DZ20240131
Industrial Economy
*Premier Li Qiang emphasized during investigation in Shaanxi province that high-quality development shall be prioritized and industrial innovation shall be push forward by technological innovation for economic transformation and upgrade.
*Shanghai allows non-registered residents who paid social insurance or personal income tax for at least 5 years to buy 1 housing outside the outer-ring region (except for Chongming district) from Jan 31.
Co Focus
*Wuliangye lifted up factory price of its core product by 50yuan (5%) to 1019yuan per bottle, to take effect from Feb 5 with recommended retail price unchanged at 1499yuan, according to someone familiar with this matter.
Jan 30 Block Trade Info
*Discount
- Moutai (600519 CH) saw 2 block trades worth 64.84mn at 1613.00yuan per share, 2.24pct discount from last closing.
- Kehua (002335 CH) saw 2 block trades worth 61.86mn at 21.33yuan per share, 3.31pct discount from last closing.
*Premium
- China Shenhua Energy (601088 CH) saw 2 block trades worth 651.95mn at 35.76yuan per share, 0.31pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.5925 trillion |
Total Short Selling Balance |
79.45billion |
|
SH Margin Balance |
0.8002 trillion |
SH Short Selling Balance |
43.16 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
603259 |
205.0mio |
600708 |
5.10mio |
|
601186 |
74.74mio |
601800 |
4.15mio |
|
600088 |
68.61mio |
600864 |
2.24mio |
|
601077 |
43.60mio |
601989 |
2.05mio |
|
600900 |
42.82mio |
600900 |
1.84mio |
|
SZ Margin Balance |
0.7185 trillion |
SZ Short Selling Balance |
24.31billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002050 |
56.14mio |
000617 |
2.29mio |
|
000009 |
42.07mio |
000725 |
1.53mio |
|
000333 |
40.06mio |
300253 |
1.19mio |
|
000736 |
39.01mio |
002617 |
1.04mio |
|
000725 |
37.51mio |
300015 |
0.66mio |
*Connection Trade
|
SH-HK Connection (bn cny/HK dollar) |
SZ-HK Connection (bn cny/HK dollar) |
||||
|
Northbound Net Cash Flow |
+2.50 |
Northbound Net Cash Flow |
-0.76 |
||
|
Southbound Net Cash Flow |
-0.09 |
Southbound Net Cash Flow |
-0.77 |
||
|
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 |
|
601318 |
246 |
0.33 |
600036 |
220 |
0.28 |
|
601668 |
225 |
1.03 |
603259 |
218 |
1.24 |
|
000568 |
204 |
0.88 |
000001 |
155 |
0.82 |
|
600030 |
153 |
0.50 |
300450 |
142 |
4.27 |
|
300364 |
133 |
9.57 |
000063 |
141 |
1.25 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2402 |
99,220 |
7,715 |
54,631 |
2,066 |
60,889 |
2,858 |
|
IF2403 |
63,286 |
8,072 |
79,226 |
1,198 |
100,814 |
1,375 |
|
IF2406 |
22,816 |
-777 |
45,830 |
363 |
67,025 |
449 |
|
IF2409 |
9,951 |
16 |
9,491 |
715 |
14,213 |
1,003 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2402 |
63,104 |
2,527 |
35,080 |
2,216 |
38,860 |
2,699 |
|
IH2403 |
41,591 |
1,711 |
38,671 |
-263 |
51,810 |
-249 |
|
IH2406 |
17,162 |
523 |
19,206 |
324 |
28,843 |
375 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2402 |
88,547 |
6,265 |
51,501 |
-799 |
52,121 |
-515 |
|
IC2403 |
57,286 |
5,277 |
95,173 |
302 |
104,428 |
432 |
|
IC2406 |
27,015 |
2,047 |
73,834 |
-570 |
84,153 |
-723 |
|
IC2409 |
15,242 |
-742 |
22,963 |
2,276 |
23,348 |
2,282 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2402 |
119,719 |
5,853 |
55,214 |
227 |
61,048 |
31 |
|
IM2403 |
79,341 |
5,909 |
80,389 |
578 |
89,882 |
640 |
|
IM2406 |
41,357 |
3,892 |
60,367 |
-363 |
68,408 |
-436 |
|
IM2409 |
19,514 |
1,172 |
21,188 |
1,266 |
22,746 |
1,508 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2402 |
185504 |
36609 |
50941 |
1548 |
57470 |
1186 |
|
IO2403 |
19836 |
4996 |
38076 |
-62 |
46644 |
-581 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2402 |
242037 |
11822 |
63549 |
3852 |
64010 |
4313 |
|
MO2403 |
32086 |
-1448 |
39398 |
1387 |
45012 |
1071 |
|
MO2406 |
5350 |
412 |
19656 |
305 |
24535 |
253 |
|
MO2409 |
4261 |
837 |
22817 |
352 |
24416 |
408 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2402 |
122151 |
21400 |
27675 |
1698 |
32218 |
822 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2403 |
43,889 |
2,768 |
58,079 |
235 |
64,968 |
-775 |
|
TS2406 |
6,531 |
2,747 |
12,020 |
752 |
11,750 |
582 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2403 |
79,024 |
11,615 |
94,227 |
-427 |
103,565 |
-546 |
|
TF2406 |
21,496 |
6,630 |
27,229 |
4,438 |
27,935 |
3,770 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2403 |
95,033 |
9,458 |
148,390 |
2,378 |
151,486 |
3,400 |
|
T2406 |
22,790 |
11,501 |
30,136 |
3,938 |
27,137 |
2,956 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2403 |
43,833 |
2,203 |
37,799 |
-1,740 |
39,999 |
-2,201 |
|
TL2406 |
10,003 |
1,586 |
14,151 |
1,366 |
14,830 |
1,322 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
No.1 Soybeans |
A2403 |
4,737.0 |
+0.94% |
64,576 |
172,721 |
|
Soybean Meal |
M2405 |
2,974.0 |
+0.88% |
499,965 |
1,684,660 |
|
Rapeseed Meal |
RM405 |
2,477.0 |
+0.86% |
255,086 |
659,137 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2405 |
1,714.5 |
-3.6% |
60,025 |
132,479 |
|
LPG |
PG2403 |
4,246.0 |
-2.23% |
157,868 |
94,990 |
|
Soda Ash |
SA405 |
1,948.0 |
-2.21% |
205,176 |
482,940 |
* Commodities (night session):
* Global crude oil price closed up mostly. March NYMEX crude oil contract up 1.32% to closed at $77.79/b, April Brent contract up 0.7% to closed at $82.40/b. INE crude oil active contract down 0.08% to 588.5 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.52% and closed at $2055.3/oz. SHFE gold active contract up 0.13% and closed at 480.96 yuan/gram.
* Metals closed up mostly, LME copper up 0.98%, LME nickel up 0.64%, LME zinc up 0.63%. LME tin down 0.47%. SHFE tin down 0.86%, SHFE nickel down 0.72%, bonded copper up 0.60%, SHFE copper up 0.49%.
* Commodity futures closed down mostly, chemistry and energy products closed down collectively, LPG down 2.23%, soda ash down 2.21%, PVC down 1.56%. Black series closed down collectively, coking coal down 3.6%, coke down 1.93%, iron ore down 1.77%. Agricultural products closed down mostly, RBD palm olein down 1.69%, soybean oil down 1.29%, rapeseed oil down 1.05%.
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.
