DZ20240611
Financial
*Premier Li Qiang presided over the State Council executive meeting on June 7th to study policies and measures to promote high-quality development of venture capital, listen to reports on the current situation and the consideration of the next step in building a new model for real estate development, and review and approve “Guiding Opinions on Improving the Long-term Mechanism for Insured Basic Medical Insurance”.
*SSE, SZSE and Beijing Stock Exchange collectively issued the “Implementation Rules for Programmed Transaction Management”, which refine and stipulate matters such as programmed transaction report management.
Industrial Economy
*Ministry of Transport and other thirteen departments jointly issued the notice on the “Action Plan for Large-scale Equipment Update in Transportation”, which requires to explore construction of supercharging stations, battery swapping stations and hydrogen refueling stations.
*NDRC and other five departments jointly issued the “Special Action Plan for Energy-saving and Carbon Reduction in the Refining Industry”, which aiming to control the national crude processing capacity within 1 billion tons by the end of 2025.
*According to the data center of the Ministry of Culture and Tourism, during the 2024 Dragon Boat Festival holiday, the total number of domestic tourism trips reached 110mio, up 6.3% y/y, with the total cost of domestic tourists traveling was cny 40.35bn, up 8.1% y/y.
June 7 Block Trade Info
*Discount
- Skyverse Tech (688361 CH) saw 5 block trades worth 56.87mn at 55.81-56.23yuan per share, 0.65-1.40pct discount from last closing.
- Guizhou Gas (600903 CH) saw 13 block trades worth 38.49mn at 6.20yuan per share, 9.09pct discount from last closing.
*Flat
- Baoshan Iron&Steel (600019 CH) saw 3 block trades worth 41.92mn at 6.99yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.4698 trillion |
Total Short Selling Balance |
34.1 billion |
|
SH Margin Balance |
0.7783 trillion |
SH Short Selling Balance |
22.3 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601919 |
158mio |
560010 |
13.1mio |
|
688981 |
96.1mio |
510330 |
3.5mio |
|
510050 |
70.5mio |
601288 |
1.1mio |
|
605090 |
69.5mio |
601162 |
0.8mio |
|
601866 |
47.3mio |
601696 |
0.6mio |
|
SZ Margin Balance |
0.6903 trillion |
SZ Short Selling Balance |
11.9 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002371 |
143mio |
000783 |
2.6mio |
|
002156 |
142mio |
300358 |
0.7mio |
|
000002 |
130mio |
000547 |
0.6mio |
|
000858 |
89.8mio |
000665 |
0.4mio |
|
002352 |
76.7mio |
002385 |
0.4mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Net Cash Flow |
+0.805 |
Northbound Net Cash Flow |
-1.511 |
||
|
Southbound Net Cash Flow |
+2.151 |
Southbound Net Cash Flow |
+1.457 |
||
|
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 |
327 |
1.93 |
600519 |
1320 |
0.64 |
|
601138 |
301 |
0.58 |
300750 |
661 |
0.73 |
|
002475 |
190 |
0.80 |
000333 |
536 |
1.17 |
|
688223 |
173 |
2.03 |
000858 |
289 |
0.51 |
|
601939 |
152 |
0.09 |
601919 |
252 |
0.94 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2406 |
97,592 |
2,991 |
77,850 |
-3,272 |
91,439 |
-3,716 |
|
IF2407 |
11,876 |
865 |
12,560 |
254 |
16,129 |
659 |
|
IF2409 |
37,259 |
1,882 |
64,914 |
1,063 |
89,856 |
1,278 |
|
IF2412 |
8,670 |
2,339 |
15,981 |
969 |
19,637 |
1,320 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2406 |
55,102 |
1,264 |
38,948 |
-2,502 |
44,625 |
-2,609 |
|
IH2409 |
17,981 |
-1,787 |
27,981 |
-789 |
40,491 |
-380 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2406 |
81,952 |
-8,735 |
93,438 |
-6,257 |
93,586 |
-6,158 |
|
IC2407 |
13,401 |
1,943 |
16,165 |
1,491 |
15,456 |
1,696 |
|
IC2409 |
27,791 |
-2,339 |
64,401 |
-1,951 |
67,707 |
-1,858 |
|
IC2412 |
13,817 |
1,498 |
38,754 |
789 |
36,385 |
625 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2406 |
143,173 |
-7,315 |
88,035 |
-5,702 |
92,541 |
-6,308 |
|
IM2407 |
16,780 |
851 |
13,834 |
713 |
16,437 |
1,060 |
|
IM2409 |
55,493 |
-4,960 |
61,126 |
-4,093 |
69,712 |
-4,182 |
|
IM2412 |
20,992 |
1,403 |
40,382 |
280 |
39,250 |
542 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2406 |
149644 |
6903 |
64630 |
1106 |
74940 |
1121 |
|
IO2409 |
5693 |
2392 |
26856 |
317 |
30378 |
513 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2406 |
254986 |
-78379 |
86924 |
712 |
93854 |
1398 |
|
MO2407 |
30300 |
-2345 |
15599 |
1661 |
16949 |
1587 |
|
MO2409 |
8092 |
-2356 |
28171 |
-44 |
32580 |
94 |
|
MO2412 |
2503 |
-2104 |
17623 |
88 |
18869 |
111 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2406 |
41739 |
-1281 |
30272 |
-206 |
35228 |
102 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2409 |
45,320 |
-1,840 |
46,222 |
-589 |
49,530 |
-367 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2409 |
64,121 |
5,181 |
97,603 |
1,348 |
105,206 |
1,457 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2409 |
61,290 |
-12,982 |
149,451 |
926 |
146,248 |
1,277 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2409 |
42,407 |
-3,270 |
59,557 |
1,673 |
55,491 |
1,546 |
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.
