DZ20241009
Policy
-Premier Li Qiang emphasized to complete development target set for the year with all efforts and a batch of policy measures will be prepared and released at appropriate time to stabilize economy and boost development.
Sectors
-Shanghai issued opinions on construction of government-subsidized housings which mentioned proportion of related housings shall account for no less than 5% of new commercial housing projects.
-Transaction of second-hand housings in Shanghai saw traded floor up 143% y/y during Sept 30-Oct 7, new high in 5 years, according to Shanghai property trading center.
Data
-Shareholders from over 100 listed firms announced plans or progresses on stake cut since Sept 24 and over 30 new stake cut plans were released on Oct 8.
Oct 8 Block Trade Info
*Discount
-Deppon Logistics (603056 CH) saw 1 block trades worth 100.78mn at 14.67yuan per share, 2.98pct discount from last closing.
-Winner Medical (300888 CH) saw 2 block trades worth 217.44mn at 36.24yuan per share, 2.00pct discount from last closing.
-CATL (300750 CH) saw 3 block trades worth 398.81mn at 295.00/296.01yuan per share, 2.24pct discount from last closing.
-Sungrow Power Supply (300274 CH) saw 2 block trades worth 917.79mn at 109.66yuan per share, 8.00pct discount from last closing.
*Flat
-Xizang Zhufeng (600338 CH) saw 1 block trades worth 96.98mn at 11.79yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.5381 trillion |
Total Short Selling Balance |
9.7 billion |
|
SH Margin Balance |
0.8059 trillion |
SH Short Selling Balance |
6.6 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601318 |
1115mio |
601288 |
0.9mio |
|
600519 |
754mio |
600926 |
0.4mio |
|
600900 |
673mio |
600839 |
0.4mio |
|
688008 |
664mio |
601866 |
0.3mio |
|
688169 |
556mio |
600369 |
0.3mio |
|
SZ Margin Balance |
0.7306 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 |
1404mio |
002195 |
0.7mio |
|
300750 |
1383mio |
300058 |
0.4mio |
|
300308 |
663mio |
002607 |
0.4mio |
|
002594 |
589mio |
000728 |
0.3mio |
|
000333 |
563mio |
002456 |
0.2mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
273.90 |
Northbound Turnover |
236.20 |
||
|
Southbound Net Cash Flow |
+0.44 |
Southbound Net Cash Flow |
+1.63 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
15925 |
300750 |
16833 |
||
|
601318 |
7838 |
000858 |
7501 |
||
|
600036 |
5597 |
300760 |
5074 |
||
|
600900 |
4558 |
000333 |
4864 |
||
|
601899 |
4108 |
002594 |
4799 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2410 |
255,492 |
7,540 |
61,525 |
-4,321 |
69,614 |
-6,328 |
|
IF2411 |
32,264 |
3,432 |
11,095 |
38 |
13,120 |
99 |
|
IF2412 |
208,944 |
26,832 |
91,104 |
-808 |
117,921 |
699 |
|
IF2503 |
64,303 |
12,359 |
33,827 |
805 |
47,287 |
3,552 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2410 |
159,135 |
6,255 |
37,523 |
-1,081 |
43,071 |
-970 |
|
IH2412 |
114,299 |
15,007 |
41,035 |
5,232 |
57,239 |
5,834 |
|
IH2503 |
30,299 |
2,029 |
12,888 |
2,376 |
19,031 |
3,351 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2410 |
221,235 |
48,656 |
55,146 |
-4,217 |
57,518 |
-2,239 |
|
IC2411 |
27,894 |
4,100 |
10,706 |
728 |
12,114 |
1,077 |
|
IC2412 |
193,052 |
60,852 |
84,899 |
-2,334 |
94,141 |
2,712 |
|
IC2503 |
66,574 |
25,342 |
44,287 |
-47 |
48,312 |
2,131 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2410 |
287,622 |
48,065 |
72,598 |
590 |
76,453 |
1,698 |
|
IM2411 |
34,803 |
8,753 |
13,463 |
1,830 |
15,709 |
1,657 |
|
IM2412 |
195,302 |
31,232 |
80,959 |
-400 |
101,186 |
1,401 |
|
IM2503 |
83,770 |
17,953 |
55,581 |
1,648 |
62,481 |
3,543 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2410 |
221937 |
-116364 |
53405 |
4712 |
61087 |
5339 |
|
IO2412 |
42060 |
7168 |
29805 |
219 |
33701 |
-18 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2410 |
238916 |
-84940 |
60077 |
6601 |
61843 |
6437 |
|
MO2411 |
35797 |
35797 |
16589 |
16589 |
17974 |
17974 |
|
MO2412 |
30695 |
-12938 |
30224 |
-34 |
31904 |
136 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2410 |
120216 |
-59538 |
28786 |
1768 |
32842 |
2807 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
64,233 |
-5,630 |
49,259 |
-473 |
53,546 |
-835 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
116,615 |
-9,617 |
107,169 |
-751 |
111,685 |
-1,551 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
189,473 |
-28,559 |
165,718 |
-298 |
166,772 |
1,294 |
|
T2503 |
34,127 |
504 |
12,623 |
1,543 |
13,190 |
1,459 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
198,820 |
-38,314 |
58,986 |
-37 |
59,266 |
-217 |
|
TL2503 |
28,510 |
-9,598 |
12,596 |
1,778 |
12,332 |
1,392 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Fuel Oil |
FU2411 |
3,110.0 |
+1.97% |
403,190 |
78,521 |
|
White Sugar |
SR501 |
5,961.0 |
+0.79% |
212,524 |
368,503 |
|
TSR 20 |
NR2411 |
14,635.0 |
+0.65% |
36,070 |
21,929 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Soda Ash |
SA501 |
1,498.0 |
-6.43% |
1,097,628 |
1,339,855 |
|
Glass |
FG501 |
1,205.0 |
-5.56% |
1,004,747 |
964,602 |
|
Coking Coal |
JM2501 |
1,478.0 |
-3.96% |
46,342 |
150,054 |
* Commodities (night session):
* Global crude oil price closed down collectively. November NYMEX crude oil contract down about 4.2% to closed at $73.90/b, December Brent contract down 4.16% to closed at $77.56/b. INE crude oil active contract down 2.84% to 563.6 yuan/b.
* Precious metals closed down collectively, COMEX gold active contract down 0.95% and closed at $2640.6/oz. SHFE gold active contract down 1.27% to closed at 590 yuan/gram.
* Metals closed down collectively, LME copper down 1.73%, LME zinc down 3.09%, LME nickel down 1.62%, LME aluminum down 3.31%, LME tin down 2.95%, LME lead down 1.98%. SHFE zinc down 1.62%, Aluminum Oxide down 1.55%, SHFE tin down 1.21%, stainless steel down 1.17%, SHFE copper down 0.91%.
* Commodity futures closed down collectively, soda ash down 6.43%, glass down 5.56%, PVC down 3.78%, Low Sulfur Fuel Oil down 3.53%, LPG down 3.17%, Bitumen down 2.53%, coking coal down 3.96%, coke down 3.52%, iron ore down 3.22%, hot-rolled coil down 2.65%, steel rebar down 2.43, RBD Palm Olein down 2.66%, rapeseed oil down 2.41%.
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.
