DZ20241018
Sectors
-Pre-negotiation of national medical insurance 2024 will be held during Oct 16-18.
-Shanghai issued notice to adjust personal housing mortgage policy and adjust the lowest down payment ratio of second improving housings to 25% or 20% depending on which districts in, to take effect from Oct 18.
-One of the first-tier baijiu firms confirmed to lower product sales price in Hong Kong market, though no sharp reduction expected, according to Xinhua Finance.
Financial
-State Administration for Market Regulation held round-table conference in discussion of “fertile soil” business environment which pointed out to carry forward 40 measures with more on the way and to optimize system reform along with cost reduction.
-Shenzhen Stock Exchange published article on merger and reorganization which said to abandon the pricing habit of “high promise and high valuation” and to crack down market chaos.
Oct 17 Block Trade Info
*Discount
-Huiyu Pharma (688553 CH) saw 1 block trades worth 93.45mn at 11.71yuan per share, 2.01pct discount from last closing.
-Eastern Air Logistics (601156 CH) saw 34 block trades worth 161.71mn at 14.94yuan per share, 9.07pct discount from last closing.
-Shaanxi Huada (301517 CH) saw 2 block trades worth 105.90mn at 49.92/50.17yuan per share, 1.49/1.98pct discount from last closing.
*Flat
-Ping An Insurance (601318 CH) saw 2 block trades worth 55.58mn at 57.00yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.5856 trillion |
Total Short Selling Balance |
9.1 billion |
|
SH Margin Balance |
0.8285 trillion |
SH Short Selling Balance |
6.1 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600837 |
446mio |
600415 |
0.3mio |
|
600418 |
304mio |
600988 |
0.3mio |
|
600900 |
173mio |
603077 |
0.3mio |
|
605117 |
158mio |
601006 |
0.3mio |
|
601166 |
155mio |
601107 |
0.3mio |
|
SZ Margin Balance |
0.7553 trillion |
SZ Short Selling Balance |
3.0 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
301236 |
871mio |
000157 |
0.5mio |
|
000062 |
373mio |
000750 |
0.4mio |
|
300045 |
153mio |
000937 |
0.3mio |
|
300418 |
125mio |
002405 |
0.3mio |
|
300674 |
123mio |
000100 |
0.3mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
99.95 |
Northbound Turnover |
103.92 |
||
|
Southbound Net Cash Flow |
+4.52 |
Southbound Net Cash Flow |
+3.84 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
2495 |
300059 |
2502 |
||
|
600036 |
1523 |
300750 |
1925 |
||
|
600030 |
1462 |
000858 |
1373 |
||
|
601318 |
1308 |
300760 |
1098 |
||
|
601138 |
1067 |
300308 |
1072 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2410 |
87,629 |
-30,287 |
21,416 |
-18,460 |
23,272 |
-20,291 |
|
IF2411 |
72,502 |
28,466 |
36,250 |
11,263 |
39,282 |
11,145 |
|
IF2412 |
107,642 |
-1,124 |
97,121 |
-566 |
125,994 |
-2,860 |
|
IF2503 |
27,937 |
-209 |
37,913 |
352 |
51,752 |
217 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2410 |
48,946 |
-11,955 |
16,825 |
-8,550 |
18,574 |
-9,793 |
|
IH2411 |
35,565 |
14,451 |
18,902 |
5,438 |
21,149 |
5,699 |
|
IH2412 |
51,070 |
2,797 |
38,981 |
-1,466 |
51,968 |
-2,925 |
|
IH2503 |
13,037 |
259 |
11,914 |
-150 |
17,768 |
151 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2410 |
78,737 |
-15,819 |
22,051 |
-15,977 |
22,923 |
-15,739 |
|
IC2411 |
67,731 |
21,565 |
41,323 |
