DZ20240111

 

Financial

*The local government is planning and reserving ultra-long-term special national debt projects, supporting food security, energy security, new urbanization, rural revitalization and other fields, learned from several local investment and financing professionals.

*Beijing: Lead the infrastructure REITs special class to coordinate scheduling, regularly train and guide, strengthen project reserve planning, and fully support enterprises in applying for the issuance of infrastructure REITs.

 

Industrial Economy

*The State Administration for Market Regulation publicly solicited opinions on the “Management Measures for Food Commissioned Production Supervision”, which proposed that the special medical purpose formula food and infant formula milk powder cannot be commissioned for production.

 

International Relationship

*Prime Minister Alexandre de Crowe of the Kingdom of Belgium will pay an official visit to China from January 11 to 12, at the invitation of Premier Li Qiang of the State Council.

 

Co Focus

*Chengdu High-tech Zone and BOE (000725 CH) signed an investment cooperation agreement and will build the first domestically and globally 28.6 AMOLED display device production line in Chengdu, with a total investment of cny 63bn.

 

Jan 10 Block Trade Info

*Discount

- Hongbo (002229 CH) saw 1 block trades worth 266.64mn at 22.22yuan per share, 7.07pct discount from last closing.

 

*Flat

- Moutai (600519 CH) saw 1 block trades worth 1.0bn at 1641.50yuan per share, flat from last closing.

- Tianfu Energy (600509 CH) saw 5 block trades worth 82.01mn at 5.71yuan per share, flat from last closing.

 

*Margin Trade （SZ Margin Trade Not Released）

Total Margin Balance

1.5741 trillion

Total Short Selling Balance

68.5 billion

SH Margin Balance

0.8259 trillion

SH Short Selling Balance

43.8 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601127

156mio

600010

8.6mio

600900

80.6mio

601933

2.2mio

600150

76.5mio

600415

1.7mio

601318

70.5mio

601058

1.6mio

600329

66.7mio

601162

1.2mio

SZ Margin Balance

0.7470 trillion

SZ Short Selling Balance

24.7 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

000776

74.4mio

002610

4.0mio

300750

71.3mio

300002

3.1mio

000725

61.1mio

002506

2.1mio

002610

53.9mio

002131

1.1mio

002611

50.3mio

002238

0.9mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+0.257

Northbound Net Cash Flow

+0.433

Southbound Net Cash Flow

+1.569

Southbound Net Cash Flow

+1.001

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

603259

209

1.04

600900

207

0.36

300274

201

1.65

600519

203

0.10

300122

181

1.36

601012

195

1.16

000625

132

0.90

002460

184

2.10

300750

129

0.20

002594

159

0.28

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2401

98,698

-3,433

69,378

165

76,572

-1,106

IF2402

8,470

122

8,716

846

9,881

900

IF2403

38,196

2,813

71,318

1,822

93,341

2,245

IF2406

16,660

-78

42,724

1,301

65,233

1,871

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2401

53,814

-3,288

45,560

-780

54,076

-673

IH2403

19,529

-1,317

35,664

824

48,664

1,043

IH2406

8,678

988

17,717

630

27,122

822

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2401

88,285

-366

73,704

-1,179

70,596

399

IC2402

13,873

-1,061

14,833

1,476

14,235

1,486

IC2403

32,723

483

85,099

2,348

92,322

2,665

IC2406

18,587

-2,756

69,359

-638

79,294

-2

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2401

91,775

-6,620

57,512

-1,828

62,387

-942

IM2402

15,179

469

12,903

1,801

13,554

1,424

IM2403

38,921

-4,382

72,295

861

78,080

754

IM2406

21,295

-2,773

57,470

-469

66,529

-519

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2401

181964

-25024

69971

623

78393

791

IO2403

11082

871

34460

-340

43390

-31

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2401

248041

23649

50034

757

56317

41

MO2402

32840

32840

18101

18101

21348

21348

MO2403

17520

2055

26042

1694

31341

1602

MO2406

4168

-975

16605

153

20421

246

MO2409

3221

811

19485

107

21359

139

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2401

115845

-5938

38786

-1865

44771

-941

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2403

54,176

-10,629

60,690

539

67,742

99

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2403

90,612

-13,880

99,717

185

104,825

-698

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2403

97,803

-17,313

155,880

-3,273

160,950

-2,750

T2406

9,670

-556

18,207

723

17,721

870

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2403

39,089

-8,864

37,814

926

42,000

1,327

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Stainless Steel

SS2402

14,070.0

+3%

46,470

41,032

Nickel

NI2402

127,690.0

+2.13%

89,562

96,824

TSR 20

NR2403

10,990.0

+1.71%

21,050

54,883

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Glass

FG405

1,777.0

-2.58%

542,809

646,135

Rapeseed Meal

RM403

2,605.0

-1.92%

213,669

493,183

LPG

PG2402

4,385.0

-1.86%

114,284

60,699

 

* Commodities (night session):

* Global crude oil price closed down mostly. February NYMEX crude oil contract down 1.27% to closed at $71.32/b, March Brent contract down 1.08% to closed at $76.75/b. INE crude oil active contract up 0.96% to 557.5 yuan/b.

* Precious metals closed up slightly, COMEX gold active contract down 0.16% and closed at $2029.8/oz. SHFE gold active contract down 0.32% and closed at 479.58 yuan/gram.

* Metals closed up mostly, LME lead up 1.54%, LME tin up 0.66%, LME nickel up 0.51%. SHFE nickel up 2.13%, SHFE tin up 0.90%, SHFE lead up 0.64%.

* Commodity futures closed down mostly, chemistry and energy products performed mixed, butadiene rubber up 1.75%, TSR 20 up 1.71%, glass down 2.58%, LPG down 1.86%. Black series closed mixed, iron ore down nearly 1%. Agricultural products closed down mostly, rapeseed meal down 1.92%, No.2 soybeans down1.38%, cotton yarn down 1.08%.

 

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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.