DZ20240418

Industrial Economy

*PBoC, MoC and SAFE jointly issued the “Notice on Further Optimizing Payment Services in the Commercial Field and Enhance Payment Convenience”, which pointed out to accelerate the transformation and distribution of hardware and software of bank card acceptance equipment at home and abroad.

*NDRC: Further increase the support of investment within the central budget, focusing on supporting the construction of “one old and one small” facility service system, organize various localities to implement a number of specialized and large-scale medical and nursing combination projects.

*Hubei Province: Accelerate the cultivation of more unicorn enterprises in the aerospace field.

 

Financial

*PBoC held the 2024 Treasury Work Conference, which proposed to accelerate the construction of the National Treasury Project and promote the development of Treasury Accounting and other systems.

*NDRC: Implement the recently issued action plan for large-scale equipment renewal and replacing old consumer goods with new ones, accelerate the implementation of measures such as ultra-long-term special treasury bonds, expand domestic demand, comprehensively deepen reform and expand high-level opening up.

 

Apr 17 Block Trade Info

*Discount

- Lotus Health (600186 CH) saw 1 block trades worth 117.67mn at 4.10yuan per share, 2.84pct discount from last closing.

- Holly Futures (001236 CH) saw 9 block trades worth 101.20mn at 7.53yuan per share, 15.96pct discount from last closing.

- Vanke (000002 CH) saw 2 block trades worth 399.96mn at 6.89yuan per share, 2.96pct discount from last closing.

 

*Flat

- Autowell (688516 CH) saw 4 block trades worth 114.15mn at 104.74yuan per share, flat from last closing.

- Moutai (600519 CH) saw 4 block trades worth 90.85mn at 1667.00yuan per share, flat from last closing.

- China Eastern Airlines (600115 CH) saw 5 block trades worth 77.85mn at 3.50yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4906 trillion

Total Short Selling Balance

40.6 billion

SH Margin Balance

0.7888 trillion

SH Short Selling Balance

25.9 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601127

333mio

600210

1.3mio

603019

160mio

601006

1.0mio

600519

155mio

601860

0.7mio

601766

139mio

600157

0.7mio

603259

129mio

600369

0.7mio

SZ Margin Balance

0.7006 trillion

SZ Short Selling Balance

14.7 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

000777

68.7mio

000002

8.3mio

000408

54.9mio

000982

6.4mio

000733

47.1mio

002195

4.8mio

000625

46.0mio

000723

4.5mio

002049

33.6mio

002051

4.5mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-0.255

Northbound Net Cash Flow

+0.023

Southbound Net Cash Flow

+1.566

Southbound Net Cash Flow

-0.419

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

000538

180

1.88

300750

613

0.71

000725

175

1.10

600519

604

0.29

002352

109

0.65

601138

530

1.22

600795

107

1.16

601998

331

0.94

002142

106

0.76

300274

331

2.25

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2404

85,990

-4,753

31,728

-7,965

34,273

-8,481

IF2405

47,739

16,782

34,547

11,518

38,658

12,920

IF2406

46,925

3,133

67,258

2,701

89,964

3,025

IF2409

16,955

1,503

35,527

504

52,810

746

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2404

48,657

-8,166

20,804

-5,665

21,683

-5,833

IH2405

26,180

9,681

18,825

5,876

21,041

6,940

IH2406

27,475

-2,209

29,448

609

40,873

771

IH2409

11,763

-92

16,384

329

24,698

379

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2404

90,551

-5,818

36,329

-12,021

33,906

-10,258

IC2405

47,699

16,123

39,062

9,662

36,533

8,824

IC2406

53,039

42

92,456

-493

94,838

-558

IC2409

21,313

1,448

54,929

876

54,888

382

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2404

126,844

-27,656

37,471

-15,387

37,238

-16,811

IM2405

67,106

19,670

44,223

9,244

46,117

10,518

IM2406

105,787

109

84,824

3,771

93,775

1,995

IM2409

38,819

-4,265

60,512

1,210

62,855

228

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2404

143318

-25125

36302

-2923

41495

-4803

IO2405

39840

6116

24290

3546

27635

4566

IO2406

9735

3176

29376

580

35352

955

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2404

306224

-107573

64371

-2883

63607

-4680

MO2405

85235

2805

33507

2154

36507

1475

MO2406

15900

-4185

33901

435

38008

525

MO2409

10197

432

28528

474

29908

618

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2404

56741

-20085

17612

-1919

20856

-1784

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2406

49,548

-11,276

60,862

610

65,255

672

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2406

84,297

-16,558

120,541

888

126,450

29

TF2409

5,192

-993

9,858

471

10,447

486

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2406

83,190

-10,655

164,378

-1,100

169,706

-86

T2409

8,063

-1,816

16,297

233

15,864

372

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2406

72,619

15,147

51,293

1,359

51,336

1,172

TL2409

15,649

9,695

14,857

852

14,068

1,055

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soda Ash

SA409

2,036.0

+7.38%

1,410,642

757,283

Iron Ore

I2409

878.5

+3.6%

203,885

498,866

Glass

FG409

1,508.0

+3.43%

945,976

957,025

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Crude Oil

SC2406

644.3

-2.86%

109,217

37,622

Rapeseed Meal

RM409

2,717.0

-0.95%

384,136

718,778

No.2 Soybeans

B2405

3,724.0

-0.88%

48,741

53,063

 

* Commodities (night session):

* Global crude oil price closed down collectively. May NYMEX crude oil contract down 2.93% to closed at $82.86/b, June Brent contract down 2.83% to closed at $87.47/b. INE crude oil active contract down 2.86% to 644.3 yuan/b.

* Precious metals closed mixed, COMEX gold active contract down 1.3% and closed at $2376.6/oz. SHFE gold active contract down 0.73% and closed at 564.14 yuan/gram.

* Metals closed up collectively, LME tin up 2.99%, LME nickel up 2.11%,, LME zinc up 1.97%, LME lead up 0.93%. SHFE nickel up 1.40%, SHFE tin up 1.19%, SHFE zinc up 0.94%.

* Commodity futures closed up mostly, chemistry and energy closed up collectively, soda ash up 7.38%, glass up 3.43%, methanol up 1.03%. Black series closed up collectively, iron ore up 3.6%, coking coal up 3.34%, coke up 2.28%. Agricultural products closed down mostly, rapeseed meal down nearly 1%.

 

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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.