DZ20231221

 

Financial

*Premier Li Qiang presided over the fifth thematic study of the State Council with the theme of “building a market-oriented, rule-of-law-based, internationalized first-class business environment, continuously stimulating market vitality and social creativity”, which emphasized to make full use of new technologies such as big data and AI to continuously improve the level of standardization and convenience in government services.

 

Industrial Economy

*MoC and other 12 departments jointly issued the “Guiding Opinions on Accelerating the Digital Empowerment of Life Service”, which pointed out to support the layout of intelligent logistics facilities such as unmanned vehicles, drones and pick-up cabinets.

*Shanghai government issued documents to explore the rules of data intellectual property protection and pilot the registration of data intellectual property rights.

*Beijing issued the “Action Plan for Accelerating the Construction of Elderly Service Talent Teams 2023-2025”, which proposed that high-level elderly care service talents can handle talent introduction or points settlement plus points.

*Shanghai: Extend the validity period of the “Shanghai City Urban Land Use Tax Implementation Regulations” until December 31st, 2028.

 

Dec 20 Block Trade Info

*Discount

- Hengrui Pharma (600276 CH) saw 3 block trades worth 99.99mn at 40.31yuan per share, 8.86pct discount from last closing.

 

*Premium

- Moutai (600519 CH) saw 2 block trades worth 2.0bn at 1655.89yuan per share, 0.37pct premium from last closing.

 

*Flat

- Biokin Pharma (688506 CH) saw 1 block trades worth 106.65mn at 125.47yuan per share, flat from last closing.

- JCHX Mining Managment (603979 CH) saw 1 block trades worth 166.01mn at 36.89yuan per share, flat from last closing.

- Lu’An Environmental Energy (601699 CH) saw 1 block trades worth 171.91mn at 22.62yuan per share, flat from last closing.

- Yunnan Energy (002812 CH) saw 16 block trades worth 273.37mn at 50.72yuan per share, flat from last closing.

- Midea (000333 CH) saw 1 block trades worth 106.82mn at 51.03yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.5911 trillion

Total Short Selling Balance

71.3 billion

SH Margin Balance

0.8346 trillion

SH Short Selling Balance

46.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601127

93.8mio

601006

7.9mio

603392

40.6mio

601901

3.5mio

601138

38.2mio

600674

2.4mio

603373

33.3mio

601919

2.3mio

688716

32.5mio

601988

1.8mio

SZ Margin Balance

0.7555 trillion

SZ Short Selling Balance

25.2 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

000651

239mio

001965

2.1mio

002602

142mio

002131

1.0mio

000810

69.7mio

000767

0.7mio

002714

62.1mio

002176

0.7mio

002176

56.7mio

301236

0.6mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

-0.140

Northbound Net Cash Flow

-1.402

Southbound Net Cash Flow

-4.813

Southbound Net Cash Flow

-6.226

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

300750

686

1.05

000651

452

2.42

000625

362

2.08

600036

430

0.63

601398

196

0.12

600519

281

0.13

600900

155

0.28

600887

144

0.89

300394

141

3.71

300308

143

1.58

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2401

85,951

2,114

78,122

254

90,385

673

IF2403

32,584

4,165

67,164

-772

89,286

10

IF2406

10,256

217

36,013

195

54,771

635

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2401

57,722

369

52,529

1,904

64,135

2,756

IH2403

20,678

901

32,142

236

44,058

492

IH2406

7,906

-1,233

14,280

-30

22,268

416

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2401

62,791

1,675

86,061

-85

81,775

-1,180

IC2403

23,549

1,406

79,794

616

90,227

208

IC2406

11,871

-2,691

64,350

-239

72,056

-129

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2401

63,584

-1,636

61,009

-528

64,395

-1,857

IM2403

29,788

5,249

73,703

625

79,435

235

IM2406

12,952

1,023

53,425

388

60,130

909

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2401

111910

-2845

64117

5476

68346

6243

IO2403

10835

3685

31347

372

37963

790

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2401

97414

-1682

36273

3716

42093

4736

MO2403

5659

-404

20091

303

23782

540

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2401

56472

-6451

35095

3093

38575

3005

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2403

68,163

-671

52,851

544

58,182

587

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2403

97,790

11,291

100,147

789

103,294

-205

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2403

81,838

2,950

156,173

-854

155,142

213

T2406

5,578

302

11,824

236

12,022

295

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2403

37,597

8,730

31,390

59

34,882

-118

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Fuel Oil

FU2403

3,096.0

+2.25%

348,100

273,358

Ethenylbenzene

EB2402

8,553.0

+2.04%

221,291

290,125

Bleached Softwood Kraft Pulp

SP2405

5,776.0

+1.8%

194,845

170,599

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soda Ash

SA405

2,090.0

-2.47%

420,078

491,011

Coke

J2405

2,479.5

-1.16%

15,292

32,236

Soybean Meal

M2405

3,353.0

-0.27%

469,211

1,381,377

 

* Commodities (night session):

* Global crude oil price closed down mostly. February NYMEX crude oil contract down 0.16% to closed at $73.82/b, February Brent contract down 0.28% to closed at $79.15/b. INE crude oil active contract up 0.75% to 564.0 yuan/b.

* Precious metals closed down collectively, COMEX gold active contract down 0.38% and closed at $2044.4/oz. SHFE gold active contract down 0.07% and closed at 476.48 yuan/gram.

* Metals closed mixed, LME lead up 0.65%, LME aluminum down 0.75%, LME zinc down 0.46%. SHFE nickel down 0.24%, SHFE aluminum down 0.18%, SHFE zinc up 0.21%.

* Commodity futures closed up collectively, chemistry and energy products performed strong, fuel oil up 2.25%, butadiene rubber 2.13%, EB up 2.04%. Soda ash down 2.47% on the contrast. Black series closed up mostly, iron ore up 1.18%, coke down 1.16%. Agricultural products closed up collectively, No.2 soybeans up 1.45%, corn starch up 1.25%, rapeseed oil up 1.1%.

 

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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.