DZ20221220
*Xinhua News Agency reported that the " Opinions of the CPC Central Committee and The State Council on building a data based system to better play the role of data elements" was published on December 19th, 2022 that put forward 20 policy measures. These include the establishment of a data property rights system that protects rights and interests and complies with the use of data, a data element circulation and trading system that is highly compliant and integrated inside and outside the field, a data element income distribution system that reflects efficiency and promotes fairness, and a data element governance system that is safe, controllable, flexible and inclusive.
*SASAC Party Committee held an expanded meeting. The meeting stressed the need to firmly grasp the top priority of high-quality development and strengthen research on key core technologies.
*Dec 19th Block Trade
*Block Trade Info
*Discount
- Zhongji Innolight Co. (300308 CH) saw 5 block trades worth 53mn at 25.67 yuan per share, 6.99 discount from last closing.
- Zhenhua Chemical Co. (603067 CH)saw 2 block trade worth 86mn at 13.46 yuan per share, 2.96 discount from last closing.
- Yunnan Baiyao Co. (000538 CH) saw 2 block trade worth 250mn at 54.86 yuan per share, 3.01 discount from last closing.
- Metron New Material Co. (300861 CH) saw 2 block trades worth 50mn at 50.5 yuan per share, 1.06 discount from last closing.
- Jingyuntong Tech (601908 CH) saw 3 block trades worth 64mn at 6.41 yuan per share, 1.84 discount from last closing.
- Eastern School Co. (603377 CH) saw 4 block trades worth 62mn at 6.4 yuan per share, 1.5 discount from last closing.
*Flat
- Xinquan Auto (603179 CH) saw 1 block trade worth 147mn at 38.8 yuan per share, 0.00 discount from last closing.
- Tuopu Group Co. (601689 CH) saw 1 block trade worth 444mn at 61.72 yuan per share, 0.00 discount from last closing.
*Margin Trade
Total Margin Balance |
1.4697 trillion |
Total Short Selling Balance |
92.9 billion |
SH Margin Balance |
0.7733 trillion |
SH Short Selling Balance |
57.9billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
600309 |
200mio |
601669 |
5.39mio |
600519 |
136mio |
688223 |
4.32mio |
601166 |
86mio |
600157 |
4.05mio |
601088 |
67mio |
600736 |
3.98mio |
601818 |
66mio |
600008 |
2.32mio |
SZ Margin Balance |
0.6964 trillion |
SZ Short Selling Balance |
35 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
001979 |
179mio |
000301 |
13.49mio |
300750 |
147mio |
002506 |
8mio |
000301 |
127mio |
300168 |
3.63mio |
300059 |
75mio |
000100 |
1.85mio |
002432 |
68mio |
002385 |
1.34mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
-0.14 |
Northbound Net Cash Flow |
-1.3 |
||
Southbound Net Cash Flow |
-0.4 |
Southbound Net Cash Flow |
-0.03 |
||
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 |
000858 |
622 |
0.88 |
002241 |
324 |
6.1 |
600519 |
413 |
0.18 |
300750 |
316 |
0.38 |
002466 |
375 |
3.05 |
300274 |
268 |
2.42 |
601318 |
291 |
0.57 |
002594 |
208 |
0.66 |
601888 |
263 |
0.61 |
000625 |
205 |
2.00 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2301 |
101,710 |
4,878 |
63,525 |
492 |
73,355 |
829 |
IF2303 |
38,605 |
8,214 |
51,185 |
-528 |
60,744 |
-82 |
IF2306 |
10,562 |
2,261 |
21,334 |
1,359 |
29,817 |
1,024 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2301 |
68,945 |
7,224 |
47,525 |
2,226 |
58,841 |
1,986 |
IH2303 |
22,526 |
1,868 |
29,683 |
104 |
39,477 |
621 |
IH2306 |
7,682 |
716 |
8,667 |
85 |
12,562 |
130 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2301 |
80,719 |
620 |
84,959 |
3,670 |
80,402 |
2,990 |
IC2303 |
27,412 |
-1,265 |
98,392 |
235 |
94,479 |
423 |
IC2306 |
14,007 |
-503 |
67,136 |
1,458 |
72,835 |
1,536 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2301 |
48,665 |
2,672 |
33,610 |
-354 |
35,699 |
-887 |
IM2303 |
20,309 |
1,980 |
34,264 |
273 |
36,970 |
519 |
IM2306 |
11,013 |
3,203 |
24,412 |
1,051 |
29,813 |
1,446 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2301 |
106907 |
35684 |
51398 |
3041 |
50088 |
3995 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2212 |
60658 |
22980 |
20547 |
2475 |
22159 |
2717 |
SSE 50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2301 |
32820 |
32820 |
5027 |
5027 |
5143 |
5143 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2303 |
82,970 |
11,642 |
34,824 |
891 |
39,355 |
1,500 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2303 |
94,574 |
5,960 |
77,934 |
-1,627 |
79,377 |
-519 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2303 |
102,143 |
-1,222 |
127,573 |
-2,941 |
126,179 |
-2,123 |
T2306 |
9,621 |
1,262 |
10,651 |
95 |
11,024 |
163 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Low Sulfur Fuel Oil |
LU2303 |
3,947.0 |
+1.91% |
68,263 |
78,005 |
Crude Oil |
SC2302 |
536.9 |
+1.86% |
94,209 |
37,205 |
Fuel Oil |
FU2305 |
2,496.0 |
+1.05% |
761,015 |
495,453 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Coke |
J2305 |
2,662.5 |
-3.72% |
15,988 |
28,536 |
Stainless Steel |
SS2301 |
16,400.0 |
-2.96% |
46,269 |
43,550 |
TSR 20 |
NR2303 |
9,675.0 |
-2.37% |
17,850 |
50,360 |
Commodities (night session):
* Global crude oil price rose collectively. February NYMEX contract up 2.19% to closed at $76.09/b, February Brent contract up 1.67% to closed at $80.36/b. INE crude oil active contract up 1.86% to closed at 536.9 yuan/b.
* Precious metals closed down collectively. COMEX gold contract down 0.19% to closed at $1796.8/oz. SHFE gold active contract down 0.05% to closed at 404.38 yuan/gram.
* Metals performed mixed, LME copper up 0.17%, LMS zinc up 0.23%, aluminum down 0.21%, LME nickel down 3.67%. SHFE copper up 0.09%, nickel down 2.36%.
* Commodity futures closed down mostly. Energy & chemistry futures saw weak performance, TSR 20 down 2.37%, natural rubber down 1.7%. Black series closed down collectively, coke down 3.72%, coking coal down 3.43%. Agricultural mostly went down as well, rapeseed meal down 1%, cotton yarn down 0.96%, soybean meal down 0.91%.
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.