DZ20240528
Industrial Economy
*Shanghai issued the “Notice on Optimizing the Stable and Healthy Development Policy Measures of the Real Estate Market”, which clearly adjusts the housing purchase restriction policy and optimizes housing credit policy.
*National Energy Administration issued the “Notice on Further Accelerate the Intelligent Construction of Coal Mines and Promote High-Quality Development of Coal”, which proposes to comprehensively promote the intelligent development of coal mines.
Financial
*Chairman Xi Jinping presided over the Political Bureau of the CPC Central Committee meeting On May 27th, which reviewed the “Several Policy Measures to Promote the Rapid Rise of the Central Region in the New Era” and the “Regulations on Financial Risk Prevention and Resolution”.
*The third phase of the national large fund was established on May 24th, all six state-owned banks announced their participation in the investment.
May 27 Block Trade Info
*Discount
- Skyverse Tech (688361 CH) saw 3 block trades worth 46.90mn at 52.11yuan per share, 1.01pct discount from last closing.
*Flat
- Will (603501 CH) saw 1 block trades worth 460.60mn at 94.00yuan per share, flat from last closing.
*Premium
- Hailiang (002203 CH) saw 2 block trades worth 44.97mn at 8.60yuan per share, 0.23pct premium from last closing.
*Margin Trade
|
Total Margin Balance |
1.4921 trillion |
Total Short Selling Balance |
38.5 billion |
|
SH Margin Balance |
0.7887 trillion |
SH Short Selling Balance |
24.6 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
600519 |
161mio |
600022 |
2.4mio |
|
600030 |
154mio |
601866 |
2.3mio |
|
603986 |
79.3mio |
601162 |
1.2mio |
|
601020 |
71.4mio |
600905 |
1.0mio |
|
601857 |
67.5mio |
601666 |
1.0mio |
|
SZ Margin Balance |
0.7022 trillion |
SZ Short Selling Balance |
13.9 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
000063 |
59.1mio |
300568 |
1.1mio |
|
000858 |
48.7mio |
300498 |
1.0mio |
|
000568 |
36.7mio |
000958 |
0.6mio |
|
000415 |
31.3mio |
000591 |
0.5mio |
|
000528 |
27.7mio |
002044 |
0.5mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Net Cash Flow |
+2.428 |
Northbound Net Cash Flow |
+0.320 |
||
|
Southbound Net Cash Flow |
+2.043 |
Southbound Net Cash Flow |
+2.382 |
||
|
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 |
|
300750 |
428 |
0.48 |
000338 |
371 |
2.62 |
|
688475 |
275 |
9.01 |
600276 |
191 |
0.71 |
|
688008 |
269 |
4.73 |
603993 |
164 |
0.93 |
|
600519 |
212 |
0.10 |
002475 |
156 |
0.69 |
|
601138 |
197 |
0.41 |
300496 |
156 |
6.90 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2406 |
74,226 |
-13,219 |
84,700 |
-3,542 |
101,782 |
-5,236 |
|
IF2409 |
22,075 |
-6,537 |
57,020 |
-335 |
79,617 |
-488 |
|
IF2412 |
5,073 |
-672 |
12,939 |
67 |
15,371 |
325 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2406 |
46,642 |
-4,830 |
40,361 |
-2,020 |
48,689 |
-3,201 |
|
IH2409 |
15,293 |
-2,153 |
24,058 |
-877 |
35,654 |
-1,214 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2406 |
70,308 |
-1,943 |
108,798 |
-1,416 |
107,502 |
-1,840 |
|
IC2409 |
21,691 |
-1,436 |
64,058 |
14 |
67,512 |
207 |
|
IC2412 |
11,503 |
932 |
31,373 |
1,028 |
29,558 |
960 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2406 |
120,036 |
11,149 |
99,131 |
3,190 |
105,381 |
3,518 |
|
IM2409 |
41,438 |
2,657 |
60,560 |
1,817 |
67,670 |
2,545 |
|
IM2412 |
16,930 |
75 |
34,339 |
1,210 |
33,080 |
1,375 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2406 |
88130 |
-20337 |
66991 |
428 |
74864 |
780 |
|
IO2409 |
3356 |
3356 |
24403 |
24403 |
27179 |
27179 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2406 |
175671 |
15930 |
81960 |
2661 |
88228 |
3488 |
|
MO2409 |
7634 |
3021 |
26930 |
-43 |
30176 |
158 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2406 |
30795 |
-4847 |
29391 |
607 |
33179 |
798 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2406 |
6,053 |
-8,138 |
16,744 |
-397 |
16,949 |
-426 |
|
TS2409 |
53,769 |
1,184 |
44,139 |
-41 |
45,862 |
1,704 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2406 |
12,505 |
-908 |
35,107 |
-2,917 |
35,200 |
-2,888 |
|
TF2409 |
95,597 |
-8,582 |
83,624 |
2,564 |
86,598 |
1,490 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2406 |
17,079 |
-9,454 |
50,581 |
-2,690 |
50,131 |
-2,597 |
|
T2409 |
106,043 |
1,139 |
133,464 |
1,671 |
124,364 |
3,348 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2406 |
9,122 |
-1,604 |
18,936 |
-1,019 |
18,712 |
-530 |
|
TL2409 |
58,144 |
-7,149 |
57,541 |
450 |
54,081 |
372 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Silver |
AG2408 |
8,392.0 |
+4.48% |
1,588,756 |
474,577 |
|
Nickel |
NI2406 |
156,180.0 |
+2.19% |
52,047 |
31,859 |
|
Tin |
SN2407 |
278,600.0 |
+2.12% |
50,164 |
45,646 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2409 |
1,761.0 |
-0.82% |
50,509 |
166,651 |
|
Polyester Staple Fiber |
PF407 |
7,416.0 |
-0.35% |
47,639 |
156,089 |
|
Glass |
FG409 |
1,708.0 |
-0.29% |
213,518 |
675,625 |
* Commodities (night session):
* Global crude oil price closed up collectively. July NYMEX crude oil contract up 1.07% to closed at $78.55/b, August Brent contract up 1.2% to closed at $82.82/b. INE crude oil active contract up 0.86% to 609.5 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 0.77% and closed at $2352.5/oz. SHFE gold active contract up 0.61% and closed at 558.80 yuan/gram.
* Metals closed up collectively, SHFE nickel up 2.19%, SHFE tin up 2.12%, bonded copper up 1.48%, SHFE copper up 1.34%, SHFE lead up 1.16%.
* Commodity futures closed up mostly, chemistry and energy products closed up collectively, fuel oil up 1.93%, LPG up 1.9%, PP up 1.16%. Black series closed up mostly, coke up nearly 1%. Agricultural products closed up collectively, soybean oil up 1.3%, RBD palm olein up 1.29%.
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.
