DZ20240925
Financial
*CSRC modified and publicly solicited opinions on the “Management Measures for Major Asset Restructuring of Listed Companies”.
*CSRC publicly solicited opinions on the “Guidelines for the Supervision of Listed Companies No. 10-Market Value Management”.
*State Administration for Financial Regulation issued a notice on expanding the scope of pilot equity investment in financial asset investment companies from Shanghai to 18 cities.
*SSE and China Securities Index Company will officially release the SSE Zhixuan Science and Technology Innovation Value Index on September 25th, 2024.
Industrial Economy
*State Council released the “Opinions on Strengthening the Protection of Plug Farming to Improve the Quality of Plug Farming and Balance”, which proposes to implement the new round of land and space planning clear protection tasks for cultivated land and permanent basic farmland.
Sept 24 Block Trade Info
*Discount
-SANYOU (688085 CH) saw 2 block trades worth 25.32mn at 12.66yuan per share, 19.97pct discount from last closing.
*Flat
-ZHEJIANG LONGSHENG (600352 CH) saw 1 block trade worth 151.13mn at 8.89yuan per share, flat from last closing.
*Premium
-JIULI INC. (002318 CH) saw 1 block trade worth 199.43mn at 19.25yuan per share, 6.00pct premium from last closing.
*Margin Trade
Total Margin Balance |
1.3627 trillion |
Total Short Selling Balance |
9.7 billion |
SH Margin Balance |
0.7173 trillion |
SH Short Selling Balance |
6.5 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
601398 |
180mio |
601398 |
0.5mio |
600048 |
158mio |
601668 |
0.5mio |
601601 |
135mio |
601099 |
0.5mio |
601288 |
120mio |
601328 |
0.5mio |
601688 |
108mio |
600022 |
0.4mio |
SZ Margin Balance |
0.6445 trillion |
SZ Short Selling Balance |
3.2 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300059 |
313mio |
002607 |
0.6mio |
000002 |
184mio |
000166 |
0.4mio |
000858 |
130mio |
300059 |
0.4mio |
000651 |
113mio |
000750 |
0.3mio |
002232 |
101mio |
000563 |
0.2mio |
*Connection Trade
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
Northbound Turnover |
89.65 |
Northbound Turnover |
75.66 |
||
Southbound Net Cash Flow |
-3.541 |
Southbound Net Cash Flow |
-0.768 |
||
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
600519 |
5207 |
300750 |
3512 |
||
601899 |
1543 |
000858 |
1815 |
||
601318 |
1415 |
300760 |
1588 |
||
601138 |
1384 |
002594 |
1454 |
||
600900 |
1347 |
000333 |
1274 |
||
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2410 |
140,332 |
65,371 |
65,821 |
13,319 |
76,375 |
16,918 |
IF2412 |
78,696 |
41,324 |
88,540 |
6,017 |
106,300 |
7,201 |
IF2503 |
23,275 |
10,645 |
30,355 |
2,390 |
37,846 |
2,549 |
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2410 |
77,313 |
38,588 |
37,153 |
9,480 |
42,193 |
9,120 |
IH2412 |
40,911 |
23,469 |
30,885 |
1,271 |
41,109 |
1,081 |
IH2503 |
9,982 |
5,648 |
9,217 |
1,307 |
11,584 |
1,355 |
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2410 |
135,742 |
64,319 |
75,562 |
14,679 |
71,944 |
14,878 |
IC2412 |
74,812 |
40,328 |
97,655 |
8,366 |
99,075 |
10,123 |
IC2503 |
21,742 |
10,979 |
45,718 |
2,348 |
45,704 |
3,101 |
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2410 |
212,816 |
101,610 |
88,663 |
17,297 |
98,821 |
20,506 |
IM2412 |
138,266 |
69,960 |
91,974 |
12,115 |
106,121 |
12,808 |
IM2503 |
43,458 |
23,422 |
52,378 |
2,768 |
53,715 |
3,723 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2410 |
267063 |
194880 |
41845 |
2737 |
48170 |
1167 |
IO2412 |
26504 |
21174 |
27545 |
-481 |
33760 |
-1251 |
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2410 |
426251 |
259546 |
49748 |
2117 |
57444 |
2400 |
MO2412 |
23645 |
14972 |
30319 |
-159 |
32506 |
-424 |
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2410 |
97541 |
75700 |
16484 |
1527 |
19308 |
1884 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2412 |
69,538 |
21,946 |
53,660 |
-389 |
61,115 |
-39 |
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2412 |
155,110 |
64,504 |
109,627 |
2,997 |
118,128 |
2,433 |
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2412 |
181,746 |
91,868 |
175,739 |
-1,686 |
184,363 |
2,650 |
T2503 |
16,715 |
12,449 |
12,898 |
1,014 |
13,062 |
777 |
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2412 |
190,564 |
104,051 |
62,339 |
738 |
63,246 |
-2,824 |
TL2503 |
26,954 |
18,598 |
10,433 |
582 |
10,831 |
-80 |
*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 |
1,491.0 |
+6.88% |
1,417,607 |
1,293,218 |
TSR 20 |
NR2411 |
14,645.0 |
+5.97% |
63,494 |
49,386 |
Natural Rubber |
RU2501 |
18,685.0 |
+5.21% |
432,499 |
210,230 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Fuel Oil |
FU2411 |
2,887.0 |
-0.72% |
285,054 |
163,724 |
* Commodities (night session):
* Global crude oil price closed up. November NYMEX crude oil contract up 1.66% to closed at $71.54/b, December Brent contract up 1.72% to closed at $74.47/b. INE crude oil active contract up 1.95% to 533.1 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 1.12% and closed at $2682.1/oz. SHFE gold active contract up 0.55% to closed at 599 yuan/gram.
* Metals closed up collectively, LME copper up 2.85%, LME zinc up 4.35%, LME aluminum up 2.39%, LME nickel up 1.15%, LME tin up 1.24%, LME lead up 1.12%. Aluminum oxide up 3.16%, SHFE zinc up 2.94%, stainless steel up 1.97%, SHFE nickel up 1.67%, SHFE copper up 1.67%.
* Commodity futures closed up mostly, chemistry and energy products closed strongly up, soda ash up 6.88%, TSR 20 up 5.97%, natural rubber up 5.21%, butadiene rubber up 4.61%, glass up 4.16%, PVC up 2.96%. Black series closed up collectively, iron ore up 5.14%, coke up 4.66%, coking coal up 4.58%, steel rebar up 3.14%, hot-rolled coil up 3.09%. Agricultural products closed up mostly, RBD palm olein up 1.35%, soybean oil up 1.1%, cotton up 1.31%.
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.