DZ20240116

 

Industrial Economy

*General Office of the State Council published the “Opinions on Developing the Silver Economy and Enhancing the Well-being of Elderly People”, proposing 26 measures in four aspects to accelerate the scale, standardization, clustering and branding development of the silver economy.

*Sichuan Province’s Housing and Urban-Rural Construction Work Conference was held, which pointed out to increase support for first-time homebuyers and improved housing policies, fully attract people from outside the province to come to Sichuan to buy houses.

 

International Relationship

*State Council Premier Li Qiang held talks with Swiss Federal President Amherd. The Chinese side will give Swiss a unilateral visa-free treatment.

 

Financial

*MoF adjust the scope of value-added tax and consumption tax refund goods in Guangdong-Macao In-Depth Cooperation Zone in Hengqin. The relevant goods entering the cooperation zone through the second-tier in the mainland are regarded as exported, and the policy of value-added tax and consumption tax refund is implemented.

*The China Meteorological Administration and NDRC jointly issued the “Guiding Opinions on Coordinating and Integrated Construction of Meteorological Business Software”, meeting the requirements of high-quality meteorological development and digital China construction.

 

*Margin Trade （SZ Margin Trade Not Released）

Total Margin Balance

1.5708 trillion

Total Short Selling Balance

68.2 billion

SH Margin Balance

0.8240 trillion

SH Short Selling Balance

43.4 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601888

78.3mio

601006

13.3mio

601288

67.3mio

601288

5.4mio

603392

56.3mio

601988

3.6mio

601688

54.5mio

601162

3.2mio

688390

53.3mio

688779

2.8mio

SZ Margin Balance

0.7456 trillion

SZ Short Selling Balance

24.8 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002594

94.1mio

000982

6.3mio

002641

89.4mio

002670

3.9mio

002371

54.8mio

002405

2.2mio

300418

53.6mio

000629

2.0mio

300623

52.9mio

300015

1.7mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+1.750

Northbound Net Cash Flow

-2.105

Southbound Net Cash Flow

+2.434

Southbound Net Cash Flow

+1.795

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

688111

268

2.26

002594

337

0.59

002241

230

3.67

300750

288

0.42

600809

150

0.58

301236

197

4.38

300502

148

4.72

601127

159

1.58

601012

129

0.77

002466

148

1.55

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2401

88,667

5,899

60,741

-3,684

66,801

-4,672

IF2402

14,785

3,744

12,483

2,136

14,317

2,491

IF2403

36,806

4,225

72,284

1,554

95,319

1,506

IF2406

15,290

1,577

43,957

848

67,449

1,595

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2401

51,643

3,454

40,403

-103

46,774

-495

IH2402

9,335

2,210

9,086

1,023

10,682

1,521

IH2403

21,821

3,262

37,527

1,481

51,346

2,000

IH2406

7,898

661

18,264

418

28,184

604

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2401

79,730

9,435

59,109

-4,635

57,127

-4,570

IC2402

20,413

7,135

24,018

5,530

22,887

5,162

IC2403

29,247

3,382

85,674

2,368

93,412

2,087

IC2406

14,037

748

70,573

348

81,226

635

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2401

78,822

7,102

47,149

-899

51,356

-65

IM2402

20,550

5,620

20,403

3,902

21,117

4,284

IM2403

37,690

254

76,358

2,554

81,502

1,619

IM2406

19,355

153

59,366

1,113

68,480

1,629

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2401

149748

-8016

62160

-3307

72754

-3006

IO2402

24374

24374

19973

19973

22819

22819

IO2403

7663

681

35374

318

44756

545

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2401

149998

-23452

46700

-1056

50056

-1660

MO2402

22742

6402

22264

1806

25532

1745

MO2403

6226

347

26861

337

32016

311

MO2406

2970

714

16982

-17

20779

-19

MO2409

1744

-611

19854

82

21802

37

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2401

75178

-1861

39308

-632

44669

-166

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2403

71,570

550

60,557

-1,549

66,684

-1,275

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2403

105,928

-25,108

97,715

-1,915

103,407

-3,321

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2403

120,364

-17,219

147,435

-228

151,581

-208

T2406

13,205

2,481

18,789

776

18,691

1,012

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2403

45,477

-18,880

38,204

1,918

41,578

1,276

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soda Ash

SA405

1,869.0

+1.91%

238,011

539,690

Ethenylbenzene

EB2402

8,601.0

+1.86%

199,262

146,110

Rapeseed Oil

OI405

8,003.0

+1.3%

150,371

282,808

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Crude Oil

SC2402

555.0

-1.79%

94,762

23,674

Rapeseed Meal

RM403

2,593.0

-1.52%

250,754

358,507

Low Sulfur Fuel Oil

LU2404

4,073.0

-0.9%

58,402

83,617

 

* Commodities (night session):

* Global crude oil price closed mixed. February NYMEX crude oil contract down 0.25% to closed at $72.50/b, March Brent contract up 0.05% to closed at $78.33/b. INE crude oil active contract down 1.79% to 555.0 yuan/b.

* Precious metals closed mixed, COMEX gold active contract up 0.36% and closed at $2059/oz. SHFE gold active contract up 0.11% and closed at 483.86 yuan/gram.

* Metals closed up mostly, LME zinc up 1.63%, LME lead up 0.67%, LME nickel down 1.24%, LME aluminum down 0.88%. SHFE zinc up 0.99%, SHFE nickel down 0.55%, SHFE aluminum down 0.40%.

* Commodity futures closed mixed, chemistry and energy products closed up mostly, soda ash up 1.91%, EB up 1.86%, wood pulp up 1.19%. Black series closed mixed. Agricultural products closed down mostly, rapeseed meal down 1.52%, rapeseed oil up 1.3%.

 

Download PDF

 

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.