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%.

 

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