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%.



Download PDF

 

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.