DZ20230517
 

Industrial Economy

*China's first ship of cross-border RMB settlement LNG completed today which marked a substantial step forward in the exploration of cross-border RMB settlement transactions in the field of oil and gas trade in China.

*Ministry of Natural Resources: Build a unified space-time base for the construction of Digital China, strictly abide by the bottom line of resource security, optimize the land and space pattern, promote green and low-carbon development, and safeguard the rights and interests of resource assets, create a good environment for the development of geographic information industry and strictly adhere to the bottom line of surveying and mapping geographic information management for the construction of a new security pattern.

*Ministry of Water Resources held a scheduling conference to speed up the construction schedule of large and medium-sized irrigation areas and transformation projects in 2023.

*The State Food and Drug Administration and the German medicines and medical devices Administration signed a joint statement which clarified the future cooperation fields and directions of both parties and further strengthen the cooperation in the fields of pharmaceutical and medical equipment laws and regulations, safety information, personnel exchange and technical cooperation.
 

Co Focus

*CATL: The co will launch the vehicle specification level application version of the condensing battery, the energy density of single unit is as high as 500wh / kg, the condensation battery is in the cooperative development of civil electric manned aircraft project.

May 16 Block Trade Info

*Discount
- Will (603501 CH) saw 1 block trades worth 65.76mn at 91.34yuan per share, 1.01pct discount from last closing.

- Anjing (603345 CH) saw 16 block trades worth 335.6mn at 148.04yuan per share, 5.42pct discount from last closing.

- CICC (601995 CH) saw 20 block trades worth 184.93mn at 41.48yuan per share, 6pct discount from last closing.

- Tom Culture Industry (300459 CH) saw 2 block trades worth 448.0mn at 5.45yuan per share, 14.71pct discount from last closing.

 

*Flat

- Hengli Hydraulic (601100 CH) saw 1 block trades worth 95.36mn at 57.57yuan per share, flat from last closing.

- CATL (300750 CH) saw 2 block trades worth 478mn at 239yuan per share, flat from last closing.

- Luxshare (002475 CH) saw 1 block trades worth 470.65mn at 26.86yuan per share, flat from last closing.

- Vanke (000002 CH) saw 2 block trades worth 72.08mn at 14.91yuan per share, flat from last closing.

 

 

*Margin Trade

Total Margin Balance

1.5221 trillion

Total Short Selling Balance

94.2billion

SH Margin Balance

0.7984 trillion

SH Short Selling Balance

62.5 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600519

100mio

600681

2.2mio

688008

43.4mio

603719

1.9mio

601919

36.9mio

688512

1.6mio

688469

36.1mio

688126

1.5mio

688063

34.6mio

600157

1.1mio

SZ Margin Balance

0.7235 trillion

SZ Short Selling Balance

31.7 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002594

198mio

002958

7.23mio

002192

101mio

002610

2.27mio

300015

101mio

301293

1.54mio

002276

91.1mio

301297

1.53mio

000001

75.5mio

002422

1.36mio

 

*Connection Trade

SH-HK Connection (bn cny)

SZ-HK Connection (bn cny)

Northbound Net Cash Flow

+0.147

Northbound Net Cash Flow

-3.548

Southbound Net Cash Flow

+0.202

Southbound Net Cash Flow

+1.207

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

600150

379

2.96

000001

382

1.54

600276

347

1.15

000651

311

1.60

002466

272

2.01

002371

309

2.02

002463

260

7.00

000063

230

1.55

600570

255

3.04

002594

213

0.28

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2305

59,693

-18,998

31,525

-4,872

33,210

-7,833

IF2306

40,505

-7,466

66,506

2,149

80,962

1,792

IF2309

12,948

-3,313

40,850

843

54,175

1,102

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2305

41,230

-14,006

23,860

-3,329

24,083

-4,186

IH2306

31,706

-3,942

39,788

50

50,570

-144

IH2309

11,777

-2,831

22,232

205

34,394

301

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2305

56,661

-4,600

36,707

-6,185

33,994

-7,043

IC2306

39,956

-1,115

99,448

4,828

105,445

4,088

IC2309

11,347

-2,256

81,782

-2

83,734

33

IC2312

8,185

494

17,902

814

18,299

801

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2305

43,929

-7,961

24,681

-3,848

24,656

-4,304

IM2306

32,779

-3,540

58,188

2,666

61,190

1,890

IM2309

10,485

-6,456

40,151

-900

44,896

-1,146

IM2312

6,191

-1,540

14,037

-276

14,648

-106

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2305

96820

-39499

38546

-777

43910

-1122

IO2306

22908

-9045

40030

903

44269

1498

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2305

83935

-37918

31316

-1928

37815

-2252

MO2306

18047

-5573

27831

1742

32715

1800

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2305

57120

-10551

18947

-730

24041

-303

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2306

48,065

-949

31,855

-2,479

33,326

-2,887

TS2309

26,866

2,885

26,977

2,636

28,510

2,509

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2306

83,413

-15,313

45,576

-4,387

48,906

-4,908

TF2309

54,370

16,767

58,484

6,085

57,864

5,393

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2306

110,145

1,744

90,422

-9,011

91,101

-7,185

T2309

75,204

14,363

83,374

6,358

84,074

6,070

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2306

6,093

-962

4,573

-159

4,795

-696

 

*Night Session Commodities Market (As of 02:30 am)

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

LPG

PG2306

4,182.0

+1.23%

40,567

45,991

Glass

FG309

1,613.0

+0.69%

534,841

1,094,598

Aluminum

AL2306

18,230.0

+0.44%

74,637

181,201

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Soybean Oil

Y2309

7,138.0

-2.35%

429,219

635,634

No.2 Soybeans

B2306

4,082.0

-2.16%

50,605

20,668

Nickel

NI2306

163,850.0

-1.9%

127,241

75,338

* Commodities (night session):

* Global crude oil price performed weak mostly. June NYMEX crude oil contract down 0.82% to closed at $70.53/b, July Brent contract down 0.84% to closed at $74.60/b. INE crude oil active contract up 0.16% to 505.3 yuan/b.

* Precious metals closed down collectively. COMEX gold contract down 1.46% to closed at $1993.2/oz. SHFE gold active contract down 0.83% to closed at 449.66 yuan/gram.

* Metals closed down mostly, LME nickel down 2.85%, LME tin down 2.42%, LME copper down 1.84%, LME lead won 1.38%. SHFE nickel down 1.90%, SHFE tindown 1.63%, bonded copper down 1.05%.

* Commodity futures closed down mostly. Energy & chemistry futures saw weak performance, ployster fiber down 1.29%, EB down 1.28%, LPG up 1.23%. Black series closed down mostly. Agricultural products closed down collectively, soybean oil down 2.35%, No.2 soybeans down 2.16%, RBD palm olein down 1.78%, rapeseed oil down 1.12%.

 

 

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.