DZ20240223
Financials
- CSRC responded to reports by foreign media saying net sell restriction of stocks during opening and closing sessions as well as suspension of short selling via index futures that regulators will not intervene normal market trading and optimize supervision standard of abnormal trading against market manipulation and insider trading.
Co Focus
- Huawei launched new generation flagship foldable mobilephone Pocket 2, support functions like bi-beidou satellites at sales price 7499yuan.
- CATL clarified rumors saying its Yichun lithium mining project under normal operations.
Data
-CPCAAUTO: Feb passenger vehicle sales around 1.15mio units and NEV around 380k units.
Feb 22 Block Trade Info
*Discount
- Fore Intelligent Tech (301368 CH) saw 2 block trades worth 74.48mn at 33.06yuan per share, 1.90pct premium from last closing.
*Flat
- Moutai (600519 CH) saw 3 block trades worth 77.33mn at 1718.38yuan per share, flat from last closing.
- China Eastern Airlines (600115 CH) saw 3 block trades worth 100.10mn at 3.88yuan per share, flat from last closing.
- Bohai Leasing (000415 CH) saw 3 block trades worth 110.77mn at 2.09yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.4080 trillion |
Total Short Selling Balance |
44.00billion |
|
SH Margin Balance |
0.7477 trillion |
SH Short Selling Balance |
28.16 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
603019 |
64.29mio |
600985 |
5.91mio |
|
601127 |
60.06mio |
688779 |
0.93mio |
|
603986 |
45.53mio |
600166 |
0.92mio |
|
601788 |
43.25mio |
601162 |
0.73mio |
|
688041 |
36.81mio |
600880 |
0.68mio |
|
SZ Margin Balance |
0.6592 trillion |
SZ Short Selling Balance |
28.16billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
300418 |
201mio |
000783 |
1.11mio |
|
159605 |
195mio |
000983 |
0.92mio |
|
300223 |
189mio |
000001 |
0.53mio |
|
002466 |
116mio |
000982 |
0.51mio |
|
301236 |
104mio |
000723 |
0.50mio |
*Connection Trade
|
SH-HK Connection (bn cny/HK dollar) |
SZ-HK Connection (bn cny/HK dollar) |
||||
|
Northbound Net Cash Flow |
+2.55 |
Northbound Net Cash Flow |
+1.14 |
||
|
Southbound Net Cash Flow |
+2.21 |
Southbound Net Cash Flow |
+2.56 |
||
|
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 |
628 |
0.29 |
002027 |
213 |
2.35 |
|
300750 |
305 |
0.43 |
300308 |
187 |
1.55 |
|
601899 |
243 |
0.71 |
600839 |
116 |
5.28 |
|
000001 |
230 |
1.10 |
002229 |
112 |
10.94 |
|
601138 |
221 |
0.64 |
300274 |
107 |
0.86 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2403 |
94,383 |
-49,653 |
102,152 |
-8,634 |
124,345 |
-8,616 |
|
IF2406 |
30,142 |
-22,339 |
56,028 |
-2,628 |
74,615 |
-2,851 |
|
IF2409 |
15,093 |
-5,297 |
22,359 |
378 |
32,722 |
1,001 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2403 |
67,103 |
-25,117 |
50,069 |
-5,397 |
63,349 |
-8,061 |
|
IH2406 |
20,843 |
-10,933 |
23,257 |
-3,083 |
33,443 |
-3,091 |
|
IH2409 |
7,527 |
-4,105 |
9,334 |
-556 |
14,184 |
-577 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2403 |
105,183 |
-29,470 |
111,093 |
-7,402 |
116,252 |
-7,972 |
|
IC2406 |
42,919 |
-12,733 |
71,684 |
-3,367 |
75,181 |
-4,175 |
|
IC2409 |
18,636 |
-5,288 |
35,159 |
-258 |
35,292 |
-188 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2403 |
170,123 |
-26,738 |
97,816 |
-3,073 |
108,602 |
-3,506 |
|
IM2406 |
62,653 |
-11,879 |
62,152 |
-4,267 |
69,454 |
-4,967 |
|
IM2409 |
32,472 |
-7,504 |
36,714 |
-289 |
38,830 |
-563 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2403 |
117197 |
-143186 |
59521 |
742 |
67052 |
1629 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2403 |
205852 |
-114431 |
78467 |
4450 |
79159 |
3947 |
|
MO2406 |
4947 |
-10640 |
23373 |
239 |
27450 |
224 |
|
MO2409 |
4349 |
-1519 |
27174 |
537 |
27965 |
488 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2403 |
67887 |
-63018 |
30798 |
2551 |
34298 |
2616 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2403 |
36,973 |
-5,246 |
28,202 |
-1,777 |
30,065 |
-4,697 |
|
TS2406 |
65,230 |
38,157 |
39,061 |
7,838 |
43,444 |
9,097 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2403 |
40,279 |
-16,317 |
34,000 |
-4,131 |
35,526 |
-8,439 |
|
TF2406 |
100,836 |
35,326 |
88,392 |
9,666 |
89,382 |
11,042 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2403 |
42,646 |
-27,427 |
45,161 |
-9,021 |
45,774 |
-10,222 |
|
T2406 |
96,085 |
-31,589 |
127,040 |
10,330 |
115,221 |
10,656 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2403 |
12,631 |
-3,565 |
15,398 |
-2,045 |
15,212 |
-2,591 |
|
TL2406 |
38,845 |
-11,436 |
38,327 |
1,673 |
39,496 |
2,022 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Nickel |
NI2403 |
134,000.0 |
+3.16% |
105,547 |
50,358 |
|
Iron Ore |
I2405 |
909.5 |
+1.62% |
153,520 |
514,131 |
|
EG |
EG2405 |
4,711.0 |
+1.57% |
215,143 |
433,592 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
White Sugar |
SR405 |
6,303.0 |
-0.9% |
226,910 |
392,118 |
|
Tin |
SN2403 |
215,650.0 |
-0.78% |
20,876 |
15,256 |
|
RBD Palm Olein |
P2405 |
7,304.0 |
-0.73% |
250,878 |
378,115 |
* Commodities (night session):
* Global crude oil price closed up collectively. April NYMEX crude oil contract up 0.55% to closed at $ 78.34 /b, April Brent contract up 0.46% to closed at $ 82.49 /b. INE crude oil active contract up 1.56% to 607.3 yuan/b.
* Precious metals closed mixed, COMEX gold active contract kept flat at $ 2034.3 /oz. SHFE gold active contract down 0.21% and closed at 479.16 yuan/gram.
* Metals closed up mostly, LME zinc down 0.13%, LME nickel up 2.78%, LME copper up 0.77%, LME tin down 0.19%. SHFE nickel up 3.16% , zinc up 1.18%, SHFE copper up 0.25%, SHFE tin down 0.78% on the contrast.
* Commodity futures closed up mostly, chemistry and energy products closed up collectively, EG up 1.57%, glass up. 1.13% Black series closed up collectively, iron ore up 1.62%. Agricultural products closed down mostly.
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.
