DZ20240814
Data
*First seven months increase in RMB loans of cny 35.3tn.
*At the end of July, M2 balance of cny 303.31tn, up 6.3% y/y.
*First seven months the cumulative amount increase in social financing scale was cny 18.87tn, which was cny 3.22tn less than the same period last year.
Industrial Economy
*National Energy Administration issued the “Implementation Plan for High-Quality Development Action of Distribution Networks (2024-2027)”, which focus on the improvement of power supply capacity, disaster resistance capacity and carrying capacity.
*PBoC decided to increase a new loan amount of cny 100bn for supporting agriculture and small-scale businesses and supporting flood control and relief in 12 provinces.
Aug 13 Block Trade Info
*Discount
- Hymson Laser (688559 CH) saw 4 block trades worth 78.32mn at 31.29/31.42yuan per share, 1.50/1.91pct discount from last closing.
- Sany Heavy Industry (600031 CH) saw 2 block trades worth 65.87mn at 15.11yuan per share, 0.98pct discount from last closing.
- Wuliangye (000858 CH) saw 1 block trades worth 48.78mn at 118.77yuan per share, 5.44pct discount from last closing.
- Midea (000333 CH) saw 2 block trades worth 101.33mn at 57.08/61.36yuan per share, 0/6.98pct discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.4041 trillion |
Total Short Selling Balance |
16.2 billion |
|
SH Margin Balance |
0.7396 trillion |
SH Short Selling Balance |
10.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600686 |
90.9mio |
601005 |
1.8mio |
|
600276 |
52.2mio |
601009 |
0.8mio |
|
601162 |
44.6mio |
601988 |
0.5mio |
|
600887 |
41.9mio |
600157 |
0.4mio |
|
600309 |
34.6mio |
601002 |
0.3mio |
|
SZ Margin Balance |
0.6635 trillion |
SZ Short Selling Balance |
5.9 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000568 |
61.5mio |
001979 |
5.3mio |
|
300502 |
43.8mio |
002672 |
1.9mio |
|
000901 |
43.6mio |
300142 |
1.7mio |
|
000001 |
38.6mio |
300303 |
1.7mio |
|
002232 |
34.8mio |
002405 |
1.6mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Net Cash Flow |
-0.862 |
Northbound Net Cash Flow |
-1.665 |
||
|
Southbound Net Cash Flow |
+1.262 |
Southbound Net Cash Flow |
+0.656 |
||
|
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 |
|
002028 |
186 |
3.58 |
000858 |
227 |
0.46 |
|
000338 |
143 |
1.30 |
600309 |
192 |
0.82 |
|
002001 |
119 |
1.87 |
300502 |
184 |
2.72 |
|
600809 |
90.4 |
0.39 |
002050 |
134 |
2.18 |
|
300308 |
77.6 |
0.61 |
300124 |
125 |
1.06 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2408 |
62,418 |
4,022 |
37,220 |
-1,069 |
41,728 |
-3,405 |
|
IF2409 |
44,167 |
13,173 |
75,599 |
3,075 |
98,494 |
3,904 |
|
IF2412 |
19,589 |
7,219 |
38,300 |
2,134 |
47,884 |
1,986 |
|
IF2503 |
5,617 |
1,984 |
11,637 |
399 |
13,679 |
560 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2408 |
31,598 |
2,816 |
20,452 |
-768 |
23,167 |
-1,260 |
|
IH2409 |
21,067 |
4,649 |
34,072 |
830 |
45,831 |
850 |
|
IH2412 |
5,322 |
805 |
11,958 |
350 |
17,581 |
579 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2408 |
59,797 |
4,958 |
33,479 |
-4,282 |
33,708 |
-4,560 |
|
IC2409 |
44,463 |
9,687 |
87,047 |
5,734 |
87,999 |
6,737 |
|
IC2412 |
15,190 |
739 |
62,062 |
949 |
59,221 |
648 |
|
IC2503 |
6,525 |
-1,104 |
17,193 |
454 |
16,686 |
484 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2408 |
101,421 |
2,868 |
44,501 |
-4,680 |
46,712 |
-5,881 |
|
IM2409 |
87,295 |
17,321 |
86,465 |
6,732 |
100,605 |
7,964 |
|
IM2412 |
27,852 |
2,976 |
55,742 |
485 |
59,682 |
935 |
|
IM2503 |
12,686 |
2,235 |
20,631 |
1,770 |
20,375 |
1,914 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2408 |
82951 |
8757 |
59444 |
-1254 |
68282 |
-528 |
|
IO2409 |
25063 |
2368 |
51784 |
2877 |
61222 |
2871 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2408 |
202057 |
7552 |
67050 |
-1236 |
71344 |
-1750 |
|
MO2409 |
43248 |
3400 |
57413 |
2995 |
66151 |
3086 |
|
MO2412 |
3977 |
907 |
23606 |
273 |
25733 |
123 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2408 |
35741 |
6139 |
25887 |
-919 |
29344 |
-325 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2409 |
66,619 |
13,150 |
33,872 |
-1,788 |
35,564 |
-1,520 |
|
TS2412 |
12,296 |
-1,521 |
19,181 |
1,482 |
20,559 |
1,617 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2409 |
122,468 |
4,744 |
78,071 |
-8,748 |
79,323 |
-7,950 |
|
TF2412 |
33,189 |
2,992 |
39,081 |
3,996 |
41,427 |
4,493 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2409 |
137,877 |
14,903 |
122,990 |
-11,782 |
124,108 |
-9,700 |
|
T2412 |
76,822 |
17,590 |
62,857 |
8,180 |
64,100 |
10,558 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2409 |
69,094 |
-11,029 |
45,648 |
-2,007 |
43,648 |
-1,125 |
|
TL2412 |
44,968 |
-763 |
44,871 |
1,592 |
48,144 |
1,655 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Methanol |
MA409 |
2,441.0 |
+0.16% |
130,942 |
388,329 |
|
Low Sulfur Fuel Oil |
LU2410 |
4,275.0 |
+0.09% |
30,884 |
54,019 |
|
Aluminum |
AL2409 |
19,085.0 |
+0.03% |
55,941 |
154,231 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soda Ash |
SA409 |
1,596.0 |
-4.2% |
371,867 |
496,759 |
|
Glass |
FG409 |
1,228.0 |
-3.76% |
277,988 |
539,400 |
|
Rapeseed Meal |
RM501 |
2,148.0 |
-3.42% |
636,663 |
1,058,032 |
* Commodities (night session):
* Global crude oil price closed down collectively. September NYMEX crude oil contract down 1.75% to closed at $78.66/b, October Brent contract down 1.63% to closed at $80.96/b. INE crude oil active contract down 0.45% to 573.2 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 0.04% and closed at $2504.9/oz. SHFE gold active contract down 0.18% to closed at 568.26 yuan/gram.
* Metals closed mixed, LME lead down 3.05%, LME zinc down 2.02%, LME aluminum up 0.89%. SHFE lead down 3.24%, SHFE zinc down 1.04%, SHFE tin down 0.60%.
* Commodity futures closed down collectively, chemistry and energy products closed down mostly, soda ash down 4.2%, glass down 3.76%, TSR 20 down 1.46%, LPG down 1.24%. Black series closed down collectively, coking coal down 2.51%, iron ore down 2.44%, steel rebar down 1.34%. Agricultural products performed weak, rapeseed meal down 3.42%, soybean meal down 2.52%, rapeseed oil down 2.41%.
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.
