DZ20240606
Financial
*Premier Li Qiang presided over the State Council eighth special study under the rule of law as the theme, who emphasized the need to promote scientific legislation, accelerate the filling of weak points and gaps in legislation, and timely promote revision or repeal of laws and regulations that do not meet the requirements of reform and development.
*NDRC organized a live meeting in Shenzhen to promote the development and growth of the private economy, expand medium to long-term loans for manufacturing, and financing projects for technology-based enterprises.
Data
*CPCAAUTO: May retail sales of the passenger car reached 1.685mio units, down 3% y/y and up 10% m/m, with the retail sales of NEV reached 790k units, up 36% y/y and up 17% m/m respectively.
Industrial Economy
*The National Press and Publication Administration updated the approval information for imported online games in 2024, with a total of 15 new games added on June 5th.
June 5 Block Trade Info
*Discount
- Skyverse Tech (688361 CH) saw 6 block trades worth 88.66mn at 42.50-51.72yuan per share, 0.90-18.57pct discount from last closing.
- Mindray (300760 CH) saw 5 block trades worth 600mn at 300.00yuan per share, 1.40pct discount from last closing.
*Flat
- China Rare Earth (000831 CH) saw 2 block trades worth 126.71mn at 25.64yuan per share, flat from last closing.
- Vanke (000002 CH) saw 3 block trades worth 201.21mn at 8.11yuan per share, flat from last closing.
*Margin Trade
|
Total Margin Balance |
1.4823 trillion |
Total Short Selling Balance |
38.1 billion |
|
SH Margin Balance |
0.7840 trillion |
SH Short Selling Balance |
24.5 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
601857 |
202mio |
601868 |
9.8mio |
|
600036 |
162mio |
600310 |
6.6mio |
|
600938 |
144mio |
600711 |
6.5mio |
|
600919 |
109mio |
688009 |
6.0mio |
|
600171 |
99.6mio |
600395 |
5.2mio |
|
SZ Margin Balance |
0.6972 trillion |
SZ Short Selling Balance |
13.6 billion |
|
Top Five Margin Trade Net Bought (in CNY) |
Top Five Short Selling Net Sold (in shares) |
||
|
002714 |
117mio |
000783 |
1.5mio |
|
002594 |
87.2mio |
002405 |
1.3mio |
|
000725 |
84.0mio |
002588 |
0.8mio |
|
300308 |
76.3mio |
002958 |
0.6mio |
|
000001 |
73.2mio |
002607 |
0.6mio |
*Connection Trade
|
SH-HK Connection (bn cny/hkd) |
SZ-HK Connection (bn cny/hkd) |
||||
|
Northbound Net Cash Flow |
-2.886 |
Northbound Net Cash Flow |
-2.795 |
||
|
Southbound Net Cash Flow |
+4.958 |
Southbound Net Cash Flow |
+2.780 |
||
|
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 |
|
603195 |
1032 |
9.47 |
600519 |
489 |
0.24 |
|
002475 |
426 |
1.81 |
000858 |
456 |
0.79 |
|
603501 |
355 |
3.00 |
000333 |
448 |
0.99 |
|
688223 |
235 |
2.69 |
600919 |
374 |
2.58 |
|
601899 |
221 |
0.48 |
000651 |
324 |
1.38 |
*Index Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IF2406 |
63,609 |
-19,263 |
76,251 |
-4,514 |
89,598 |
-4,891 |
|
IF2407 |
6,449 |
-187 |
10,467 |
563 |
13,064 |
1,003 |
|
IF2409 |
23,660 |
-3,671 |
61,728 |
1,254 |
85,296 |
583 |
|
IF2412 |
4,367 |
-1,373 |
14,854 |
259 |
18,049 |
241 |
|
SSE 50 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IH2406 |
36,176 |
-11,603 |
37,162 |
-1,803 |
43,898 |
-1,830 |
|
IH2409 |
11,159 |
-5,238 |
25,983 |
-152 |
37,870 |
-228 |
|
CSI 500 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IC2406 |
63,059 |
-18,466 |
