DZ20240104
Industrial Economy
*The Ministry of Transport announced the “Regulations on Operation Safety Management of Civil Driverless Aircraft”, which will be implemented from the date of publication.
*MIIT and other eleven departments jointly issued a notice on carrying out the special action of signal promotion, which proposed to achieve significant enhancements in 4G and 5G signals.
*Ministry of Science and Technology recently compiled and issued the “Guidelines for Responsible Research Conduct (2023)”, proposing that generative AI should not be used directly to generate application materials, and generative AI should not be listed as a result to jointly complete people.
*Ministry of Natural Resources recently issued notice on coordinating and standardizing the remote sensing monitoring of cultivated land protection satellites.
Financial
*Premier Li Qiang of the State Council conducted research in Hubei Province, who emphasized to achieve greater breakthroughs in key core technologies and make more contributions to the national self-reliance in high-level science and technology.
Data
*CPCAAUTO: December wholesale sales of new energy passenger vehicles by manufacturers will be 1.13 million units, up 50% y/y and up 18% m/m respectively.
Jan 3 Block Trade Info
*Discount
- Sharetronic Data Tech (300857 CH) saw 2 block trades worth 65.57mn at 40.80yuan per share, 18.15pct discount from last closing.
*Flat
- Moutai (600519 CH) saw 5 block trades worth 150.77mn at 1694.00yuan per share, flat from last closing.
- Minsheng Banking (600016 CH) saw 1 block trades worth 499.89mn at 3.76yuan per share, flat from last closing.
- Midea (000333 CH) saw 1 block trades worth 140.97mn at 54.45yuan per share, flat from last closing.
*Margin Trade
Total Margin Balance |
1.5859 trillion |
Total Short Selling Balance |
70.3 billion |
SH Margin Balance |
0.8310 trillion |
SH Short Selling Balance |
45.2 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
601012 |
108mio |
601099 |
3.7mio |
600570 |
75.6mio |
600157 |
3.1mio |
688717 |
73.9mio |
601666 |
2.3mio |
600383 |
73.3mio |
600022 |
2.0mio |
600887 |
72.3mio |
601929 |
2.0mio |
SZ Margin Balance |
0.7537 trillion |
SZ Short Selling Balance |
25.1 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
002241 |
146mio |
000560 |
3.2mio |
000063 |
92.0mio |
002517 |
2.0mio |
300033 |
81.5mio |
000589 |
1.4mio |
002050 |
71.3mio |
002325 |
1.1mio |
002352 |
65.5mio |
000001 |
1.0mio |
*Connection Trade
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
Northbound Net Cash Flow |
+2.110 |
Northbound Net Cash Flow |
-0.421 |
||
Southbound Net Cash Flow |
+3.935 |
Southbound Net Cash Flow |
+2.882 |
||
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 |
000625 |
443 |
2.75 |
300750 |
396 |
0.57 |
000333 |
304 |
0.79 |
601012 |
325 |
1.93 |
601288 |
282 |
0.22 |
002230 |
215 |
2.06 |
002475 |
258 |
1.06 |
601899 |
165 |
0.50 |
688111 |
229 |
1.64 |
002456 |
158 |
5.68 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2401 |
72,925 |
-5,188 |
70,313 |
-2,834 |
82,380 |
-2,364 |
IF2403 |
27,347 |
-3,894 |
66,629 |
-1,258 |
90,893 |
-908 |
IF2406 |
12,325 |
-1,315 |
39,516 |
-16 |
60,583 |
349 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2401 |
48,594 |
614 |
48,330 |
929 |
57,573 |
-244 |
IH2403 |
16,885 |
468 |
32,477 |
-167 |
45,422 |
-110 |
IH2406 |
6,970 |
-61 |
16,483 |
201 |
25,789 |
342 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2401 |
53,224 |
4,946 |
79,439 |
-123 |
77,858 |
-715 |
IC2403 |
24,246 |
5,117 |
79,935 |
1,598 |
90,614 |
2,215 |
IC2406 |
12,381 |
3,752 |
66,036 |
901 |
74,262 |
1,198 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2401 |
60,857 |
9,168 |
59,816 |
-528 |
63,631 |
-720 |
IM2403 |
26,011 |
4,472 |
71,613 |
218 |
77,749 |
-121 |
IM2406 |
16,024 |
4,797 |
56,011 |
494 |
65,446 |
251 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2401 |
106739 |
-610 |
69163 |
743 |
77654 |
2358 |
IO2403 |
9353 |
696 |
35028 |
216 |
43037 |
525 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2401 |
113205 |
28022 |
44726 |
-120 |
51635 |
-177 |
MO2403 |
6807 |
1114 |
23978 |
184 |
28328 |
387 |
MO2406 |
2583 |
-1737 |
16585 |
68 |
19778 |
111 |
MO2409 |
1440 |
-211 |
18373 |
74 |
20439 |
83 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2401 |
47078 |
-6860 |
42000 |
1124 |
47015 |
1330 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2403 |
80,175 |
-1,243 |
59,368 |
1,533 |
66,380 |
3,007 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2403 |
125,045 |
38,500 |
99,497 |
-39 |
103,184 |
-1,720 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2403 |
106,368 |
18,666 |
156,659 |
-780 |
159,825 |
364 |
T2406 |
9,849 |
1,053 |
14,191 |
329 |
14,287 |
223 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2403 |
40,357 |
15,781 |
35,846 |
-59 |
37,671 |
-654 |
* Commodities (night session):
* Global crude oil price closed down collectively. February NYMEX crude oil contract up 3.75% to closed at $73.02/b, March Brent contract up 3.43% to closed at $78.49/b. INE crude oil active contract up 1.40% to 556.2 yuan/b.
* Precious metals closed down collectively, COMEX gold active contract down 1.15% and closed at $2049.6/oz. SHFE gold active contract down 0.81% and closed at 479.54 yuan/gram.
* Metals closed down mostly, LME aluminum down 1.26%, LME zinc down 1.18%, LME nickel down 1.15%. SHFE nickel down 0.71%, LME aluminum down 0.59%, SHFE zinc down 0.35%, SHFE lead up 0.28% on the contrast.
* Commodity futures closed mixed, chemistry and energy products performed mixed, fuel oil up 1.51%, soda ash up 1.27%, butadiene rubber down 1.77%, LPG down 1.56%, TSR 20 down 1.02%. Black series closed mixed. Agricultural products closed up mostly, cotton yarn up 2.08%.
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.