DZ20240802
Sector News
- MIIT is seeking public opinions to further enhance administration on entry, call back and software upgrade of smart internet connected vehicles which mentioned to build up qualification system.
Co Focus
- Blackrock cut long position on WuXi Apptec (2359 HK) from 6.17% to 5.47% on July 29, according to HKEX.
Data
- Transaction of second-hand housings in Shenzhen reached 5.494k units in July, 39-month high since May 2021, up 9.6% m/m and 97.6% y/y.
Aug 1 Block Trade Info
*Discount
- Poly (600048 CH) saw 4 block trades worth 421.26mn at 8.30yuan per share, 1.89pct discount from last closing.
- Minsheng Banking (600016 CH) saw 6 block trades worth 104.00mn at 3.36/3.52yuan per share, 0.57/5.08pct discount from last closing.
- Sichuan Gold (001337 CH) saw 10 block trades worth 41.35mn at 21.61yuan per share, 9.96pct discount from last closing.
*Flat
- HangZhou Iron&Steel (600126 CH) saw 1 block trades worth 229.24mn at 3.68yuan per share, flat from last closing.
- Midea (000333 CH) saw 3 block trades worth 144.70mn at 63.58yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.4160 trillion |
Total Short Selling Balance |
22.2 billion |
|
SH Margin Balance |
0.7428 trillion |
SH Short Selling Balance |
14.5 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
135mio |
601009 |
1.7mio |
|
600611 |
112mio |
601006 |
1.2mio |
|
601816 |
97.9mio |
600048 |
1.0mio |
|
600006 |
72.7mio |
688126 |
0.6mio |
|
601162 |
71.0mio |
601288 |
0.4mio |
|
SZ Margin Balance |
0.6721 trillion |
SZ Short Selling Balance |
7.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002594 |
188mio |
000898 |
0.4mio |
|
002371 |
181mio |
000703 |
0.3mio |
|
002085 |
177mio |
002807 |
0.3mio |
|
001696 |
126mio |
002389 |
0.2mio |
|
000801 |
124mio |
002219 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Net Cash Flow |
-0.959 |
Northbound Net Cash Flow |
-4.742 |
||
|
Southbound Net Cash Flow |
+4.375 |
Southbound Net Cash Flow |
+4.002 |
||
|
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 |
|
603259 |
297 |
2.40 |
002594 |
447 |
0.62 |
|
601766 |
223 |
1.02 |
600309 |
434 |
1.78 |
|
601985 |
209 |
1.00 |
002916 |
336 |
5.91 |
|
600030 |
192 |
0.65 |
300502 |
322 |
4.55 |
|
601288 |
191 |
0.12 |
601899 |
304 |
0.69 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2408 |
63,409 |
-28,363 |
46,732 |
-4,529 |
55,936 |
-5,140 |
|
IF2409 |
37,292 |
-21,037 |
71,917 |
-2,747 |
94,870 |
-1,432 |
|
IF2412 |
17,030 |
-5,222 |
35,012 |
355 |
44,734 |
-182 |
|
IF2503 |
6,022 |
-2,013 |
8,264 |
-298 |
9,441 |
-206 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2408 |
33,358 |
-11,826 |
22,574 |
-1,160 |
27,537 |
-744 |
|
IH2409 |
21,205 |
-6,872 |
33,704 |
-296 |
46,893 |
382 |
|
IH2412 |
6,611 |
-1,918 |
10,465 |
-172 |
15,135 |
-16 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2408 |
73,669 |
-24,921 |
47,578 |
-4,680 |
48,646 |
-5,808 |
|
IC2409 |
42,853 |
-12,465 |
81,310 |
-2,009 |
81,358 |
-1,916 |
|
IC2412 |
21,276 |
-2,560 |
62,577 |
-775 |
59,401 |
-1,259 |
|
IC2503 |
11,326 |
-1,134 |
12,190 |
1,302 |
12,087 |
1,215 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2408 |
116,517 |
-25,943 |
60,858 |
-3,420 |
67,474 |
-4,201 |
|
IM2409 |
78,587 |
-23,202 |
78,788 |
-2,286 |
87,217 |
-2,443 |
|
IM2412 |
31,815 |
-9,729 |
57,108 |
-1,137 |
60,267 |
-1,120 |
|
IM2503 |
13,964 |
-2,935 |
13,365 |
553 |
13,291 |
541 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2408 |
93183 |
-69466 |
61700 |
2135 |
68147 |
2635 |
|
IO2409 |
13140 |
-9876 |
40773 |
911 |
47024 |
1362 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2408 |
243384 |
-105951 |
62157 |
1578 |
64698 |
2886 |
|
MO2409 |
37114 |
-14846 |
42817 |
864 |
50608 |
1153 |
|
MO2412 |
6026 |
-4027 |
22081 |
102 |
23751 |
-126 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2408 |
26075 |
-28412 |
25789 |
1242 |
28524 |
1398 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2409 |
70,545 |
2,822 |
51,298 |
1,608 |
54,054 |
2,298 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2409 |
91,593 |
4,230 |
110,806 |
876 |
116,081 |
2,261 |
|
TF2412 |
9,639 |
5,344 |
16,224 |
1,844 |
17,064 |
1,914 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2409 |
95,918 |
-1,624 |
172,414 |
1,402 |
170,163 |
2,620 |
|
T2412 |
12,475 |
-487 |
29,438 |
1,355 |
31,120 |
1,624 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2409 |
64,884 |
377 |
58,824 |
-353 |
56,363 |
-352 |
|
TL2412 |
18,088 |
-2,200 |
28,442 |
2,107 |
31,175 |
1,771 |
*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 |
12,235.0 |
+1.2% |
27,387 |
32,738 |
|
No.1 Soybeans |
A2409 |
4,599.0 |
+0.99% |
50,682 |
105,440 |
|
RBD Palm Olein |
P2409 |
7,852.0 |
+0.62% |
429,135 |
321,823 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Lead |
PB2409 |
18,305.0 |
-2.94% |
175,922 |
109,356 |
|
Coking Coal |
JM2409 |
1,411.0 |
-2.56% |
32,573 |
132,889 |
|
Silver |
AG2412 |
7,355.0 |
-2.09% |
894,063 |
421,908 |
* Commodities (night session):
* Global crude oil price closed down collectively. August NYMEX crude oil contract down 1.26% to closed at $76.93/b, September Brent contract down 0.92% to closed at $80.10/b. INE crude oil active contract down 1.09% to 580.2 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 0.72% and closed at $2490.9/oz. SHFE gold active contract up 0.01% to closed at 569.16 yuan/gram.
* Metals closed down mostly, LME nickel down 2.49%, LME copper down 2.41%, LME lead down 1.58%. SHFE lead down 2.94%, bonded copper down 1.85%, SHFE nickel down 1.80%, SHFE copper down 1.61%.
* Commodity futures closed down mostly, chemistry and energy products closed down collectively, glass down 2.05%, soda ash down 1.3%, TSR 20 up 1.2%. Black series closed down collectively, coking coal down 2.56%, coke down 1.58%. Agricultural products closed down mostly, corn starch down 1.47%， corn down 1.11%, No.1 soybeans up nearly 1%.
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.
