DZ20241023
Policy
- NDRC said around half of the incremental policies have been implemented with the rest to follow up, including student subsidy and expansion of foreign capital investment list.
Financial
- Central enterprises have invested cny 1.4tn in strategic emerging industrial field in Jan-Sept period, up 17.6% y/y and accounting for around 40% of total investment.
Co Focus
- Huawei Harmony OS Next was officially launched on Oct 22, as China first domestic developed OS.
- Eastmoney Fund announced its controlling shareholder plans to invest no more than cny 2bn on self-owned equity-typed public funds.
Oct 22 Block Trade Info
*Discount
-Roborock Tech (688169 CH) saw 3 block trades worth 149.04mn at 248.40yuan per share, 7.48pct discount from last closing.
*Flat
-StarPower (603290 CH) saw 2 block trades worth 118.76mn at 101.50yuan per share, flat from last closing.
-Haier Smart Home (600690 CH) saw 1 block trades worth 99.98mn at 32.17yuan per share, flat from last closing.
-Moutai (600519 CH) saw 2 block trades worth 119.74mn at 1543.00yuan per share, flat from last closing.
-Zangge Mining (000408 CH) saw 1 block trades worth 114.68mn at 27.97yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.6335 trillion |
Total Short Selling Balance |
9.5 billion |
|
SH Margin Balance |
0.8515 trillion |
SH Short Selling Balance |
6.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
688981 |
446mio |
601099 |
1.1mio |
|
688256 |
360mio |
601169 |
0.3mio |
|
600460 |
299mio |
600050 |
0.2mio |
|
600171 |
218mio |
600869 |
0.2mio |
|
688012 |
201mio |
601933 |
0.2mio |
|
SZ Margin Balance |
0.7796 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 |
573mio |
002429 |
0.5mio |
|
300046 |
354mio |
300058 |
0.4mio |
|
300184 |
186mio |
002607 |
0.4mio |
|
002459 |
183mio |
002400 |
0.3mio |
|
000628 |
178mio |
000750 |
0.3mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Turnover |
111.85 |
Northbound Turnover |
129.05 |
||
|
Southbound Net Cash Flow |
+4.0 |
Southbound Net Cash Flow |
+1.9 |
||
|
Top 5 Northbound Turnover/Shanghai |
Top 5 Northbound Turnover/Shenzhen |
||||
|
Name |
Market Value (mio cny) |
Name |
Market Value (mio cny) |
||
|
600519 |
2206 |
300059 |
2503 |
||
|
600030 |
1337 |
300750 |
2224 |
||
|
601138 |
1252 |
300308 |
1843 |
||
|
601318 |
1090 |
000858 |
1420 |
||
|
600418 |
1027 |
002371 |
1402 |
||
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2411 |
86,683 |
-27,993 |
44,222 |
-1,176 |
48,367 |
-562 |
|
IF2412 |
104,229 |
-25,310 |
99,729 |
-558 |
130,292 |
-383 |
|
IF2503 |
24,609 |
-9,848 |
39,208 |
-1,136 |
52,596 |
-1,423 |
|
SSE 50 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2411 |
46,125 |
-11,573 |
25,852 |
-206 |
28,922 |
252 |
|
IH2412 |
58,176 |
-2,619 |
42,902 |
2,198 |
56,789 |
1,858 |
|
IH2503 |
15,231 |
-5,024 |
14,081 |
-558 |
20,229 |
-851 |
|
CSI 500 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2411 |
79,849 |
-27,363 |
47,125 |
-1,840 |
46,188 |
-1,678 |
|
IC2412 |
77,925 |
-13,446 |
94,894 |
249 |
102,446 |
314 |
|
IC2503 |
22,892 |
-7,302 |
47,978 |
-1,275 |
52,205 |
-1,365 |
|
CSI 1000 |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2411 |
135,427 |
-34,889 |
66,220 |
-1,592 |
70,267 |
-1,810 |
|
IM2412 |
192,440 |
-26,404 |
103,747 |
-3,398 |
122,073 |
-4,226 |
|
IM2503 |
52,804 |
-8,328 |
62,946 |
152 |
71,671 |
-751 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2411 |
117641 |
-44316 |
58336 |
2216 |
68632 |
2928 |
|
IO2412 |
20847 |
-10578 |
34034 |
522 |
40564 |
933 |
|
CSI 1000 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2411 |
195215 |
-91739 |
59107 |
5461 |
64440 |
6198 |
|
MO2412 |
36261 |
-10452 |
40437 |
3521 |
44323 |
3436 |
|
SSE50 Index |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2411 |
61080 |
-17381 |
29589 |
3468 |
33773 |
4653 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2412 |
47,290 |
-3,068 |
46,027 |
220 |
50,746 |
299 |
|
TS2503 |
4,037 |
1,613 |
11,350 |
-386 |
11,595 |
-477 |
|
5-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2412 |
78,347 |
2,878 |
103,268 |
228 |
109,680 |
-897 |
|
10-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2412 |
92,160 |
-2,408 |
162,045 |
-572 |
164,568 |
-611 |
|
T2503 |
9,831 |
1,465 |
16,971 |
76 |
17,968 |
71 |
|
30-Year Treasury |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2412 |
98,927 |
-833 |
65,306 |
1,551 |
65,117 |
207 |
|
TL2503 |
14,632 |
3,314 |
14,349 |
-695 |
14,116 |
-424 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Fuel Oil |
FU2501 |
3,115.0 |
+3.49% |
483,320 |
258,057 |
|
RBD Palm Olein |
P2501 |
9,162.0 |
+2.71% |
463,914 |
567,985 |
|
Low Sulfur Fuel Oil |
LU2501 |
4,071.0 |
+2.36% |
50,227 |
77,626 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Nickel |
NI2411 |
126,890.0 |
-0.88% |
40,292 |
36,824 |
|
Stainless Steel |
SS2412 |
13,590.0 |
-0.66% |
42,112 |
151,084 |
|
Polished Round-Grained Rice |
RR2412 |
3,494.0 |
-0.57% |
770 |
6,268 |
* Commodities (night session):
* Global crude oil price closed up. December NYMEX crude oil contract up about 1.81% to closed at $71.31/b, December Brent contract up about 1.63% to closed at $75.50/b. INE crude oil active contract up about 2.23% to 545.4 yuan/b.
* Precious metals closed up, COMEX gold active contract up 0.88% and closed at $2763.1/oz. SHFE gold active contract up 0.58% to closed at 628.92 yuan/gram.
* Metals closed up mostly, LME copper up 0.63%, LME zinc up 2.18%, LME nickel down 1.26%, LME aluminum up 1.6%, LME tin down 0.18%, LME lead up 1.05%, SHFE zinc up 0.94%,SHFE aluminum up 0.63%, SHFE lead up 0.18%, SHFE copper down 0.06%, SHFE tin down 0.27%, aluminum oxide down 0.43%, stainless steel down 0.66%, SHFE nickel down 0.88%.
* Commodity futures closed up mostly, fuel oil up 3.49%, low sulfur fuel oil up 2.36%, soda ash up 1.73%, glass up 1.27%, butadiene rubber up 1.08%, RBD palm olein up 2.71%, rapeseed oil up 2.34, soybean oil up 1.84%, No.2 Soybeans up 1.74%, corn starch up 1.71%, corn up 1.29%.
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.
