DZ20240930
Industrial Economy
*NDRC and MoF jointly issued the “National Fertilizer Commercial Reserve Management Measures”, which proposes to strengthen the management of national fertilizer commercial reserves.
*NDRC issued the “Opinions on Strengthening the Clean and Efficient Utilization of Coal”, which propose that by 2030, the green and intelligent development capacity of coal will be significantly enhanced.
*Shanghai issued the “Implementation Rules to Support Automobile with Trade-in Subsidies”, from January 1st, 2024 to December 31st, 2024, individual consumers who purchase new heating oil vehicles will have a one-time subsidy of cny 12,000.
Financial
*PBoC: Downward adjustment regular borrowing convenience rates of 20 basis points.
*CSRC: Vigorously develop equity-based public funds, continuously increase the scale and proportion of equity funds, and strive to create long-term stable returns for investors.
Sept 27 Block Trade Info
*Discount
-WANLIN LOGISTICS (603117 CH) saw 2 block trades worth 23.68mn at 4.02yuan per share, 10.07pct discount from last closing.
-JINGSHENG (300316 CH) saw 1 block trades worth 13.66mn at 21.87yuan per share, 10.70pct discount from last closing.
*Premium
-YANGHE (002304 CH) saw 1 block trade worth 902.20mn at 90.22yuan per share, 5.91pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.3847 trillion |
Total Short Selling Balance |
9.8 billion |
|
SH Margin Balance |
0.7226 trillion |
SH Short Selling Balance |
6.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
603259 |
568mio |
600028 |
0.5mio |
|
600030 |
362mio |
600019 |
0.2mio |
|
600941 |
223mio |
601179 |
0.1mio |
|
601318 |
212mio |
600577 |
0.1mio |
|
600028 |
171mio |
601375 |
0.1mio |
|
SZ Margin Balance |
0.6611 trillion |
SZ Short Selling Balance |
3.1 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300059 |
674mio |
002936 |
0.4mio |
|
300033 |
266mio |
000783 |
0.3mio |
|
000063 |
229mio |
000725 |
0.3mio |
|
000002 |
188mio |
000560 |
0.2mio |
|
000858 |
167mio |
002797 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
59.37 |
Northbound Turnover |
123.20 |
||
|
Southbound Net Cash Flow |
-0.429 |
Southbound Net Cash Flow |
-1.902 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
5467 |
300750 |
7555 |
||
|
600900 |
1769 |
000858 |
3684 |
||
|
600887 |
1515 |
300760 |
2909 |
||
|
601318 |
1475 |
000333 |
2459 |
||
|
601288 |
914 |
300308 |
2373 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2410 |
234,715 |
76,248 |
65,043 |
-1,358 |
76,164 |
-2,755 |
|
IF2412 |
172,389 |
74,016 |
95,882 |
1,693 |
116,655 |
1,610 |
|
IF2503 |
44,185 |
19,020 |
33,393 |
2,111 |
43,847 |
3,996 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2410 |
155,459 |
62,944 |
40,732 |
2,277 |
47,136 |
1,796 |
|
IH2412 |
88,008 |
37,291 |
37,129 |
2,402 |
50,006 |
4,037 |
|
IH2503 |
25,595 |
13,027 |
11,888 |
1,447 |
15,627 |
2,636 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2410 |
191,236 |
62,723 |
66,709 |
-992 |
64,796 |
-356 |
|
IC2412 |
126,906 |
50,099 |
92,763 |
-2,956 |
96,435 |
-902 |
|
IC2503 |
38,978 |
14,552 |
46,542 |
5 |
46,934 |
643 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2410 |
281,927 |
75,152 |
74,900 |
-6,657 |
83,897 |
-9,296 |
|
IM2411 |
20,350 |
6,583 |
9,017 |
2,150 |
10,039 |
2,249 |
|
IM2412 |
198,288 |
63,841 |
86,634 |
-4,333 |
104,252 |
-4,028 |
|
IM2503 |
74,479 |
28,835 |
55,426 |
1,491 |
60,060 |
4,262 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2410 |
551152 |
222997 |
49509 |
-1260 |
55074 |
-2208 |
|
IO2412 |
56741 |
27435 |
27299 |
-1287 |
32160 |
-1862 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2410 |
581937 |
156491 |
52353 |
-225 |
55074 |
-3473 |
|
MO2412 |
52259 |
25526 |
29938 |
123 |
31218 |
-260 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2410 |
228593 |
35890 |
27165 |
2320 |
30972 |
2430 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
90,790 |
18,526 |
50,984 |
-1,204 |
58,244 |
-3,120 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
201,324 |
68,955 |
111,454 |
-5,635 |
116,966 |
-12,830 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
285,132 |
130,222 |
176,022 |
-3,403 |
176,485 |
-5,650 |
|
T2503 |
36,719 |
21,939 |
13,863 |
855 |
14,467 |
-633 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
285,452 |
96,155 |
66,513 |
2,679 |
66,269 |
2,856 |
|
TL2503 |
39,260 |
11,859 |
12,295 |
48 |
12,456 |
72 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Glass |
FG501 |
1,256.0 |
+7.17% |
1,295,878 |
949,480 |
|
Coking Coal |
JM2501 |
1,456.5 |
+4.56% |
77,584 |
153,631 |
|
Coke |
J2501 |
2,118.0 |
+4.16% |
12,319 |
28,247 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Silver |
AG2412 |
7,748.0 |
-1.49% |
1,077,754 |
467,055 |
|
Gold |
AU2412 |
594.2 |
-0.92% |
139,108 |
210,206 |
|
Bitumen |
BU2411 |
3,088.0 |
-0.74% |
121,522 |
87,770 |
* Commodities (night session):
* Global crude oil price closed up collectively. November NYMEX crude oil contract up about 1.43% to closed at $68.64/b, December Brent contract up 1.25% to closed at $71.98/b. INE crude oil active contract up 1.02% to 526.1 yuan/b.
* Precious metals closed down collectively, COMEX gold active contract down 0.52% and closed at $2680.8/oz. SHFE gold active contract down 0.92% to closed at 594.18 yuan/gram.
* Metals closed mixed, LME copper down 1.06%, LME zinc down 0.77%, LME nickel up 1.73%, LME aluminum up 0.82%, LME tin up 1.22%, LME lead down 1.19%. SHFE tin up 2.43%, SHFE nickel up 1.51%, stainless steel up 1.41%, SHFE copper down 0.41%, SHFE lead down 0.24%.
* Commodity futures closed up mostly, glass up over 7%, coking coal and coke up over 4%, iron ore up nearly 4%, soda ash,hot-rolled coil and natural rubber up over 3%, TSR 20 up nearly 3%, sodium hydroxide and steel rebar up over 2%, bitumen down nearly 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.