10,437 |
39,464 |
9,129 |
|
IC2412 |
74,678 |
3,245 |
91,134 |
4,028 |
98,694 |
3,645 |
|
IC2503 |
22,854 |
1,099 |
48,003 |
645 |
51,802 |
430 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2410 |
128,240 |
-47,016 |
32,428 |
-16,257 |
33,273 |
-18,196 |
|
IM2411 |
102,000 |
36,640 |
50,296 |
16,035 |
54,028 |
15,586 |
|
IM2412 |
154,781 |
6,168 |
99,148 |
9,079 |
115,347 |
8,336 |
|
IM2503 |
49,059 |
614 |
62,545 |
998 |
69,716 |
560 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2410 |
155383 |
-30228 |
53626 |
-2320 |
59600 |
-3397 |
|
IO2411 |
65504 |
5150 |
47828 |
5185 |
55531 |
6173 |
|
IO2412 |
18008 |
857 |
32947 |
770 |
38512 |
1232 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2410 |
315247 |
-17895 |
66385 |
-1456 |
68819 |
-2107 |
|
MO2411 |
86372 |
11727 |
39119 |
4389 |
43512 |
5005 |
|
MO2412 |
18315 |
-7912 |
35047 |
614 |
37353 |
745 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2410 |
72897 |
-6513 |
30482 |
-2090 |
36676 |
-1838 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
64,661 |
5,014 |
45,985 |
2,258 |
50,425 |
1,553 |
|
TS2503 |
7,496 |
2,185 |
11,528 |
1,063 |
11,958 |
687 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
87,337 |
12,364 |
102,395 |
110 |
109,562 |
1,330 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
86,458 |
-21,248 |
163,543 |
3,006 |
168,161 |
3,367 |
|
T2503 |
8,345 |
-3,503 |
16,766 |
330 |
17,657 |
422 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
104,536 |
-32,129 |
63,748 |
-425 |
65,790 |
2,248 |
|
TL2503 |
11,467 |
-6,916 |
14,106 |
149 |
13,626 |
61 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Natural Rubber |
RU2501 |
18,185.0 |
+1.85% |
268,968 |
182,024 |
|
TSR 20 |
NR2412 |
14,390.0 |
+1.66% |
86,640 |
57,511 |
|
Bleached Softwood Kraft Pulp |
SP2501 |
5,832.0 |
+1.14% |
187,725 |
125,388 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Glass |
FG501 |
1,194.0 |
-5.98% |
938,882 |
1,108,186 |
|
Soda Ash |
SA501 |
1,422.0 |
-5.07% |
833,250 |
1,315,706 |
|
Coking Coal |
JM2501 |
1,349.0 |
-4.02% |
47,568 |
165,377 |
* Commodities (night session):
* Global crude oil price closed up. November NYMEX crude oil contract up about 0.53% to closed at $70.76/b, December Brent contract up about 0.44% to closed at $74.55/b. INE crude oil active contract down about 0.24% to 535.8 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 0.63% and closed at $2708.3/oz. SHFE gold active contract up 0.73% to closed at 617.28 yuan/gram.
* Metals closed down collectively, LME copper down 0.54%, LME zinc down 0.28%, LME nickel down 1.56%, LME aluminum down 1.03%, LME tin down 2.41%, LME lead down 0.74%,SHFE tin down 2.49%, SHFE nickel down 2.05%, aluminum oxide down 1.76%, stainless steel down 1.25%, SHFE lead down 0.9%, SHFE aluminum down 0.87%, SHFE copper down 0.4%, SHFE zinc down 0.24%.
* Commodity futures closed down collectively, glass down 5.98%, soda ash down 5.07%, PVC down 2.06%, natural rubber up 1.85%, TSR 20 up 1.66%, bleached softwood kraft pulp up 1.14%, coking coal down 4.02%, coke down 3.8%, steel rebar down 3.18%, hot-rolled coil down 2.43%, iron ore down 2.39%, rapeseed meal down 2.53%, No.2 Soybeans down 1.95%, soybean meal down 1.94%, white sugar down 1.05%.
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.
