DZ20240124
Financial
*CSRC held the party committee expansion meeting emphasizing to maintain the stable operation of the capital market and increase the efforts to enter the market for medium and long-term funds, comprehensive supervision should be strengthened in accordance with the law to effectively prevent and resolve risks.
*The State Council Premier Li Qiang presided over a symposium for representatives from experts, entrepreneurs, educational science, culture and sports fields to listen to opinions and suggestions on the Government Work Report, which pointed out to better meet the needs of residents in housing, education, medical care, culture, sports, tourism and other aspects, and continuously enhance the sense of happiness and security for the people.
*The Finance and Economics Committee of the NPC held a symposium on the work of legislative contact deliberation, strengthen supervision of relevant legislative projects and promote financial legislation.
Industrial Economy
*The Administration for Market Regulation revised and issued the “Management Measures for Agricultural and Rural Standardization”, leading the promotion of rural revitalization.
*State Post Bureau held a meeting emphasizing to cultivate world-class delivery logistics enterprises with international competitiveness.
Jan 23 Block Trade Info
*Discount
- Bestore (603719 CH) saw 20 block trades worth 74.45mn at 15.97yuan per share, 8.38pct discount from last closing.
- Ingenic Semiconductor (300223 CH) saw 2 block trades worth 210.66mn at 50.64yuan per share, 2.90pct discount from last closing.
*Flat
- Moutai (600519 CH) saw 1 block trades worth 999.89mn at 1619.00yuan per share, flat from last closing.
- China Eastern Airlines (600115 CH) saw 1 block trades worth 145.53mn at 3.71yuan per share, flat from last closing.
- Minsheng Bank (600016 CH) saw 1 block trades worth 385.38mn at 3.74yuan per share, flat from last closing.
- CATL (300750 CH) saw 7 block trades worth 95.36mn at 153.91yuan per share, flat from last closing.
- Focus Media (002027 CH) saw 7 block trades worth 67.74mn at 5.70yuan per share, flat from last closing.
*Margin Trade (SZ Margin Trade Not Released)
Total Margin Balance |
1.5345 trillion |
Total Short Selling Balance |
67.7 billion |
SH Margin Balance |
0.8070 trillion |
SH Short Selling Balance |
42.7 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
601888 |
84.4mio |
600010 |
7.4mio |
601138 |
76.1mio |
601916 |
4.6mio |
603019 |
70.5mio |
600901 |
3.7mio |
600570 |
69.5mio |
600674 |
3.5mio |
600519 |
65.0mio |
600606 |
2.7mio |
SZ Margin Balance |
0.7263 trillion |
SZ Short Selling Balance |
25.0 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300418 |
117mio |
002517 |
4.3mio |
300364 |
104mio |
300002 |
3.1mio |
002459 |
62.7mio |
300459 |
2.3mio |
002230 |
62.5mio |
000100 |
2.1mio |
300002 |
55.1mio |
000725 |
2.0mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+2.902 |
Northbound Net Cash Flow |
+0.888 |
||
Southbound Net Cash Flow |
-2.477 |
Southbound Net Cash Flow |
-2.842 |
||
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 |
002230 |
539 |
6.08 |
300750 |
608 |
0.89 |
000063 |
431 |
3.94 |
601888 |
389 |
2.30 |
300059 |
225 |
1.14 |
002129 |
223 |
3.51 |
000988 |
156 |
5.97 |
601899 |
189 |
0.61 |
000333 |
155 |
0.40 |
002475 |
182 |
0.88 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2402 |
119,710 |
-9,153 |
61,008 |
-1,423 |
68,535 |
