DZ20240205
Policy
*The Central Committee of the CPC and the State Council published the central document No.1 of the “Thousands of Villages Demonstration and Ten Thousand Villages Improvement”, which emphasized to effectively promote the comprehensive revitalization of rural areas.
Financial
*The State Council Premier Li Qiang presided over the executive meeting on February 2nd, studied and further optimized the business environment related work, pointed out that building a market-oriented, law-based and internationalized first-class business environment is an important measure to cope with the downward pressure on the economy and boost the confidence of business entities.
*CSRC: Chairman Yi Huiman presided over a party committee meeting to deploy and maintain the stability of the capital market, which proposed to accelerate the research and visit work of listed companies, effectively solve specific difficulties and problems and increase support for high-quality listed companies.
*Shenzhen issued the “Notice on Carrying out High-level Opening Pilots for Cross-border Trade and Investment”, which aims to facilitate more business entities to handle cross-border trade and investment business in compliance, and promote high-quality development of Shenzhen with high-level openness.
Industrial Economy
*State Council Premier Li Qiang recently signed order to announce the “Interim Regulations on the Management of Carbon Emission Trading”, which will be implemented from May 1st, 2024.
*Guangdong Province held housing and urban and rural construction work conference, which emphasized to accelerate the establishment of a coordination mechanism for urban real estate financing, and continue to resolve debt risks of individual leading real estate companies.
Feb 2 Block Trade Info
*Discount
- Chipscreen Biosciences (688321 CH) saw 3 block trades worth 62.95mn at 14.02yuan per share, 6.97pct discount from last closing.
- Cngr Advanced Material (300919 CH) saw 1 block trades worth 116.88mn at 40.97yuan per share, 2.011pct discount from last closing.
*Flat
- Xinghuacun Fen Wine (600809 CH) saw 2 block trades worth 194.21mn at 209.50yuan per share, flat from last closing.
- CATL (300750 CH) saw 3 block trades worth 131.68mn at 146.00yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.4599 trillion |
Total Short Selling Balance |
63.7 billion |
SH Margin Balance |
0.7736 trillion |
SH Short Selling Balance |
40.3 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
510300 |
144mio |
510500 |
13.4mio |
600383 |
68.9mio |
562000 |
13.0mio |
601061 |
62.2mio |
512500 |
10.1mio |
601138 |
41.6mio |
512100 |
9.0mio |
510500 |
40.8mio |
510300 |
8.8mio |
SZ Margin Balance |
0.6852 trillion |
SZ Short Selling Balance |
23.4 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
300394 |
75.2mio |
000755 |
4.3mio |
002423 |
28.1mio |
002624 |
2.9mio |
300997 |
25.7mio |
002517 |
1.6mio |
000982 |
16.9mio |
000958 |
1.5mio |
000958 |
16.7mio |
002506 |
1.3mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+1.293 |
Northbound Net Cash Flow |
+1.067 |
||
Southbound Net Cash Flow |
-1.318 |
Southbound Net Cash Flow |
-2.668 |
||
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 |
000625 |
163 |
1.29 |
603259 |
568 |
3.44 |
600028 |
147 |
0.21 |
000333 |
314 |
0.76 |
601899 |
145 |
0.45 |
300750 |
284 |
0.43 |
600887 |
134 |
0.78 |
601127 |
269 |
3.05 |
300759 |
131 |
3.43 |
002230 |
230 |
2.43 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2402 |
125,980 |
23,963 |
51,795 |
1,346 |
58,580 |
1,141 |
IF2403 |
88,116 |
20,497 |
85,026 |
4,642 |
105,912 |
