DZ20240910
Financial
*SSE and SZSE announced adjustments to the list of securities subject to Hong Kong Stock Connect, with ALIBABA officially included in the Hong Kong Stock Connect, effective from September 10th.
Data
*CPCAAUTO: The retail sales of passenger cars nationwide in August reached 1.905mio units, down 1.0% y/y and up 10.8% m/m, with retail sales of NEV reached 1.027mio units, up 43% y/y, and penetration rate of NEV was 53.9%.
Industrial Economy
*Ministry of Ecology and Environment publicly solicited opinions on the “National Carbon Emission Trading Market Covering Cement, Steel, and Electrolytic Aluminum Industry Work Plan”.
*The National Network Security Standardization Technical Committee released version 1.0 of the “Artificial Intelligence Security Governance Framework”.
*Shanghai Institute of Biological Products self-developed China’s first siphon vaccines have been approved by National Medical Products Administration for clinical use.
Sept 9 Block Trade Info
*Discount
- Humanwell Healthcare (600079 CH) saw 2 block trades worth 73.68mn at 18.42yuan per share, 1.50pct discount from last closing.
*Flat
- BJ-SH High Speed Railway (601816 CH) saw 1 block trades worth 2.05bn at 5.37yuan per share, flat from last closing.
- Funeng (600483 CH) saw 1 block trades worth 140.76mn at 9.39yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.3759 trillion |
Total Short Selling Balance |
10.6 billion |
|
SH Margin Balance |
0.7258 trillion |
SH Short Selling Balance |
7.2 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
603883 |
218mio |
601288 |
2.5mio |
|
603306 |
151mio |
601916 |
0.7mio |
|
603259 |
95.6mio |
600900 |
0.6mio |
|
600036 |
91.1mio |
600208 |
0.5mio |
|
600919 |
82.8mio |
601398 |
0.5mio |
|
SZ Margin Balance |
0.6491 trillion |
SZ Short Selling Balance |
3.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000001 |
112mio |
000750 |
0.6mio |
|
000792 |
90.1mio |
000709 |
0.3mio |
|
003816 |
58.5mio |
002936 |
0.3mio |
|
002142 |
47.8mio |
000100 |
0.2mio |
|
300059 |
43.7mio |
000650 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
53.18 |
Northbound Turnover |
44.76 |
||
|
Southbound Net Cash Flow |
+3.275 |
Southbound Net Cash Flow |
+2.553 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
1883 |
000333 |
2414 |
||
|
601899 |
1425 |
300750 |
1275 |
||
|
600036 |
1016 |
300760 |
826 |
||
|
600900 |
688 |
002594 |
673 |
||
|
601138 |
645 |
300308 |
633 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2409 |
86,770 |
7,711 |
79,095 |
-900 |
93,520 |
-2,576 |
|
IF2410 |
9,851 |
957 |
9,954 |
1,466 |
11,586 |
1,511 |
|
IF2412 |
33,249 |
7,008 |
59,282 |
2,194 |
74,710 |
3,042 |
|
IF2503 |
11,133 |
55 |
21,532 |
899 |
26,006 |
1,111 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2409 |
51,503 |
9,104 |
42,731 |
298 |
50,530 |
770 |
|
IH2412 |
16,184 |
3,310 |
18,430 |
1,739 |
26,588 |
1,931 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2409 |
79,829 |
2,347 |
78,328 |
-2,526 |
79,560 |
-2,047 |
|
IC2410 |
14,396 |
5,105 |
14,947 |
3,059 |
14,574 |
3,414 |
|
IC2412 |
26,542 |
-827 |
72,473 |
359 |
69,822 |
536 |
|
IC2503 |
13,846 |
1,219 |
34,436 |
1,183 |
33,830 |
1,418 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2409 |
123,894 |
-3,238 |
85,846 |
-1,978 |
95,683 |
-898 |
|
IM2410 |
19,317 |
6,395 |
17,983 |
3,194 |
19,954 |
3,750 |
|
IM2412 |
49,757 |
4,373 |
67,296 |
3,112 |
76,412 |
3,262 |
|
IM2503 |
19,635 |
-313 |
37,772 |
1,926 |
38,482 |
2,116 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2409 |
116762 |
25157 |
85035 |
2645 |
100948 |
3471 |
|
IO2412 |
8308 |
4187 |
23786 |
711 |
29080 |
847 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2409 |
187778 |
-5811 |
104627 |
1572 |
119746 |
1191 |
|
MO2410 |
31392 |
4648 |
20441 |
1760 |
23943 |
2193 |
|
MO2412 |
5848 |
1159 |
26859 |
272 |
28662 |
543 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2409 |
55086 |
19821 |
32564 |
617 |
37957 |
1150 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
50,621 |
11,724 |
49,149 |
2,997 |
53,850 |
893 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
64,604 |
-2,233 |
100,617 |
-508 |
105,672 |
-666 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
57,633 |
-10,828 |
170,287 |
-299 |
170,586 |
360 |
|
T2503 |
3,061 |
295 |
11,025 |
176 |
11,516 |
73 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
54,605 |
-464 |
60,467 |
-859 |
65,920 |
-67 |
|
TL2503 |
4,568 |
855 |
9,020 |
42 |
9,596 |
-41 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Iron Ore |
I2501 |
691.0 |
+2.29% |
217,058 |
556,530 |
|
Coking Coal |
JM2501 |
1,237.5 |
+2.06% |
46,202 |
184,662 |
|
Hot-rolled Coil |
HC2501 |
3,143.0 |
+1.98% |
358,745 |
1,312,526 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Bitumen |
BU2411 |
3,109.0 |
-3.12% |
141,270 |
228,786 |
|
Polyester Staple Fiber |
PF411 |
6,784.0 |
-2.25% |
103,941 |
208,174 |
|
PTA |
TA501 |
4,872.0 |
-1.58% |
416,022 |
1,436,661 |
* Commodities (night session):
* Global crude oil price closed up collectively. October NYMEX crude oil contract up 1.67% to closed at $68.80/b, November Brent contract up 1.24% to closed at $71.94/b. INE crude oil active contract up 0.08% to 512.4 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.43% and closed at $2535.5/oz. SHFE gold active contract up 0.18% to closed at 571.78 yuan/gram.
* Metals closed up mostly, LME copper up 1.12%, LME aluminum up 0.88%, LME nickel up 0.86%. Bonded cooper up 1.23%, SHFE copper up 1.08%, SHFE aluminum up 0.78%. SHFE lead down 1.42% on the contrast.
* Commodity futures closed mixed, chemistry and energy products closed mixed, TSR 20 up 1.73%, natural rubber up 1.51%, bitumen down 3.12%. Black series closed up collectively, iron ore up 2.29%, coking coal up 2.06%, hot-rolled coil up 1.98%. Agricultural products closed down mostly.
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.
