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.

 

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.