4,639 |
IF2406 |
34,122 |
7,713 |
46,797 |
882 |
67,954 |
605 |
IF2409 |
13,362 |
3,756 |
12,068 |
1,459 |
17,937 |
1,846 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2402 |
77,123 |
11,868 |
30,532 |
841 |
33,786 |
316 |
IH2403 |
56,045 |
12,036 |
40,460 |
1,754 |
54,701 |
1,588 |
IH2406 |
22,029 |
7,495 |
20,186 |
1,475 |
29,673 |
1,288 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2402 |
126,137 |
20,841 |
54,793 |
2,530 |
56,055 |
3,363 |
IC2403 |
96,238 |
21,011 |
106,957 |
6,115 |
117,642 |
5,901 |
IC2406 |
44,149 |
12,975 |
70,821 |
-17 |
80,423 |
70 |
IC2409 |
21,833 |
4,978 |
28,111 |
2,879 |
29,390 |
2,691 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2402 |
181,664 |
25,765 |
57,109 |
-968 |
62,276 |
-1,105 |
IM2403 |
163,300 |
41,987 |
93,231 |
4,602 |
106,439 |
5,637 |
IM2406 |
71,286 |
12,939 |
59,921 |
-276 |
69,359 |
385 |
IM2409 |
30,917 |
5,118 |
26,139 |
1,524 |
29,080 |
2,176 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2402 |
253995 |
78025 |
55961 |
1335 |
63514 |
1260 |
IO2403 |
40830 |
18796 |
41334 |
1279 |
50399 |
1010 |
IO2406 |
6649 |
6649 |
22180 |
22180 |
27460 |
27460 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2402 |
402983 |
81797 |
74175 |
2197 |
77757 |
3445 |
MO2403 |
79801 |
23903 |
48813 |
3229 |
54881 |
3750 |
MO2406 |
7909 |
1574 |
21009 |
475 |
26127 |
590 |
MO2409 |
6021 |
933 |
23262 |
90 |
25092 |
293 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2402 |
141860 |
46491 |
27531 |
-629 |
32144 |
-527 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2403 |
33,532 |
-13,133 |
52,454 |
-1,915 |
61,580 |
-1,324 |
TS2406 |
10,925 |
-103 |
15,131 |
1,516 |
15,435 |
1,629 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2403 |
66,148 |
-5,416 |
86,180 |
-3,366 |
94,743 |
-4,193 |
TF2406 |
22,151 |
6,857 |
37,799 |
3,712 |
37,766 |
3,574 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2403 |
84,363 |
-18,859 |
132,703 |
-4,321 |
133,955 |
-4,840 |
T2406 |
31,248 |
4,185 |
41,676 |
5,183 |
38,190 |
5,315 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2403 |
38,830 |
-15,317 |
30,273 |
-2,245 |
31,025 |
-1,927 |
TL2406 |
14,160 |
517 |
20,358 |
2,500 |
20,615 |
2,452 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
TSR 20 |
NR2404 |
11,145.0 |
+1.73% |
15,610 |
61,282 |
Methanol |
MA405 |
2,474.0 |
+0.94% |
313,732 |
897,639 |
Natural Rubber |
RU2405 |
13,365.0 |
+0.79% |
75,545 |
172,732 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Crude Oil |
SC2403 |
556.5 |
-3.07% |
189,233 |
25,642 |
Low Sulfur Fuel Oil |
LU2404 |
4,128.0 |
-2.69% |
60,465 |
53,877 |
Fuel Oil |
FU2405 |
2,986.0 |
-1.58% |
265,096 |
256,646 |
* Commodities (night session):
* Global crude oil price closed down collectively. March NYMEX crude oil contract down 1.91% to closed at $72.41/b, April Brent contract down 1.54% to closed at $77.49/b. INE crude oil active contract down 3.07% to 556.5 yuan/b.
* Precious metals closed down collectively, COMEX gold active contract down 0.68% and closed at $2057.1/oz. SHFE gold active contract down 0.03% and closed at 483.02 yuan/gram.
* Metals closed down collectively, LME tin down 1.17%, LME zinc down 1.07%, LME copper down 0.83%. LME lead down 0.7%. SHFE tin and SHFE zinc down 0.43%. Bonded copper down 0.25%.
* Commodity futures closed mixed, chemistry and energy products closed down mostly, low sulfur fuel oil down 2.69%, fuel oil down 1.58%, LPG down nearly 1%, TSR 20 up 1.73% on the contrast. Black series closed up mostly. Agricultural products closed down mostly.
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.