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
Index Futures

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
Index Futures

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
Index Futures

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
Index Futures

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
Options

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
Options

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
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2412

69,538

21,946

53,660

-389

61,115

-39

5-Year Treasury
Bond Futures

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
Bond Futures

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
Bond Futures

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%.

 

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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.