DZ20231229
Industrial Economy
*MIIT and other five departments jointly issued the “Outline of Action for Green Development of Ship Manufacturing Industry (2024-2030)”, which proposed that by 2025, the international market share of DYNAGREEN vessels such as LNG and methanol will exceed 50%.
*The Joint Prevention and Control Mechanism of the State Council recently issued a notice on doing a good job in preventing and controlling COVID-19 infections and other key infectious diseases in winter and spring.
*Hangzhou plans to legislate for digital trade: Guiding and urging universities and vocational schools to open digital trade classes, with the “Hangzhou Digital Trade Promotion Regulations Draft Revised Draft” was submitted for review.
Policy
*Xi Jinping, chairman of the Central Military Commission, signed an order to issued the “Regulations on Military Transport and Delivery”, which will be effective as of January 1st, 2024.
Financial
*The Monetary Policy Committee of the PBoC held a regular meeting for the 23Q4, which pointed out to increase the implementation of monetary policy and enhance the guiding role of government investment and policy incentives, enhance economic vitality, prevent and resolve risks, improve social expectations, consolidate and enhance the positive trend of economic recovery.
Dec 28 Block Trade Info
*Discount
- Jinko Solar (688223 CH) saw 16 block trades worth 82.01mn at 8.20yuan per share, 8.69pct discount from last closing.
- Hithink Royalflush Info (300033 CH) saw 1 block trades worth 84.79mn at 122.74yuan per share, 21.71pct discount from last closing.
- Gotion High-Tech (002074 CH) saw 3 block trades worth 100.00mn at 21.20yuan per share, 0.84pct discount from last closing.
*Flat
- JCHX Mining Managment (603979 CH) saw 3 block trades worth 173.10mn at 37.68yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.5865 trillion |
Total Short Selling Balance |
72.5 billion |
SH Margin Balance |
0.8326 trillion |
SH Short Selling Balance |
46.7 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
601012 |
268mio |
600157 |
6.3mio |
600900 |
206mio |
600022 |
2.1mio |
600025 |
97.9mio |
600975 |
1.4mio |
605117 |
97.3mio |
601868 |
1.3mio |
603613 |
73.1mio |
688223 |
1.0mio |
SZ Margin Balance |
0.7527 trillion |
SZ Short Selling Balance |
25.7 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
002176 |
110mio |
002506 |
7.0mio |
002241 |
103mio |
300081 |
1.3mio |
002475 |
97.6mio |
002670 |
1.2mio |
002056 |
88.1mio |
000630 |
1.0mio |
300015 |
86.8mio |
000762 |
0.9mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+6.088 |
Northbound Net Cash Flow |
+7.470 |
||
Southbound Net Cash Flow |
-1.539 |
Southbound Net Cash Flow |
-0.426 |
||
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 |
601012 |
644 |
4.11 |
000625 |
509 |
3.01 |
000858 |
603 |
1.16 |
601857 |
137 |
0.11 |
600519 |
558 |
0.27 |
300394 |
136 |
3.84 |
000063 |
416 |
3.53 |
002648 |
135 |
2.73 |
002460 |
314 |
3.97 |
605117 |
130 |
3.76 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2401 |
125,812 |
38,502 |
84,148 |
7,127 |
98,299 |
8,415 |
IF2403 |
47,982 |
20,943 |
70,362 |
1,961 |
93,949 |
3,661 |
IF2406 |
20,941 |
10,084 |
40,161 |
2,911 |
60,552 |
4,013 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2401 |
72,061 |
14,883 |
54,839 |
2,488 |
65,131 |
2,660 |
IH2403 |
26,654 |
8,466 |
33,473 |
1,017 |
46,319 |
1,432 |
IH2406 |
13,171 |
5,854 |
17,066 |
1,763 |
25,608 |
1,670 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2401 |
81,592 |
21,582 |
87,092 |
1,316 |
85,863 |
2,381 |
IC2403 |
26,419 |
8,257 |
79,593 |
622 |
90,729 |
1,444 |
IC2406 |
11,592 |
1,101 |
65,073 |
303 |
73,359 |
445 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2401 |
89,538 |
21,038 |
66,117 |
172 |
71,427 |
1,092 |
IM2403 |
38,540 |
12,059 |
73,004 |
-391 |
80,213 |
279 |
IM2406 |
19,233 |
6,606 |
56,460 |
1,503 |
65,680 |
1,422 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2401 |
238665 |
136588 |
64789 |
-3413 |
72029 |
-4522 |
IO2403 |
20720 |
13051 |
34108 |
680 |
41645 |
198 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2401 |
180461 |
63380 |
44386 |
-1365 |
51459 |
-1900 |
MO2403 |
10888 |
4111 |
23176 |
476 |
27500 |
544 |
MO2409 |
3233 |
95 |
18055 |
340 |
20171 |
330 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2401 |
123336 |
67593 |
37456 |
-3561 |
42015 |
-4102 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2403 |
69,293 |
-11,100 |
59,219 |
1,377 |
64,509 |
299 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2403 |
107,917 |
21,577 |
98,825 |
1,183 |
103,831 |
528 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2403 |
123,615 |
22,691 |
159,968 |
-2,153 |
160,856 |
-1,129 |
T2406 |
11,550 |
3,828 |
13,198 |
302 |
13,370 |
255 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2403 |
41,451 |
2,363 |
36,452 |
-757 |
38,449 |
-1,153 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
TSR 20 |
NR2403 |
11,250.0 |
+3.02% |
59,097 |
57,935 |
Natural Rubber |
RU2405 |
14,170.0 |
+1.91% |
161,641 |
165,442 |
Rapeseed Meal |
RM403 |
2,950.0 |
+1.3% |
277,897 |
638,880 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Crude Oil |
SC2402 |
548.5 |
-3.45% |
168,694 |
33,363 |
Fuel Oil |
FU2403 |
2,974.0 |
-2.91% |
512,320 |
228,678 |
Low Sulfur Fuel Oil |
LU2403 |
4,161.0 |
-1.93% |
83,463 |
57,333 |
* Commodities (night session):
* Global crude oil price closed down collectively. February NYMEX crude oil contract down 2.79% to closed at $72.04/b, March Brent contract down 2.63% to closed at $77.45/b. INE crude oil active contract down 3.45% to 548.5 yuan/b.
* Precious metals closed down collectively, COMEX gold active contract down 0.83% and closed at $2075.7/oz. SHFE gold active contract down 0.40% and closed at 482.22 yuan/gram.
* Metals closed down mostly, LME nickel down 1.67%, LME copper down 0.87%, LME aluminum down 0.84%. SHFE tin down 0.98%, bonded copper down 0.80%, SHFE copper down 0.68%.
* Commodity futures closed mixed, chemistry and energy products closed down mostly, fuel oil down 2.91%, low sulfur fuel oil down 1.93%, bitumen down 1.13%. Black series closed mixed. Agricultural products closed up mostly, rapeseed meal up 1.3%, cotton yarn up 1.08%.
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.