DZ20240816
Xi’s Emphasis
*The QIUSHI magazine published a statement by Chairman Xi Jinping on the “Decision of the Central Committee of the CPC on further deepening reforms and promoting Chinese-style modernization”.
Industrial Economy
*Shanghai Integrated Circuit Industry Investment Fund (Phase II) Co., Ltd industrial and commercial changes occur, with new additions Shanghai Pudong Innovation Investment and Development (Group) Co., Ltd. as a shareholder, and the registered capital increased from cny 7.6bn to cny 14.53bn.
*MoC and General Administration of Customs jointly released an announcement on the implementation of export control for items such as antimony and superhard materials related items, which will be officially implemented from September 15th, 2024.
International Relationship
*At the invitation of Chairman Xi Jinping, General Secretary of the Communist Party of Vietnam Central Committee Su Lin will pay a state visit to China from August 18th to 20th.
Aug 15 Block Trade Info
*Discount
- Ninebot (689009 CH) saw 2 block trades worth 87.54mn at 41.84/42.88yuan per share, 8/10.23pct discount from last closing.
- China Three Gorges Renewables (600905 CH) saw 1 block trades worth 42.48mn at 4.34yuan per share, 8.63pct discount from last closing.
- Poly (600048 CH) saw 6 block trades worth 190.35mn at 8.10yuan per share, 1.34pct discount from last closing.
- Minsheng Banking (600016 CH) saw 6 block trades worth 151.35mn at 3.28/3.43yuan per share, 0.58/4.93pct discount from last closing.
- 37 Interactive Entertainment (002555 CH) saw 1 block trades worth 133.70mn at 13.37yuan per share, 1.76pct discount from last closing.
- BOE (000725 CH) saw 1 block trades worth 76.82mn at 3.42yuan per share, 9.76pct discount from last closing.
*Flat
- CATL (300750 CH) saw 1 block trades worth 57.74mn at 173.40yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.4029 trillion |
Total Short Selling Balance |
14.9 billion |
SH Margin Balance |
0.7382 trillion |
SH Short Selling Balance |
9.6 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
600326 |
60.3mio |
601009 |
1.6mio |
601985 |
44.3mio |
601099 |
0.8mio |
600686 |
43.9mio |
601908 |
0.4mio |
601881 |
39.4mio |
601998 |
0.4mio |
600216 |
35.5mio |
601916 |
0.3mio |
SZ Margin Balance |
0.6636 trillion |
SZ Short Selling Balance |
5.3 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300059 |
170mio |
000725 |
0.4mio |
300322 |
48.8mio |
000002 |
0.3mio |
300750 |
45.2mio |
300498 |
0.3mio |
002273 |
43.0mio |
002506 |
0.3mio |
002232 |
41.3mio |
000898 |
0.3mio |
*Connection Trade
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
Northbound Net Cash Flow |
+8.865 |
Northbound Net Cash Flow |
+3.341 |
||
Southbound Net Cash Flow |
+4.474 |
Southbound Net Cash Flow |
+2.161 |
||
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 |
601318 |
469 |
0.64 |
300059 |
571 |
3.40 |
600036 |
389 |
0.48 |
000333 |
370 |
0.87 |
600030 |
330 |
1.18 |
600171 |
133 |
7.59 |
600519 |
313 |
0.18 |
601138 |
115 |
0.27 |
002594 |
244 |
0.37 |
601985 |
83.1 |
0.40 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2408 |
59,863 |
6,158 |
19,417 |
-6,829 |
21,411 |
-9,951 |
IF2409 |
92,617 |
46,508 |
95,034 |
14,412 |
120,333 |
16,687 |
IF2412 |
27,706 |
12,994 |
42,583 |
4,311 |
51,618 |
3,970 |
IF2503 |
8,792 |
4,045 |
13,230 |
1,042 |
15,423 |
1,252 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2408 |
