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%.
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.