DZ20240202
Financials
*Pledged supplementary lending net increased by cny 500bn as of Jan 2024 after re-launch for 2 months as data shown by PBoC, may positive to property and infrastructure investment.
Industrial Economy
*Several express delivery companies including STO and ZTO confirmed to lift up price of shipment during the spring festival by 0.2-3yuan per kg, Securities Journal reported.
Co Focus
*Around 20 listed companies including 603866, 600588 and 300782 updated pledge situation of shareholders on Feb 1 and all ruled out potential risk of position closing with overall risk under control.
*Rumors out saying creditors of Country Garden will apply for liquidation and some HK banks will take over its pledged asset, which was clarified by someone familiar with this matter as untrue.
Feb 1 Block Trade Info
*Discount
- Hoymiles Powers (688032 CH) saw 2 block trades worth 302.70mn at 181.67yuan per share, 1.16pct discount from last closing.
*Flat
- Zijin Mining (601899 CH) saw 2 block trades worth 198.45mn at 12.13yuan per share, flat from last closing.
- Shandong Gold Mining (600547 CH) saw 2 block trades worth 175.72mn at 20.48yuan per share, flat from last closing.
- Eastmoney (300059 CH) saw 2 block trades worth 71.06mn at 12.69yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.48907 trillion |
Total Short Selling Balance |
65.52billion |
|
SH Margin Balance |
0.7868 trillion |
SH Short Selling Balance |
41.51 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601857 |
64.29mio |
600157 |
3.73mio |
|
601138 |
60.06mio |
600010 |
3.11mio |
|
601127 |
45.53mio |
600837 |
2.10mio |
|
688599 |
43.25mio |
688779 |
1.75mio |
|
600318 |
36.81mio |
601138 |
1.74mio |
|
SZ Margin Balance |
0.7011 trillion |
SZ Short Selling Balance |
24.00billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300394 |
87.15mio |
000002 |
4.10mio |
|
002230 |
77.89mio |
301175 |
2.88mio |
|
002738 |
43.60mio |
300459 |
2.33mio |
|
300364 |
36.01mio |
000630 |
1.87mio |
|
000065 |
29.61mio |
000069 |
1.31mio |
*Connection Trade
|
SH-HK Connection (bn cny/HK dollar) |
SZ-HK Connection (bn cny/HK dollar) |
||||
|
Northbound Net Cash Flow |
+1.13 |
Northbound Net Cash Flow |
+1.60 |
||
|
Southbound Net Cash Flow |
-0.15 |
Southbound Net Cash Flow |
-1.20 |
||
|
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 |
316 |
3.55 |
601615 |
261 |
12.79 |
|
601857 |
291 |
0.19 |
600436 |
216 |
1.80 |
|
300394 |
258 |
7.60 |
601138 |
211 |
0.80 |
|
002129 |
235 |
4.73 |
603259 |
178 |
1.11 |
|
600438 |
201 |
1.92 |
000333 |
176 |
0.43 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2402 |
103,659 |
-5,965 |
50,754 |
-1,734 |
57,439 |
-1,570 |
|
IF2403 |
67,953 |
2,927 |
80,501 |
3,010 |
101,273 |
2,006 |
|
IF2406 |
26,772 |
-2,334 |
46,134 |
1,112 |
67,469 |
1,221 |
|
IF2409 |
9,850 |
-465 |
10,765 |
790 |
16,161 |
1,083 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2402 |
65,640 |
-7,004 |
29,908 |
-3,209 |
33,491 |
-3,350 |
|
IH2403 |
44,842 |
340 |
39,141 |
367 |
53,238 |
882 |
|
IH2406 |
14,826 |
-3,702 |
18,812 |
-765 |
28,653 |
-875 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2402 |
106,362 |
-5,397 |
52,568 |
-4,444 |
52,816 |
-5,236 |
|
IC2403 |
77,531 |
-8,004 |
100,947 |
-1,593 |
111,756 |
-961 |
|
IC2406 |
32,042 |
-3,666 |
70,838 |
-1,909 |
80,353 |
-1,861 |
|
IC2409 |
17,609 |
470 |
25,829 |
1,286 |
26,832 |
1,777 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2402 |
157,720 |
12,178 |
58,707 |
764 |
63,677 |
-551 |
|
IM2403 |
122,225 |
5,305 |
88,690 |
828 |
100,802 |
1,909 |
|
IM2406 |
58,483 |
756 |
60,294 |
648 |
69,115 |
1,257 |
|
IM2409 |
25,946 |
1,470 |
24,802 |
1,218 |
27,115 |
1,550 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2402 |
176798 |
-73260 |
55032 |
2017 |
62322 |
2417 |
|
IO2403 |
22403 |
-3437 |
40191 |
1391 |
49389 |
1956 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2402 |
321186 |
-10166 |
71978 |
4010 |
74725 |
4540 |
|
MO2403 |
56058 |
5129 |
45584 |
2621 |
51535 |
2464 |
|
MO2406 |
6579 |
-2515 |
20534 |
347 |
25550 |
505 |
|
MO2409 |
5188 |
-47 |
23172 |
154 |
24817 |
85 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2402 |
96293 |
-28013 |
28369 |
-13 |
32671 |
-139 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2403 |
47,675 |
-479 |
54,399 |
-1,000 |
62,929 |
-185 |
|
TS2406 |
11,453 |
5,593 |
13,659 |
1,510 |
13,839 |
1,623 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2403 |
73,661 |
-21,840 |
89,546 |
-1,656 |
99,004 |
-2,467 |
|
TF2406 |
16,903 |
-3,841 |
34,281 |
2,573 |
34,192 |
2,468 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2403 |
103,850 |
-28,778 |
137,024 |
-7,228 |
138,795 |
-6,719 |
|
T2406 |
29,281 |
-410 |
36,976 |
3,979 |
33,479 |
4,240 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2403 |
55,483 |
-2,405 |
32,799 |
-2,148 |
32,952 |
-3,139 |
|
TL2406 |
13,907 |
839 |
17,908 |
2,546 |
18,163 |
2,239 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
LPG |
PG2403 |
4,178.0 |
+0.99% |
119,781 |
89,956 |
|
White Sugar |
SR405 |
6,507.0 |
+0.54% |
235,661 |
468,446 |
|
PVC |
V2405 |
5,821.0 |
+0.36% |
254,431 |
802,879 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Crude Oil |
SC2403 |
569.3 |
-1.74% |
238,290 |
26,594 |
|
Low Sulfur Fuel Oil |
LU2404 |
4,283.0 |
-1.65% |
65,269 |
58,940 |
|
TSR 20 |
NR2404 |
10,895.0 |
-1.58% |
22,351 |
62,057 |
* Commodities (night session):
* Global crude oil price closed down collectively. March NYMEX crude oil contract down 2.54% to closed at $73.92/b, April Brent contract down 2.11% to closed at $78.85/b. INE crude oil active contract down 1.74% to 569.3 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.24% and closed at $2072.3/oz. SHFE gold active contract up 0.17% and closed at 483.46 yuan/gram.
* Metals closed down collectively, LME zinc down 2.27%, LME tin down 1.46%, LME aluminium down 1.36%. SHFE zinc down 1.24%, SHFE tin down 1.23%, bonded copper down 1.02%.
* Commodity futures closed down mostly, chemistry and energy products closed down collectively, low sulfur fuel oil down 1.65%, TSR 20 down 1.58%, glass down 1.39%, natural rubber down 1.34%. Black series closed down mostly. Agricultural products closed mixed.
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.
