DZ20240109

 

Industrial Economy

*MIIT issued a notice on the guidelines for the construction of a national automotive chip standard system, which pointed out that by 2025, more than 30 key standards for automotive chips will be formulated to clarify environmental and reliability, electromagnetic compatibility, functional safety, and information security.

*MIIT held a symposium on promoting green and low-carbon industrial development on January 8th, which proposed to promote carbon emission reduction in the industrial sector and coordinate efforts to peak carbon emissions in key industries such as industry, steel, building materials, petrochemicals, and non-ferrous metals.

*Guizhou Provincial Government recently issued the Implementation Plan on Strengthening the Construction of Digital Government.

 

Financial

*MoC: Coordinate the expansion of domestic demand and deepening supply-side structural reform, as well as the new urbanization and comprehensive revitalization of rural areas, stated at the National Business Work Conference held in Beijing.

*The Ministry of Human Resources and Social Security issued a notice on strengthening the standardized construction of the gig market, which proposed that all localities should incorporate the gig market into the overall planning and promotion of the construction of the employment public service system.

 

Jan 8 Block Trade Info

*Discount

- Ruitai New Energy Materials (301238 CH) saw 1 block trades worth 68.60mn at 19.60yuan per share, 2.00pct discount from last closing.

- Silver Basis Tech (002786 CH) saw 3 block trades worth 88.99mn at 13.74yuan per share, 18.21pct discount from last closing.

- Hongbo (002229 CH) saw 1 block trades worth 244.42mn at 22.22yuan per share, 6.60pct discount from last closing.

 

*Flat

- Qinchuan Machine Tool (000837 CH) saw 5 block trades worth 59.88mn at 9.48yuan per share, flat from last closing.

 

*Margin Trade SZ Margin Trade Not Released

Total Margin Balance

1.5802 trillion

Total Short Selling Balance

67.9 billion

SH Margin Balance

0.8290 trillion

SH Short Selling Balance

43.7 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600519

237mio

601099

3.1mio

601012

104mio

600985

2.4mio

601919

66.6mio

600483

2.0mio

603259

56.9mio

600864

2.0mio

600900

54.0mio

600010

1.8mio

SZ Margin Balance

0.7500 trillion

SZ Short Selling Balance

24.2 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300059

84.9mio

000560

4.7mio

000009

65.7mio

002506

4.2mio

300308

60.2mio

300017

2.0mio

002460

54.9mio

003035

1.8mio

300274

53.2mio

301511

1.6mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-1.156

Northbound Net Cash Flow

-3.190

Southbound Net Cash Flow

-0.294

Southbound Net Cash Flow

-1.136

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

601127

231

2.18

300750

342

0.52

000333

224

0.57

000625

232

1.57

300033

167

2.08

000858

223

0.44

688012

151

1.69

601088

192

0.29

603501

134

1.13

002594

173

0.31

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2401

107,988

7,158

73,435

1,534

83,079

945

IF2402

10,381

3,175

8,325

1,672

9,285

1,751

IF2403

44,753

2,066

71,101

1,968

93,218

2,038

IF2406

18,260

2,753

41,771

976

63,435

1,143

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2401

67,367

5,903

47,485

-503

56,367

-1,147

IH2403

24,130

143

35,278

978

48,021

1,287

IH2406

10,500

619

17,387

572

26,755

697

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2401

95,945

28,572

80,036

1,014

76,183

-59

IC2402

10,350

2,647

10,968

1,055

10,480

1,175

IC2403

36,356

9,957

83,599

1,375

91,648

-828

IC2406

22,857

5,235

67,759

-767

77,084

-99

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2401

93,183

18,702

63,874

3,802

68,630

5,022

IM2402

11,915

3,309

9,581

1,470

10,185

1,907

IM2403

47,107

14,900

74,330

2,477

79,124

850

IM2406

25,130

7,322

58,061

1,178

67,340

828

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2401

189765

10351

69867

1342

80677

2369

IO2403

11801

4321

35584

756

43903

782

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2401

208248

64145

50234

2178

58195

2729

MO2403

16272

9170

24355

-229

29382

72

MO2406

6199

2262

16609

-232

20214

30

MO2409

4915

749

19348

120

21199

149

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2401

108746

16773

41504

129

47645

635

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2403

58,417

-11,068

58,284

1,372

65,417

806

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2403

81,451

-17,499

99,456

-510

104,491

-1,381

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2403

90,745

-20,369

156,211

-3,237

160,800

-2,814

T2406

11,425

1,275

17,193

1,529

16,752

1,335

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2403

28,968

-17,200

36,034

-18

38,889

-97

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Nickel

NI2402

125,020.0

+0.42%

79,341

106,449

Soda Ash

SA405

1,942.0

+0.1%

177,267

495,213

Lead

PB2402

16,120.0

+0.06%

16,410

37,991

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Fuel Oil

FU2403

2,913.0

-4.27%

521,889

222,651

Crude Oil

SC2402

537.0

-3.69%

154,308

31,402

LPG

PG2402

4,487.0

-2.82%

75,257

63,144

 

* Commodities (night session):

* Global crude oil price closed down collectively. February NYMEX crude oil contract down 3.92% to closed at $70.92/b, March Brent contract down 3.11% to closed at $76.31/b. INE crude oil active contract down 3.69% to 537.0 yuan/b.

* Precious metals closed down collectively, COMEX gold active contract down 0.77% and closed at $2034.1/oz. SHFE gold active contract down 0.46% and closed at 480.10 yuan/gram.

* Metals closed down collectively, LME zinc down 2.28%, LME aluminum down 1.61%, LME nickel down 0.84%. SHFE aluminum down 0.81%, SHFE zinc down 0.75%, SHFE tin down 0.67%.

* Commodity futures closed down collectively, chemistry and energy products performed weak, fuel oil down 4.27%, LPG down 2.82%, low sulfur fuel oil down 2.78%. Black series closed down collectively, coking coal down 1.49%. Agricultural products closed down collectively, rapeseed meal down 1.9%, cotton yarn down 1.76%, RBD palm olein down 1.71%.

 

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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.