DZ20240328
Industrial Economy
*MIIT and other 4 departments jointly issued the “General Aviation Equipment Innovation Application Implementation Plan (2024-2030)”, which proposed that by 2027, China’s general aviation equipment supply capacity and industrial innovation ability will be significantly improved, carry out application demonstrations with an eVTOL as a focus and support the holding of related events.
*Nanjing issued the “Action Plan for Promoting the Development of Accounting Power Industry”, proposing the principle of adhering to moderate advance, innovation-driven, green and low-carbon development,accelerating the construction of a diversified computing power infrastructure system.
*General Office of the National Health Commission issued a notice on strengthening the management of midwifery services, to ensure the accessibility and improve the quality of midwifery services.
International Relationship
*Chairman Xi Jinping met with representatives from the US business community and strategic academia in Beijing, who emphasized to have more exchanges and build consensus.
March 27 Block Trade Info
*Premium
- Jiaozuo Wanfang (000612 CH) saw 1 block trades worth 112.73mn at 5.50yuan per share, 3.00pct premium from last closing.
- J-Yuan Trust (600816 CH) saw 1 block trades worth 104.52mn at 2.74yuan per share, 2.62pct premium from last closing.
*Flat
- CICC (601995 CH) saw 2 block trades worth 393.70mn at 31.93yuan per share, flat from last closing.
- Tongkun (601233 CH) saw 2 block trades worth 150.00mn at 13.36yuan per share, flat from last closing.
- Rongsheng Petrochem (002493 CH) saw 2 block trades worth 239.41mn at 10.75yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.4985 trillion |
Total Short Selling Balance |
40.5 billion |
SH Margin Balance |
0.7901 trillion |
SH Short Selling Balance |
25.5 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
600584 |
122mio |
600900 |
1.9mio |
601878 |
155mio |
600985 |
1.8mio |
600160 |
99.4mio |
601099 |
1.4mio |
603993 |
54.5mio |
601333 |
1.0mio |
688556 |
41.5mio |
600584 |
1.0mio |
SZ Margin Balance |
0.7073 trillion |
SZ Short Selling Balance |
15.0 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
000977 |
256mio |
000982 |
8.5mio |
002281 |
113mio |
002405 |
7.2mio |
002352 |
112mio |
002373 |
6.9mio |
002625 |
96.6mio |
002277 |
6.3mio |
002475 |
68.5mio |
002407 |
6.2mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
-1.764 |
Northbound Net Cash Flow |
-5.486 |
||
Southbound Net Cash Flow |
+3.876 |
Southbound Net Cash Flow |
+2.688 |
||
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 |
300308 |
451 |
3.55 |
002352 |
325 |
1.75 |
600733 |
277 |
6.18 |
300750 |
292 |
0.35 |
300502 |
236 |
4.73 |
600584 |
261 |
0.65 |
600031 |
218 |
1.74 |
300760 |
238 |
0.69 |
002475 |
192 |
0.86 |
002281 |
236 |
8.39 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2404 |
80,211 |
2,190 |
63,838 |
-325 |
70,393 |
-878 |
IF2406 |
33,326 |
2,268 |
63,155 |
-360 |
84,963 |
-689 |
IF2409 |
12,027 |
-415 |
33,287 |
34 |
48,614 |
-76 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2404 |
48,028 |
1,486 |
32,525 |
-245 |
36,236 |
-458 |
IH2406 |
21,401 |
-1,466 |
30,486 |
-111 |
41,530 |
-11 |
IH2409 |
7,818 |
-392 |
14,971 |
-11 |
22,884 |
18 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2404 |
79,679 |
-1,100 |
68,752 |
-2,011 |
65,608 |
-1,179 |
IC2406 |
40,003 |
2,514 |
88,551 |
-3,747 |
93,740 |
-3,009 |
IC2409 |
14,402 |
-1,061 |
48,911 |
87 |
50,297 |
209 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2404 |
139,130 |
4,518 |
72,851 |
-2,109 |
79,027 |
-882 |
IM2406 |
73,243 |
-1,649 |
74,428 |
-3,309 |
84,348 |
-3,772 |
IM2409 |
31,878 |
2,167 |
53,807 |
-376 |
56,551 |
-16 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2404 |
105973 |
757 |
49175 |
478 |
53679 |
824 |
IO2406 |
3036 |
-294 |
26669 |
-29 |
30909 |
101 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2404 |
255168 |
13070 |
70995 |
4594 |
69863 |
3708 |
MO2406 |
10619 |
1150 |
31542 |
261 |
33393 |
413 |
MO2409 |
6462 |
1481 |
26702 |
-24 |
27586 |
209 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2404 |
33993 |
2803 |
22922 |
176 |
26333 |
323 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2406 |
58,410 |
-580 |
57,203 |
-356 |
61,846 |
42 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2406 |
109,874 |
-3,180 |
112,953 |
4,322 |
116,186 |
4,723 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2406 |
121,909 |
25,434 |
155,895 |
3,786 |
153,569 |
4,268 |
T2409 |
8,366 |
1,959 |
14,047 |
206 |
14,060 |
108 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2406 |
64,893 |
-2,107 |
50,399 |
311 |
50,683 |
294 |
TL2409 |
8,900 |
2,733 |
11,795 |
-208 |
11,319 |
3 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Lead |
PB2405 |
16,295.0 |
+0.77% |
31,219 |
50,473 |
Stainless Steel |
SS2405 |
13,460.0 |
+0.67% |
98,989 |
167,702 |
No.1 Soybeans |
A2405 |
4,758.0 |
+0.53% |
52,020 |
105,125 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Coking Coal |
JM2405 |
1,567.0 |
-2.88% |
65,696 |
120,395 |
Coke |
J2405 |
2,034.5 |
-2.28% |
10,827 |
31,391 |
Glass |
FG405 |
1,475.0 |
-1.4% |
287,137 |
671,709 |
* Commodities (night session):
* Global crude oil price closed up slightly. May NYMEX crude oil contract up 0.11% to closed at $81.71/b, June Brent contract up 0.04% to closed at $85.66/b. INE crude oil active contract down 0.06% to 632.1 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.74% and closed at $2215.4/oz. SHFE gold active contract up 0.19% and closed at 517.50 yuan/gram.
* Metals closed mixed, LME lead down 0.84%, LME tin up 0.32%, LME zinc up 0.23%. SHFE lead up 0.77%, SHFE nickel down 0.68%.
* Commodity futures closed down collectively, chemistry and energy products closed down mostly, glass down 1.4%, natural rubber down 1.03%, wood pulp down nearly 1%. Black series closed down collectively, coking coal down 2.88%, coke down 2.28%. Agricultural products closed down mostly, rapeseed oil down 1.2%, RBD palm olein down 1.07%.
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.