DZ20241021

 

Financial

- Around 23 listed companies including 002714, 001979, 600028, 600026, 601919, 300274 and 603986 issued announcements of stake purchase and share repo plans on Oct 20 using special loans, in total exceeded cny 11bn.

- Premier Li Qiang held State Council general meeting in research to promote national unified market to create fair development environment with order for enterprises.

- CSRC held forum with experts, scholars and main media in discussion of deepen capital market reform which said to protect current sound momentum and to deepen reform in stimulating market vitality.

- Domestic well-know quant private fund Hi-Flyer announced plan to gradually lower investment on hedge fund products to zero.

 

Oct 18 Block Trade Info

*Discount

-Dongwei Tech (688700 CH) saw 14 block trades worth 46.64mn at 20.73yuan per share, 14.62pct discount from last closing.

-iRay (688301 CH) saw 11 block trades worth 80.17mn at 108.07yuan per share, 10.00pct discount from last closing.

-Eastern Air Logistics (601156 CH) saw 15 block trades worth 127.86mn at 15.05yuan per share, 9.99pct discount from last closing.

-Three Squirrels (300783 CH) saw 21 block trades worth 70.10mn at 21.88yuan per share, 11.09pct discount from last closing.

 

*Margin Trade

Total Margin Balance

1.6016 trillion

Total Short Selling Balance

9.4 billion

SH Margin Balance

0.8362 trillion

SH Short Selling Balance

6.3 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

588000

951mio

512480

10.7mio

588200

883mio

512170

8.8mio

601211

694mio

588120

6.2mio

600300

656mio

510300

5.2mio

688981

606mio

512100

4.8mio

SZ Margin Balance

0.7635 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

1271mio

002340

0.7mio

300750

591mio

000066

0.5mio

300033

345mio

002607

0.4mio

002371

279mio

002085

0.3mio

002625

272mio

002673

0.2mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Turnover

148.47

Northbound Turnover

148.12

Southbound Net Cash Flow

-2.9

Southbound Net Cash Flow

-0.2

Top 5 Northbound Turnover/Shanghai

Top 5 Northbound Turnover/Shenzhen

Name

Market Value (mio cny)

Name

Market Value (mio cny)

600519

3653

300750

5747

600030

2725

300059

3388

601318

2640

000858

2141

600900

1856

300308

2126

688041

1719

002594

1852

           

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2410

42,941

-43,381

0

-13,182

0

-12,101

IF2411

153,275

81,532

54,698

18,785

59,822

20,920

IF2412

202,759

96,805

105,296

8,183

136,109

10,115

IF2503

51,303

23,956

40,227

2,850

54,880

3,128

SSE 50
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2410

27,554

-20,014

0

-11,076

0

-7,523

IH2411

77,652

42,191

28,922

10,136

32,429

11,442

IH2412

96,589

45,595

45,663

7,136

59,661

8,020

IH2503

26,141

13,496

14,671

2,892

20,798

3,219

CSI 500
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2410

37,577

-40,258

0

-12,769

0

-12,547

IC2411

140,148

73,370

59,593

18,524

58,819

20,649

IC2412

135,299

62,195

95,437

4,303

104,720

6,026

IC2503

39,335

16,635

50,545

2,542

55,067

3,324

CSI 1000
Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2410

70,104

-56,796

0

-20,035

0

-19,854

IM2411

237,636

137,493

79,367

29,160

84,903

31,271

IM2412

311,410

162,866

105,025

6,789

124,539

10,261

IM2503

88,925

41,138

66,743

4,251

74,826

5,168

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2410

194480

42378

0

-35740

0

-40365

IO2411

207170

141775

52144

4550

59628

4149

IO2412

38215

20423

33353

406

38877

365

CSI 1000 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2410

338725

24863

0

-42079

0

-46221

MO2411

290742

205071

47586

8527

52084

8737

MO2412

44402

26431

35212

371

37743

390

SSE50 Index
Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2410

91875

20329

0

-19290

0

-24192

HO2411

74726

74726

22925

22925

25596

25596

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2412

64,989

1,988

45,631

125

49,975

1,079

TS2503

6,355

-101

11,585

130

12,007

75

5-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2412

96,525

11,416

101,357

-639

107,947

-1,615

10-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2412

125,365

40,541

161,701

-1,236

164,919

-2,848

T2503

16,825

9,099

16,844

122

17,675

159

30-Year Treasury
Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2412

161,140

59,760

65,214

1,677

65,417

-326

TL2503

23,075

11,882

15,009

1,053

14,594

1,081

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Silver

AG2412

8,190.0

+3.92%

1,241,170

476,245

Glass

FG501

1,230.0

+1.23%

1,224,063

1,109,829

Hot-rolled Coil

HC2501

3,526.0

+1.18%

289,513

983,695

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

TSR 20

NR2412

14,170.0

-2.07%

51,784

55,717

Low Sulfur Fuel Oil

LU2412

3,956.0

-2.01%

40,150

50,422

RBD Palm Olein

P2501

8,818.0

-1.36%

296,425

503,627

 

* Commodities (night session):

* Global crude oil price closed down. December NYMEX crude oil contract down about 1.78% to closed at $68.84/b, December Brent contract down about 1.71% to closed at $73.18/b. INE crude oil active contract down about 1.27% to 527.5 yuan/b.

* Precious metals closed up, COMEX gold active contract up 1.07% and closed at $2736.4/oz. SHFE gold active contract up 0.6% to closed at 621.96 yuan/gram.

* Metals closed up mostly, LME copper up 1.12%, LME zinc up 1.21%, LME nickel down 0.03%, LME aluminum up 2.35%, LME tin up 0.26%, LME lead up 0.02%, SHFE lead up 0.93%, SHFE zinc up 0.76%, SHFE aluminum up 0.58%, SHFE copper up 0.44%, stainless steel up 0.15%,SHFE tin down 0.19%, SHFE nickel down 0.26%.

* Commodity futures closed down mostly, butadiene rubber down 2.26%, TSR 20 down 2.07%, low sulfur fuel oil down 2.01%, fuel oil down 1.27%, glass up 1.23%, hot-rolled coil up 1.18%, RBD Palm Olein down 1.36%, soybean meal up 1.01%.

 

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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.