-1,024 |
IF2403 |
71,744 |
-395 |
82,120 |
175 |
102,938 |
562 |
IF2406 |
28,269 |
-5,189 |
46,284 |
-1,654 |
69,013 |
-2,484 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2402 |
80,329 |
1,145 |
35,613 |
-2,557 |
39,758 |
-3,376 |
IH2403 |
41,919 |
-6,936 |
35,177 |
-4,327 |
48,177 |
-3,934 |
IH2406 |
19,586 |
-3,663 |
19,099 |
-1,546 |
28,684 |
-1,973 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2402 |
124,034 |
15,511 |
62,986 |
-3,326 |
63,276 |
-4,218 |
IC2403 |
89,418 |
12,503 |
95,674 |
255 |
105,171 |
254 |
IC2406 |
37,592 |
-1,090 |
77,637 |
-1,084 |
87,610 |
-1,757 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2402 |
141,433 |
12,085 |
57,887 |
2,278 |
62,470 |
96 |
IM2403 |
97,468 |
3,376 |
80,652 |
3,497 |
88,988 |
1,740 |
IM2406 |
57,491 |
5,230 |
62,247 |
-1,310 |
72,027 |
-1,502 |
IM2409 |
18,482 |
4,300 |
8,476 |
2,598 |
9,585 |
2,541 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2402 |
178720 |
-38377 |
50297 |
3312 |
55521 |
3987 |
IO2403 |
18304 |
-5844 |
37882 |
-689 |
48086 |
-260 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2402 |
229037 |
-36971 |
51788 |
2308 |
54663 |
2478 |
MO2403 |
44529 |
8999 |
33603 |
1614 |
39264 |
1987 |
MO2406 |
12363 |
2607 |
18130 |
374 |
23043 |
411 |
MO2409 |
8395 |
-852 |
21342 |
343 |
23416 |
428 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2402 |
101624 |
15854 |
23661 |
1419 |
26991 |
1762 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2403 |
60,010 |
1,902 |
58,386 |
807 |
64,340 |
417 |
TS2406 |
5,478 |
1,965 |
10,801 |
767 |
10,538 |
823 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2403 |
89,811 |
4,844 |
97,204 |
-2,851 |
105,379 |
-2,975 |
TF2406 |
8,604 |
1,004 |
14,882 |
350 |
15,386 |
369 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2403 |
125,847 |
324 |
149,372 |
-3,420 |
153,409 |
-2,593 |
T2406 |
14,384 |
2,737 |
22,800 |
1,475 |
21,475 |
1,337 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2403 |
52,576 |
6,017 |
39,582 |
-1,118 |
42,174 |
-1,125 |
TL2406 |
7,319 |
3,070 |
10,672 |
734 |
10,868 |
665 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Aluminum |
AL2403 |
18,910.0 |
+1.42% |
101,279 |
206,950 |
Rapeseed Oil |
OI405 |
8,078.0 |
+1.28% |
136,880 |
256,604 |
Zinc |
ZN2403 |
21,035.0 |
+1.23% |
53,207 |
87,073 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Soda Ash |
SA405 |
2,074.0 |
-1.75% |
610,664 |
460,127 |
LPG |
PG2403 |
4,247.0 |
-0.77% |
96,958 |
100,337 |
Low Sulfur Fuel Oil |
LU2404 |
4,190.0 |
-0.76% |
74,099 |
103,993 |
* Commodities (night session):
* Global crude oil price closed down collectively. March NYMEX crude oil contract down 0.33% to closed at $74.51/b, March Brent contract down 0.46% to closed at $79.69/b. INE crude oil active contract down 0.53% to 564.9 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.42% and closed at $2030.6/oz. SHFE gold active contract down 0.14% and closed at 478.14 yuan/gram.
* Metals closed up collectively, LME aluminum up 3.38%, LME zinc up 2.83%, LME tin up 2.08%, LME lead up 1.91%. SHFE aluminum up 1.42%, SHFE zinc up 1.23%, SHFE nickel up 1.07%.
* Commodity futures closed up mostly, chemistry and energy products closed up collectively, butadiene rubber up 1.3%, TSR 20 up 1.18%, EB up nearly 1%. Black series closed up collectively. Agricultural products closed up mostly, rapeseed oil up 1.28%.
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.