DZ20240827

 

Industrial Economy

*State Council conducted the ninth special study with the theme of “Implementing the national strategy of actively responding to the aging population, and promoting coordinated development of elderly care industries”, Premier Li Qiang emphasized to promote the expansion and improvement of the silver development economy, and enrich elderly care service scenarios.

*Central Committee of the CPC and State Council jointly issued opinions on promoting the spirit of educators and strengthening the construction of high-quality professional teachers in the new era.

 

Financial

*MoC and other six departments jointly formulated and issued the “Municipal Infrastructure Assets Management Measures”, which emphasizes to strictly fulfill the basic construction approval procedures in accordance with the law, implement funding sources, strengthen budget constraints, and prevent government debt risks.

*SSE mergers and acquisitions exchange meeting was held in Shanghai, which points out that M&A funds to alleviate the delisting difficulties of small-cap companies, effectively promote multi-level capital markets to improve pricing mechanisms and optimize resource allocation.

 

Aug 26 Block Trade Info

*Discount

- Poly (600048 CH) saw 5 block trades worth 197.75mn at 7.91yuan per share, 1.37pct discount from last closing.

- Wens (300498 CH) saw 2 block trades worth 61.80mn at 13.95yuan per share, 20.42pct discount from last closing.

 

*Flat

- Moutai (600519 CH) saw 2 block trades worth 36.99mn at 1412.00yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.3850 trillion

Total Short Selling Balance

12.2 billion

SH Margin Balance

0.7291 trillion

SH Short Selling Balance

8.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600611

84.0mio

601288

1.9mio

600418

81.9mio

600795

1.1mio

600114

67.5mio

600310

0.4mio

600839

51.5mio

601880

0.4mio

601766

42.0mio

601009

0.3mio

SZ Margin Balance

0.6549 trillion

SZ Short Selling Balance

4.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

000858

102mio

300015

1.1mio

300750

81.5mio

002202

0.4mio

002600

77.3mio

000002

0.3mio

000338

62.2mio

002673

0.3mio

000099

60.1mio

300003

0.2mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Turnover

43.75

Northbound Turnover

45.06

Southbound Net Cash Flow

+0.014

Southbound Net Cash Flow

-0.056

Top 5 Northbound Turnover/Shanghai

Top 5 Northbound Turnover/Shenzhen

Name

Market Value (mio cny)

Name

Market Value (mio cny)

600519

932

002475

1454

601899

814

000333

1346

601398

620

000858

940

601318

596

300750

852

601766

539

300760

820

           

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2409

70,159

-9,914

88,745

-1,971

113,350

-1,600

IF2412

18,912

-414

43,204

108

54,139

293

IF2503

4,833

118

14,235

301

16,976

534

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2409

36,902

-7,079

43,243

-2,072

53,914

-2,646

IH2412

9,331

-3,167

15,181

-995

21,752

-951

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2409

61,796

-9,558

99,212

143

101,518

-269

IC2412

18,131

-4,272

65,710

531

63,006

1,299

IC2503

7,890

-1,829

26,190

824

25,736

949

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2409

110,641

-12,477

100,075

-1,403

112,788

-2,034

IM2412

34,942

-2,640

61,980

2,993

68,331

3,438

IM2503

13,154

-1,512

28,554

735

28,429

767

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2409

55229

-6868

74256

413

87337

1141

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2409

115317

-14823

99637

2526

112926

1015

MO2412

3492

-563

25019

151

27091

182

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2409

21743

-4302

28382

657

31654

519

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2409

10,083

-3,589

11,630

-678

11,539

-1,654

TS2412

74,778

-6,772

36,133

1,025

40,767

2,363

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2409

10,411

1,730

22,972

-1,688

23,127

-2,242

TF2412

95,882

-3,511

96,018

2,222

99,719

2,941

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2409

22,562

4,673

44,449

-3,762

44,760

-3,493

T2412

92,277

-3,415

151,669

5,351

152,389

6,417

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2409

16,240

653

22,020

-3,675

20,729

-3,126

TL2412

69,536

-7,863

59,035

2,291

63,050

2,673

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Low Sulfur Fuel Oil

LU2411

4,231.0

+2.92%

58,452

88,308

Coke

J2501

1,970.0

+2.82%

6,193

27,062

Crude Oil

SC2410

569.6

+2.69%

63,403

25,736

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Tin

SN2410

266,390.0

-0.45%

49,214

49,354

Aluminum

AL2410

19,890.0

-0.1%

44,628

184,795

 

* Commodities (night session):

* Global crude oil price closed up collectively. October NYMEX crude oil contract up 3.11% to closed at $77.16/b, November Brent contract up 2.61% to closed at $80.19/b. INE crude oil active contract up 2.69% to 569.6 yuan/b.

* Precious metals closed up slightly, COMEX gold active contract up 0.29% and closed at $2553.6/oz. SHFE gold active contract up 0.20% to closed at 575.66 yuan/gram.

* Metals closed up mostly, SHFE nickel up 1.33%, bonded copper up 0.95%, SHFE copper up 0.83%. SHFE tin down 0.45% on the contrast.

* Commodity futures closed up collectively, chemistry and energy products saw strong performance, low sulfur fuel oil up 2.92%, bitumen up 2.36%, fuel oil up 2.27%. Black series closed up collectively, coke up 2.82%, coking coal up 2.53%, iron ore up 2.32%. Agricultural products closed up collectively, rapeseed oil up 1.67%, No.2 soybeans up 1.53%, RBD palm olein up 1.26%.

 

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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.