DZ20241008
Financial
*SSE issued a notice on extending the time for accepting designated transaction declaration instructions, which pointed out that starting from October 8th, it will be adjusted to 9:15 to 11:30 and 13:00 to 15:00 on each trading day.
*China Securities Depository and Clearing Corporation: Starting from October 7th, officially resume the open unified account platform and identity information verification system and other channel permissions, including supporting online account opening review.
*The State Council Information Office will hold a press conference at 10 am on Tuesday, October 8th, NDRC will introduce the relevant situation of systematic implementation of a package of incremental policies to solidly promote the economic structure to improve.
Sector
*Ministry of Housing and Urban-Rural Development revealed that during the National Day holiday, most of the real estate projects participating in promotional activities saw an increase of more than 50% y/y. Specifically, from October 1st to 3rd, the viewing volume of new houses in Beijing increased by 92.5% y/y, and the subscription volume doubled, the viewing volume of second-hand houses increased by 104.1% y/y.
Data
*State Administration of Foreign Exchange: As of the end of September, China’s foreign exchange reserves reached $3316.4bn, an increase of $28.2bn and up 0.86% from the end of August.
Sept 30 Block Trade Info
*Discount
-Allist Pharma (688578 CH) saw 12 block trades worth 72.50mn at 49.66yuan per share, 10.00pct discount from last closing.
-iRay Tech (688301 CH) saw 2 block trades worth 161.42mn at 123.03yuan per share, 3.00pct discount from last closing.
-China Telecom (601728 CH) saw 4 block trades worth 106.27mn at 6.56yuan per share, 2.24pct discount from last closing.
-Sungrow Power Supply (300274 CH) saw 1 block trades worth 279.96mn at 91.61yuan per share, 8.00pct discount from last closing.
*Margin Trade
Total Margin Balance |
1.4307 trillion |
Total Short Selling Balance |
9.5 billion |
SH Margin Balance |
0.7503 trillion |
SH Short Selling Balance |
6.5 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
601318 |
1202mio |
588000 |
5.2mio |
588000 |
1146mio |
600010 |
2.4mio |
510300 |
1002mio |
510050 |
1.6mio |
510310 |
785mio |
512800 |
1.1mio |
688256 |
623mio |
510300 |
1.1mio |
SZ Margin Balance |
0.6792 trillion |
SZ Short Selling Balance |
3.0 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300059 |
1806mio |
002936 |
3.8mio |
300750 |
533mio |
300017 |
2.0mio |
000063 |
514mio |
000039 |
1.9mio |
000001 |
386mio |
002027 |
1.5mio |
300033 |
324mio |
002126 |
0.9mio |
*Connection Trade
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
Northbound Turnover |
194.40 |
Northbound Turnover |
162.53 |
||
Southbound Net Cash Flow |
+7.72 |
Southbound Net Cash Flow |
+4.43 |
||
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
600519 |
9111 |
300750 |
8133 |
||
601899 |
3713 |
000858 |
4267 |
||
600900 |
3624 |
002594 |
3173 |
||
601318 |
3599 |
000651 |
3014 |
||
600036 |
3420 |
000333 |
2811 |
||
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2410 |
249,641 |
16,322 |
65,846 |
1,126 |
76,214 |
555 |
IF2411 |
31,345 |
11,504 |
11,401 |
4,258 |
13,151 |
4,847 |
IF2412 |
183,340 |
13,790 |
92,341 |
-3,453 |
117,390 |
1,126 |
IF2503 |
52,941 |
10,362 |
33,342 |
795 |
44,154 |
474 |
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2410 |
154,918 |
1,196 |
38,974 |
-1,561 |
44,495 |
-1,888 |
IH2412 |
100,568 |
14,006 |
36,459 |
-553 |
51,405 |
1,535 |
IH2503 |
29,388 |
4,369 |
10,666 |
-1,183 |
15,814 |
427 |
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2410 |
176,151 |
-13,320 |
60,702 |
-4,947 |
60,230 |
-3,632 |
IC2411 |
25,094 |
9,087 |
10,514 |
3,519 |
11,273 |
3,733 |
IC2412 |
133,588 |
9,199 |
87,318 |
-5,445 |
91,797 |
-4,594 |
IC2503 |
41,980 |
4,529 |
45,514 |
-989 |
46,365 |
-569 |
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2410 |
244,807 |
-33,882 |
72,203 |
-2,465 |
77,985 |
-5,431 |
IM2411 |
27,300 |
8,314 |
12,023 |
3,264 |
14,345 |
4,427 |
IM2412 |
165,797 |
-29,855 |
81,927 |
-4,366 |
99,785 |
-4,305 |
IM2503 |
67,559 |
-6,212 |
53,942 |
-1,062 |
58,993 |
-753 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2410 |
338668 |
-211833 |
49217 |
-255 |
55748 |
735 |
IO2412 |
36369 |
-18172 |
29812 |
2582 |
33728 |
1689 |
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2410 |
323964 |
-250599 |
53565 |
1383 |
55657 |
637 |
MO2412 |
44637 |
-6939 |
30427 |
509 |
32023 |
967 |
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2410 |
179932 |
-44359 |
27183 |
144 |
30374 |
144 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2412 |
71,937 |
-17,374 |
49,732 |
-954 |
54,534 |
-3,710 |
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2412 |
132,247 |
-58,298 |
108,141 |
-2,900 |
113,236 |
-3,730 |
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2412 |
222,448 |
-52,331 |
166,696 |
-9,076 |
165,478 |
-11,007 |
T2503 |
36,563 |
4,369 |
11,302 |
-1,697 |
11,976 |
-1,581 |
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2412 |
242,477 |
-33,753 |
60,518 |
-4,576 |
59,881 |
-5,566 |
TL2503 |
39,053 |
1,655 |
10,969 |
-1,308 |
11,004 |
-1,429 |
* Commodities (night session):
* Global crude oil price closed up collectively. November NYMEX crude oil contract up about 3.91% to closed at $77.29/b, December Brent contract up 3.82% to closed at $81.03/b.
* Precious metals closed down collectively, COMEX gold active contract down 0.22% and closed at $2661.9/oz.
* Metals closed up mostly, LME copper up 0.09%, LME zinc up 0.44%, LME nickel down 0.21%, LME aluminum up 0.04%, LME tin up 0.25%, LME lead up 0.16%.
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.