DZ20240327
Sector News
-State Administration for Market Regulation and 17 other departments jointly issued action plan in promoting development of national standard which pointed out to enhance breakthrough in key technological fields with information-based action plan to be implemented.
-CAICT: Feb domestic mobile phone shipment 14.26mio units, down 32.9% y/y and 5G mobile phone 12.53mio units, down 29.2% y/y.
-SASAC will issue guidance in promoting ESG development of state-owned enterprises, Securities Journal reported.
Co Focus
-Alibaba pulled back IPO application of its logistic subsidiary Cainiao on HKEX and provided tender offer to minority shareholder at usd 0.62 per shr, in total worth around usd 3.75bn.
-Rumors saying Baidu will provide AI function for Chinese version of Apple iPhone 16, Mac system and ios18 to be issued this year was denied by someone familiar with this matter and it is said no cooperation reached.
March 26 Block Trade Info
*Discount
- Jason Furniture (603816 CH) saw 7 block trades worth 280.00mn at 35.00yuan per share, 4.40pct discount from last closing.
*Flat
- Moutai (600519 CH) saw 1 block trades worth 1.0bn at 1709.29yuan per share, flat from last closing.
- Shanghai Construction (600170 CH) saw 1 block trades worth 202.35mn at 2.36yuan per share, flat from last closing.
- BYD (002594 CH) saw 1 block trades worth 153.72mn at 219.60yuan per share, flat from last closing.
- Rongsheng Petrochem (002493 CH) saw 2 block trades worth 238.99mn at 10.97yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.5025 trillion |
Total Short Selling Balance |
41.5 billion |
|
SH Margin Balance |
0.7916 trillion |
SH Short Selling Balance |
26.0 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601225 |
110mio |
600170 |
1.8mio |
|
601857 |
93.1mio |
601099 |
1.5mio |
|
603259 |
92.2mio |
600157 |
1.4mio |
|
600546 |
79.5mio |
603077 |
0.9mio |
|
603613 |
59.7mio |
600821 |
0.6mio |
|
SZ Margin Balance |
0.7096 trillion |
SZ Short Selling Balance |
15.5 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000977 |
182mio |
300002 |
1.3mio |
|
000034 |
162mio |
300142 |
0.9mio |
|
000100 |
153mio |
002238 |
0.9mio |
|
000002 |
149mio |
002044 |
0.9mio |
|
300750 |
140mio |
002625 |
0.8mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
+2.252 |
Northbound Net Cash Flow |
+2.473 |
||
|
Southbound Net Cash Flow |
+2.436 |
Southbound Net Cash Flow |
+2.090 |
||
|
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 |
|
600036 |
547 |
0.69 |
002475 |
242 |
1.11 |
|
600519 |
467 |
0.22 |
603259 |
223 |
1.56 |
|
000333 |
385 |
0.88 |
600030 |
188 |
0.65 |
|
002281 |
285 |
9.57 |
300760 |
175 |
0.50 |
|
300750 |
257 |
0.32 |
601888 |
123 |
0.70 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2404 |
78,331 |
-2,273 |
64,163 |
1,373 |
71,271 |
1,954 |
|
IF2406 |
31,173 |
-3,797 |
63,515 |
99 |
85,652 |
-237 |
|
IF2409 |
13,048 |
1,116 |
33,253 |
134 |
48,776 |
-154 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2404 |
46,810 |
-2,969 |
32,876 |
-339 |
36,694 |
-13 |
|
IH2406 |
23,118 |
1,807 |
30,597 |
1,232 |
41,615 |
1,060 |
|
IH2409 |
8,430 |
-430 |
15,028 |
-121 |
22,897 |
-21 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2404 |
81,578 |
4,432 |
70,830 |
984 |
66,787 |
1,382 |
|
IC2406 |
39,241 |
2,010 |
92,344 |
3,572 |
96,749 |
3,560 |
|
IC2409 |
15,868 |
857 |
48,857 |
541 |
50,088 |
607 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2404 |
135,570 |
13,397 |
75,037 |
3,944 |
80,575 |
3,707 |
|
IM2406 |
74,984 |
4,580 |
77,910 |
4,186 |
88,120 |
4,552 |
|
IM2409 |
29,837 |
-695 |
54,212 |
38 |
56,659 |
-64 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2404 |
105665 |
-1505 |
48728 |
1341 |
52877 |
2260 |
|
IO2406 |
3600 |
-836 |
26698 |
58 |
30808 |
367 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2404 |
243093 |
57934 |
67197 |
3488 |
66155 |
4064 |
|
MO2406 |
9695 |
1031 |
31281 |
-5 |
33012 |
-74 |
|
MO2409 |
4988 |
-1102 |
26726 |
93 |
27430 |
114 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2404 |
31791 |
3214 |
22770 |
946 |
26010 |
1451 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2406 |
61,490 |
-8,632 |
57,701 |
2,391 |
62,255 |
2,184 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2406 |
116,091 |
828 |
109,079 |
4,517 |
111,463 |
1,160 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2406 |
97,278 |
-35,356 |
152,533 |
818 |
149,301 |
853 |
|
T2409 |
6,906 |
-3,782 |
13,940 |
74 |
14,027 |
165 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2406 |
67,501 |
-15,621 |
50,425 |
731 |
50,413 |
1,474 |
|
TL2409 |
6,330 |
-4,910 |
12,003 |
-66 |
11,399 |
34 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Bleached Softwood Kraft Pulp |
SP2405 |
6,192.0 |
+1.88% |
254,217 |
204,217 |
|
Glass |
FG405 |
1,512.0 |
+1.75% |
374,975 |
691,473 |
|
Polyester Staple Fiber |
PF405 |
7,334.0 |
+0.66% |
63,513 |
132,635 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Iron Ore |
I2405 |
817.0 |
-2.16% |
187,450 |
343,555 |
|
Coke |
J2405 |
2,091.5 |
-1.74% |
12,308 |
31,246 |
|
Rapeseed Oil |
OI405 |
8,190.0 |
-1.5% |
193,585 |
218,401 |
* Commodities (night session):
* Global crude oil price closed down collectively. May NYMEX crude oil contract down 0.81% to closed at $81.29/b, June Brent contract down 0.94% to closed at $85.27/b. INE crude oil active contract down 0.60% to 631.8 yuan/b.
* Precious metals closed mixed, COMEX gold active contract up 0.14% and closed at $2179.5/oz. SHFE gold active contract up 0.05% and closed at 514.74 yuan/gram.
* Metals closed down collectively, LME zinc down 2.22%, LME nickel down 1.66%, LME aluminum down 1.12%. SHFE nickel down 1.38%, SHFE zinc down 1.37%, SHFE aluminum down 0.43%.
* Commodity futures closed down collectively, chemistry and energy products closed down mostly, butadiene rubber down 1.41%, LPG down 1.09%, wood pulp down 1.88%. Black series closed down collectively, iron ore down 2.16%, coke down 1.74%. Agricultural products closed down mostly, rapeseed oil down 1.5%, soybean oil down 1.2%.
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.
