DZ20240514

 

Financial

*Premier Li Qiang presided over the State Council mobilization video conference to support the construction and deployment of the “two heavy” system, who emphasized to issue and make good use of ultra-long-term special national bonds, provide high-quality support for the implementation of major national strategies and key security capacity building work, and provide strong support for promoting Chinese-style modernization.

*MoF planned to launch a cny 40bn 30-year special national bond tender on May 17th, which is the first issue of this year.

*PBoC: Optimizes the “swapping link” mechanism arrangement as the interconnection and cooperation between mainland China and Hong Kong’s interest rate swap market, and promotes high-level opening up of China’s financial market to the outside world.

*State Administration for Market Regulation publicly solicited opinions on the “Market Supervision and Management Credit Recovery Management Measures”, in order to further strengthen the management of credit repair for business entities, reshape good credit, stimulate the vitality of business entities and optimize the business environment.

 

Industrial Economy

*China and the United States will hold their first Sino-US Artificial Intelligence Intergovernmental Dialogue meeting on May 14th to exchange views on AI technology risks, global governance, and other issues of concern to them.

*Ministry of Culture and Tourism and other five departments jointly issued a notice on the “Action Plan for Innovative Development of Smart Tourism”, which proposes to transform and upgrade information infrastructure.

 

May 13 Block Trade Info

*Discount

- Ficont Industry (605305 CH) saw 11 block trades worth 76.14mn at 41.52yuan per share, 10.11pct discount from last closing.

- United Water (603291 CH) saw 11 block trades worth 56.77mn at 13.42yuan per share, 8.65pct discount from last closing.

 

*Flat

- Salubris Pharma (002294 CH) saw 1 block trades worth 495.62mn at 30.72yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4966 trillion

Total Short Selling Balance

39.1 billion

SH Margin Balance

0.7924 trillion

SH Short Selling Balance

25.5 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600519

441mio

601099

4.6mio

603259

224mio

600866

1.9mio

601919

149mio

600901

1.8mio

600866

107mio

601933

1.6mio

600682

90.8mio

601866

1.4mio

SZ Margin Balance

0.7030 trillion

SZ Short Selling Balance

13.6 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

300775

121mio

002131

1.8mio

000568

93.1mio

000686

1.2mio

300001

65.7mio

000717

1.1mio

300750

59.1mio

300498

0.9mio

002601

58.2mio

002602

0.8mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Net Cash Flow

-2.770

Northbound Net Cash Flow

-1.821

Southbound Net Cash Flow

+5.132

Southbound Net Cash Flow

+3.675

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

002371

287

1.81

601919

367

1.72

002028

229

4.12

000333

287

0.57

600276

217

0.73

600900

247

0.40

600919

186

1.26

300502

230

3.87

002475

166

0.78

601872

203

2.72

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2405

64,850

2,371

36,033

-4,483

39,180

-3,438

IF2406

47,577

5,272

73,934

1,646

95,274

143

IF2409

19,927

-1,566

47,044

-327

70,257

-732

IF2412

8,470

1,316

8,882

1,487

10,651

1,413

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2405

39,024

-36

22,145

-3,790

24,098

-3,728

IH2406

26,752

438

32,747

-98

43,193

-271

IH2409

9,532

-3,816

20,666

-606

32,426

-493

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2405

62,153

3,378

39,922

-3,865

37,367

-4,701

IC2406

45,709

4,413

96,851

2,314

99,620

2,515

IC2409

19,261

-1,109

57,176

518

60,843

-55

IC2412

11,594

-1,581

21,487

939

19,800

668

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2405

69,232

-3,860

37,935

-4,377

38,206

-3,908

IM2406

97,035

-352

85,731

1,679

93,379

1,727

IM2409

32,044

-4,010

56,424

-2,138

60,975

-1,526

IM2412

14,302

-2,966

25,567

850

24,589

876

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2405

125677

202

33610

-1120

40542

-1536

IO2406

29085

1392

45278

2148

53060

1608

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2405

194768

5694

51484

-609

54487

-1815

MO2406

45773

5120

49143

3510

53863

3050

MO2409

5840

-198

26867

-206

28685

-178

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2405

38655

-12437

18455

-673

19471

-601

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2406

55,272

981

41,408

-1,957

43,753

-1,188

TS2409

18,979

5,413

19,157

2,527

19,663

2,201

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2406

102,226

4,799

89,788

-5,133

91,322

-3,423

TF2409

39,686

7,877

42,402

4,766

44,949

5,980

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2406

117,111

21,345

120,868

-7,945

121,703

-6,505

T2409

60,310

18,365

51,850

3,903

48,847

2,828

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2406

64,876

-435

33,171

-4,807

32,157

-2,619

TL2409

44,827

13,102

39,248

4,685

37,046

2,620

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Tin

SN2406

270,780.0

+3.41%

94,728

42,374

Rapeseed Oil

OI409

8,920.0

+3.01%

477,013

409,418

Zinc

ZN2406

23,930.0

+2.16%

90,794

77,279

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Coking Coal

JM2409

1,702.5

-1.7%

62,523

157,622

White Sugar

SR409

6,248.0

-1.06%

281,182

357,975

Glass

FG409

1,589.0

-1%

373,873

797,639

 

* Commodities (night session):

* Global crude oil price closed up collectively. June NYMEX crude oil contract up 1.2% to closed at $79.2/b, July Brent contract up 0.8% to closed at $83.45/b. INE crude oil active contract up 0.23% to 618.1 yuan/b.

* Precious metals closed down collectively, COMEX gold active contract down 1.38% and closed at $2342.3/oz. SHFE gold active contract down 0.79% and closed at 555.16 yuan/gram.

* Metals closed up collectively, LME tin up 2.37%, LME zinc up 2.29%, LME copper up 2.02%, LME lead up 1.21%. SHFE tin up 3.41%, SHFE zinc up 2.16%, bonded copper up 1.63%.

* Commodity futures closed up mostly, rapeseed oil up 3.01%, TSR 20 up 2.16%, natural rubber up 1.86%, butadiene rubber up 1.82%. Coking coal down 1.70%, white sugar down 1.06%, glass down nearly 1%.

 

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.