DZ20240207

 

International Relationship

*The 3rd China-US Economic Working Group Meeting was held during Feb 5-6 and mutual sides agree on further communication.

 

Financials

*Huaxi Securities (002926 CH) suspended supply of margin lending resources from Feb 6, 2024 with resumption date to be announced.

*ETF products tracking CSI300 index saw fund net inflow in total cny 158.2bn since beg of 2024, accounting for 65.03% of total non-monetary ETFs, as latest data shows, Eastmoney reported.

 

Co Focus

*China Resources Land (1109 HK) has major structural adjustment scheduled and to be completed by end of Feb, according to someone familiar with this matter.

 

Feb 6 Block Trade Info

*Discount

- Medicilon (688202 CH) saw 1 block trades worth 98.53mn at 14.28yuan per share, 4.03pct discount from last closing.

- Zangge Mining (000408 CH) saw 5 block trades worth 164.77mn at 23.88yuan per share, 5.87pct discount from last closing.

 

*Flat

- China Yangtze Power (600900 CH) saw 3 block trades worth 47.76mn at 24.72yuan per share, flat from last closing.

- Moutai (600519 CH) saw 7 block trades worth 85.25mn at 1676.00yuan per share, flat from last closing.

- CITIC Securities (600030 CH) saw 3 block trades worth 50.11mn at 21.14yuan per share, flat from last closing.

- Great River Smarter Logistics (002930 CH) saw 3 block trades worth 46.93mn at 14.10yuan per share, flat from last closing.

- Zangge Mining (000408 CH) saw 1 block trades worth 164.77mn at 23.88yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4053 trillion

Total Short Selling Balance

59.6 billion

SH Margin Balance

0.7483 trillion

SH Short Selling Balance

37.5 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601127

220mio

601005

1.0mio

601138

188mio

600019

0.9mio

603108

90.0mio

601229

0.8mio

688599

72.2mio

600000

0.7mio

600900

67.7mio

601868

0.7mio

SZ Margin Balance

0.6560 trillion

SZ Short Selling Balance

22.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002230

119mio

002506

2.7mio

000977

68.3mio

002673

1.5mio

300394

41.1mio

002425

0.8mio

002223

36.3mio

002726

0.5mio

002463

32.5mio

000903

0.5mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+6.013

Northbound Net Cash Flow

+6.592

Southbound Net Cash Flow

-3.041

Southbound Net Cash Flow

-3.849

Top 5 Northbound Inflow

Top 5 Northbound Outflow

Name

Market Value (mio cny)

‰ out of ttl share outstanding

Name

Market Value (mio cny)

‰ out of ttl share outstanding

600519

947

0.46

600309

631

2.87

000858

455

0.93

601138

331

1.13

000725

366

2.66

601899

231

0.72

600036

270

0.35

300124

227

1.43

300059

255

1.30

002230

197

2.16

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2402

109,985

-20,624

35,920

-11,506

40,785

-12,289

IF2403

115,259

16,748

98,923

4,630

120,179

5,733

IF2406

40,209

1,950

48,466

-86

67,289

-2,189

IF2409

15,119

1,476

14,447

1,877

21,003

2,155

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2402

63,790

-10,998

23,181

-4,842

25,940

-5,019

IH2403

65,799

6,059

44,459

5,084

59,280

6,010

IH2406

21,004

-1,345

18,639

-421

27,835

-378

IH2409

7,728

1,389

6,714

818

10,097

1,148

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2402

145,438

-9,206

43,558

-6,543

44,119

-8,008

IC2403

160,817

25,147

118,169

9,405

127,029

7,585

IC2406

59,466

5,793

71,768

3,131

78,574

1,232

IC2409

29,032

6,530

29,139

581

31,121

1,427

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2402

180,875

-33,467

45,521

-12,892

47,401

-15,517

IM2403

210,055

-3,760

96,522

4,868

111,090

4,104

IM2406

87,871

-64

58,270

264

66,178

-1,338

IM2409

44,169

-328

28,945

1,210

32,268

956

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2402

233483

-73758

41440

-9731

48685

-10322

IO2403

47692

2794

44346

707

53466

126

IO2406

8875

1190

21999

-752

27548

-537

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2402

455309

42996

68396

-5459

67820

-8613

MO2403

95467

19640

53693

1265

59623

1305

MO2406

14961

1487

21762

-145

27050

69

MO2409

5745

-2908

24394

549

26201

530

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2402

114044

-28585

21963

-3438

25026

-3955

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2403

55,293

14,804

44,736

-5,461

52,497

-6,064

TS2406

20,570

5,417

20,179

2,355

21,073

2,780

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2403

94,443

29,056

72,832

-7,567

81,400

-7,905

TF2406

42,042

18,173

46,989

6,264

47,195

5,349

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2403

133,467

36,307

101,259

-13,562

106,316

-12,546

T2406

77,040

30,114

63,975

11,521

57,807

13,801

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2403

52,188

9,558

25,988

-2,808

26,240

-3,643

TL2406

28,205

11,292

25,591

3,324

25,440

3,345

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Ethenylbenzene

EB2403

9,098.0

+3.36%

308,542

253,185

Methanol

MA405

2,517.0

+3.11%

706,100

867,007

PVC

V2405

5,875.0

+1.52%

244,442

734,425

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Natural Rubber

RU2405

13,275.0

-0.86%

76,345

163,393

TSR 20

NR2404

11,025.0

-0.81%

15,917

61,752

Bleached Softwood Kraft Pulp

SP2405

5,562.0

-0.29%

85,737

239,062

 

* Commodities (night session):

* Global crude oil price closed up collectively. March NYMEX crude oil contract up 0.92% to closed at $73.45/b, April Brent contract up 0.81% to closed at $78.62/b. INE crude oil active contract up 0.88% to 560.4 yuan/b.

* Precious metals closed up collectively, COMEX gold active contract up 0.47% and closed at $2052.5/oz. SHFE gold active contract up 0.39% and closed at 482.56 yuan/gram.

* Metals closed up mostly, LME tin up 1.39%, LME aluminum up 0.75%, LME nickel down 0.75% on the contrast. SHFE aluminum up 1.04%, SHFE tin up 0.61%, SHFE lead down 0.28%.

* Commodity futures closed up collectively, chemistry and energy products up mostly, EB up 3.36%, methanol up 3.11%, PVC up 1.52%. Black series closed up collectively. Agricultural products closed up collectively, No.2 soybeans up 1.41%.

 

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