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%.
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.