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%.
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.