DZ20240906
Co Focus
*GTJA (601211 CH) and HAITONG SECURITIES (600837 CH) both announced that GTJA absorption and merger HAITONG SECURITIES and issue shares to raise matching funds, the two co will start trading halt on September 6th.
Industrial Economy
*MoF published the notice on the “Zero duty policy for drugs and medical appliances in Hainan free trade port”.
*SASAC revealed that in the first seven months of this year, central enterprises continued to increase their investment in strategic emerging industries, with an investment of more than cny 1tn completed, up 24% y/y, which mainly invested in fields such as new generation information technology, AI, aerospace, new energy, new materials, high-end equipment, biomedicine and quantum technology.
*Shenzhen Government issued the “Implementation Plan for Shenzhen’s Super Long-term Special Government Bond Fund to Support Consumer Goods Trade in”.
Financial
*State Council Premier Li Qiang recently signed order to announce the “Laws on Filing and Reviewing Regulations”, which will be implemented from November 1st, 2024.
Sept 5 Block Trade Info
*Discount
- Eastroc Beverage (605499 CH) saw 4 block trades worth 75.19mn at 206.91/211.00yuan per share, 9.12/10.88pct discount from last closing.
- Kouzi Distillery (603589 CH) saw 1 block trades worth 122.74mn at 34.04yuan per share, 5.34pct discount from last closing.
- Dongpeng Holdings (003012 CH) saw 7 block trades worth 47.63mn at 4.91yuan per share, 11.05pct discount from last closing.
*Flat
- CATL (300750 CH) saw 1 block trades worth 105.02mn at 186.80yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.3807 trillion |
Total Short Selling Balance |
10.9 billion |
|
SH Margin Balance |
0.7276 trillion |
SH Short Selling Balance |
7.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600611 |
167mio |
601916 |
0.7mio |
|
600686 |
114mio |
600901 |
0.6mio |
|
600418 |
111mio |
601933 |
0.3mio |
|
600383 |
85.8mio |
601099 |
0.2mio |
|
600550 |
60.5mio |
601618 |
0.2mio |
|
SZ Margin Balance |
0.6521 trillion |
SZ Short Selling Balance |
3.5 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000062 |
74.6mio |
002517 |
0.2mio |
|
000333 |
63.4mio |
002063 |
0.1mio |
|
000630 |
53.1mio |
000932 |
0.1mio |
|
300418 |
48.4mio |
000539 |
0.1mio |
|
002594 |
47.7mio |
002714 |
0.1mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
42.73 |
Northbound Turnover |
40.35 |
||
|
Southbound Net Cash Flow |
-0.692 |
Southbound Net Cash Flow |
-0.898 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
686 |
000333 |
1179 |
||
|
601318 |
662 |
300750 |
906 |
||
|
601899 |
655 |
002594 |
712 |
||
|
600036 |
589 |
300760 |
653 |
||
|
601398 |
503 |
002475 |
603 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2409 |
76,860 |
-1,857 |
81,315 |
-795 |
98,531 |
-1,509 |
|
IF2412 |
22,571 |
-3,532 |
54,923 |
745 |
69,052 |
1,486 |
|
IF2503 |
9,213 |
2,446 |
18,185 |
1,180 |
22,440 |
1,697 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2409 |
37,208 |
-7,721 |
42,139 |
-1,003 |
51,016 |
-788 |
|
IH2412 |
11,853 |
179 |
17,126 |
689 |
25,118 |
859 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2409 |
67,296 |
-10,358 |
83,659 |
-2,658 |
84,118 |
-3,596 |
|
IC2410 |
7,830 |
591 |
10,370 |
927 |
9,721 |
757 |
|
IC2412 |
27,560 |
-581 |
70,149 |
-1,464 |
67,610 |
-1,097 |
|
IC2503 |
11,888 |
313 |
31,368 |
1,374 |
30,868 |
1,489 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2409 |
124,290 |
-9,685 |
90,173 |
-1,471 |
100,200 |
-1,943 |
|
IM2410 |
13,440 |
2,058 |
13,901 |
915 |
15,322 |
1,206 |
|
IM2412 |
50,060 |
878 |
64,988 |
924 |
73,587 |
1,577 |
|
IM2503 |
21,889 |
4,696 |
35,514 |
1,964 |
35,976 |
2,060 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2409 |
78212 |
-2312 |
81346 |
1409 |
96586 |
1233 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2409 |
170928 |
-5989 |
103337 |
703 |
116581 |
848 |
|
MO2410 |
22029 |
-624 |
17390 |
829 |
20044 |
1222 |
|
MO2412 |
4604 |
-897 |
26143 |
47 |
27874 |
139 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2409 |
26298 |
-10151 |
32651 |
887 |
37274 |
974 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
58,839 |
-15,143 |
47,870 |
2,640 |
53,853 |
2,007 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
88,786 |
-6,480 |
100,635 |
2,383 |
106,210 |
2,674 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
99,079 |
4,673 |
169,374 |
4,463 |
170,128 |
4,257 |
|
T2503 |
6,322 |
2,250 |
10,835 |
159 |
11,462 |
253 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
83,501 |
18,921 |
60,984 |
1,829 |
65,260 |
1,369 |
|
TL2503 |
8,787 |
5,521 |
8,981 |
416 |
9,637 |
379 |
*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 |
4,059.0 |
+2.81% |
68,437 |
58,947 |
|
Rapeseed Meal |
RM501 |
2,552.0 |
+2.04% |
2,468,486 |
1,060,810 |
|
RBD Palm Olein |
P2501 |
7,986.0 |
+1.81% |
336,788 |
518,907 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Zinc |
ZN2410 |
22,745.0 |
-1.86% |
137,849 |
100,946 |
|
Soda Ash |
SA501 |
1,445.0 |
-1.1% |
722,818 |
1,233,734 |
|
Crude Oil |
SC2410 |
518.2 |
-0.96% |
117,025 |
25,625 |
* Commodities (night session):
* Global crude oil price closed up slightly. October NYMEX crude oil contract up 0.17% to closed at $69.32/b, November Brent contract up 0.17% to closed at $72.82/b. INE crude oil active contract down 0.96% to 518.2 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.84% and closed at $2547.1/oz. SHFE gold active contract up 0.58% to closed at 573.28 yuan/gram.
* Metals closed down mostly, LME zinc down 2.33%, LME lead down 1.58%, LME copper up 1.57%, LME tin up 1.09%. SHFE zinc down 1.86%, SHFE lead down 0.94%, SHFE nickel down 0.60%. Bonded cooper up 0.99% on the contrast, SHFE copper up 0.92%.
* Commodity futures closed up mostly, chemistry and energy products closed up collectively, low sulfur fuel oil up 2.81%, fuel oil up 1.46%, TSR 20 up 1.27%. Black series closed down mostly. Agricultural products closed up mostly, rapeseed meal up 2.04%, RBD palm olein up 1.81%.
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.
