DZ20230615
Relationship
*The US Secretary of State Antony Blinken will visit China from June 18th to 19th.
Industrial Economy
*CAAM: The domestic automobile market is in a slow recovery stage and it is necessary for the country to continue to introduce measures to accelerate the release of consumption potential.
*Ministry of Agriculture and Rural Affairs stated to continue to work with relevant departments to further increase support for the cultivation of leading enterprises and consortia in agricultural industrialization.
*NDRC: Ensure stable and orderly supply of energy and electricity during peak summer season.
Policy
*NDRC: Speed up the completion of the revision and repeal of regulatory and policy documents that are inconsistent with the requirements of the "regulations on optimizing business environment". It is strictly prohibited to generally suspend production and business without legal procedures and to prevent "one-size-fits-all" law enforcement.
*NDRC stated to study and introduce more policies and measures to attract foreign investment,reasonably reduce the negative list of foreign investment access.
*Ministry of Human Resources and Social Security issued to steadily implement the national coordinated and unified national fund revenue and expenditure management system for pension insurance.
Data
*National Energy Administration: The total electricity consumption of the whole society increased by 7.4% y/y in May.
June 14 Block Trade Info
*Discount
- Piotech (688072 CH) saw 11 block trades worth 44.02mio at 388.16yuan per share, 11.19pct discount from last closing.
- Aiko Solar Energy (600732 CH) saw 19 block trades worth 194.87mn at 33.96/34.33yuan per share, 9.23/10.21pct discount from last closing.
- Golden Seed Winery (600199 CH) saw 22 block trades worth 148.35mn at 23.37yuan per share, 8.53pct discount from last closing.
*Flat
- Aerospace Times Electronics (600879 CH) saw 1 block trades worth 110.84mn at 8.21yuan per share, flat from last closing.
- Minsheng Banking (600016 CH) saw 2 block trades worth 132.52mn at 3.93yuan per share, flat from last closing.
- Vrv Software (300352 CH) saw 1 block trades worth 133.12mn at 5.37yuan per share, flat from last closing.
- Midea (000333 CH) saw 2 block trades worth 271.32mn at 57.08yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.5108 trillion |
Total Short Selling Balance |
92.2billion |
|
SH Margin Balance |
0.7907 trillion |
SH Short Selling Balance |
60.4 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
688313 |
169mio |
600157 |
6.1mio |
|
601888 |
151mio |
600415 |
5.4mio |
|
600522 |
149mio |
600022 |
4.0mio |
|
603019 |
111mio |
600010 |
2.9mio |
|
603888 |
109mio |
688119 |
2.7mio |
|
SZ Margin Balance |
0.7199 trillion |
SZ Short Selling Balance |
31.8 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000568 |
147mio |
000665 |
5.9mio |
|
000799 |
97.8mio |
000100 |
1.9mio |
|
000063 |
85.4mio |
000629 |
1.8mio |
|
300308 |
83.1mio |
000917 |
1.8mio |
|
300059 |
82.0mio |
000750 |
1.6mio |
*Connection Trade
|
SH-HK Connection (bn cny) |
SZ-HK Connection (bn cny) |
||||
|
Northbound Net Cash Flow |
-2.413 |
Northbound Net Cash Flow |
+0.219 |
||
|
Southbound Net Cash Flow |
+0.674 |
Southbound Net Cash Flow |
+0.876 |
||
|
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 |
|
600039 |
839 |
9.17 |
601012 |
467 |
2.22 |
|
600519 |
772 |
0.36 |
002236 |
396 |
5.92 |
|
002594 |
392 |
0.52 |
600426 |
319 |
4.97 |
|
601138 |
330 |
0.75 |
601318 |
