DZ20240322
*Chairman Xi Jinping emphasized during his inspection in Hunan Province that he adheres to reform and innovation, seek truth and pragmatism, and continue to build a national important advanced manufacturing highland, a core competitive technological innovation highland, and an inland area reform and opening up highland.
Data
*CPCAAUTO: The retail sales of narrow passenger car in March was about 1.65mio units, up 3.7% y/y, with the retail sales of NEV expected to be around 750k units, up 37.1% y/y and up 93.2% m/m, and the penetration rate is expected to reach 45.5%.
Industrial Economy
*Ministry of Education and other six departments jointly issued the “Notice on Strengthening the Supervision of Prefabricated Vegetable Food Safety and Promoting the High-Quality Development of the Industry’, which pointed out to strictly use prefabricated vegetable food additives to effectively ensure the food safety of prefabricated vegetable products.
*Shenzhen issued “Several Measures for Promoting the High-Quality Development of Ultra-high-definition Video Display Industry Clusters”.
March 21 Block Trade Info
*Flat
- CATL (300750 CH) saw 3 block trades worth 56.72mn at 189.08yuan per share, flat from last closing.
- Ingenic Semiconductor (300223 CH) saw 1 block trades worth 70.29mn at 69.00yuan per share, flat from last closing.
- BOE (000725 CH) saw 1 block trades worth 60.64mn at 4.00yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.5063 trillion |
Total Short Selling Balance |
42.6 billion |
|
SH Margin Balance |
0.7946 trillion |
SH Short Selling Balance |
26.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600580 |
379mio |
600985 |
1.6mio |
|
601899 |
224mio |
688728 |
1.0mio |
|
603259 |
202mio |
600869 |
0.8mio |
|
600733 |
163mio |
600821 |
0.7mio |
|
688111 |
103mio |
601318 |
0.7mio |
|
SZ Margin Balance |
0.7105 trillion |
SZ Short Selling Balance |
15.7 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000625 |
268mio |
300002 |
1.1mio |
|
002085 |
244mio |
000917 |
1.0mio |
|
300502 |
159mio |
002610 |
0.9mio |
|
002432 |
137mio |
002131 |
0.8mio |
|
300413 |
117mio |
002195 |
0.7mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-3.112 |
Northbound Net Cash Flow |
-2.908 |
||
|
Southbound Net Cash Flow |
+1.628 |
Southbound Net Cash Flow |
+3.144 |
||
|
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 |
|
000858 |
237 |
0.39 |
603259 |
790 |
5.35 |
|
300750 |
222 |
0.27 |
601138 |
286 |
0.57 |
|
000333 |
204 |
0.47 |
300502 |
191 |
3.59 |
|
002281 |
139 |
4.48 |
002129 |
172 |
3.15 |
|
600809 |
124 |
0.41 |
601127 |
160 |
1.03 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2404 |
71,165 |
351 |
64,552 |
223 |
71,816 |
-712 |
|
IF2406 |
29,342 |
3,624 |
64,474 |
1,429 |
86,899 |
1,749 |
|
IF2409 |
11,579 |
1,275 |
32,952 |
384 |
48,122 |
801 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2404 |
43,308 |
-2,619 |
32,011 |
955 |
35,403 |
191 |
|
IH2406 |
22,328 |
-148 |
29,521 |
-637 |
41,936 |
-555 |
|
IH2409 |
8,450 |
-216 |
14,764 |
417 |
22,852 |
506 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2404 |
62,597 |
947 |
70,162 |
1,624 |
64,576 |
1,656 |
|
IC2406 |
28,985 |
-1,611 |
88,163 |
-1,952 |
93,292 |
-1,587 |
|
IC2409 |
10,916 |
1,199 |
47,136 |
550 |
47,748 |
674 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2404 |
103,999 |
-9,580 |
69,959 |
-1,265 |
75,209 |
-2,011 |
|
IM2406 |
58,481 |
719 |
72,816 |
-2,398 |
82,072 |
-1,998 |
|
IM2409 |
21,939 |
-1,570 |
51,952 |
156 |
54,090 |
856 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2404 |
74568 |
10695 |
42444 |
612 |
46258 |
1631 |
|
IO2406 |
3227 |
576 |
26157 |
174 |
29817 |
76 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2404 |
153136 |
23168 |
58238 |
2539 |
56454 |
2531 |
|
MO2406 |
6039 |
-1077 |
31567 |
308 |
32662 |
171 |
|
MO2409 |
5587 |
1103 |
26628 |
-71 |
27243 |
-56 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2404 |
24979 |
753 |
19668 |
724 |
22579 |
247 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2406 |
74,574 |
15,332 |
52,452 |
1,878 |
58,127 |
2,589 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2406 |
139,392 |
57,738 |
104,532 |
4,722 |
110,894 |
4,919 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2406 |
131,661 |
34,683 |
153,905 |
7,057 |
156,118 |
6,009 |
|
T2409 |
9,848 |
734 |
13,667 |
122 |
13,869 |
53 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2406 |
80,229 |
22,621 |
46,914 |
2,487 |
46,813 |
2,337 |
|
TL2409 |
10,333 |
3,438 |
12,161 |
-8 |
11,589 |
59 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2405 |
1,664.5 |
+2.3% |
43,064 |
125,527 |
|
Iron Ore |
I2405 |
847.0 |
+1.86% |
108,089 |
391,181 |
|
Coke |
J2405 |
2,197.0 |
+1.13% |
6,140 |
29,355 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Natural Rubber |
RU2405 |
14,930.0 |
-1.81% |
197,524 |
169,394 |
|
TSR 20 |
NR2405 |
12,290.0 |
-1.72% |
31,958 |
61,823 |
|
Silver |
AG2406 |
6,341.0 |
-1.14% |
671,618 |
619,250 |
* Commodities (night session):
* Global crude oil price closed down collectively. May NYMEX crude oil contract down 0.55% to closed at $80.82/b, May Brent contract down 0.46% to closed at $84.99/b. INE crude oil active contract down 0.60% to 627.9 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 1.03% and closed at $2183.3/oz. SHFE gold active contract up 0.15% and closed at 511.52 yuan/gram.
* Metals closed up mostly, LME tin up 2.61%, LME aluminum up 1.58%, LME zinc up 0.94%. SHFE tin up 0.97%, SHFE copper down 0.43%, bonded copper down 0.34%.
* Commodity futures closed mixed, chemistry and energy products closed down mostly, natural rubber down 1.81%, TSR 20 down 1.72%. Black series closed up collectively, coking coal up 2.3%, iron ore up 1.86%, coke up 1.13%. Agricultural products closed down collectively.
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.
