DZ20240509

 

International Relation

- President Xi Jinping announced 6 measures in supporting construction of a China-Serbia community of shared futures including official effectiveness of China-Serbia free trade agreement, increasing imports of qualified agricultural products from Serbia and teenager communications.

 

Sector News

- MIIT issued public opinion on standard and administrative method of lithium battery industry which said to guide firms in reducing investment in pure capacity expansion projects, focus shall be on strengthening technique innovation, improvement of product quality and reduction of production cost.

 

Financial

-Standing Committee of the NPC disclosed 2024 legislative work plan and financial stability law will be under further discussion in June.

 

Data

- CPCA: Apr passenger vehicle sales 1.585mio units, down 2% y/y and 6% m/m. Apr NEV retail sales 706k units, up 34% y/y and hold flat m/m.

 

May 8 Block Trade Info

*Discount

- Ninebot (689009 CH) saw 15 block trades worth 79.05mn at 33.29yuan per share, 8.34pct discount from last closing.

- United Imaging Healthcare (688271 CH) saw 25 block trades worth 193.55mn at 120.97yuan per share, 7.00pct discount from last closing.

- Star Lake (600866 CH) saw 4 block trades worth 119.06mn at 6.93/7.08yuan per share, 2.48/4.55pct discount from last closing.

- Fenda Tech (002681 CH) saw 2 block trades worth 130.97mn at 4.26yuan per share, 0.93pct discount from last closing.

 

*Flat

- CATL (300750 CH) saw 1 block trades worth 182.91 at 203.23yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4959 trillion

Total Short Selling Balance

38.95billion

SH Margin Balance

0.7910 trillion

SH Short Selling Balance

25.25 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

601179

95.19mio

601933

4.20mio

601901

93.93mio

600733

2.11mio

600789

89.73mio

600839

1.04mio

600887

82.03mio

600307

0.95mio

600900

79.19mio

603077

0.88mio

SZ Margin Balance

0.7037 trillion

SZ Short Selling Balance

13.70billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

000100

291mio

002131

2.33mio

000725

161mio

000982

1.93mio

000831

148mio

002044

1.48mio

002475

98.55mio

300015

1.17mio

300394

94.51mio

002602

1.12mio

 

*Connection Trade

SH-HK Connection (bn cny/HK dollar)

SZ-HK Connection (bn cny/HK dollar)

Northbound Net Cash Flow

-2.00

Northbound Net Cash Flow

-2.05

Southbound Net Cash Flow

+0.57

Southbound Net Cash Flow

+1.22

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

300124

395

2.31

000001

258

1.22

600276

299

0.99

600406

242

1.30

300760

222

0.59

300308

204

1.44

600919

213

1.46

000651

196

0.82

300750

207

0.23

000831

179

5.76

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2405

48,549

2,085

42,274

-947

45,458

-854

IF2406

28,495

1,153

69,082

447

92,164

-392

IF2409

13,307

1,798

44,976

-32

69,416

458

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2405

29,074

1,164

24,419

-1,951

27,795

-2,150

IH2406

16,762

710

31,763

-46

42,868

-53

IH2409

7,830

-267

20,341

314

32,104

331

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2405

45,862

3,979

45,394

-86

42,567

-204

IC2406

33,684

5,459

93,588

1,069

96,361

931

IC2409

15,736

1,704

56,004

-133

60,274

20

IC2412

11,598

3,797

17,751

3,047

16,261

2,880

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2405

64,419

5,548

45,535

-581

45,531

-1,550

IM2406

73,760

7,812

81,514

3,097

88,082

1,872

IM2409

26,327

3,616

57,925

444

61,150

614

IM2412

13,042

1,564

21,328

1,950

20,312

2,093

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2405

79596

-5704

39326

-1469

45206

-1070

IO2406

17944

1976

40178

749

48215

938

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2405

142474

3004

57194

-1190

59713

-1022

MO2406

28436

4100

41119

1689

46429

1901

MO2409

6362

942

26976

-16

28943

-96

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2405

24681

1990

20475

560

21209

187

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2406

50,335

-20,139

46,512

-810

47,399

-880

TS2409

11,490

63

13,155

1,131

13,335

1,482

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2406

98,460

-25,050

102,001

-3,980

103,118

-4,137

TF2409

28,659

-1,986

32,487

5,477

33,432

6,223

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2406

98,145

-23,771

139,872

-3,250

139,157

-1,897

T2409

34,991

-4,713

38,182

6,644

37,958

6,393

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2406

52,041

-8,777

44,155

-1,771

40,729

-1,343

TL2409

23,521

-4,656

29,271

2,844

29,496

2,884

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Lead

PB2406

17,995.0

+0.56%

34,213

49,894

Soda Ash

SA409

2,215.0

+0.5%

689,314

821,671

Aluminum

AL2406

20,585.0

+0.46%

52,690

193,486

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Coking Coal

JM2409

1,771.0

-2.34%

66,771

165,315

Coke

J2409

2,301.0

-1.88%

11,230

32,422

TSR 20

NR2407

11,675.0

-1.14%

14,539

44,725

 

* Commodities (night session):

* Global crude oil price closed up collectively. June NYMEX crude oil contract up 1.07% to closed at $79.22/b, July Brent contract up 0.72% to closed at $83.76/b. INE crude oil active contract up 0.15% to 616.0 yuan/b.

* Precious metals closed mixed, COMEX gold active contract down 0.35% and closed at $2316.1/oz. SHFE gold active contract down 0.11% and closed at 548.72 yuan/gram.

* Metals closed down collectively, LME nickel down 1.85%, LME zinc down 1.69%, LME tin down 1.36%, LME copper down 1.27%. SHFE nickel down 0.84%, bonded copper down 0.75%, SHFE tin down 0.70%.

* Commodity futures closed down mostly, chemistry and energy products closed down collectively, butadiene rubber down 1.22%, TSR 20 down 1.14%, natural rubber down 1.08%. Black series closed down collectively, coking coal down 2.34%, coke down 1.88%. Agricultural products closed down mostly, RBD palm olein down 1.01%.

 

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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.