DZ20240805

 

Industrial Economy

*State Council issued the “Opinions on Promoting the High-Quality Development of Service Consumption”, which proposes to continuously deepen the opening up of fields such as telecommunications, education, elderly care, medical care and health to promote the comprehensive implementation of measures for opening up technology service and tourism.

*State Council issued the “Work Plan for Accelerating the Construction of a Dual Control System for Carbon Emissions”, which proposes to improve the carbon emission accounting mechanism for key industries.

*The National Press and Publication Administration released information on the approval of imported online games for 2024, with a total of 75 games approved, 15 of which were approved in August.

*PBoC held a work conference for the second half of 2024, which proposes to prevent and resolve real estate and financial risks, implement the cny 300bn policy of re-lending affordable housing, increase financial support for the real economy and focus more on benefiting people’s livelihoods and promoting consumption.

 

Financial

*SSE formulated and completed the “Three-Year Action Plan for Index Business (2024-2026)”, which proposes to further enrich broad-based indexes, guide incremental funds to continue to flow into the market through index products.

*The State Administration of Financial Regulation publicly solicited opinions on the “Measures for Risk Classification of Insurance Assets”.

 

Aug 2 Block Trade Info

*Discount

- Solex High-Tech (603992 CH) saw 2 block trades worth 58.44mn at 16.00yuan per share, 4.88pct discount from last closing.

- Shanghai Lingang (600848 CH) saw 1 block trades worth 79.30mn at 9.44yuan per share, 0.53pct discount from last closing.

- China Minsheng Banking (600016 CH) saw 4 block trades worth 70.20mn at 3.51yuan per share, 0.57pct discount from last closing.

 

*Flat

- China Shipbuilding Industry (601989 CH) saw 1 block trades worth 79.24mn at 5.66yuan per share, flat from last closing.

- Cofco Capital Holdings (002423 CH) saw 2 block trades worth 55.72mn at 8.01yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4118 trillion

Total Short Selling Balance

21.2 billion

SH Margin Balance

0.7414 trillion

SH Short Selling Balance

13.8 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

513330

107mio

601009

1.3mio

601899

78.4mio

601005

1.1mio

601816

65.0mio

600208

1.0mio

600938

56.7mio

512500

0.8mio

601600

50.2mio

600745

0.4mio

SZ Margin Balance

0.6694 trillion

SZ Short Selling Balance

7.4 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

000625

89.5mio

002219

2.1mio

300476

67.7mio

002958

1.0mio

002703

45.0mio

002607

0.3mio

002001

38.1mio

002425

0.3mio

300015

35.8mio

000709

0.3mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Net Cash Flow

-2.435

Northbound Net Cash Flow

-0.795

Southbound Net Cash Flow

-1.640

Southbound Net Cash Flow

-0.256

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

300502

396

5.50

601899

330

0.75

300476

232

7.01

600660

268

2.38

688008

224

3.30

300750

258

0.33

300308

154

1.06

000333

238

0.54

002241

128

1.74

600519

206

0.12

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2408

71,826

8,683

49,499

2,854

58,225

2,557

IF2409

41,254

4,461

73,877

2,465

96,299

1,429

IF2412

15,483

-1,175

35,687

691

45,380

815

IF2503

5,942

477

9,192

970

10,429

1,062

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2408

38,608

5,980

24,725

2,195

28,487

1,252

IH2409

24,805

3,606

35,261

1,557

48,271

1,426

IH2412

8,727

2,383

11,610

1,154

16,417

1,294

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2408

69,893

-3,766

49,082

1,563

50,410

1,860

IC2409

38,890

-3,265

80,875

-435

80,999

-354

IC2412

16,738

-4,184

62,292

-285

59,059

-342

IC2503

8,054

-2,003

12,317

343

12,396

321

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2408

118,489

2,555

61,504

646

67,211

207

IM2409

76,746

-1,372

80,152

1,563

88,968

1,751

IM2412

31,182

-173

58,470

1,362

61,151

884

IM2503

11,331

-2,367

13,519

154

13,332

83

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2408

96293

3520

64737

3369

71676

3529

IO2409

16721

4160

42171

1404

48908

1887

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2408

224414

-15195

64532

2507

66200

1615

MO2409

36958

-19

44242

1561

52232

1722

MO2412

4068

-1793

21973

-12

23829

85

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2408

31519

5642

26404

787

29324

800

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2409

58,601

-10,059

50,761

-537

53,599

-188

TS2412

4,199

-626

9,299

736

9,570

804

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2409

84,940

-6,264

107,468

-3,300

114,021

-2,060

TF2412

10,163

1,320

17,741

1,658

18,697

1,633

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2409

98,760

4,198

171,503

-578

168,404

-357

T2412

16,382

4,049

31,083

1,744

33,279

2,159

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2409

77,702

13,385

59,996

1,172

57,221

858

TL2412

23,316

6,006

30,519

2,263

33,449

2,274

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soda Ash

SA409

1,789.0

+1.13%

629,988

668,464

Stainless Steel

SS2409

14,115.0

+0.46%

53,881

80,505

Soybean Meal

M2409

3,078.0

+0.42%

300,268

1,157,995

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Crude Oil

SC2409

555.6

-5.22%

130,285

30,333

Fuel Oil

FU2409

3,170.0

-4.92%

334,765

169,896

Low Sulfur Fuel Oil

LU2410

4,078.0

-4.34%

80,785

65,011

 

* Commodities (night session):

* Global crude oil price closed down collectively. August NYMEX crude oil contract down 2.84% to closed at $74.14/b, September Brent contract down 2.62% to closed at $77.44/b. INE crude oil active contract down 5.22% to 555.6 yuan/b.

* Precious metals closed mixed, COMEX gold active contract up 0.21% and closed at $2486.1/oz. SHFE gold active contract down 1.58% to closed at 562.62 yuan/gram.

* Metals closed mixed, LME zinc down 1.66%, LME aluminum down 1.44%, LME lead down 1.31%. LME tin up 1.34%, LME nickel up 0.54%. SHFE lead down 2.13%, SHFE zinc down 1.27%, SHFE aluminum down 1.12%.

* Commodity futures closed down mostly. Fuel oil down 4.92%, low sulfur fuel oil down 4.34%, LPG down 2.57%, PTA down 1.35%, butadiene rubber down 1.19%, soda ash up 1.13%.

 

Download PDF

 

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.