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
Index Futures

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
Index Futures

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
Index Futures

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
Index Futures

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
Options

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
Options

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
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2412

76,341

-2,766

53,677

341

61,540

-585

5-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2412

137,756

9,018

118,665

771

129,796

1,659

10-Year Treasury
Bond Futures

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
Bond Futures

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%.

 

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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.