DZ20240808
Data
*PBoC: The foreign exchange reserves were usd 3.2564tn at the end of July, increased by usd 34.014bn from the previous month.
*CPCAAUTO: July retail sales of the passenger car reached 1.729mio units, down 2% y/y and down 2% m/m, with the retail sales of NEV reached 0.879mio units, up 37% y/y and up 3% m/m respectively.
Industrial Economy
*Zhejiang Province issued “Several Opinions on Building a Strong Province in Civil Aviation at a High Level to Build a Highland for Low-Altitude Economic Development”, which proposes to actively carry out pilot projects for low-altitude economy.
*State Council agreed with the “Implementation Plan for the Construction of a National Green Development Demonstration Zone in China-Singapore Tianjin Ecological City (2024-2035)”, which requires the creation of a national development demonstration zone with green, low-carbon and high-quality development as the main theme.
Aug 7 Block Trade Info
*Discount
- China Minsheng Banking (600016 CH) saw 3 block trades worth 41.84mn at 3.44/3.46yuan per share, 0/0.58pct discount from last closing.
- Xingye Silver&Tin (000426 CH) saw 1 block trades worth 39.85mn at 10.77yuan per share, 7.24pct discount from last closing.
*Flat
- BYD (002594 CH) saw 2 block trades worth 61.13mn at 228.95yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.4078 trillion |
Total Short Selling Balance |
19.0 billion |
|
SH Margin Balance |
0.7405 trillion |
SH Short Selling Balance |
12.2 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600418 |
138mio |
601933 |
1.5mio |
|
600611 |
117mio |
600016 |
0.4mio |
|
601127 |
100mio |
601009 |
0.4mio |
|
600316 |
86.5mio |
601398 |
0.4mio |
|
600809 |
85.5mio |
601860 |
0.4mio |
|
SZ Margin Balance |
0.6662 trillion |
SZ Short Selling Balance |
6.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300502 |
200mio |
300015 |
0.8mio |
|
300308 |
94.5mio |
002607 |
0.5mio |
|
002594 |
77.9mio |
000630 |
0.4mio |
|
000858 |
66.2mio |
000903 |
0.3mio |
|
002607 |
61.9mio |
002673 |
0.3mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Net Cash Flow |
+0.417 |
Northbound Net Cash Flow |
-2.553 |
||
|
Southbound Net Cash Flow |
+6.640 |
Southbound Net Cash Flow |
+5.033 |
||
|
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 |
|
600519 |
312 |
0.18 |
002594 |
349 |
0.52 |
|
603806 |
178 |
4.23 |
300750 |
236 |
0.31 |
|
600438 |
165 |
1.95 |
000651 |
160 |
0.70 |
|
002384 |
163 |
4.31 |
601899 |
152 |
0.37 |
|
600276 |
129 |
0.47 |
603501 |
147 |
1.28 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2408 |
66,018 |
-20,397 |
47,656 |
-2,835 |
54,835 |
-2,761 |
|
IF2409 |
31,994 |
-13,417 |
71,344 |
-2,533 |
92,691 |
-2,601 |
|
IF2412 |
13,462 |
-7,395 |
35,719 |
-458 |
45,178 |
-891 |
|
IF2503 |
5,459 |
-1,758 |
10,077 |
-64 |
11,779 |
113 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2408 |
37,142 |
-12,638 |
22,766 |
-3,813 |
26,098 |
-3,801 |
|
IH2409 |
21,698 |
-10,656 |
33,254 |
-2,712 |
45,322 |
-3,324 |
|
IH2412 |
7,892 |
-2,086 |
11,416 |
-734 |
16,670 |
-522 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2408 |
59,897 |
-15,312 |
43,176 |
-3,562 |
44,195 |
-3,918 |
|
IC2409 |
32,997 |
-11,495 |
80,610 |
209 |
79,980 |
-190 |
|
IC2412 |
16,871 |
-1,686 |
61,537 |
-707 |
58,627 |
-168 |
|
IC2503 |
7,104 |
-1,549 |
14,432 |
258 |
14,263 |
285 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2408 |
109,841 |
-21,117 |
56,535 |
-3,716 |
60,886 |
-4,189 |
|
IM2409 |
69,001 |
-13,376 |
77,928 |
-867 |
88,882 |
-711 |
|
IM2412 |
27,936 |
-4,063 |
56,542 |
-1,126 |
59,480 |
-1,458 |
|
IM2503 |
13,012 |
410 |
16,531 |
1,462 |
16,266 |
1,451 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2408 |
93718 |
-24814 |
65282 |
-1848 |
72989 |
-2100 |
|
IO2409 |
15823 |
-7194 |
44012 |
711 |
52813 |
981 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2408 |
194389 |
-70197 |
68483 |
1814 |
71146 |
2293 |
|
MO2409 |
32213 |
-2639 |
47683 |
1016 |
56901 |
927 |
|
MO2412 |
3422 |
-1240 |
23102 |
200 |
25063 |
225 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2408 |
38287 |
-21609 |
27132 |
800 |
31205 |
-161 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2409 |
70,817 |
-3,528 |
41,825 |
-1,297 |
44,550 |
-1,157 |
|
TS2412 |
6,593 |
-1,466 |
12,501 |
1,602 |
13,100 |
1,830 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2409 |
90,217 |
-3,841 |
101,599 |
305 |
106,787 |
-757 |
|
TF2412 |
11,747 |
-2,994 |
22,857 |
1,824 |
24,699 |
2,062 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2409 |
77,176 |
-30,635 |
153,641 |
-5,538 |
151,532 |
-3,288 |
|
T2412 |
17,475 |
-5,017 |
35,569 |
2,013 |
38,936 |
2,210 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2409 |
61,943 |
-23,467 |
53,745 |
-1,025 |
52,094 |
-588 |
|
TL2412 |
25,194 |
-3,896 |
36,455 |
3,343 |
38,537 |
2,345 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Fuel Oil |
FU2409 |
3,223.0 |
+2.64% |
200,326 |
137,597 |
|
Low Sulfur Fuel Oil |
LU2410 |
4,138.0 |
+2.58% |
46,763 |
57,135 |
|
Crude Oil |
SC2409 |
556.8 |
+2% |
88,965 |
27,972 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Rapeseed Meal |
RM409 |
2,240.0 |
-1.67% |
285,493 |
656,456 |
|
Cotton |
CF409 |
13,470.0 |
-0.99% |
141,308 |
324,559 |
|
Bonded Copper |
BC2409 |
62,840.0 |
-0.93% |
3,509 |
6,905 |
* Commodities (night session):
* Global crude oil price closed up collectively. September NYMEX crude oil contract up 3.1% to closed at $75.47/b, October Brent contract up 2.64% to closed at $78.50/b. INE crude oil active contract up 2.00% to 556.8 yuan/b.
* Precious metals closed mixed, COMEX gold active contract down 0.33% and closed at $2423.5/oz. SHFE gold active contract up 0.13% to closed at 554.86 yuan/gram.
* Metals closed down mostly, LME copper down 1.93%, LME nickel down 1.49%, LME zinc down 1.46%, LME tin up 1.14% on the contrast. Bonded copper down 0.93%, SHFE copper down 0.78%, SHFE zinc down 0.64%.
* Commodity futures closed up mostly. Chemistry and energy products closed up collectively, fuel oil up 2.64%, low sulfur fuel oil up 2.58%, TSR 20 up 1.74%. Agricultural products closed mixed, soybean oil up 1%, rapeseed meal down 1.67%.
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.