33,712 |
8,344 |
12,228 |
-3,760 |
13,297 |
-5,472 |
IH2409 |
51,923 |
30,776 |
46,117 |
11,156 |
59,232 |
11,813 |
IH2412 |
13,039 |
6,527 |
14,612 |
2,139 |
20,342 |
2,213 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2408 |
51,229 |
-4,380 |
15,722 |
-7,691 |
16,832 |
-6,895 |
IC2409 |
90,559 |
35,941 |
105,954 |
13,461 |
107,981 |
15,142 |
IC2412 |
27,123 |
7,872 |
64,005 |
1,327 |
61,317 |
1,206 |
IC2503 |
11,288 |
3,562 |
19,907 |
1,757 |
19,537 |
1,584 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2408 |
77,370 |
2,773 |
25,375 |
-6,873 |
26,464 |
-5,923 |
IM2409 |
161,771 |
74,918 |
110,200 |
23,458 |
125,775 |
24,645 |
IM2412 |
47,854 |
21,359 |
59,576 |
4,568 |
64,906 |
5,113 |
IM2503 |
19,285 |
7,314 |
24,498 |
4,145 |
24,244 |
4,075 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2408 |
140656 |
71365 |
49904 |
-8941 |
56931 |
-9826 |
IO2409 |
61701 |
35568 |
57737 |
3071 |
68398 |
3636 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2408 |
322534 |
140153 |
58677 |
-6737 |
60512 |
-8137 |
MO2409 |
104967 |
60612 |
64461 |
2968 |
73290 |
3319 |
MO2412 |
4872 |
2687 |
23716 |
153 |
25960 |
220 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2408 |
73067 |
43998 |
21845 |
-3060 |
25118 |
-4113 |
HO2409 |
20604 |
20604 |
21585 |
21585 |
24819 |
24819 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2409 |
73,272 |
-454 |
27,933 |
-3,095 |
29,416 |
-2,991 |
TS2412 |
21,229 |
5,804 |
21,116 |
121 |
22,432 |
210 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2409 |
108,195 |
-4,326 |
61,352 |
-7,424 |
64,085 |
-4,429 |
TF2412 |
52,824 |
5,248 |
59,071 |
10,490 |
61,020 |
9,644 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2409 |
119,193 |
-8,343 |
100,069 |
-10,030 |
104,713 |
-8,429 |
T2412 |
87,594 |
-1,718 |
89,409 |
15,027 |
89,188 |
13,327 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2409 |
68,315 |
-13,401 |
41,034 |
-1,807 |
38,691 |
-2,271 |
TL2412 |
67,497 |
9,367 |
50,639 |
4,867 |
53,410 |
4,247 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Silver |
AG2412 |
7,325.0 |
+3.4% |
1,199,239 |
477,039 |
Tin |
SN2409 |
264,130.0 |
+2.92% |
69,469 |
36,372 |
Soda Ash |
SA501 |
1,623.0 |
+2.85% |
715,762 |
815,897 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Coke |
J2409 |
1,854.0 |
-0.78% |
10,108 |
19,766 |
No.1 Soybeans |
A2501 |
4,279.0 |
-0.07% |
33,759 |
118,206 |
* Commodities (night session):
* Global crude oil price closed up collectively. September NYMEX crude oil contract up 1.44% to closed at $78.09/b, October Brent contract up 1.42% to closed at $80.89/b. INE crude oil active contract up 1.12% to 575.8 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.6% and closed at $2494.5/oz. SHFE gold active contract up 0.74% to closed at 568.90 yuan/gram.
* Metals closed up collectively, LME zinc up 2.54%, LME tin up 2.05%, LME copper up 1.89%, LME lead up 1.34%. SHFE tin up 2.92%, bonded copper up 2.09%, SHFE copper up 1.92%, SHFE zinc up 1.77%.
* Commodity futures closed up collectively, chemistry and energy products closed up collectively, soda ash up 2.85%, fuel oil up 1.73%, low sulfur oil up 1.61%. Black series closed up collectively, coking coal up 1.98%, iron ore up 1.56%. Agricultural products closed up collectively, No.2 soybeans up 1.5%, RBD palm olein up 1.45%, rapeseed meal up 1.29%.
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.