DZ20240830
Financial
*PBoC held a symposium for experts, scholars and heads of financial enterprises, which emphasized to continue to adhere to a supportive monetary policy stance, strengthen counter cyclical adjustment, comprehensively use various monetary policy tools, and increase financial support for the real economy.
*SASAC: will use state-owned capital investment and operation companies as a platform, improve the budget system for state-owned capital operation as a guarantee, focus on revitalizing stock, expand increment in an orderly manner, improve the allocation and operational efficiency of state-owned capital, and amplify the overall function of the state-owned economy.
Industrial Economy
*Shanghai Housing Management Bureau issued the notice on the “Several Provisions on Regulating the Management of Residential Maintenance Funds”, which will be implemented from October 1st, 2024.
*The Standard Technology Department of the State Administration for Market Regulation publicly solicited opinions on the mandatory national standard project for bulk transportation of edible vegetable oil.
Aug 29 Block Trade Info
*Discount
- China National Gold (600916 CH) saw 39 block trades worth 119.55mn at 8.05yuan per share, 8.11pct discount from last closing.
- Poly (600048 CH) saw 6 block trades worth 136.98mn at 7.61yuan per share, 1.30pct discount from last closing.
- Mengguli (301487 CH) saw 3 block trades worth 147.83mn at 14.09/16.26yuan per share, 1.93/15.02pct discount from last closing.
- Changgelight (300102 CH) saw 1 block trades worth 107.18mn at 4.66yuan per share, 21.94pct discount from last closing.
*Flat
- Shandong Pharma (600529 CH) saw 1 block trades worth 79.98mn at 24.76yuan per share, flat from last closing.
- China Railway Hi-tech (600528 CH) saw 2 block trades worth 173.99mn at 6.85yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.3805 trillion |
Total Short Selling Balance |
11.5 billion |
|
SH Margin Balance |
0.7270 trillion |
SH Short Selling Balance |
7.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600795 |
116mio |
600901 |
1.0mio |
|
601288 |
113mio |
600170 |
0.4mio |
|
601668 |
112mio |
601998 |
0.3mio |
|
601985 |
106mio |
601989 |
0.3mio |
|
601166 |
99.4mio |
603077 |
0.2mio |
|
SZ Margin Balance |
0.6525 trillion |
SZ Short Selling Balance |
3.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300438 |
83.8mio |
002607 |
0.4mio |
|
002302 |
80.6mio |
300088 |
0.4mio |
|
300014 |
73.9mio |
002958 |
0.2mio |
|
000338 |
64.5mio |
000069 |
0.2mio |
|
300308 |
61.3mio |
002385 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
51.23 |
Northbound Turnover |
47.86 |
||
|
Southbound Net Cash Flow |
-1.183 |
Southbound Net Cash Flow |
-0.655 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
1797 |
300750 |
1425 |
||
|
601138 |
938 |
000333 |
1118 |
||
|
601398 |
837 |
300308 |
1113 |
||
|
601288 |
708 |
000858 |
986 |
||
|
600900 |
637 |
002475 |
770 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2409 |
82,566 |
984 |
88,982 |
-3,488 |
110,500 |
-3,922 |
|
IF2412 |
24,983 |
1,540 |
47,435 |
1,175 |
60,086 |
1,970 |
|
IF2503 |
6,624 |
652 |
14,932 |
-235 |
18,217 |
-37 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2409 |
46,257 |
-3,506 |
42,405 |
-4,013 |
52,099 |
-3,687 |
|
IH2412 |
12,793 |
1,995 |
15,166 |
-296 |
22,156 |
-117 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2409 |
91,271 |
24,093 |
98,102 |
2,393 |
100,584 |
2,347 |
|
IC2412 |
28,365 |
8,065 |
69,963 |
1,500 |
67,184 |
1,832 |
|
IC2503 |
11,868 |
3,173 |
27,918 |
738 |
27,152 |
686 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2409 |
156,302 |
41,871 |
105,721 |
5,855 |
117,784 |
6,334 |
|
IM2410 |
10,241 |
3,471 |
8,671 |
1,371 |
9,416 |
1,617 |
|
IM2412 |
50,089 |
14,993 |
62,469 |
972 |
70,240 |
1,576 |
|
IM2503 |
19,183 |
3,390 |
31,721 |
1,126 |
31,914 |
1,246 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2409 |
78597 |
-10897 |
77907 |
1365 |
94271 |
2393 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2409 |
200225 |
67688 |
101724 |
-1928 |
114454 |
-3692 |
|
MO2412 |
5994 |
2469 |
25826 |
360 |
27694 |
204 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2409 |
26142 |
-1442 |
29140 |
757 |
33116 |
1001 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2409 |
22,707 |
21,492 |
845 |
-6,748 |
845 |
-5,712 |
|
TS2412 |
77,262 |
27,573 |
40,489 |
2,450 |
45,940 |
2,170 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2409 |
40,117 |
37,842 |
1,948 |
-12,529 |
1,948 |
-15,454 |
|
TF2412 |
92,349 |
4,797 |
93,235 |
-580 |
98,998 |
1,654 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2409 |
69,535 |
60,274 |
6,063 |
-24,063 |
6,063 |
-19,906 |
|
T2412 |
92,055 |
3,604 |
160,275 |
3,981 |
158,784 |
1,291 |
|
T2503 |
3,482 |
-1,000 |
9,654 |
453 |
9,962 |
380 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2409 |
35,899 |
29,663 |
2,554 |
-7,624 |
2,554 |
-11,294 |
|
TL2412 |
68,149 |
-18,638 |
59,308 |
-1,668 |
63,391 |
-1,388 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soda Ash |
SA501 |
1,594.0 |
+0.89% |
525,272 |
1,086,365 |
|
Bitumen |
BU2410 |
3,458.0 |
+0.88% |
49,370 |
100,434 |
|
Rapeseed Meal |
RM501 |
2,254.0 |
+0.85% |
351,414 |
1,082,146 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2501 |
1,375.5 |
-1.15% |
47,990 |
158,232 |
|
TSR 20 |
NR2410 |
12,990.0 |
-1.07% |
27,616 |
38,457 |
|
Low Sulfur Fuel Oil |
LU2411 |
4,070.0 |
-0.76% |
77,949 |
72,873 |
* Commodities (night session):
* Global crude oil price closed up collectively. October NYMEX crude oil contract up 2.01% to closed at $76.02/b, November Brent contract up 1.82% to closed at $78.99/b. INE crude oil active contract up 0.70% to 557.2 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.66% and closed at $2554.6/oz. SHFE gold active contract up 0.13% to closed at 576.20 yuan/gram.
* Metals closed mixed, LME lead down 2.06%, LME aluminum down 1.2%, LME tin down 1.09%. LME zinc and LME copper up 0.16% and 0.12%. SHFE aluminum down 0.56%, SHFE lead down 0.34%. SHFE nickel up 0.30%.
* Commodity futures closed mixed, soda ash, rapeseed meal, rapeseed oil and bitumen up nearly 1%. Butatiene rubber, TSR 20 and coking coal down over 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.
