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%.
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.