DZ20240815
Financial
*MoF: The total amount of cny 45bn 30-year super long-term special national bonds will be renewed through bidding on August 21st, and from August 26th, it will be merged with the previously issued national bonds for the same period for listing and trading.
*SZSE signed a memorandum of understanding with Dubai Financial Market, which proposes to establish a cross-border capital service mechanism between China and Arab countries, and enhance the ability of capital markets to serve the real economy of both countries.
Industrial Economy
*State Council approved the “Tianjin Land Space Overall Plan (2021-2035)”, which requires the strategic traction of promoting the coordinated development of Beijing-Tianjin-Hebei region.
Data
*CPCAAUTO: From August 1st to 11th, the retail sales of the passenger car reached 521k units, up 7% y/y and up 16% m/m, with the retail sales of NEV reached 274k units, up 57% y/y and up 25% m/m respectively.
Aug 14 Block Trade Info
*Discount
- Mubang High-Tech (603398 CH) saw 2 block trades worth 66.96mn at 11.16yuan per share, 5.90pct discount from last closing.
*Flat
- BOE (000725 CH) saw 2 block trades worth 23.58mn at 3.72yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.4050 trillion |
Total Short Selling Balance |
15.4 billion |
|
SH Margin Balance |
0.7397 trillion |
SH Short Selling Balance |
9.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600875 |
68.9mio |
600166 |
0.9mio |
|
688256 |
59.6mio |
601009 |
0.7mio |
|
600019 |
59.6mio |
603077 |
0.5mio |
|
600171 |
58.4mio |
600959 |
0.3mio |
|
600309 |
51.1mio |
600219 |
0.3mio |
|
SZ Margin Balance |
0.6642 trillion |
SZ Short Selling Balance |
5.6 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000625 |
77.2mio |
000709 |
0.5mio |
|
300750 |
70.3mio |
300027 |
0.4mio |
|
300418 |
66.1mio |
300253 |
0.2mio |
|
002405 |
59.7mio |
000035 |
0.2mio |
|
002001 |
56.3mio |
002681 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Net Cash Flow |
-3.061 |
Northbound Net Cash Flow |
-4.106 |
||
|
Southbound Net Cash Flow |
-0.895 |
Southbound Net Cash Flow |
-0.146 |
||
|
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 |
|
600900 |
249 |
0.35 |
600519 |
374 |
0.21 |
|
600171 |
160 |
9.63 |
600309 |
346 |
1.51 |
|
601138 |
129 |
0.31 |
600438 |
269 |
3.22 |
|
600795 |
128 |
1.31 |
300124 |
158 |
1.37 |
|
601318 |
126 |
0.17 |
603501 |
138 |
1.21 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2408 |
54,594 |
-7,259 |
27,201 |
-9,590 |
31,416 |
-10,312 |
|
IF2409 |
46,312 |
3,155 |
80,739 |
5,584 |
103,789 |
5,429 |
|
IF2412 |
14,998 |
-3,464 |
38,360 |
60 |
47,709 |
-175 |
|
IF2503 |
4,921 |
-626 |
12,197 |
560 |
14,214 |
539 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2408 |
25,575 |
-5,765 |
16,690 |
-3,761 |
18,961 |
-4,131 |
|
IH2409 |
21,253 |
186 |
35,394 |
1,339 |
47,489 |
1,725 |
|
IH2412 |
6,623 |
1,432 |
12,473 |
527 |
18,223 |
646 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2408 |
57,273 |
-2,153 |
23,813 |
-9,159 |
25,087 |
-8,421 |
|
IC2409 |
55,674 |
11,618 |
92,886 |
6,147 |
93,055 |
5,056 |
|
IC2412 |
19,523 |
4,513 |
62,678 |
616 |
60,111 |
890 |
|
IC2503 |
7,954 |
1,516 |
18,244 |
1,051 |
17,966 |
1,313 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2408 |
77,985 |
-23,013 |
32,625 |
-11,499 |
33,914 |
-12,032 |
|
IM2409 |
87,389 |
1,260 |
87,141 |
1,096 |
101,473 |
879 |
|
IM2412 |
27,151 |
-315 |
55,644 |
-98 |
59,793 |
313 |
|
IM2503 |
12,040 |
-372 |
20,441 |
-190 |
20,297 |
-78 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2408 |
69412 |
-13141 |
59015 |
-153 |
67220 |
-1062 |
|
IO2409 |
26242 |
1405 |
54707 |
3001 |
64873 |
3651 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2408 |
183928 |
-18129 |
65710 |
-1331 |
69335 |
-1846 |
|
MO2409 |
44606 |
1927 |
61493 |
4092 |
69971 |
3820 |
|
MO2412 |
2351 |
-1283 |
23572 |
-34 |
25740 |
7 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2408 |
29548 |
-5152 |
25838 |
1 |
29344 |
122 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2409 |
75,425 |
9,681 |
31,028 |
-2,281 |
32,407 |
-2,814 |
|
TS2412 |
18,666 |
7,373 |
21,007 |
1,958 |
22,346 |
2,973 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2409 |
117,007 |
-3,435 |
69,399 |
-8,176 |
70,674 |
-8,341 |
|
TF2412 |
51,408 |
19,292 |
49,192 |
10,599 |
51,955 |
11,298 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2409 |
132,584 |
-2,223 |
110,480 |
-12,510 |
113,905 |
-9,426 |
|
T2412 |
92,852 |
18,787 |
74,389 |
11,566 |
75,861 |
12,932 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2409 |
83,427 |
14,513 |
43,188 |
-2,249 |
41,117 |
-2,531 |
|
TL2412 |
59,742 |
16,030 |
45,932 |
1,467 |
49,247 |
1,877 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Rapeseed Meal |
RM501 |
2,175.0 |
+1.4% |
672,991 |
1,052,240 |
|
Soybean Meal |
M2501 |
2,935.0 |
+1.14% |
516,189 |
1,298,023 |
|
No.2 Soybeans |
B2409 |
3,456.0 |
+0.88% |
45,278 |
99,645 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Fuel Oil |
FU2411 |
3,097.0 |
-2.24% |
284,331 |
245,084 |
|
LPG |
PG2409 |
4,445.0 |
-1.79% |
33,773 |
34,810 |
|
Low Sulfur Fuel Oil |
LU2410 |
4,207.0 |
-1.64% |
32,593 |
51,477 |
* Commodities (night session):
* Global crude oil price closed down collectively. September NYMEX crude oil contract down 1.44% to closed at $77.22/b, October Brent contract down 1.03% to closed at $79.86/b. INE crude oil active contract down 1.39% to 567.4 yuan/b.
* Precious metals closed mixed, COMEX gold active contract down 0.87% and closed at $2486/oz. SHFE gold active contract down 0.82% to closed at 563.50 yuan/gram.
* Metals closed mixed, LME lead up 1.36%, LME tin up 0.92%, LME zinc up 0.61%, LME nickel down 0.71%. Bonded copper down 0.36%, SHFE zinc down 0.22%, SHFE lead up 0.26%.
* Commodity futures closed down mostly, chemistry and energy products closed down collectively, fuel oil down 2.24%, LPG down 1.79%, low sulfur fuel oil down 1.64%. Black series closed down mostly, hot rolled coil down 1.46%, steel rebar down nearly 1%. Agricultural products performed mixed, rapeseed meal up 1.4%, soybean meal up 1.14%, cotton yarn down 1.12%.
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.
