DZ20240927
Financial
*China Central Financial Office and CSRC jointly issued the “Guiding Opinions on Promoting Medium and Long-Term Funds Entering the Market”, which proposes to continuously optimize the capital market ecology, vigorously develop equity-based public funds, and focus on improving supporting policies for various types of medium and long-term funds entering the market.
*PBoC held a system-wide video conference to study the spirit of Political Bureau of the Central Committee meeting on September 26th, which proposes to promote the recent financial incremental policy measures to accelerate the implementation and effectiveness.
Industrial Economy
*Ministry of Agriculture and Rural and other seven departments jointly issued the “Notice on Promoting the Stable Development of Meat Milk and Cow Production”, which proposes to promote the consumption of milk.
Sept 26 Block Trade Info
*Discount
-SANYOU (688085 CH) saw 1 block trades worth 15.11mn at 13.56yuan per share, 19.95pct discount from last closing.
-ECOLOVO (301116 CH) saw 1 block trades worth 12.99mn at 8.07yuan per share, 20.02pct discount from last closing.
*Premium
-PRE (600048 CH) saw 6 block trades worth 300.96mn at 9.12yuan per share, 10.01pct premium from last closing.
*Margin Trade
Total Margin Balance |
1.3662 trillion |
Total Short Selling Balance |
9.6 billion |
SH Margin Balance |
0.7168 trillion |
SH Short Selling Balance |
6.5 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
600809 |
273mio |
600705 |
0.4mio |
600705 |
187mio |
601162 |
0.3mio |
601138 |
158mio |
601933 |
0.3mio |
600938 |
150mio |
600153 |
0.3mio |
601933 |
143mio |
600208 |
0.2mio |
SZ Margin Balance |
0.6484 trillion |
SZ Short Selling Balance |
3.1 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
000858 |
546mio |
002607 |
0.2mio |
300059 |
168mio |
002423 |
0.2mio |
300760 |
141mio |
300059 |
0.2mio |
002423 |
128mio |
000750 |
0.1mio |
002475 |
120mio |
002966 |
0.1mio |
*Connection Trade
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
Northbound Turnover |
103.96 |
Northbound Turnover |
86.31 |
||
Southbound Net Cash Flow |
+6.325 |
Southbound Net Cash Flow |
-0.332 |
||
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
600519 |
4767 |
300750 |
3920 |
||
600036 |
2460 |
000858 |
2514 |
||
601318 |
2392 |
300760 |
1637 |
||
601899 |
1893 |
000333 |
1560 |
||
601398 |
1662 |
002475 |
1444 |
||
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2410 |
162,867 |
9,205 |
67,429 |
4,389 |
79,393 |
7,504 |
IF2412 |
101,929 |
3,722 |
94,253 |
1,680 |
115,510 |
3,842 |
IF2503 |
26,021 |
-3,042 |
31,318 |
-446 |
39,901 |
-580 |
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2410 |
95,459 |
11,704 |
39,086 |
3,369 |
45,605 |
4,566 |
IH2412 |
51,475 |
8,528 |
34,781 |
2,792 |
46,059 |
3,927 |
IH2503 |
12,953 |
380 |
10,486 |
10 |
13,297 |
266 |
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2410 |
130,337 |
721 |
68,039 |
3,927 |
65,909 |
5,077 |
IC2412 |
79,225 |
3,943 |
95,758 |
936 |
97,371 |
1,136 |
IC2503 |
25,208 |
2,589 |
46,537 |
2,010 |
46,349 |
2,460 |
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2410 |
213,442 |
20,111 |
82,130 |
6,097 |
93,193 |
5,757 |
IM2412 |
136,771 |
14,422 |
91,290 |
6,379 |
109,050 |
9,464 |
IM2503 |
46,410 |
3,361 |
53,935 |
1,684 |
56,036 |
2,285 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2410 |
328155 |
38566 |
51011 |
2007 |
57733 |
1363 |
IO2412 |
30586 |
-6774 |
28816 |
544 |
34420 |
531 |
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2410 |
425446 |
30129 |
53047 |
406 |
58951 |
-669 |
MO2412 |
27335 |
3689 |
30002 |
198 |
31726 |
-364 |
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2410 |
193289 |
76119 |
25075 |
3312 |
28829 |
3773 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2412 |
76,341 |
-2,766 |
53,677 |
341 |
61,540 |
-585 |
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2412 |
137,756 |
9,018 |
118,665 |
771 |
129,796 |
1,659 |
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2412 |
161,565 |
35,146 |
180,022 |
-223 |
185,572 |
905 |
T2503 |
15,676 |
4,670 |
14,926 |
1,224 |
15,243 |
1,141 |
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2412 |
193,516 |
58,801 |
64,327 |
3,261 |
64,430 |
1,417 |
TL2503 |
28,095 |
3,066 |
12,486 |
1,498 |
12,574 |
1,068 |
*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 |
1,587.0 |
+6.08% |
1,865,738 |
1,169,996 |
Coking Coal |
JM2501 |
1,398.5 |
+4.6% |
78,424 |
161,947 |
Glass |
FG501 |
1,175.0 |
+3.52% |
1,144,490 |
1,049,553 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Low Sulfur Fuel Oil |
LU2412 |
3,883.0 |
-2.83% |
73,760 |
73,053 |
Fuel Oil |
FU2411 |
2,727.0 |
-2.71% |
334,912 |
169,329 |
Crude Oil |
SC2411 |
521.6 |
-1.95% |
130,677 |
26,967 |
* Commodities (night session):
* Global crude oil price closed down collectively. November NYMEX crude oil contract down about 3.2% to closed at $67.46/b, December Brent contract down 2.77% to closed at $70.88/b. INE crude oil active contract down 1.95% to 521.6 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 0.39% and closed at $2695.1/oz. SHFE gold active contract down 0.01% to closed at 600.26 yuan/gram.
* Metals closed mostly up, LME copper up 2.82%, LME zinc up 3.22%, LME nickel down 0.24%, LME aluminum up 3.27%, LME tin up 1.08%, LME lead up 1.93%. SHFE zinc up 2.06%, SHFE copper up 1.91%, SHFE aluminum up 1.15%, SHFE lead up 0.81%, SHFE tin up 0.55%, stainless steel up 0.41%, SHFE nickel down 0.18%.
* Commodity futures closed up mostly, soda ash up 6.08%, glass up 3.52%, methanol up 1.58%, pvc up 1.56%, ethenylbenzene up 1.20%, low sulfur fuel oil down 2.71%, TSR 20 down 1.35%. Black series closed up collectively, coking coal up 4.6%, coke up 2.96%, iron ore up 2.92%, hot-rolled coil up 2.19%, steel rebar up 1.9%. Agriculture closed up mostly, corn up 2.25%, corn starch up 1.74%, RBD palm olein up 1.69%, no.1 soybeans up 1.69%, rapeseed oil up 1.40%, rapeseed meal up 1.36%.
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.