DZ20240524

 

Sector News

- Regulators window guide on some insurance backed asset management companies and emphasized to focus on main business and limit investment of individual investors.

- CPCAAUTO: retail sales of passenger vehicle in May around 1.65mio units, down 5.3% y/y and up 7.5% m/m. Retail sales of NEV around 770k units, up 13.7% m/m and 32.7% y/y.

- Premier Li Qiang emphasized during investigation in Henan province that construction of innovation platform in seeding industries shall be promoted with leading-edge research to protect food safety.

 

Co Focus

- CEO of NEOM-Oxagon visited Jinko Solar’s headquarter in Shanghai and further discussed cooperation in PV, energy storage and hydrogen energy fields, aiming to build up a smart future city 100% powered by renewable energy.

 

May 23 Block Trade Info

*Discount

- East Money (300059 CH) saw 2 block trades worth 31.14mn at 10.44/10.85yuan per share, 14.97/18.18pct discount from last closing.

 

*Flat

- Xinghuacun Fen Wine (600809 CH) saw 1 block trades worth 100.92mn at 257.45yuan per share, flat from last closing.

- China Merchants Bank (600036 CH) saw 2 block trades worth 35.50mn at 35.50yuan per share, flat from last closing.

- CATL (300750 CH) saw 2 block trades worth 38.82mn at 204.34yuan per share, flat from last closing.

- BYD (002594 CH) saw 2 block trades worth 38.69mn at 214.95yuan per share, flat from last closing.

- Zangge Mining (000408 CH) saw 2 block trades worth 109.91mn at 26.36yuan per share, flat from last closing.

- Midea (000333 CH) saw 2 block trades worth 39.44mn at 65.74yuan per share, flat from last closing.

 

*Margin Trade

Total Margin Balance

1.4987 trillion

Total Short Selling Balance

39.3 billion

SH Margin Balance

0.7922 trillion

SH Short Selling Balance

25.2 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

600036

193mio

600221

1.9mio

601138

97.1mio

603077

1.6mio

600522

61.6mio

600170

1.2mio

601899

58.1mio

601456

1.1mio

601800

53.6mio

600597

0.6mio

SZ Margin Balance

0.7054 trillion

SZ Short Selling Balance

14.1 billion

Top Five Margin Trade Net Bought (in CNY)

Top Five Short Selling Net Sold (in shares)

002851

162mio

000002

5.9mio

300118

152mio

002600

4.1mio

002129

151mio

300015

1,0mio

300502

109mio

002556

0.9mio

000858

65.6mio

000783

0.8mio

 

*Connection Trade

SH-HK Connection (bn cny/hkd)

SZ-HK Connection (bn cny/hkd)

Northbound Net Cash Flow

-1.126

Northbound Net Cash Flow

-2.140

Southbound Net Cash Flow

+2.726

Southbound Net Cash Flow

+0.784

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

600900

544

0.86

603290

425

18.77

600519

374

0.18

600885

176

5.69

600438

365

3.47

000338

172

1.19

000938

296

4.42

002229

171

20.17

300750

235

0.26

601138

170

0.34

 

*Index Futures

Position of Top 20 members (Unit lots)

CSI 300 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IF2406

89,574

18,282

91,176

-1,492

111,199

-1,243

IF2409

31,979

10,970

56,178

2,865

78,505

2,665

IF2412

5,466

1,550

12,373

508

14,483

601

SSE 50 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IH2406

48,801

11,271

43,326

-337

53,113

-1,251

IH2409

15,239

4,714

23,983

370

36,098

219

CSI 500 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IC2406

72,979

21,538

112,911

1,365

111,608

-324

IC2409

22,968

8,519

64,428

1,653

67,830

1,885

IC2412

9,806

3,856

29,586

1,246

27,635

1,264

CSI 1000 Index Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IM2406

117,632

26,880

100,154

4,254

106,035

3,068

IM2409

41,414

12,636

60,663

2,747

66,526

2,791

IM2412

16,611

4,346

32,558

967

31,057

987

 

*Index Options

Position of Top 20 members (Unit lots)

CSI 300 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

IO2406

111088

29442

63866

1929

71386

885

CSI 1000 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

MO2406

176170

60092

76152

4397

82363

4946

MO2409

6761

1465

26861

-159

29693

-115

SSE50 Index Options

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

HO2406

34638

13464

27079

752

30612

5

 

*Treasury Futures

Position of Top 20 members (Unit lots)

2-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TS2406

12,545

1,668

19,120

-1,385

19,606

-1,561

TS2409

50,262

-19,641

42,407

1,733

44,832

2,552

5-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TF2406

22,717

-6,387

40,809

-3,605

40,776

-2,793

TF2409

82,923

-8,341

79,138

3,448

82,400

4,390

10-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

T2406

17,928

-11,153

57,186

-2,123

56,284

-1,690

T2409

79,511

-2,871

129,329

4,383

118,986

2,986

30-Year Treasury Bond Futures

Trading Volume

Change*

Long OI

Change*

Short OI

Change*

TL2406

9,951

-926

20,974

-271

20,629

-283

TL2409

67,343

14,080

56,991

2,367

53,384

1,876

 

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

Top 3 Gainers (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

PVC

V2409

6,572.0

+3.28%

1,599,519

1,030,263

TSR 20

NR2407

12,695.0

+1.64%

37,839

50,172

Glass

FG409

1,683.0

+1.14%

497,767

689,173

Top 3 Loser (Dominant Contract)

Product

Contract

Price

Change %

Trading Volume

Open Interests

Silver

AG2408

7,890.0

-2.45%

1,355,646

409,116

Gold

AU2408

552.7

-2.05%

160,833

183,940

Bleached Softwood Kraft Pulp

SP2409

6,308.0

-1.22%

131,830

197,496

 

* Commodities (night session):

* Global crude oil price closed down collectively. June NYMEX crude oil contract down 0.76% to closed at $76.98/b, July Brent contract down 0.51% to closed at $81.48/b. INE crude oil active contract down 0.96% to 598.8 yuan/b.

* Precious metals closed down significantly, COMEX gold active contract down 2.6% and closed at $2330.6/oz. SHFE gold active contract down 2.05% and closed at 552.66 yuan/gram.

* Metals closed down collectively, LME nickel down 1.36%, LME aluminum down 0.85%, LME lead down 0.8%, LME copper down 0.58%. SHFE nickel down 1.13%, SHFE tin down 0.60%, bonded copper down 0.55%.

* Commodity futures closed mixed, chemistry and energy products closed up mostly, PVC up 3.28%, TSR 20 up 1.64%, glass up 1.14%, wood pulp down 1.22%. Black series closed mixed. Agricultural products closed down mostly.

 

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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.