286 |
0.32 |
|
000858 |
258 |
0.38 |
601888 |
204 |
0.82 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2306 |
84,892 |
835 |
38,568 |
-10,847 |
41,538 |
-10,887 |
|
IF2307 |
41,353 |
17,078 |
38,243 |
11,087 |
47,657 |
12,229 |
|
IF2309 |
34,118 |
2,699 |
59,310 |
3,300 |
75,356 |
3,097 |
|
IF2312 |
5,815 |
275 |
12,152 |
279 |
15,130 |
592 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2306 |
60,792 |
4,215 |
27,197 |
-7,308 |
29,246 |
-7,873 |
|
IH2307 |
30,104 |
9,798 |
28,884 |
6,356 |
35,991 |
7,464 |
|
IH2309 |
26,418 |
4,169 |
37,291 |
3,600 |
52,512 |
4,456 |
|
IH2312 |
6,261 |
489 |
12,383 |
1,230 |
13,179 |
1,129 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2306 |
75,325 |
688 |
41,959 |
-13,133 |
43,498 |
-13,859 |
|
IC2307 |
35,936 |
13,359 |
47,125 |
10,795 |
47,812 |
10,836 |
|
IC2309 |
30,429 |
504 |
103,993 |
2,915 |
104,702 |
3,941 |
|
IC2312 |
15,670 |
1,134 |
50,971 |
3,875 |
52,356 |
4,077 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2306 |
55,954 |
8,934 |
30,596 |
-8,069 |
31,926 |
-7,694 |
|
IM2307 |
24,391 |
8,923 |
28,074 |
7,352 |
29,202 |
7,156 |
|
IM2309 |
24,181 |
7,841 |
55,693 |
4,082 |
57,693 |
2,870 |
|
IM2312 |
9,270 |
1,469 |
27,706 |
1,786 |
29,652 |
1,891 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2306 |
149511 |
28443 |
55448 |
-4523 |
64372 |
-4908 |
|
IO2307 |
37412 |
12809 |
33668 |
3951 |
33579 |
4081 |
|
IO2309 |
6278 |
3400 |
27429 |
301 |
29455 |
637 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2306 |
89845 |
16573 |
35197 |
-1807 |
41939 |
-1429 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2306 |
72177 |
7985 |
30922 |
-2394 |
34342 |
-2151 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2309 |
85,068 |
6,574 |
48,544 |
1,268 |
48,347 |
1,054 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2309 |
86,515 |
-18,369 |
87,759 |
226 |
89,302 |
212 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2309 |
94,998 |
-25,209 |
178,610 |
1,254 |
183,707 |
348 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2309 |
21,586 |
-198 |
13,548 |
448 |
14,981 |
147 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2309 |
1,373.5 |
+3.43% |
77,025 |
168,238 |
|
Nickel |
NI2307 |
172,870.0 |
+3.4% |
115,101 |
79,296 |
|
Tin |
SN2307 |
218,310.0 |
+3.25% |
60,258 |
40,642 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Crude Oil |
SC2307 |
514.5 |
-0.85% |
72,275 |
21,863 |
|
No.1 Soybeans |
A2309 |
4,789.0 |
-0.54% |
62,835 |
134,754 |
|
Low Sulfur Fuel Oil |
LU2309 |
3,940.0 |
-0.48% |
77,209 |
175,578 |
* Commodities (night session):
* Global crude oil price moved down collectively. July NYMEX crude oil contract down 1.07% to closed at $68.68/b, August Brent contract down 0.93% to closed at $73.60/b. INE crude oil active contract down 0.85% to 514.5 yuan/b.
* Precious metals closed down collectively. COMEX gold contract down 0.15% to closed at $1955.7/oz. SHFE gold active contract down 0.16% to closed at 450.66 yuan/gram.
* Metals closed up collectively, LME nickel up 3.59%, LME nickel up 3.18%, LME tin up 3.01%, LME lead up 1.8%. SHFE nickel up 3.40%, SHFE tin up 3.25%, SHFE zinc up 1.97%.
* Commodity futures closed up collectively. Chemistry and energy products saw mixed performance, PTA up 1.41%, EB up 1.12%, polyester fiber up 1.1%. Black series closed up collectively, coking coal up 3.43%, coke up 2.06%, iron ore up 1.68%. Agricultural products performed strong.
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.