96,167 |
-3,266 |
95,693 |
-3,747 |
|
IC2407 |
8,751 |
-3,270 |
12,725 |
531 |
12,159 |
116 |
|
IC2409 |
20,283 |
-7,116 |
63,267 |
-1,469 |
66,263 |
-1,131 |
|
IC2412 |
11,141 |
-1,695 |
36,325 |
-83 |
34,240 |
-185 |
|
CSI 1000 Index Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IM2406 |
99,144 |
-27,908 |
85,422 |
-1,124 |
90,580 |
-1,591 |
|
IM2407 |
9,410 |
-2,017 |
10,787 |
-17 |
12,432 |
152 |
|
IM2409 |
34,131 |
-12,491 |
59,778 |
-1,516 |
67,697 |
-1,425 |
|
IM2412 |
13,070 |
-5,608 |
38,775 |
52 |
37,096 |
3 |
*Index Options
|
Position of Top 20 members (Unit lots) |
||||||
|
CSI 300 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
IO2406 |
88729 |
-25809 |
62947 |
-331 |
73117 |
-668 |
|
IO2409 |
2522 |
-403 |
26313 |
372 |
29750 |
485 |
|
CSI 1000 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
MO2406 |
159772 |
-51382 |
85181 |
-782 |
91429 |
-834 |
|
MO2409 |
3426 |
-2154 |
27868 |
-24 |
31833 |
93 |
|
SSE50 Index Options |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
HO2406 |
23100 |
-11073 |
29978 |
276 |
34728 |
35 |
*Treasury Futures
|
Position of Top 20 members (Unit lots) |
||||||
|
2-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TS2406 |
0 |
-63 |
1,923 |
0 |
1,923 |
0 |
|
TS2409 |
43,432 |
789 |
46,169 |
1,132 |
49,929 |
1,364 |
|
5-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TF2406 |
140 |
118 |
3,575 |
-185 |
3,575 |
-185 |
|
TF2409 |
74,364 |
3,606 |
95,753 |
3,060 |
103,337 |
4,384 |
|
10-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
T2406 |
70 |
-312 |
258 |
0 |
258 |
0 |
|
T2409 |
97,742 |
13,050 |
148,337 |
3,480 |
143,967 |
6,920 |
|
30-Year Treasury Bond Futures |
Trading Volume |
Change* |
Long OI |
Change* |
Short OI |
Change* |
|
TL2406 |
0 |
0 |
656 |
0 |
656 |
0 |
|
TL2409 |
44,731 |
-3,280 |
57,378 |
877 |
53,714 |
142 |
*Night Session Commodities Market (As of 02:30 am)
|
Top 3 Gainers (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Glass |
FG409 |
1,718.0 |
+2.32% |
759,869 |
687,965 |
|
Silver |
AG2408 |
7,900.0 |
+1.3% |
921,996 |
387,779 |
|
Gold |
AU2408 |
559.2 |
+1.26% |
104,128 |
175,229 |
|
Top 3 Loser (Dominant Contract) |
|||||
|
Product |
Contract |
Price |
Change % |
Trading Volume |
Open Interests |
|
Coking Coal |
JM2409 |
1,613.5 |
-3.03% |
84,151 |
169,667 |
|
Nickel |
NI2407 |
141,720.0 |
-1.6% |
141,994 |
84,907 |
|
Coke |
J2409 |
2,215.0 |
-1.34% |
10,379 |
29,156 |
* Commodities (night session):
* Global crude oil price closed up collectively. July NYMEX crude oil contract up 1.42% to closed at $74.29/b, August Brent contract up 1.42% to closed at $78.62/b. INE crude oil active contract up 1.11% to 576.3 yuan/b.
* Precious metals closed up collectively, COMEX gold active contract up 1.19% and closed at $2375.3/oz. SHFE gold active contract up 1.26% and closed at 559.18 yuan/gram.
* Metals closed mixed, LME nickel down 2.45%, LME zinc down 1.84%, LME tin down 1.23%, LME aluminum down 1.07%. SHFE nickel down 1.60%, SHFE tin down 0.69%, SHFE zinc down 0.54%.
* Commodity futures closed down mostly, chemistry and energy products closed down collectively, fuel oil down 1.16%, bitumen down 1.14%, PVC down 1%. Black series closed down collectively, coking coal down 3.03%, coke down 1.34%. Agricultural products closed mixed, white sugar up nearly 1%.
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.
