 20th Central Committee of the CPC, which emphasized to further enhance the inclusiveness and adaptability of capital markets to technological innovation, and guide more resource elements to gather towards new productivity.

*National Medical Products Administration held a party group expansion meeting to convey the spirit of the third plenary session of the 20th Central Committee of the CPC, pointed out to increase support for the R&D of innovative drugs and medical appliances, promote the transmission of traditional Chinese medicine.

*National Medical Products Administration together with National Health Commission jointly issued the “Requirements for the Management of Temporary Imports and Use of Medical Appliances in Urgent Clinical Needs in Medical Institutions” to effectively improve the accessibility of medical appliances urgently needed in special cases.

 

July 19 Block Trade Info

*Discount

- HitGen (688222 CH) saw 1 block trades worth 40.76mn at 10.19yuan per share, 3.78pct discount from last closing.

 

*Flat

- Moutai (600519 CH) saw 3 block trades worth 210.85mn at 1525.62yuan per share, flat from last closing.

- Kyland Tech (300353 CH) saw 3 block trades worth 65.05mn at 7.52yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4108 trillion

Total Short Selling Balance

29.2 billion

SH Margin Balance

0.7406 trillion

SH Short Selling Balance

19.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

688256

129mio

601288

2.5mio

601857

77.3mio

601099

1.5mio

688008

71.3mio

600208

1.3mio

688981

65.3mio

601005

1.1mio

513130

63.6mio

512480

0.8mio

SZ Margin Balance

0.6692 trillion

SZ Short Selling Balance

10.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002156

135mio

002236

0.9mio

000938

52.3mio

000783

0.5mio

000002

45.4mio

002156

0.3mio

002410

44.1mio

002936

0.3mio

002015

40.6mio

000002

0.3mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Net Cash Flow

-2.029

Northbound Net Cash Flow

-3.950

Southbound Net Cash Flow

+4.106

Southbound Net Cash Flow

+2.017

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

600418

412

8.94

600900

385

0.50

002594

149

0.20

601166

306

0.86

600988

142

4.07

300760

259

0.75

300274

121

0.81

600406

241

1.21

300502

120

1.55

600809

240

0.98

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2407

32,840

-32,324

0

-13,294

0

-13,035

IF2408

87,599

31,751

50,225

14,848

57,958

16,499

IF2409

44,027

3,120

74,670

81

100,087

480

IF2412

16,617

-260

35,446

710

43,780

497

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2407

20,539

-15,551

0

-7,346

0

-6,074

IH2408

47,493

16,615

26,914

8,923

31,212

9,991

IH2409

31,086

5,187

34,272

1,342

46,837

1,116

IH2412

9,192

1,921

10,572

435

14,113

481

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2407

27,559

-33,651

0

-11,611

0

-12,019

IC2408

69,907

5,246

53,505

5,853

53,168

6,064

IC2409

34,981

449

80,356

-276

82,833

-795

IC2412

16,057

1,310

63,765

192

61,716

386

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2407

41,031

-42,833

0

-15,378

0

-14,248

IM2408

113,841

27,358

59,321

8,012

65,660

9,358

IM2409

83,102

1,683

77,443

-3,168

86,127

-2,834

IM2412

29,120

-788

59,564

293

61,515

662

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2407

102152

-6910

0

-25041

0

-25971

IO2408

80792

33586

39416

5342

39403

4986

IO2409

7665

-171

36506

-166

41892

-467

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2407

210671

-94250

0

-38256

0

-42098

MO2408

136968

40062

37433

5208

38617

5155

MO2409

10510

781

34208

532

41960

593

MO2412

3303

-952

21438

42

23013

137

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2407

43254

2902

0

-7864

0

-10668

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2409

32,386

-11,364

49,789

324

51,234

933

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2409

62,093

9,274

106,162

973

112,085

2,974

TF2412

1,144

-440

10,175

41

10,707

101

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2409

50,125

-13,411

172,081

2,484

171,316

2,304

T2412

3,110

-441

16,452

322

16,845

378

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2409

42,810

-158

69,459

253

64,974

88

TL2412

8,342

903

19,271

1,411

21,743

2,074

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

TSR 20

NR2409

12,275.0

+0.74%

24,069

56,857

Rapeseed Oil

OI409

8,639.0

+0.7%

371,252

268,875

Corn

C2409

2,404.0

+0.54%

167,660

767,634

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Crude Oil

SC2409

594.5

-2.92%

100,720

33,357

Silver

AG2408

7,658.0

-2.01%

499,386

197,163

Nickel

NI2409

128,310.0

-1.88%

85,470

126,958

 

* Commodities (night session):

* Global crude oil price closed down collectively. September NYMEX crude oil contract down 3.32% to closed at $78.6/b, September Brent contract down 2.89% to closed at $82.56/b. INE crude oil active contract down 2.92% to 594.5 yuan/b.

* Precious metals closed down collectively, COMEX gold active contract down 2.18% and closed at $2402.8/oz. SHFE gold active contract down 1.79% to closed at 563.12 yuan/gram.

* Metals closed down collectively, LME tin down 1.91%, LME lead down 1.65%, LME aluminum down 1.47%, LME zinc down 1.25%. SHFE nickel down 1.88%, bonded copper down 1.13%, SHFE copper down 1.04%.

* Commodity futures closed mixed, chemistry and energy products closed down collectively, LPG down 1.65%, wood pulp down 1.29%, soda ash down 1.18%. Black series closed down collectively, coke down 1.48%, coking coal down 1.42%. Agricultural products closed mixed, rapeseed oil up 0.70%, corn up 0.54%, soybean meal up 0.42%, rapeseed meal up 0.40%.

 

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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.