DZ20240221

 

Industrial Economy

*NDRC released the “Advanced Energy Efficiency Level, Energy Conservation Level and Access Level of Key Energy Products and Equipment 2024 Edition”. 23 types of product equipment or facilities including industrial boilers, data centers, servers, charging piles, communication base stations, photovoltaic modules have been added to basically achieve full coverage of key energy-consuming product equipment and further support energy conservation and emission reduction in key areas.

*Shanghai Network Security and Information Technology Committee held a meeting on February 20th, emphasizing continuously strengthen the support and guidance of information technology, accelerate the cultivation and development of new-quality productivity.

*Ministry of Transport: Agree with SPIC Pilot projects which will be carried out in the construction of network and operation demonstrations for heavy-duty battery swapping stations, R&D of hydrogen fuel cells, application of hydrogen energy transportation operation platforms, construction and application of city-level green energy transportation systems.

*Ministry of Housing and Urban-Rural Development: The real estate financing coordination mechanism is required to screen projects and push them to commercial banks according to conditions. Each commercial bank issues loans after reviewing them in accordance with regulations, and submits “the reason why loans cannot be obtained” to the financial regulatory department for projects that do not lend.

 

Financial

*The SSE/SZSE quantitative trading reporting system has been smoothly implemented. The existing investors have completed their reporting work as scheduled according to the requirements, and the incremental investors have implemented the regulations of “reporting first, trading later”, and the overall quality of reports from all parties meets the requirements.

 

Feb 20 Block Trade Info

*Flat

- Tfc Optical Communication (300394 CH) saw 1 block trades worth 66.71mn at 128.65yuan per share, flat from last closing.

- Muyuan (002714 CH) saw 2 block trades worth 29.28mn at 38.30yuan per share, flat from last closing.

- Midea (000333 CH) saw 13 block trades worth 74.33mn at 61.70yuan per share, flat from last closing.

- TCL (000100 CH) saw 2 block trades worth 50.16mn at 4.36yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.3967 trillion

Total Short Selling Balance

45.0 billion

SH Margin Balance

0.7428 trillion

SH Short Selling Balance

28.9 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600519

225mio

601006

5.6mio

603986

115mio

688779

2.2mio

601881

93.0mio

600166

1.8mio

600030

75.1mio

600871

1.4mio

601360

74.2mio

600733

0.9mio

SZ Margin Balance

0.6529 trillion

SZ Short Selling Balance

16.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300308

398mio

002185

1.2mio

002230

153mio

000630

0.8mio

000001

104mio

002689

0.7mio

000858

101mio

002340

0.6mio

002185

94.9mio

000783

0.6mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+1.536

Northbound Net Cash Flow

-1.659

Southbound Net Cash Flow

+2.980

Southbound Net Cash Flow

+0.492

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

600519

558

0.26

002594

284

0.53

300750

468

0.66

603000

232

9.01

300760

227

0.63

000333

231

0.55

601166

219

0.65

000766

204

14.69

600887

216

1.20

600941

157

0.07

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2403

86,983

-14,942

107,101

-1,758

130,223

-2,568

IF2406

31,252

-4,516

53,762

-1,019

71,966

-1,262

IF2409

14,789

112

19,816

1,018

28,930

633

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2403

50,886

-7,070

49,837

-567

66,598

-792

IH2406

18,825

-1,752

22,377

-661

32,144

-773

IH2409

6,893

467

9,052

785

13,222

1,158

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2403

102,571

-32,266

117,777

-3,495

123,473

-4,428

IC2406

46,674

-4,301

73,738

-2,588

77,782

-2,885

IC2409

18,647

-11,422

34,893

-756

35,182

-900

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2403

156,331

-23,207

98,848

-1,041

108,627

-2,833

IM2406

53,191

-16,694

60,730

-2,948

68,393

-3,358

IM2409

26,013

-10,149

32,865

-630

35,012

-1,051

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2403

79155

6977

56652

4384

64380

3727

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2403

191570

58754

70445

6531

73665

6463

MO2406

8567

-1010

22800

172

27282

304

MO2409

5259

1116

26152

671

27289

668

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2403

25495

-5394

27884

2128

30271

1792

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2403

45,730

8,394

34,046

-3,545

38,647

-3,949

TS2406

30,911

3,090

29,364

3,096

31,541

3,283

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2403

78,319

15,779

47,109

-10,152

52,132

-12,920

TF2406

73,236

28,004

73,729

11,915

72,650

11,300

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2403

74,949

7,548

68,109

-9,994

73,161

-11,289

T2406

84,875

22,265

98,720

13,614

89,168

12,333

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2403

14,429

-2,208

19,916

-1,083

20,284

-1,706

TL2406

38,365

9,493

33,623

1,791

33,927

2,152

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Aluminum

AL2404

19,070.0

+1.95%

67,149

196,869

Bonded Copper

BC2404

61,260.0

+0.86%

4,919

10,562

Copper

CU2403

68,840.0

+0.69%

15,618

106,635

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Iron Ore

I2405

896.5

-3.6%

172,388

510,348

EG

EG2405

4,594.0

-1.8%

206,445

399,712

Glass

FG405

1,682.0

-1.35%

194,728

492,895

 

* Commodities (night session):

* Global crude oil price closed down collectively. April NYMEX crude oil contract down 1.28% to closed at $77.21/b, April Brent contract down 1.23% to closed at $82.53/b. INE crude oil active contract down 1.01% to 598.0 yuan/b.

* Precious metals closed up collectively, COMEX gold active contract up 0.33% and closed at $2036/oz. SHFE gold active contract up 0.26% and closed at 481.70 yuan/gram.

* Metals closed up mostly, LME aluminum up 1.21%, LME copper up 1.14%, LME nickel up 0.74%, LME zinc down 0.81% on the contrast. SHFE aluminum up 1.95%, bonded copper up 0.86%, SHFE copper up 0.69%.

* Commodity futures closed down mostly, chemistry and energy products closed down collectively, MEG down 1.8%, glass down 1.35%, bitumen down 1.13%, PP down 1.06%. Black series closed down collectively, iron ore down 3.6%, steel rebar down 1.24%, hot-rolled coil down 1.17%. Agricultural products closed mixed, sugar and No.2 soybeans down nearly 1%.

 

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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.