DZ20240321
Financial
*The State Council Premier Li Qiang conducted research in Fujian and Jiangxi Province from March 18th to 20th, who emphasized to improve various livelihood facts and projects, focus on improving public service levels, better meet people’s diverse needs at different levels, and continuously enhance people’s well-being in promoting high-quality development.
*The first meeting of the China-Europe Financial Working Group was held in Beijing, which is a cooperation mechanism established based on the tenth China-Europe High-level Economic and Trade Dialogue, with the aim of deepening exchanges in the China-Europe financial field and strengthening China-Europe financial cooperation.
Industrial Economy
*The National Energy Administration issued notice of the “Guidelines for the Construction of Intelligent Standard System in Coal Mines”, which pointed out that by 2025, promote the formulation and revision of intelligent national and industry standards for more than 100 coal mines.
*CGIGC: In February, the revenue of China’s gaming market was cny 24.875bn, up 15.12% y/y and up 2.17% m/m respectively.
March 20 Block Trade Info
*Discount
- Hopewind Electric (603063 CH) saw 15 block trades worth 155.92mn at 22.55yuan per share, 5.13pct discount from last closing.
- Cecep Techand (300197 CH) saw 1 block trades worth 152.80mn at 1.96yuan per share, 1.01pct discount from last closing.
*Flat
- Ronbay New Energy (688005 CH) saw 3 block trades worth 78.70mn at 30.17yuan per share, flat from last closing.
- Huayi Group (600623 CH) saw 1 block trades worth 266.86mn at 6.26yuan per share, flat from last closing.
- Minsheng Banking (600016 CH) saw 4 block trades worth 94.37mn at 3.96yuan per share, flat from last closing.
- CATL (300750 CH) saw 5 block trades worth 93.76mn at 189.48yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.5007 trillion |
Total Short Selling Balance |
42.4 billion |
SH Margin Balance |
0.7916 trillion |
SH Short Selling Balance |
26.7 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
603259 |
281mio |
600733 |
4.6mio |
600006 |
149mio |
600166 |
1.3mio |
603019 |
127mio |
600900 |
1.1mio |
601360 |
124mio |
601005 |
0.7mio |
601881 |
110mio |
600777 |
0.6mio |
SZ Margin Balance |
0.7079 trillion |
SZ Short Selling Balance |
15.7 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
000063 |
530mio |
000630 |
5.5mio |
000099 |
219mio |
002204 |
5.2mio |
000100 |
149mio |
002130 |
5.0mio |
000725 |
145mio |
002385 |
5.0mio |
000001 |
140mio |
002176 |
4.2mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+2.560 |
Northbound Net Cash Flow |
+3.009 |
||
Southbound Net Cash Flow |
+3.872 |
Southbound Net Cash Flow |
+2.524 |
||
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 |
000333 |
432 |
0.99 |
300496 |
297 |
9.78 |
002027 |
431 |
4.68 |
601138 |
211 |
0.42 |
600809 |
220 |
0.72 |
000988 |
159 |
4.54 |
300502 |
218 |
3.98 |
002271 |
127 |
2.95 |
601288 |
208 |
0.15 |
300244 |
124 |
10.23 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2404 |
72,216 |
3,225 |
64,329 |
-569 |
72,528 |
-1,578 |
IF2406 |
26,103 |
-2,830 |
63,218 |
-243 |
85,150 |
-774 |
IF2409 |
10,693 |
-739 |
32,717 |
-168 |
47,340 |
307 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2404 |
46,698 |
1,842 |
31,812 |
-1,205 |
35,257 |
-1,560 |
IH2406 |
22,719 |
-126 |
30,163 |
-139 |
42,616 |
-390 |
IH2409 |
8,877 |
-963 |
14,347 |
-532 |
22,392 |
-305 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2404 |
63,112 |
-634 |
68,538 |
-3,766 |
63,196 |
-3,161 |
IC2406 |
31,050 |
-675 |
90,115 |
2,508 |
94,879 |
2,416 |
IC2409 |
10,356 |
-351 |
46,586 |
-38 |
47,074 |
-255 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2404 |
113,777 |
9,461 |
71,391 |
-713 |
77,275 |
-39 |
IM2406 |
58,242 |
-2,501 |
75,251 |
2,185 |
84,070 |
1,134 |
IM2409 |
24,241 |
-1,317 |
51,910 |
336 |
53,478 |
-52 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2404 |
64310 |
-3786 |
41832 |
871 |
44716 |
1766 |
IO2406 |
2748 |
-453 |
25983 |
524 |
29741 |
441 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2404 |
130114 |
-4485 |
55798 |
3353 |
54077 |
2719 |
MO2406 |
7868 |
-1254 |
31259 |
250 |
32491 |
114 |
MO2409 |
4572 |
-1213 |
26699 |
209 |
27299 |
200 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2404 |
24334 |
-2843 |
18986 |
635 |
22332 |
1184 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2406 |
64,091 |
6,522 |
51,050 |
-287 |
55,555 |
8 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2406 |
82,955 |
-6,799 |
100,074 |
1,978 |
106,266 |
2,098 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2406 |
101,058 |
-31,694 |
146,848 |
-578 |
150,208 |
434 |
T2409 |
9,257 |
-2,987 |
13,592 |
410 |
13,816 |
721 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2406 |
58,372 |
-17,997 |
44,717 |
-404 |
44,868 |
79 |
TL2409 |
7,143 |
-4,400 |
12,180 |
228 |
11,542 |
29 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
RBD Palm Olein |
P2405 |
8,392.0 |
+2.02% |
367,942 |
523,243 |
Soybean Oil |
Y2405 |
7,954.0 |
+1.69% |
243,545 |
610,691 |
No.2 Soybeans |
B2405 |
3,955.0 |
+1.64% |
85,071 |
104,935 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Coking Coal |
JM2405 |
1,616.0 |
-2.12% |
49,540 |
124,987 |
Natural Rubber |
RU2405 |
15,125.0 |
-1.94% |
244,031 |
167,855 |
PTA |
TA405 |
5,836.0 |
-1.92% |
510,550 |
956,865 |
* Commodities (night session):
* Global crude oil price closed down collectively. May NYMEX crude oil contract down 1.56% to closed at $81.44/b, May Brent contract down 1.41% to closed at $86.15/b. INE crude oil active contract down 1.10% to 631.0 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 1.38% and closed at $2189.6/oz. SHFE gold active contract up 0.54% and closed at 508.24 yuan/gram.
* Metals closed up mostly, LME nickel up 1.01%, LME zinc up 0.7%, LME aluminum up 0.64%, LME lead down 1.1%. SHFE lead down 0.52%, SHFE tin down 0.50%, SHFE aluminum up 0.39%.
* Commodity futures closed down mostly, chemistry and energy products closed down collectively, butadiene rubber down 2.26%, natural rubber down 1.94%, PTA down 1.92%. Black series closed down collectively, coking coal down 2.12%, coke down 1.01%. Agricultural products performed mixed, RBD palm olein up 2.02%, soybean oil up 1.69%, No.2 soybeans up 1.64%.
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.