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
Index Futures

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
Index Futures

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
Index Futures

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
Index Futures

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
Options

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
Options

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
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2412

71,937

-17,374

49,732

-954

54,534

-3,710

5-Year Treasury
Bond Futures

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
Bond Futures

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
Bond Futures

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%.

 

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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.