DZ20240912
Industrial Economy
*State Council issued “Several Opinions on Strengthening Supervision and Risk Prevention to Promote the High-Quality Development of the Insurance Industry”.
*Shenzhen publicly solicited implementation opinions on “Supporting High-Quality Development of Digital Finance”, which mentioned to encourage financial technology enterprises to carry out digital financial source innovation, encourage financial firms to work together.
*MIIT issued the notice on “Promoting the Development of Mobile Internet of Things”, aiming to enhance the supply level, innovation empowerment capabilities and overall industrial value of the mobile internet of things industry.
Sept 11 Block Trade Info
*Discount
-Eastroc Beverage (605499 CH) saw 4 block trades worth 46.96mn at 219.74yuan per share, 4.25pct discount from last closing.
- Shanjin International Gold (000975 CH) saw 2 block trades worth 99.90mn at 14.80yuan per share, 7.27pct discount from last closing.
*Margin Trade
|
Total Margin Balance |
1.3741 trillion |
Total Short Selling Balance |
10.5 billion |
|
SH Margin Balance |
0.7247 trillion |
SH Short Selling Balance |
7.1 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600900 |
172mio |
601162 |
0.9mio |
|
600418 |
79.3mio |
600901 |
0.2mio |
|
601288 |
77.6mio |
600050 |
0.2mio |
|
600919 |
62.1mio |
601016 |
0.2mio |
|
601668 |
48.4mio |
601866 |
0.2mio |
|
SZ Margin Balance |
0.6484 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 |
57.6mio |
000750 |
0.5mio |
|
000627 |
55.4mio |
002506 |
0.4mio |
|
000725 |
44.2mio |
000560 |
0.2mio |
|
002466 |
39.8mio |
000100 |
0.1mio |
|
300438 |
32.9mio |
002266 |
0.1mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
41.60 |
Northbound Turnover |
37.65 |
||
|
Southbound Net Cash Flow |
-2.646 |
Southbound Net Cash Flow |
-3.259 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600900 |
1090 |
300750 |
1640 |
||
|
600519 |
1028 |
000333 |
1594 |
||
|
601899 |
754 |
002594 |
1042 |
||
|
601288 |
685 |
002475 |
485 |
||
|
601398 |
505 |
300502 |
469 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2409 |
74,903 |
-14,072 |
70,217 |
-4,459 |
83,544 |
-4,987 |
|
IF2410 |
12,040 |
585 |
13,345 |
1,467 |
15,341 |
1,939 |
|
IF2412 |
29,177 |
-6,227 |
61,453 |
-558 |
77,653 |
244 |
|
IF2503 |
9,363 |
-1,870 |
22,172 |
-321 |
27,271 |
-177 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2409 |
42,794 |
-1,561 |
38,741 |
-1,712 |
45,663 |
-1,832 |
|
IH2410 |
7,880 |
674 |
7,959 |
1,290 |
10,073 |
1,620 |
|
IH2412 |
15,038 |
-1,754 |
18,821 |
195 |
27,505 |
507 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2409 |
76,291 |
-27,320 |
68,571 |
-10,946 |
69,783 |
-10,583 |
|
IC2410 |
16,936 |
1,592 |
19,299 |
1,921 |
18,598 |
1,415 |
|
IC2412 |
29,718 |
-7,102 |
74,600 |
-2,610 |
72,642 |
-1,890 |
|
IC2503 |
13,193 |
-2,862 |
37,301 |
537 |
36,481 |
471 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2409 |
124,426 |
-40,254 |
75,151 |
-14,770 |
84,837 |
-14,552 |
|
IM2410 |
24,342 |
1,009 |
23,663 |
2,719 |
25,726 |
2,724 |
|
IM2412 |
52,710 |
-15,419 |
67,243 |
-2,026 |
77,735 |
-1,200 |
|
IM2503 |
19,716 |
-8,033 |
39,187 |
-674 |
40,182 |
-776 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2409 |
88291 |
-15215 |
84237 |
-1039 |
99706 |
-1291 |
|
IO2410 |
16209 |
16209 |
22887 |
22887 |
26048 |
26048 |
|
IO2412 |
3825 |
-1392 |
24262 |
0 |
29893 |
162 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2409 |
185470 |
-102387 |
102808 |
-1496 |
118564 |
-1649 |
|
MO2410 |
35135 |
-14806 |
24800 |
1435 |
29190 |
2176 |
|
MO2412 |
4147 |
-4408 |
27508 |
290 |
29392 |
268 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2409 |
37154 |
-2194 |
34686 |
1607 |
40698 |
1734 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
62,640 |
2,015 |
50,405 |
1,233 |
55,730 |
1,486 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
85,736 |
-4,103 |
102,360 |
-639 |
110,204 |
665 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
76,750 |
-20,935 |
171,250 |
163 |
173,269 |
-411 |
|
T2503 |
4,327 |
-1,235 |
11,119 |
154 |
11,588 |
213 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
58,085 |
-17,551 |
62,343 |
770 |
67,734 |
763 |
|
TL2503 |
4,741 |
-1,671 |
9,510 |
343 |
10,136 |
243 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Polyester Staple Fiber |
PF411 |
6,780.0 |
+3.1% |
81,257 |
185,699 |
|
Coke |
J2501 |
1,828.0 |
+2.87% |
8,893 |
32,068 |
|
Coking Coal |
JM2501 |
1,256.0 |
+2.87% |
61,736 |
189,664 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Glass |
FG501 |
1,048.0 |
-2.42% |
730,735 |
1,192,597 |
|
LPG |
PG2410 |
4,630.0 |
-1.57% |
61,870 |
51,295 |
|
TSR 20 |
NR2411 |
13,030.0 |
-0.65% |
37,636 |
56,359 |
* Commodities (night session):
* Global crude oil price closed up collectively. October NYMEX crude oil contract up 2.48% to closed at $67.38/b, November Brent contract up 2.25% to closed at $70.75/b. INE crude oil active contract up 0.88% to 504.8 yuan/b.
* Precious metals closed mixed, COMEX gold active contract down 0.11% and closed at $2540.2/oz. SHFE gold active contract down 0.06% to closed at 574.08 yuan/gram.
* Metals closed up collectively, LME zinc up 3.13%, LME nickel up 2.47%, LME aluminum up 1.84%, LME lead up 1.76%. SHFE nickel up 2.01%, SHFE zinc up 1.54%, SHFE lead up 0.70%.
* Commodity futures closed up collectively, chemistry and energy products closed up mostly, polyester fiber up 3.1%, fuel oil up nearly 1%, glass down 2.42%, LPG down 1.57%. Black series went up collectively, coking coal and coke up 2.87%, steel rebar up 1.42%, hot-rolled coil up 1.4%. Agricultural products closed up mostly, cotton yarn up 1.32%, cotton up 1.16%, rapeseed meal up 1.05%.
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.
