DZ20240105
Industrial Economy
*The National Data Administration and other 17 departments jointly issued the “Three-Year Action Plan for Data Elements X (2024-2026)”, which focuses on promoting high-level application of data elements, promoting the coordinated optimization, reuse and efficiency improvement of data elements, and playing a role in integrated innovation.
*Shanghai Municipal People’s Government issued “Several Policy Measures for Promoting the Healthy Development of Online New Economy in Shanghai”, which pointed out to increase support for headquarters-based enterprises, encourage seed enterprises to go public for financing, and support online new economy enterprises that meet national strategies, break through key core technologies, and have high market recognition to be included in the reformed and listed cultivation enterprise library according to regulations.
*Ministry of Emergency Management and MIIT jointly issued the “Guiding Opinions on Accelerating the Development of Emergency Robots”, which proposed that by 2025, a batch of advanced emergency robots will be developed to significantly improve the level of scientificization, specialization, refinement and intelligence.
*NDRC and other 18 ministries and commissions jointly issued the “Work Plan for the Construction of Basic Public Service Standard System Project”, which proposed to further comprehensively deploy standardization work in nine major areas, including preschool education, labor income, medical treatment for diseases, old-fashioned care, living with a certain background, being weak and supported, providing support for military service and cultural and sports service guarantees.
Data
*CPCAAUTO: It is preliminarily estimated that the retail sales of passenger cars in December will reach 2.361mio units, up 9% y/y and up 14% m/m respectively.
Jan 4 Block Trade Info
*Discount
- HitGen (688222 CH) saw 20 block trades worth 65.76mn at 15.00yuan per share, 12.08pct discount from last closing.
*Flat
- Moutai (600519 CH) saw 2 block trades worth 1.5bn at 1669.00yuan per share, flat from last closing.
- Zhongman Petroleum and Natural Gas (603619 CH) saw 1 block trades worth 95.65mn at 19.13yuan per share, flat from last closing.
- Offcn Education (002607 CH) saw 1 block trades worth 82.41mn at 4.02yuan per share, flat from last closing.
- International Medical Investment (000516 CH) saw 1 block trades worth 108.78mn at 7.88yuan per share, flat from last closing.
*Margin Trade (SZ Margin Trade Not Released)
Total Margin Balance |
1.5859 trillion |
Total Short Selling Balance |
70.3 billion |
SH Margin Balance |
0.8321 trillion |
SH Short Selling Balance |
45.1 billion |
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
600519 |
260mio |
601006 |
14.6mio |
600621 |
67.2mio |
600901 |
5.0mio |
600570 |
54.9mio |
601916 |
2.8mio |
601919 |
50.5mio |
600010 |
2.7mio |
600133 |
45.2mio |
601988 |
2.4mio |
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 |
-0.785 |
Northbound Net Cash Flow |
-3.152 |
||
Southbound Net Cash Flow |
+1.776 |
Southbound Net Cash Flow |
+0.375 |
||
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 |
603259 |
337 |
1.65 |
600519 |
358 |
0.17 |
002456 |
176 |
6.45 |
601318 |
288 |
0.40 |
601127 |
141 |
1.28 |
000858 |
262 |
0.50 |
601398 |
127 |
0.07 |
002475 |
250 |
1.07 |
601288 |
114 |
0.09 |
002241 |
173 |
2.53 |
*Index Futures
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IF2401 |
89,041 |
16,465 |
74,368 |
4,055 |
86,110 |
3,832 |
IF2403 |
38,195 |
11,842 |
70,054 |
3,425 |
93,878 |
3,008 |
IF2406 |
17,260 |
5,502 |
41,251 |
1,768 |
63,207 |
2,660 |
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IH2401 |
55,692 |
7,501 |
48,683 |
353 |
57,988 |
449 |
IH2403 |
19,641 |
2,834 |
33,561 |
1,148 |
46,781 |
1,471 |
IH2406 |
8,815 |
2,028 |
16,949 |
475 |
26,245 |
547 |
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IC2401 |
62,028 |
10,005 |
75,414 |
-3,198 |
73,609 |
-4,156 |
IC2403 |
23,074 |
-418 |
79,890 |
-12 |
90,589 |
-8 |
IC2406 |
16,691 |
5,808 |
66,661 |
625 |
75,023 |
849 |
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IM2401 |
66,119 |
6,329 |
60,261 |
553 |
63,512 |
317 |
IM2403 |
28,382 |
3,246 |
71,445 |
-143 |
77,563 |
-118 |
IM2406 |
16,595 |
787 |
55,965 |
-46 |
65,085 |
-361 |
*Index Options
Position of Top 20 members (Unit lots) |
||||||
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
IO2401 |
140704 |
34099 |
69516 |
353 |
79730 |
2174 |
IO2403 |
9842 |
788 |
34717 |
-311 |
42878 |
-159 |
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
MO2401 |
109653 |
-3318 |
47178 |
2574 |
54047 |
2412 |
MO2403 |
6831 |
264 |
24260 |
293 |
28815 |
487 |
MO2406 |
3417 |
847 |
16818 |
250 |
19985 |
207 |
MO2409 |
1854 |
551 |
18569 |
268 |
20604 |
165 |
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
HO2401 |
61913 |
15171 |
42327 |
348 |
47997 |
1095 |
*Treasury Futures
Position of Top 20 members (Unit lots) |
||||||
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TS2403 |
63,764 |
-15,563 |
57,855 |
-987 |
64,680 |
-1,700 |
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TF2403 |
91,603 |
-31,765 |
99,376 |
769 |
103,757 |
573 |
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
T2403 |
77,100 |
-25,704 |
155,859 |
-800 |
159,890 |
65 |
T2406 |
6,518 |
-2,941 |
14,545 |
402 |
14,689 |
402 |
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
TL2403 |
31,683 |
-6,323 |
36,058 |
374 |
38,123 |
452 |
*Night Session Commodities Market (As of 02:30 am)
Top 3 Gainers (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
Fuel Oil |
FU2403 |
3,076.0 |
+0.72% |
478,141 |
209,006 |
Gold |
AU2404 |
481.9 |
+0.33% |
52,868 |
163,682 |
TSR 20 |
NR2403 |
11,110.0 |
+0.23% |
24,650 |
59,950 |
Top 3 Loser (Dominant Contract) |
|||||
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
LPG |
PG2402 |
4,641.0 |
-3.87% |
122,559 |
72,573 |
Soda Ash |
SA405 |
1,961.0 |
-3.83% |
341,835 |
515,164 |
Glass |
FG405 |
1,891.0 |
-2.37% |
580,567 |
888,825 |
* Commodities (night session):
* Global crude oil price closed down collectively. February NYMEX crude oil contract down 0.41% to closed at $72.40/b, March Brent contract down 0.74% to closed at $77.67/b. INE crude oil active contract down 0.14% to 551.5 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.4% and closed at $2051/oz. SHFE gold active contract up 0.33% and closed at 481.94 yuan/gram.
* Metals closed down mostly, LME nickel down 1.94%, LME tin down 1.83%, LME zinc down 1.8%. SHFE nickel down 1.81%, SHFE tin down 1.42%, SHFE zinc down 1.38%.
* Commodity futures closed down collectively, chemistry and energy products performed weak, LPG down 3.87%, soda ash down 3.83%, glass down 2.37%. Black series closed down collectively, coking coal down 1.64%, coke down 1.54%. Agricultural products closed down mostly, corn down 1.07%, corn starch down nearly 1%.
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.