DZ20240822

 

Industrial Economy

*NDRC and National Energy Administration jointly issued the “Implementation Plan for Large-scale Equipment Update in Key Energy Areas”, which encourage the overall transformation of old substations and transmission lines, and promote the update and recycling of wind power equipment.

*The latest statistics from State Administration for Financial Regulation showed that the commercial banks have approved 5,392 “white list” projects for real estate currently, and the amount of financing approved is nearly cny 1.4tn.

*NDRC publicly solicited opinions on the “Measures for Energy Conservation Review of Fixed Asset Investment Projects”, which proposed to strengthen management of energy consumption and carbon emissions from fixed asset investment projects.

 

Financial

*The General Office of the Central Committee of the CPC and General Office of the State Council issued the “Opinions on Improving Market Access System”, which proposes to strengthen the coordinated linkage of domestic and foreign investment access policies.

Aug 21 Block Trade Info

 

*Discount

- Aurora Optoelectronics (600666 CH) saw 4 block trades worth 48.24mn at 1.38/1.53yuan per share, 1.29/10.97pct discount from last closing.

-Minsheng Banking (600016 CH) saw 5 block trades worth 69.00mn at 3.45yuan per share, 0.58pct discount from last closing.

- Xingye Silver&Tin (000426 CH) saw 1 block trades worth 41.88mn at 11.02yuan per share, 8.70pct discount from last closing.

 

*Margin Trade

Total Margin Balance

1.3965 trillion

Total Short Selling Balance

13.0 billion

SH Margin Balance

0.7352 trillion

SH Short Selling Balance

8.5 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

688256

137mio

600170

0.7mio

600926

106mio

601880

0.5mio

600418

75.5mio

600728

0.4mio

600019

42.3mio

601009

0.3mio

600519

34.7mio

601916

0.3mio

SZ Margin Balance

0.6603 trillion

SZ Short Selling Balance

4.4 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002920

60.0mio

000778

0.4mio

300394

56.6mio

002607

0.4mio

301571

44.2mio

000937

0.3mio

002600

43.7mio

002506

0.2mio

000426

41.6mio

002458

0.2mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Turnover

40.64

Northbound Turnover

41.97

Southbound Net Cash Flow

+0.566

Southbound Net Cash Flow

-0.285

Top 5 Northbound Turnover/Shanghai

Top 5 Northbound Turnover/Shenzhen

Name

Market Value (mio cny)

Name

Market Value (mio cny)

600519

844

300750

990

601288

687

002475

907

601398

553

002594

833

688256

486

000333

714

601138

476

300760

663

           

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2409

70,501

-11,011

93,379

-1,242

116,856

-1,887

IF2412

19,701

-5,939

42,369

-383

52,598

-708

IF2503

4,974

-2,018

13,626

-608

15,996

-483

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2409

39,279

-353

43,523

-275

55,170

-983

IH2412

10,988

-22

15,178

745

21,425

715

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2409

56,834

-29,038

100,154

-4,529

101,869

-4,288

IC2412

20,182

-6,979

63,190

-2,075

59,850

-2,297

IC2503

9,580

-1,397

24,191

454

23,286

139

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2409

103,371

-31,463

100,632

-4,856

114,116

-6,345

IM2412

32,591

-7,856

57,608

-1,340

63,200

-1,441

IM2503

15,799

-1,574

27,038

209

26,261

213

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2409

62940

-8135

71627

2935

83307

3228

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2409

97196

-63605

87156

2914

99019

3676

MO2412

3219

-3114

24250

224

26236

61

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2409

22918

-1098

27305

995

30169

967

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2409

15,222

-17,957

16,820

-2,333

17,336

-2,102

TS2412

68,958

16,527

29,358

2,611

32,253

2,650

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2409

24,384

-21,784

29,605

-3,825

30,235

-4,398

TF2412

107,290

-6,512

91,651

8,936

92,107

8,855

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2409

41,877

-23,923

57,872

-5,797

58,311

-8,361

T2412

120,222

9,624

135,851

4,535

136,518

8,758

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2409

20,809

5,089

30,554

-2,449

28,307

-1,794

TL2412

84,055

22,688

56,892

1,845

59,861

1,627

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

PVC

V2501

5,719.0

+1.6%

453,588

720,651

Iron Ore

I2501

736.5

+1.31%

114,837

483,938

Cotton Yarn

CY409

19,305.0

+1.26%

1,235

2,811

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Crude Oil

SC2410

537.6

-2.06%

115,782

31,676

Low Sulfur Fuel Oil

LU2411

4,016.0

-0.72%

56,644

90,137

Nickel

NI2409

130,340.0

-0.47%

53,228

57,948

 

* Commodities (night session):

* Global crude oil price closed down collectively. October NYMEX crude oil contract down 1.68% to closed at $71.94/b, October Brent contract down 1.41% to closed at $76.11/b. INE crude oil active contract down 2.06% to 537.6 yuan/b.

* Precious metals closed mixed, COMEX gold active contract down 0.02% and closed at $2550.2/oz. SHFE gold active contract up 0.08% to closed at 576.30 yuan/gram.

* Metals closed up mostly, LME zinc up 1.82%, LME lead up 1.41%, LME tin up 1.39%, LME nikckel down 1.06% on the contrast. SHFE zinc up 0.86%, SHFE tin up 0.51%, SHFE nickel down 0.47%.

* Commodity futures closed up mostly, chemistry and energy products went up collectively, PVC up 1.6%, EB up 1.06%. Black series went up collectively, iron ore up 1.31%, coking coal up 1.18%. Agricultural products went up mostly, cotton yarn up 1.26%, corn and rapeseed up nearly 1%.

 

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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.