DZ20240923
Industrial Economy
*The CGIGC released its monthly report that the revenue of China’s gaming market in August reached cny 33.64bn, up 21.01% m/m and up 15.10% y/y respectively.
*Shanghai issued the “Special Plan for Health and Wellness Industry of Farms Outside the Sea (2024-2035)”, which proposed that by the end of 2025, the elderly care service functions of farms outside the domain will be basically improved.
Financial
*CSRC published the revised “Regulations on Calculating Standards for Risk Control Indicators of Securities Companies”, which will be implemented from January 1st, 2025.
*State Administration for Financial Regulation released the “Management Measures for Financial Leasing Company”, which optimize and adjust the business scope of financial leasing companies.
Co Focus
*KWEICHOW MOUTAI (600519 CH) announced that it plans on shr repo of cny 3-6bn through centralized bidding trading for cancellation and reduction of registered capital, the repurchase price shall not exceed cny 1795.78 per shr.
Sept 20 Block Trade Info
*Discount
-SANYOU (688085 CH) saw 1 block trades worth 13.66mn at 13.80yuan per share, 20.00pct discount from last closing.
*Flat
-UNT (688469 CH) saw 2 block trades worth 8.87mn at 3.41yuan per share, flat from last closing.
*Premium
-SYTECH (600183 CH) saw 1 block trade worth 42.20mn at 16.88yuan per share, 1.44pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.3614 trillion |
Total Short Selling Balance |
9.7 billion |
|
SH Margin Balance |
0.7181 trillion |
SH Short Selling Balance |
6.5 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601899 |
175mio |
512100 |
0.6mio |
|
600988 |
84.7mio |
510050 |
0.2mio |
|
600895 |
52.7mio |
601099 |
0.1mio |
|
600600 |
46.0mio |
510300 |
0.1mio |
|
600276 |
44.4mio |
512800 |
0.1mio |
|
SZ Margin Balance |
0.6424 trillion |
SZ Short Selling Balance |
3.2 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300085 |
109mio |
002607 |
0.2mio |
|
002261 |
62.1mio |
002027 |
0.2mio |
|
300598 |
59.5mio |
000560 |
0.2mio |
|
301236 |
54.8mio |
002146 |
0.1mio |
|
000977 |
35.0mio |
000100 |
0.1mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
62.48 |
Northbound Turnover |
51.44 |
||
|
Southbound Net Cash Flow |
+0.222 |
Southbound Net Cash Flow |
+3.177 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
2357 |
000333 |
1716 |
||
|
600900 |
1305 |
300750 |
1465 |
||
|
601899 |
1236 |
002475 |
1106 |
||
|
601985 |
1180 |
000858 |
1085 |
||
|
601318 |
1074 |
002714 |
950 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2409 |
44,470 |
-50,683 |
0 |
-21,513 |
0 |
-17,559 |
|
IF2410 |
85,150 |
11,757 |
55,295 |
9,574 |
62,260 |
9,740 |
|
IF2412 |
44,954 |
-13,428 |
82,958 |
1,754 |
100,135 |
579 |
|
IF2503 |
13,415 |
-5,529 |
27,536 |
-129 |
34,312 |
-41 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2409 |
28,468 |
-22,702 |
0 |
-12,110 |
0 |
-8,568 |
|
IH2410 |
46,911 |
5,739 |
29,686 |
7,035 |
35,490 |
7,210 |
|
IH2412 |
24,486 |
-6,784 |
30,071 |
-840 |
40,705 |
-837 |
|
IH2503 |
5,991 |
-2,289 |
7,757 |
-67 |
9,986 |
116 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2409 |
34,774 |
-49,737 |
0 |
-15,328 |
0 |
-17,401 |
|
IC2410 |
77,349 |
-3,117 |
61,862 |
7,019 |
59,640 |
7,166 |
|
IC2412 |
45,083 |
-8,646 |
89,331 |
-1,585 |
87,965 |
-2,138 |
|
IC2503 |
15,598 |
-1,526 |
43,542 |
925 |
42,987 |
710 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2409 |
52,739 |
-78,623 |
0 |
-20,914 |
0 |
-18,852 |
|
IM2410 |
114,635 |
132 |
73,802 |
8,680 |
81,043 |
8,473 |
|
IM2412 |
80,558 |
-20,154 |
80,007 |
-675 |
94,823 |
-327 |
|
IM2503 |
25,667 |
-9,326 |
49,293 |
-87 |
49,913 |
-744 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2409 |
71167 |
-79107 |
0 |
-44023 |
0 |
-48159 |
|
IO2410 |
56839 |
-2479 |
39048 |
5011 |
44944 |
5425 |
|
IO2412 |
4570 |
-719 |
27667 |
687 |
34623 |
851 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2409 |
190997 |
-161089 |
0 |
-49422 |
0 |
-59980 |
|
MO2410 |
122361 |
-72160 |
45328 |
7482 |
51529 |
7431 |
|
MO2412 |
7792 |
-4855 |
29628 |
394 |
32167 |
692 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2409 |
33624 |
-20567 |
0 |
-19789 |
0 |
-22794 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
51,136 |
-20,133 |
53,314 |
1,093 |
60,342 |
1,686 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
74,679 |
-38,749 |
106,422 |
2,744 |
114,541 |
3,965 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
80,614 |
-37,041 |
180,814 |
5,690 |
185,369 |
6,717 |
|
T2503 |
4,650 |
-2,914 |
11,839 |
-86 |
12,258 |
29 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
84,474 |
-50,290 |
63,611 |
1,305 |
67,562 |
1,846 |
|
TL2503 |
7,385 |
-10,544 |
10,110 |
-9 |
10,539 |
25 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Gold |
AU2412 |
592.6 |
+0.95% |
124,802 |
223,647 |
|
Low Sulfur Fuel Oil |
LU2412 |
4,039.0 |
+0.8% |
82,182 |
108,754 |
|
Cotton |
CF501 |
13,985.0 |
+0.65% |
180,415 |
515,161 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
TSR 20 |
NR2411 |
13,440.0 |
-3.72% |
54,982 |
52,790 |
|
Iron Ore |
I2501 |
666.0 |
-3.41% |
197,735 |
590,926 |
|
Natural Rubber |
RU2501 |
17,335.0 |
-3.35% |
370,296 |
190,775 |
* Commodities (night session):
* Global crude oil price closed mixed. November NYMEX crude oil contract up 0.13% to closed at $71.25/b, November Brent contract down 0.12% to closed at $73.92/b. INE crude oil active contract down 0.57% to 521.3 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 1.24% and closed at $2647.1/oz. SHFE gold active contract up 0.95% to closed at 592.58 yuan/gram.
* Metals closed down mostly, LME zinc down 2.13%, LME aluminum down 2.11%, LME lead down 1.57%, LME tin up 1.03% on the contrast. SHFE lead down 1.80%, SHFE zinc down 1.28%, SHFE aluminum down 1.12%, SHFE tin down 0.53%.
* Commodity futures closed down mostly, chemistry and energy products closed down mostly, low sulfur fuel oil up nearly 1%, fuel oil closed upward, butadienen rubber down over 4%, TSR 20 and natural rubber down over 3%. Black series closed down mostly, iron ore down over 3%, steel rebar and coke down over 2%. Agricultural products closed down mostly, rapeseed meal down nearly 2%, corn and No.2 soybeans 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.
