DZ20240115
Data
*The increase in social financing scale in December was cny 1.94tn, an increase of cny 616.9bn from the same period last year. The increase in RMB loans in December was cny 1.17tn, a decrease of cny 240.1bn compared to the same period last year. M2 increased by 9.7% y/y, estimated at 10.1% y/y and the previous value was 10.0% y/y.
Industrial Economy
*MIIT and other three departments jointly issued the “Guidelines for the Construction of Blockchain and Distributed Accounting Technology Standard System”, which pointed out that by 2025, a standard system that supports the development of blockchain will initially form.
*Ministry of Transport: Strengthen the reserve of major railway, civil aviation and postal projects and strive to expand effective investment in transportation.
Financial
*General Administration for Financial Regulation issued a notice on strengthening financial services for technology-based enterprises throughout their entire life cycle, which pointed out to support the growth of technology-based enterprises in the start-up period, encourage banking institutions to increase credit loan investment on the basis of risk prevention and control.
*SZSE revised and released the “Implementation Measures for Self-Regulatory Measures and Disciplinary Actions”, further strengthening the supervision and creating a good ecology of the capital market.
Jan 12 Block Trade Info
*Discount
- Semitronix (301095 CH) saw 30 block trades worth 182.49mn at 63.70yuan per share, 6.99pct discount from last closing.
*Flat
- Zijin Mining (601899 CH) saw 1 block trades worth 140.30mn at 12.20yuan per share, flat from last closing.
- Wanhua Chemical (600309 CH) saw 1 block trades worth 141.68mn at 70.84yuan per share, flat from last closing.
- TCL Tech (000100 CH) saw 1 block trades worth 140.25mn at 4.25yuan per share, flat from last closing.
*Margin Trade (SZ Margin Trade Not Released)
Total Margin Balance |
1.5699 trillion |
Total Short Selling Balance |
69.0 billion |
SH Margin Balance |
0.8237 trillion |
SH Short Selling Balance |
44.0 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
603688 |
81.4mio |
560010 |
9.4mio |
601825 |
43.7mio |
600010 |
4.1mio |
601857 |
42.1mio |
510500 |
2.7mio |
688498 |
39.0mio |
512800 |
2.6mio |
605117 |
38.0mio |
601058 |
2.6mio |
SZ Margin Balance |
0.7449 trillion |
SZ Short Selling Balance |
25.0 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
000661 |
254mio |
002506 |
3.2mio |
000821 |
71.7mio |
000982 |
2.0mio |
002236 |
62.9mio |
002607 |
1.6mio |
300059 |
42.4mio |
300059 |
1.5mio |
002027 |
41.7mio |
002250 |
1.3mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+0.352 |
Northbound Net Cash Flow |
-3.384 |
||
Southbound Net Cash Flow |
+0.875 |
Southbound Net Cash Flow |
+0.593 |
||
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 |
601288 |
273 |
0.21 |
600519 |
288 |
0.14 |
600438 |
201 |
1.77 |
300124 |
183 |
1.20 |
600309 |
174 |
0.78 |
002607 |
182 |
7.44 |
002230 |
159 |
1.68 |
601012 |
169 |
1.00 |
301236 |
149 |
3.23 |
600406 |
152 |
0.90 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2401 |
83,675 |
-16,515 |
64,425 |
-3,434 |
71,545 |
-3,632 |
IF2402 |
11,535 |
1,806 |
10,523 |
1,489 |
11,991 |
1,832 |
IF2403 |
32,693 |
-5,237 |
70,968 |
593 |
93,813 |
991 |
IF2406 |
14,425 |
-1,468 |
43,109 |
257 |
65,854 |
-123 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2401 |
48,548 |
-7,152 |
40,694 |
-4,011 |
47,740 |
-4,487 |
IH2403 |
18,930 |
-3,487 |
36,046 |
-74 |
49,434 |
118 |
IH2406 |
7,741 |
-844 |
17,846 |
15 |
27,594 |
120 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2401 |
71,069 |
-11,630 |
64,594 |
-3,312 |
61,749 |
-3,598 |
IC2402 |
14,180 |
990 |
18,592 |
1,817 |
17,750 |
1,582 |
IC2403 |
26,217 |
-4,227 |
83,469 |
-815 |
91,325 |
-567 |
IC2406 |
14,002 |
-2,944 |
70,345 |
-16 |
80,591 |
-108 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2401 |
72,175 |
-20,037 |
48,246 |
-8,322 |
51,763 |
-9,031 |
IM2402 |
15,469 |
-3,832 |
16,674 |
948 |
17,144 |
693 |
IM2403 |
37,961 |
-10,521 |
73,883 |
-3,285 |
79,893 |
-2,671 |
IM2406 |
20,381 |
-3,432 |
58,253 |
276 |
66,882 |
403 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2401 |
158816 |
-2512 |
65863 |
-2978 |
75782 |
-2336 |
IO2403 |
7154 |
-2773 |
35171 |
201 |
44211 |
195 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2401 |
173739 |
-40115 |
47756 |
-880 |
51717 |
-1862 |
MO2402 |
16910 |
-5057 |
20458 |
705 |
24085 |
860 |
MO2403 |
6211 |
-4529 |
26533 |
399 |
31705 |
224 |
MO2406 |
2452 |
-1288 |
16999 |
228 |
20798 |
269 |
MO2409 |
2401 |
-496 |
19772 |
90 |
21765 |
220 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2401 |
77602 |
-16069 |
40054 |
766 |
44976 |
-840 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2403 |
72,117 |
7,241 |
62,307 |
751 |
68,080 |
70 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2403 |
134,261 |
2,494 |
99,688 |
-5,536 |
106,728 |
-4,091 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2403 |
139,547 |
20,449 |
147,797 |
-4,520 |
151,789 |
-6,762 |
T2406 |
10,890 |
-1,408 |
18,029 |
571 |
17,679 |
370 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2403 |
64,546 |
20,064 |
36,761 |
-17 |
40,302 |
-580 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Tin |
SN2402 |
210,690.0 |
+2.03% |
21,716 |
25,324 |
EG |
EG2405 |
4,616.0 |
+1.74% |
374,700 |
423,931 |
Low Sulfur Fuel Oil |
LU2404 |
4,142.0 |
+1.69% |
63,960 |
90,588 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Iron Ore |
I2405 |
946.0 |
-1.82% |
180,552 |
507,554 |
Soybean Meal |
M2405 |
3,056.0 |
-1.36% |
527,908 |
1,622,300 |
Lead |
PB2402 |
16,240.0 |
-1.31% |
21,890 |
26,101 |
* Commodities (night session):
* Global crude oil price closed up mostly. February NYMEX crude oil contract up 1.03% to closed at $72.76/b, March Brent contract up 1.25% to closed at $78.38/b. INE crude oil active contract down 0.55% to 562.1 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 1.7% and closed at $2053.6/oz. SHFE gold active contract up 0.64% and closed at 483.02 yuan/gram.
* Metals closed down mostly, LME nickel down 1.04%, LME aluminum down 0.87%, LME copper down 0.72%, LME tin up 0.82% on the contrast. SHFE lead down 1.31%, SHFE nickel down 0.45%. SHFE tin up 2.03% on the contrast.
* Commodity futures closed mixed, chemistry and energy products closed up mostly, MEG up 1.74%, low sulfur fuel oil up 1.69%, bitumen up 1.55%. Black series closed mixed, iron ore down 1.82%. Agricultural products performed mixed, soybean meal down 1.36%, No.2 soybeans down nearly 1%.
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.