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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
96,525 |
11,416 |
101,357 |
-639 |
107,947 |
-1,615 |
|
10-Year Treasury |
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 |
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%.
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.
